Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second-order space derivative with the Riesz fractional derivative of order αset membership, variant(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first-order and second-order space derivatives with the Riesz fractional derivatives of order βset membership, variant(0,1) and of order αset membership, variant(1,2], respectively. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.

Theoretical investigation of thermal tweezers for parallel manipulation of atoms and nanoparticles on surfaces

A major focus of research in nanotechnology is the development of novel, high throughput techniques for fabrication of arbitrarily shaped surface nanostructures of sub 100 nm to atomic scale. A related pursuit is the development of simple and efficient means for parallel manipulation and redistribution of adsorbed atoms, molecules and nanoparticles on surfaces – adparticle manipulation. These techniques will be used for the manufacture of nanoscale surface supported functional devices in nanotechnologies such as quantum computing, molecular electronics and lab-on-achip, as well as for modifying surfaces to obtain novel optical, electronic, chemical, or mechanical properties. A favourable approach to formation of surface nanostructures is self-assembly. In self-assembly, nanostructures are grown by aggregation of individual adparticles that diffuse by thermally activated processes on the surface. The passive nature of this process means it is generally not suited to formation of arbitrarily shaped structures. The self-assembly of nanostructures at arbitrary positions has been demonstrated, though these have typically required a pre-patterning treatment of the surface using sophisticated techniques such as electron beam lithography. On the other hand, a parallel adparticle manipulation technique would be suited for directing the selfassembly process to occur at arbitrary positions, without the need for pre-patterning the surface. There is at present a lack of techniques for parallel manipulation and redistribution of adparticles to arbitrary positions on the surface. This is an issue that needs to be addressed since these techniques can play an important role in nanotechnology. In this thesis, we propose such a technique – thermal tweezers. In thermal tweezers, adparticles are redistributed by localised heating of the surface. This locally enhances surface diffusion of adparticles so that they rapidly diffuse away from the heated regions. Using this technique, the redistribution of adparticles to form a desired pattern is achieved by heating the surface at specific regions. In this project, we have focussed on the holographic implementation of this approach, where the surface is heated by holographic patterns of interfering pulsed laser beams. This implementation is suitable for the formation of arbitrarily shaped structures; the only condition is that the shape can be produced by holographic means. In the simplest case, the laser pulses are linearly polarised and intersect to form an interference pattern that is a modulation of intensity along a single direction. Strong optical absorption at the intensity maxima of the interference pattern results in approximately a sinusoidal variation of the surface temperature along one direction. The main aim of this research project is to investigate the feasibility of the holographic implementation of thermal tweezers as an adparticle manipulation technique. Firstly, we investigate theoretically the surface diffusion of adparticles in the presence of sinusoidal modulation of the surface temperature. Very strong redistribution of adparticles is predicted when there is strong interaction between the adparticle and the surface, and the amplitude of the temperature modulation is ~100 K. We have proposed a thin metallic film deposited on a glass substrate heated by interfering laser beams (optical wavelengths) as a means of generating very large amplitude of surface temperature modulation. Indeed, we predict theoretically by numerical solution of the thermal conduction equation that amplitude of the temperature modulation on the metallic film can be much greater than 100 K when heated by nanosecond pulses with an energy ~1 mJ. The formation of surface nanostructures of less than 100 nm in width is predicted at optical wavelengths in this implementation of thermal tweezers. Furthermore, we propose a simple extension to this technique where spatial phase shift of the temperature modulation effectively doubles or triples the resolution. At the same time, increased resolution is predicted by reducing the wavelength of the laser pulses. In addition, we present two distinctly different, computationally efficient numerical approaches for theoretical investigation of surface diffusion of interacting adparticles – the Monte Carlo Interaction Method (MCIM) and the random potential well method (RPWM). Using each of these approaches we have investigated thermal tweezers for redistribution of both strongly and weakly interacting adparticles. We have predicted that strong interactions between adparticles can increase the effectiveness of thermal tweezers, by demonstrating practically complete adparticle redistribution into the low temperature regions of the surface. This is promising from the point of view of thermal tweezers applied to directed self-assembly of nanostructures. Finally, we present a new and more efficient numerical approach to theoretical investigation of thermal tweezers of non-interacting adparticles. In this approach, the local diffusion coefficient is determined from solution of the Fokker-Planck equation. The diffusion equation is then solved numerically using the finite volume method (FVM) to directly obtain the probability density of adparticle position. We compare predictions of this approach to those of the Ermak algorithm solution of the Langevin equation, and relatively good agreement is shown at intermediate and high friction. In the low friction regime, we predict and investigate the phenomenon of ‘optimal’ friction and describe its occurrence due to very long jumps of adparticles as they diffuse from the hot regions of the surface. Future research directions, both theoretical and experimental are also discussed.

Theoretical investigation of mechanisms of formation and interaction of nanoparticles

In this thesis an investigation into theoretical models for formation and interaction of nanoparticles is presented. The work presented includes a literature review of current models followed by a series of five chapters of original research. This thesis has been submitted in partial fulfilment of the requirements for the degree of doctor of philosophy by publication and therefore each of the five chapters consist of a peer-reviewed journal article. The thesis is then concluded with a discussion of what has been achieved during the PhD candidature, the potential applications for this research and ways in which the research could be extended in the future. In this thesis we explore stochastic models pertaining to the interaction and evolution mechanisms of nanoparticles. In particular, we explore in depth the stochastic evaporation of molecules due to thermal activation and its ultimate effect on nanoparticles sizes and concentrations. Secondly, we analyse the thermal vibrations of nanoparticles suspended in a fluid and subject to standing oscillating drag forces (as would occur in a standing sound wave) and finally on lattice surfaces in the presence of high heat gradients. We have described in this thesis a number of new models for the description of multicompartment networks joined by a multiple, stochastically evaporating, links. The primary motivation for this work is in the description of thermal fragmentation in which multiple molecules holding parts of a carbonaceous nanoparticle may evaporate. Ultimately, these models predict the rate at which the network or aggregate fragments into smaller networks/aggregates and with what aggregate size distribution. The models are highly analytic and describe the fragmentation of a link holding multiple bonds using Markov processes that best describe different physical situations and these processes have been analysed using a number of mathematical methods. The fragmentation of the network/aggregate is then predicted using combinatorial arguments. Whilst there is some scepticism in the scientific community pertaining to the proposed mechanism of thermal fragmentation,we have presented compelling evidence in this thesis supporting the currently proposed mechanism and shown that our models can accurately match experimental results. This was achieved using a realistic simulation of the fragmentation of the fractal carbonaceous aggregate structure using our models. Furthermore, in this thesis a method of manipulation using acoustic standing waves is investigated. In our investigation we analysed the effect of frequency and particle size on the ability for the particle to be manipulated by means of a standing acoustic wave. In our results, we report the existence of a critical frequency for a particular particle size. This frequency is inversely proportional to the Stokes time of the particle in the fluid. We also find that for large frequencies the subtle Brownian motion of even larger particles plays a significant role in the efficacy of the manipulation. This is due to the decreasing size of the boundary layer between acoustic nodes. Our model utilises a multiple time scale approach to calculating the long term effects of the standing acoustic field on the particles that are interacting with the sound. These effects are then combined with the effects of Brownian motion in order to obtain a complete mathematical description of the particle dynamics in such acoustic fields. Finally, in this thesis, we develop a numerical routine for the description of "thermal tweezers". Currently, the technique of thermal tweezers is predominantly theoretical however there has been a handful of successful experiments which demonstrate the effect it practise. Thermal tweezers is the name given to the way in which particles can be easily manipulated on a lattice surface by careful selection of a heat distribution over the surface. Typically, the theoretical simulations of the effect can be rather time consuming with supercomputer facilities processing data over days or even weeks. Our alternative numerical method for the simulation of particle distributions pertaining to the thermal tweezers effect use the Fokker-Planck equation to derive a quick numerical method for the calculation of the effective diffusion constant as a result of the lattice and the temperature. We then use this diffusion constant and solve the diffusion equation numerically using the finite volume method. This saves the algorithm from calculating many individual particle trajectories since it is describes the flow of the probability distribution of particles in a continuous manner. The alternative method that is outlined in this thesis can produce a larger quantity of accurate results on a household PC in a matter of hours which is much better than was previously achieveable.

Novel analytical and numerical methods for solving fractional dynamical systems

During the past three decades, the subject of fractional calculus (that is, calculus of integrals and derivatives of arbitrary order) has gained considerable popularity and importance, mainly due to its demonstrated applications in numerous diverse and widespread fields in science and engineering. For example, fractional calculus has been successfully applied to problems in system biology, physics, chemistry and biochemistry, hydrology, medicine, and finance. In many cases these new fractional-order models are more adequate than the previously used integer-order models, because fractional derivatives and integrals enable the description of the memory and hereditary properties inherent in various materials and processes that are governed by anomalous diffusion. Hence, there is a growing need to find the solution behaviour of these fractional differential equations. However, the analytic solutions of most fractional differential equations generally cannot be obtained. As a consequence, approximate and numerical techniques are playing an important role in identifying the solution behaviour of such fractional equations and exploring their applications. The main objective of this thesis is to develop new effective numerical methods and supporting analysis, based on the finite difference and finite element methods, for solving time, space and time-space fractional dynamical systems involving fractional derivatives in one and two spatial dimensions. A series of five published papers and one manuscript in preparation will be presented on the solution of the space fractional diffusion equation, space fractional advectiondispersion equation, time and space fractional diffusion equation, time and space fractional Fokker-Planck equation with a linear or non-linear source term, and fractional cable equation involving two time fractional derivatives, respectively. One important contribution of this thesis is the demonstration of how to choose different approximation techniques for different fractional derivatives. Special attention has been paid to the Riesz space fractional derivative, due to its important application in the field of groundwater flow, system biology and finance. We present three numerical methods to approximate the Riesz space fractional derivative, namely the L1/ L2-approximation method, the standard/shifted Gr¨unwald method, and the matrix transform method (MTM). The first two methods are based on the finite difference method, while the MTM allows discretisation in space using either the finite difference or finite element methods. Furthermore, we prove the equivalence of the Riesz fractional derivative and the fractional Laplacian operator under homogeneous Dirichlet boundary conditions – a result that had not previously been established. This result justifies the aforementioned use of the MTM to approximate the Riesz fractional derivative. After spatial discretisation, the time-space fractional partial differential equation is transformed into a system of fractional-in-time differential equations. We then investigate numerical methods to handle time fractional derivatives, be they Caputo type or Riemann-Liouville type. This leads to new methods utilising either finite difference strategies or the Laplace transform method for advancing the solution in time. The stability and convergence of our proposed numerical methods are also investigated. Numerical experiments are carried out in support of our theoretical analysis. We also emphasise that the numerical methods we develop are applicable for many other types of fractional partial differential equations.

A model for mesoscale patterns in motile populations

Experimental observations of cell migration often describe the presence of mesoscale patterns within motile cell populations. These patterns can take the form of cells moving as aggregates or in chain-like formation. Here we present a discrete model capable of producing mesoscale patterns. These patterns are formed by biasing movements to favor a particular configuration of agent–agent attachments using a binding function f(K), where K is the scaled local coordination number. This discrete model is related to a nonlinear diffusion equation, where we relate the nonlinear diffusivity D(C) to the binding function f. The nonlinear diffusion equation supports a range of solutions which can be either smooth or discontinuous. Aggregation patterns can be produced with the discrete model, and we show that there is a transition between the presence and absence of aggregation depending on the sign of D(C). A combination of simulation and analysis shows that both the existence of mesoscale patterns and the validity of the continuum model depend on the form of f. Our results suggest that there may be no formal continuum description of a motile system with strong mesoscale patterns.

Generalised finite volume strategies for simulating transport in strongly orthotropic porous media

In this work two different finite volume computational strategies for solving a representative two-dimensional diffusion equation in an orthotropic medium are considered. When the diffusivity tensor is treated as linear, this problem admits an analytic solution used for analysing the accuracy of the proposed numerical methods. In the first method, the gradient approximation techniques discussed by Jayantha and Turner [Numerical Heat Transfer, Part B: Fundamentals, 40, pp.367–390, 2001] are applied directly to the

Time-dependent fractional advection–diffusion equations by an implicit MLS meshless method

Recently, many new applications in engineering and science are governed by a series of fractional partial differential equations (FPDEs). Unlike the normal partial differential equations (PDEs), the differential order in a FPDE is with a fractional order, which will lead to new challenges for numerical simulation, because most existing numerical simulation techniques are developed for the PDE with an integer differential order. The current dominant numerical method for FPDEs is Finite Difference Method (FDM), which is usually difficult to handle a complex problem domain, and also hard to use irregular nodal distribution. This paper aims to develop an implicit meshless approach based on the moving least squares (MLS) approximation for numerical simulation of fractional advection-diffusion equations (FADE), which is a typical FPDE. The discrete system of equations is obtained by using the MLS meshless shape functions and the meshless strong-forms. The stability and convergence related to the time discretization of this approach are then discussed and theoretically proven. Several numerical examples with different problem domains and different nodal distributions are used to validate and investigate accuracy and efficiency of the newly developed meshless formulation. It is concluded that the present meshless formulation is very effective for the modeling and simulation of the FADE.

Mean-field descriptions of collective migration with strong adhesion

Random walk models based on an exclusion process with contact effects are often used to represent collective migration where individual agents are affected by agent-to-agent adhesion. Traditional mean field representations of these processes take the form of a nonlinear diffusion equation which, for strong adhesion, does not predict the averaged discrete behavior. We propose an alternative suite of mean-field representations, showing that collective migration with strong adhesion can be accurately represented using a moment closure approach.

Numerical simulation of a fractional mathematical model for epidermal wound healing

A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider numerical simulation of fractional model based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in advection and diffusion terms belong to the intervals (0; 1) or (1; 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of the Riemann-Liouville and Gr¨unwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

Moments of action provide insight into critical times for advection–diffusion–reaction processes

In 2010 Berezhkovskii and coworkers introduced the concept of local accumulation time (LAT) as a finite measure of the time required for the transient solution of a reaction diffusion equation to effectively reach steady state(Biophys J. 99, L59 (2010); Phys Rev E. 83, 051906 (2011)). Berezhkovskii’s approach is a particular application of the concept of mean action time (MAT) that was introduced previously by McNabb (IMA J Appl Math. 47, 193 (1991)). Here, we generalize these previous results by presenting a framework to calculate the MAT, as well as the higher moments, which we call the moments of action. The second moment is the variance of action time; the third moment is related to the skew of action time, and so on. We consider a general transition from some initial condition to an associated steady state for a one–dimensional linear advection–diffusion–reaction partial differential equation(PDE). Our results indicate that it is possible to solve for the moments of action exactly without requiring the transient solution of the PDE. We present specific examples that highlight potential weaknesses of previous studies that have considered the MAT alone without considering higher moments. Finally, we also provide a meaningful interpretation of the moments of action by presenting simulation results from a discrete random walk model together with some analysis of the particle lifetime distribution. This work shows that the moments of action are identical to the moments of the particle lifetime distribution for certain transitions.

Pulse dynamics in a three-component system : stability and bifurcations

In this article, we analyze the stability and the associated bifurcations of several types of pulse solutions in a singularly perturbed three-component reaction-diffusion equation that has its origin as a model for gas discharge dynamics. Due to the richness and complexity of the dynamics generated by this model, it has in recent years become a paradigm model for the study of pulse interactions. A mathematical analysis of pulse interactions is based on detailed information on the existence and stability of isolated pulse solutions. The existence of these isolated pulse solutions is established in previous work. Here, the pulse solutions are studied by an Evans function associated to the linearized stability problem. Evans functions for stability problems in singularly perturbed reaction-diffusion models can be decomposed into a fast and a slow component, and their zeroes can be determined explicitly by the NLEP method. In the context of the present model, we have extended the NLEP method so that it can be applied to multi-pulse and multi-front solutions of singularly perturbed reaction-diffusion equations with more than one slow component. The brunt of this article is devoted to the analysis of the stability characteristics and the bifurcations of the pulse solutions. Our methods enable us to obtain explicit, analytical information on the various types of bifurcations, such as saddle-node bifurcations, Hopf bifurcations in which breathing pulse solutions are created, and bifurcations into travelling pulse solutions, which can be both subcritical and supercritical.

Critical timescales and time intervals for coupled linear processes

In 1991, McNabb introduced the concept of mean action time (MAT) as a finite measure of the time required for a diffusive process to effectively reach steady state. Although this concept was initially adopted by others within the Australian and New Zealand applied mathematics community, it appears to have had little use outside this region until very recently, when in 2010 Berezhkovskii and coworkers rediscovered the concept of MAT in their study of morphogen gradient formation. All previous work in this area has been limited to studying single–species differential equations, such as the linear advection–diffusion–reaction equation. Here we generalise the concept of MAT by showing how the theory can be applied to coupled linear processes. We begin by studying coupled ordinary differential equations and extend our approach to coupled partial differential equations. Our new results have broad applications including the analysis of models describing coupled chemical decay and cell differentiation processes, amongst others.

Numerical techniques for simulating a fractional mathematical model of epidermal wound healing

A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider the numerical simulation of a fractional mathematical model of epidermal wound healing (FMM-EWH), which is based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in the advection and diffusion terms belong to the intervals (0, 1) or (1, 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of Riemann-Liouville and Grünwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

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.