A Finite Variable Difference Relaxation Scheme for hyperbolic-parabolic equations

Using the framework of a new relaxation system, which converts a nonlinear viscous conservation law into a system of linear convection-diffusion equations with nonlinear source terms, a finite variable difference method is developed for nonlinear hyperbolic-parabolic equations. The basic idea is to formulate a finite volume method with an optimum spatial difference, using the Locally Exact Numerical Scheme (LENS), leading to a Finite Variable Difference Method as introduced by Sakai [Katsuhiro Sakai, A new finite variable difference method with application to locally exact numerical scheme, journal of Computational Physics, 124 (1996) pp. 301-308.], for the linear convection-diffusion equations obtained by using a relaxation system. Source terms are treated with the well-balanced scheme of Jin [Shi Jin, A steady-state capturing method for hyperbolic systems with geometrical source terms, Mathematical Modeling Numerical Analysis, 35 (4) (2001) pp. 631-645]. Bench-mark test problems for scalar and vector conservation laws in one and two dimensions are solved using this new algorithm and the results demonstrate the efficiency of the scheme in capturing the flow features accurately.

Isotropic finite volume discretization

Finite volume methods traditionally employ dimension by dimension extension of the one-dimensional reconstruction and averaging procedures to achieve spatial discretization of the governing partial differential equations on a structured Cartesian mesh in multiple dimensions. This simple approach based on tensor product stencils introduces an undesirable grid orientation dependence in the computed solution. The resulting anisotropic errors lead to a disparity in the calculations that is most prominent between directions parallel and diagonal to the grid lines. In this work we develop isotropic finite volume discretization schemes which minimize such grid orientation effects in multidimensional calculations by eliminating the directional bias in the lowest order term in the truncation error. Explicit isotropic expressions that relate the cell face averaged line and surface integrals of a function and its derivatives to the given cell area and volume averages are derived in two and three dimensions, respectively. It is found that a family of isotropic approximations with a free parameter can be derived by combining isotropic schemes based on next-nearest and next-next-nearest neighbors in three dimensions. Use of these isotropic expressions alone in a standard finite volume framework, however, is found to be insufficient in enforcing rotational invariance when the flux vector is nonlinear and/or spatially non-uniform. The rotationally invariant terms which lead to a loss of isotropy in such cases are explicitly identified and recast in a differential form. Various forms of flux correction terms which allow for a full recovery of rotational invariance in the lowest order truncation error terms, while preserving the formal order of accuracy and discrete conservation of the original finite volume method, are developed. Numerical tests in two and three dimensions attest the superior directional attributes of the proposed isotropic finite volume method. Prominent anisotropic errors, such as spurious asymmetric distortions on a circular reaction-diffusion wave that feature in the conventional finite volume implementation are effectively suppressed through isotropic finite volume discretization. Furthermore, for a given spatial resolution, a striking improvement in the prediction of kinetic energy decay rate corresponding to a general two-dimensional incompressible flow field is observed with the use of an isotropic finite volume method instead of the conventional discretization. (C) 2014 Elsevier Inc. All rights reserved.

Correlation equations for average deposition rate coefficients of nanoparticles in a cylindrical pore

Nanoparticle deposition behavior observed at the Darcy scale represents an average of the processes occurring at the pore scale. Hence, the effect of various pore-scale parameters on nanoparticle deposition can be understood by studying nanoparticle transport at pore scale and upscaling the results to the Darcy scale. In this work, correlation equations for the deposition rate coefficients of nanoparticles in a cylindrical pore are developed as a function of nine pore-scale parameters: the pore radius, nanoparticle radius, mean flow velocity, solution ionic strength, viscosity, temperature, solution dielectric constant, and nanoparticle and collector surface potentials. Based on dominant processes, the pore space is divided into three different regions, namely, bulk, diffusion, and potential regions. Advection-diffusion equations for nanoparticle transport are prescribed for the bulk and diffusion regions, while the interaction between the diffusion and potential regions is included as a boundary condition. This interaction is modeled as a first-order reversible kinetic adsorption. The expressions for the mass transfer rate coefficients between the diffusion and the potential regions are derived in terms of the interaction energy profile. Among other effects, we account for nanoparticle-collector interaction forces on nanoparticle deposition. The resulting equations are solved numerically for a range of values of pore-scale parameters. The nanoparticle concentration profile obtained for the cylindrical pore is averaged over a moving averaging volume within the pore in order to get the 1-D concentration field. The latter is fitted to the 1-D advection-dispersion equation with an equilibrium or kinetic adsorption model to determine the values of the average deposition rate coefficients. In this study, pore-scale simulations are performed for three values of Peclet number, Pe = 0.05, 5, and 50. We find that under unfavorable conditions, the nanoparticle deposition at pore scale is best described by an equilibrium model at low Peclet numbers (Pe = 0.05) and by a kinetic model at high Peclet numbers (Pe = 50). But, at an intermediate Pe (e.g., near Pe = 5), both equilibrium and kinetic models fit the 1-D concentration field. Correlation equations for the pore-averaged nanoparticle deposition rate coefficients under unfavorable conditions are derived by performing a multiple-linear regression analysis between the estimated deposition rate coefficients for a single pore and various pore-scale parameters. The correlation equations, which follow a power law relation with nine pore-scale parameters, are found to be consistent with the column-scale and pore-scale experimental results, and qualitatively agree with the colloid filtration theory. These equations can be incorporated into pore network models to study the effect of pore-scale parameters on nanoparticle deposition at larger length scales such as Darcy scale.

Crank-Nicholson method for rate equations in powder random lasers

3rd International Conference on Mathematical Modeling in Physical Sciences (IC-MSQUARE 2014)

Kinetics of ytterbium(III) extraction with Cyanex 272 using a constant interfacial cell with laminar flow

Studies have been made on the kinetics of ytterbium(III) with bis-(2,4,4-trimethylpentyl) phosphinic acid (Cyanex 272, HA) in n-heptane using a constant interfacial cell with laminar flow. The stiochiometry and the equilibrium constant of the extracted complex formation reaction between Yb3+ and Cyanex 272 are determined. The extraction rate is dependent of the stirring rate. This fact together with the Ea value suggests that the mass transfer process is a mixed chemical reaction-diffusion controlled at lower temperature, whereas it is entirely diffusion controlled at higher temperature. The rate equations for the ytterbium extraction with Cyanex 272 have been obtained. The rate-determining step is also made by predictions derived from interfacial reaction models, and through the approximate solutions of the flux equation, diffusion parameters and thickness of the diffusion film have been calculated.

How simple grazing rules can lead to persistent boundaries in vegetation communities.

Natural landscape boundaries between vegetation communities are dynamically influenced by the selective grazing of herbivores. Here we show how this may be an emergent property of very simple animal decisions, without the need for any sophisticated choice rules etc., using a model based on biased diffusion. Animal grazing intensity is coupled with plant competition, resulting in reaction-diffusion dynamics, from which stable boundaries spontaneously emerge. In the model, animals affect their resources by both consumption and trampling. It is assumed that forage consists of two heterogeneously distributed competing resource species, one that is preferred (grass) over the other (heather) by the animals. The solutions to the resulting system of differential equations for three cases a) optimal foraging, b) random walk foraging and c) taxis-diffusion are presented. Optimal and random foraging gave unrealistic results, but taxis-diffusion accorded well with field observations. Persistent boundaries between patches of near-monoculture vegetation were predicted, with these boundaries drifting in response to overall grazing pressure (grass advancing with increased grazing and vice versa). The reaction-taxis-diffusion model provides the first mathematical explanation for such vegetation mosaic dynamics and the parameters of the model are open to experimental testing.

Computer simulations of seasonal outbreak and diurnal vertical migration of cyanobacteria

Algal blooms caused by cyanobacteria are characterized by two features with different time scales: one is seasonal outbreak and collapse of a bloom and the other is diurnal vertical migration. Our two-component mathematical model can simulate both phenomena, in which the state variables are nutrients and cyanobacteria. The model is a set of one-dimensional reaction-advection-diffusion equations, and temporal changes of these two variables are regulated by the following five factors: (1) annual variation of light intensity, (2) diurnal variation of light intensity, (3) annual variation of water temperature, (4) thermal stratification within a water column and (5) the buoyancy regulation mechanism. The seasonal change of cyanobacteria biomass is mainly controlled by factors, (1), (3) and (4), among which annual variations of light intensity and water temperature directly affect the maximum growth rate of cyanobacteria. The latter also contributes to formation of the thermocline during the summer season. Thermal stratification causes a reduction in vertical diffusion and largely prevents mixing of both nutrients and cyanobacteria between the epilimnion and the hypolimnion. Meanwhile, the other two factors, (2) and (5), play a significant role in diurnal vertical migration of cyanobacteria. A key mechanism of vertical migration is buoyancy regulation due to gas-vesicle synthesis and ballast formation, by which a quick reversal between floating and sinking becomes possible within a water column. The mechanism of bloom formation controlled by these five factors is integrated into the one-dimensional model consisting of two reaction-advection-diffusion equations.

A semi-distributed ntegrated itrogen model for multiple source assessment in tchments (INCA): Part I — model structure and process equations

A new model has been developed for assessing multiple sources of nitrogen in catchments. The model (INCA) is process based and uses reaction kinetic equations to simulate the principal mechanisms operating. The model allows for plant uptake, surface and sub-surface pathways and can simulate up to six land uses simultaneously. The model can be applied to catchment as a semi-distributed simulation and has an inbuilt multi-reach structure for river systems. Sources of nitrogen can be from atmospheric deposition, from the terrestrial environment (e.g. agriculture, leakage from forest systems etc.), from urban areas or from direct discharges via sewage or intensive farm units. The model is a daily simulation model and can provide information in the form of time series at key sites, or as profiles down river systems or as statistical distributions. The process model is described and in a companion paper the model is applied to the River Tywi catchment in South Wales and the Great Ouse in Bedfordshire.

Dynamics in dumbbell domains II. The limiting problem

In this work we continue the analysis of the asymptotic dynamics of reaction-diffusion problems in a dumbbell domain started in [J.M. Arrieta, AN Carvalho, G. Lozada-Cruz, Dynamics in dumbbell domains I. Continuity of the set of equilibria, J. Differential Equations 231 (2) (2006) 551-597]. Here we study the limiting problem, that is, an evolution problem in a ""domain"" which consists of an open, bounded and smooth set Omega subset of R(N) with a curve R(0) attached to it. The evolution in both parts of the domain is governed by a parabolic equation. In Omega the evolution is independent of the evolution in R(0) whereas in R(0) the evolution depends on the evolution in Omega through the continuity condition of the solution at the junction points. We analyze in detail the linear elliptic and parabolic problem, the generation of linear and nonlinear semigroups, the existence and structure of attractors. (C) 2009 Elsevier Inc. All rights reserved.

Dynamics in dumbbell domains III. Continuity of attractors

In this paper we conclude the analysis started in [J.M. Arrieta, AN Carvalho, G. Lozada-Cruz, Dynamics in dumbbell domains I. Continuity of the set of equilibria, J. Differential Equations 231 (2006) 551-597] and continued in [J.M. Arrieta, AN Carvalho, G. Lozada-Cruz, Dynamics in dumbbell domains II. The limiting problem, J. Differential Equations 247 (1) (2009) 174-202 (this issue)] concerning the behavior of the asymptotic dynamics of a dissipative reaction-diffusion equation in a dumbbell domain as the channel shrinks to a line segment. In [J.M. Arrieta, AN Carvalho. G. Lozada-Cruz, Dynamics in dumbbell domains I. Continuity of the set of equilibria, J. Differential Equations 231 (2006) 551-597], we have established an appropriate functional analytic framework to address this problem and we have shown the continuity of the set of equilibria. In [J.M. Arrieta, AN Carvalho, G. Lozada-Cruz. Dynamics in dumbbell domains II. The limiting problem, J. Differential Equations 247 (1) (2009) 174-202 (this issue)], we have analyzed the behavior of the limiting problem. In this paper we show that the attractors are Upper semicontinuous and, moreover, if all equilibria of the limiting problem are hyperbolic, then they are lower semicontinuous and therefore, continuous. The continuity is obtained in L(p) and H(1) norms. (C) 2008 Elsevier Inc. All rights reserved.

A discontinuous-Galerkin-based immersed boundary method

A numerical method to approximate partial differential equations on meshes that do not conform to the domain boundaries is introduced. The proposed method is conceptually simple and free of user-defined parameters. Starting with a conforming finite element mesh, the key ingredient is to switch those elements intersected by the Dirichlet boundary to a discontinuous-Galerkin approximation and impose the Dirichlet boundary conditions strongly. By virtue of relaxing the continuity constraint at those elements. boundary locking is avoided and optimal-order convergence is achieved. This is shown through numerical experiments in reaction-diffusion problems. Copyright (c) 2008 John Wiley & Sons, Ltd.

Cascades of Hopf bifurcations from boundary delay

We consider a 1-dimensional reaction-diffusion equation with nonlinear boundary conditions of logistic type with delay. We deal with non-negative solutions and analyze the stability behavior of its unique positive equilibrium solution, which is given by the constant function u equivalent to 1. We show that if the delay is small, this equilibrium solution is asymptotically stable, similar as in the case without delay. We also show that, as the delay goes to infinity, this equilibrium becomes unstable and undergoes a cascade of Hopf bifurcations. The structure of this cascade will depend on the parameters appearing in the equation. This equation shows some dynamical behavior that differs from the case where the nonlinearity with delay is in the interior of the domain. (C) 2009 Elsevier Inc. All rights reserved.

ON THE SUPERCRITICALITY OF THE FIRST HOPF BIFURCATION IN A DELAY BOUNDARY PROBLEM

The goal of this paper is to analyze the character of the first Hopf bifurcation (subcritical versus supercritical) that appears in a one-dimensional reaction-diffusion equation with nonlinear boundary conditions of logistic type with delay. We showed in the previous work [Arrieta et al., 2010] that if the delay is small, the unique non-negative equilibrium solution is asymptotically stable. We also showed that, as the delay increases and crosses certain critical value, this equilibrium becomes unstable and undergoes a Hopf bifurcation. This bifurcation is the first one of a cascade occurring as the delay goes to infinity. The structure of this cascade will depend on the parameters appearing in the equation. In this paper, we show that the first bifurcation that occurs is supercritical, that is, when the parameter is bigger than the delay bifurcation value, stable periodic orbits branch off from the constant equilibrium.

Assessment of a high-order finite difference upwind scheme for the simulation of convection-diffusion problems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Dynamics in dumbbell domains II. The limiting problem

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)