Novel numerical methods for time-space fractional reaction diffusion equations in two dimensions

We consider time-space fractional reaction diffusion equations in two dimensions. This equation is obtained from the standard reaction diffusion equation by replacing the first order time derivative with the Caputo fractional derivative, and the second order space derivatives with the fractional Laplacian. Using the matrix transfer technique proposed by Ilic, Liu, Turner and Anh [Fract. Calc. Appl. Anal., 9:333--349, 2006] and the numerical solution strategy used by Yang, Turner, Liu, and Ilic [SIAM J. Scientific Computing, 33:1159--1180, 2011], the solution of the time-space fractional reaction diffusion equations in two dimensions can be written in terms of a matrix function vector product $f(A)b$ at each time step, where $A$ is an approximate matrix representation of the standard Laplacian. We use the finite volume method over unstructured triangular meshes to generate the matrix $A$, which is therefore non-symmetric. However, the standard Lanczos method for approximating $f(A)b$ requires that $A$ is symmetric. We propose a simple and novel transformation in which the standard Lanczos method is still applicable to find $f(A)b$, despite the loss of symmetry. Numerical results are presented to verify the accuracy and efficiency of our newly proposed numerical solution strategy.

Alternating direction implicit numerical method for the space and time fractional Bloch-Torrey equation in 3-D

Recently, some authors have considered a new diffusion model–space and time fractional Bloch-Torrey equation (ST-FBTE). Magin et al. (2008) have derived analytical solutions with fractional order dynamics in space (i.e., _ = 1, β an arbitrary real number, 1 < β ≤ 2) and time (i.e., 0 < α < 1, and β = 2), respectively. Yu et al. (2011) have derived an analytical solution and an effective implicit numerical method for solving ST-FBTEs, and also discussed the stability and convergence of the implicit numerical method. However, due to the computational overheads necessary to perform the simulations for nuclear magnetic resonance (NMR) in three dimensions, they present a study based on a two-dimensional example to confirm their theoretical analysis. Alternating direction implicit (ADI) schemes have been proposed for the numerical simulations of classic differential equations. The ADI schemes will reduce a multidimensional problem to a series of independent one-dimensional problems and are thus computationally efficient. In this paper, we consider the numerical solution of a ST-FBTE on a finite domain. The time and space derivatives in the ST-FBTE are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. A fractional alternating direction implicit scheme (FADIS) for the ST-FBTE in 3-D is proposed. Stability and convergence properties of the FADIS are discussed. Finally, some numerical results for ST-FBTE are given.

Solution methods for advection-diffusion-reaction equations on growing domains and subdomains, with application to modelling skin substitutes

Problems involving the solution of advection-diffusion-reaction equations on domains and subdomains whose growth affects and is affected by these equations, commonly arise in developmental biology. Here, a mathematical framework for these situations, together with methods for obtaining spatio-temporal solutions and steady states of models built from this framework, is presented. The framework and methods are applied to a recently published model of epidermal skin substitutes. Despite the use of Eulerian schemes, excellent agreement is obtained between the numerical spatio-temporal, numerical steady state, and analytical solutions of the model.

Simulation of phosphine flow in vertical grain storage : a preliminary numerical study

To fumigate grain stored in a silo, phosphine gas is distributed by a combination of diffusion and fan-forced advection. This initial study of the problem mainly focuses on the advection, numerically modelled as fluid flow in a porous medium. We find satisfactory agreement between the flow predictions of two Computational Fluid Dynamics packages, Comsol and Fluent. The flow predictions demonstrate that the highest velocity (>0.1 m/s) occurs less than 0.2m from the inlet and reduces drastically over one metre of silo height, with the flow elsewhere less than 0.002 m/s or 1% of the velocity injection. The flow predictions are examined to identify silo regions where phosphine dosage levels are likely to be too low for effective grain fumigation.

Efficient solution of two-sided nonlinear space-fractional diffusion equations using fast Poisson preconditioners

We develop a fast Poisson preconditioner for the efficient numerical solution of a class of two-sided nonlinear space fractional diffusion equations in one and two dimensions using the method of lines. Using the shifted Gr¨unwald finite difference formulas to approximate the two-sided(i.e. the left and right Riemann-Liouville) fractional derivatives, the resulting semi-discrete nonlinear systems have dense Jacobian matrices owing to the non-local property of fractional derivatives. We employ a modern initial value problem solver utilising backward differentiation formulas and Jacobian-free Newton-Krylov methods to solve these systems. For efficient performance of the Jacobianfree Newton-Krylov method it is essential to apply an effective preconditioner to accelerate the convergence of the linear iterative solver. The key contribution of our work is to generalise the fast Poisson preconditioner, widely used for integer-order diffusion equations, so that it applies to the two-sided space fractional diffusion equation. A number of numerical experiments are presented to demonstrate the effectiveness of the preconditioner and the overall solution strategy.

Two novel numerical methods for solving the two-dimensional fractional Fitzhugh-Nagumo-monodomain model

Fractional mathematical models represent a new approach to modelling complex spatial problems in which there is heterogeneity at many spatial and temporal scales. In this paper, a two-dimensional fractional Fitzhugh-Nagumo-monodomain model with zero Dirichlet boundary conditions is considered. The model consists of a coupled space fractional diffusion equation (SFDE) and an ordinary differential equation. For the SFDE, we first consider the numerical solution of the Riesz fractional nonlinear reaction-diffusion model and compare it to the solution of a fractional in space nonlinear reaction-diffusion model. We present two novel numerical methods for the two-dimensional fractional Fitzhugh-Nagumo-monodomain model using the shifted Grunwald-Letnikov method and the matrix transform method, respectively. Finally, some numerical examples are given to exhibit the consistency of our computational solution methodologies. The numerical results demonstrate the effectiveness of the methods.

Numerical solutions for thin film flow down the outside and inside of a vertical cylinder

We consider a model for thin film flow down the outside and inside of a vertical cylinder. Our focus is to study the effect that the curvature of the cylinder has on the gravity-driven instability of the advancing contact line and to simulate the resulting fingering patterns that form due to this instability. The governing partial differential equation is fourth order with a nonlinear degenerate diffusion term that represents the stabilising effect of surface tension. We present numerical solutions obtained by implementing an efficient alternating direction implicit scheme. When compared to the problem of flow down a vertical plane, we find that increasing substrate curvature tends to increase the fingering instability for flow down the outside of the cylinder, whereas flow down the inside of the cylinder substrate curvature has the opposite effect. Further, we demonstrate the existence of nontrivial travelling wave solutions which describe fingering patterns that propagate down the inside of a cylinder at constant speed without changing form. These solutions are perfectly analogous to those found previously for thin film flow down an inclined plane.

A finite volume method with linearisation in time for the solution of advection-reaction-diffusion systems

The numerical solution in one space dimension of advection--reaction--diffusion systems with nonlinear source terms may invoke a high computational cost when the presently available methods are used. Numerous examples of finite volume schemes with high order spatial discretisations together with various techniques for the approximation of the advection term can be found in the literature. Almost all such techniques result in a nonlinear system of equations as a consequence of the finite volume discretisation especially when there are nonlinear source terms in the associated partial differential equation models. This work introduces a new technique that avoids having such nonlinear systems of equations generated by the spatial discretisation process when nonlinear source terms in the model equations can be expanded in positive powers of the dependent function of interest. The basis of this method is a new linearisation technique for the temporal integration of the nonlinear source terms as a supplementation of a more typical finite volume method. The resulting linear system of equations is shown to be both accurate and significantly faster than methods that necessitate the use of solvers for nonlinear system of equations.

A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices

The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction–diffusion equations with fractional Laplacian operators. We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton–Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.

A numerical method for separation of stresses in photo-orthotropic elasticity

A numerical method is suggested for separation of stresses in photo-orthotropic elasticity using the numerical solution of compatibility equation for orthotropic case. The compatibility equation is written in terms of a stress parameter S analogous to the sum of principal stresses in two-dimensional isotropic case. The solution of this equation provides a relation between the normal stresses. The photoelastic data give the shear stress and another relation between the two normal stresses. The accuracy of the numerical method and its application to practical problems are illustrated with examples.

A new framework for solution of multidimensional population balance equations

A new framework is proposed in this work to solve multidimensional population balance equations (PBEs) using the method of discretization. A continuous PBE is considered as a statement of evolution of one evolving property of particles and conservation of their n internal attributes. Discretization must therefore preserve n + I properties of particles. Continuously distributed population is represented on discrete fixed pivots as in the fixed pivot technique of Kumar and Ramkrishna [1996a. On the solution of population balance equation by discretization-I A fixed pivot technique. Chemical Engineering Science 51(8), 1311-1332] for 1-d PBEs, but instead of the earlier extensions of this technique proposed in the literature which preserve 2(n) properties of non-pivot particles, the new framework requires n + I properties to be preserved. This opens up the use of triangular and tetrahedral elements to solve 2-d and 3-d PBEs, instead of the rectangles and cuboids that are suggested in the literature. Capabilities of computational fluid dynamics and other packages available for generating complex meshes can also be harnessed. The numerical results obtained indeed show the effectiveness of the new framework. It also brings out the hitherto unknown role of directionality of the grid in controlling the accuracy of the numerical solution of multidimensional PBEs. The numerical results obtained show that the quality of the numerical solution can be improved significantly just by altering the directionality of the grid, which does not require any increase in the number of points, or any refinement of the grid, or even redistribution of pivots in space. Directionality of a grid can be altered simply by regrouping of pivots.

Numerical estimation of hotspot temperatures in electrodes subjected to pulsed electron beam heating in vacuum

A numerical solution for the transient temperature distribution in a cylindrical disc heated on its top surface by a circular source is presented. A finite difference form of the governing equations is solved by the Alternating Direction Implicit (ADI) time marching scheme. This solution has direct applications in analyzing transient electron beam heating of target materials as encountered in the prebreakdown current enhancement and consequent breakdown in high voltage vacuum gaps stressed by alternating and pulsed voltages. The solution provides an estimate of the temperature for pulsed electron beam heating and the size of thermally activated microparticles originating from anode hot spots. The calculated results for a typical 45kV (a.c.) electron beam of radius 2.5 micron indicate that the temperature of such spots can reach melting point and could give rise to microparticles which could initiate breakdown.

Analytical and numerical solutions of inward spherical solidification of a superheated melt with radiative-convective heat transfer and density jump at freezing front

Analytical and numerical solutions of a general problem related to the radially symmetric inward spherical solidification of a superheated melt have been studied in this paper. In the radiation-convection type boundary conditions, the heat transfer coefficient has been taken as time dependent which could be infinite, at time,t=0. This is necessary, for the initiation of instantaneous solidification of superheated melt, over its surface. The analytical solution consists of employing suitable fictitious initial temperatures and fictitious extensions of the original region occupied by the melt. The numerical solution consists of finite difference scheme in which the grid points move with the freezing front. The numerical scheme can handle with ease the density changes in the solid and liquid states and the shrinkage or expansions of volumes due to density changes. In the numerical results, obtained for the moving boundary and temperatures, the effects of several parameters such as latent heat, Boltzmann constant, density ratios, heat transfer coefficients, etc. have been shown. The correctness of numerical results has also been checked by satisfying the integral heat balance at every timestep.

A numerical model of a liquid-feed solid polymer electrolyte DMFC and its experimental validation

A one-dimensional, biphasic, multicomponent steady-state model based on phenomenological transport equations for the catalyst layer, diffusion layer, and polymeric electrolyte membrane has been developed for a liquid-feed solid polymer electrolyte direct methanol fuel cell (SPE- DMFC). The model employs three important requisites: (i) implementation of analytical treatment of nonlinear terms to obtain a faster numerical solution as also to render the iterative scheme easier to converge, (ii) an appropriate description of two-phase transport phenomena in the diffusive region of the cell to account for flooding and water condensation/evaporation effects, and (iii) treatment of polarization effects due to methanol crossover. An improved numerical solution has been achieved by coupling analytical integration of kinetics and transport equations in the reaction layer, which explicitly include the effect of concentration and pressure gradient on cell polarization within the bulk catalyst layer. In particular, the integrated kinetic treatment explicitly accounts for the nonhomogeneous porous structure of the catalyst layer and the diffusion of reactants within and between the pores in the cathode. At the anode, the analytical integration of electrode kinetics has been obtained within the assumption of macrohomogeneous electrode porous structure, because methanol transport in a liquid-feed SPE- DMFC is essentially a single-phase process because of the high miscibility of methanol with water and its higher concentration in relation to gaseous reactants. A simple empirical model accounts for the effect of capillary forces on liquid-phase saturation in the diffusion layer. Consequently, diffusive and convective flow equations, comprising Nernst-Plank relation for solutes, Darcy law for liquid water, and Stefan-Maxwell equation for gaseous species, have been modified to include the capillary flow contribution to transport. To understand fully the role of model parameters in simulating the performance of the DMCF, we have carried out its parametric study. An experimental validation of model has also been carried out. (C) 2003 The Electrochemical Society.