Fractional differential equations with dependence on the Caputo-Katugampola derivative

In this paper we present a new type of fractional operator, the Caputo–Katugampola derivative. The Caputo and the Caputo–Hadamard fractional derivatives are special cases of this new operator. An existence and uniqueness theorem for a fractional Cauchy type problem, with dependence on the Caputo–Katugampola derivative, is proven. A decomposition formula for the Caputo–Katugampola derivative is obtained. This formula allows us to provide a simple numerical procedure to solve the fractional differential equation.

Modeling some real phenomena by fractional differential equations

This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional differential equations may model more efficiently certain problems than ordinary differential equations. A numerical optimization approach based on least squares approximation is used to determine the order of the fractional operator that better describes real data, as well as other related parameters.

Krylov subspace methods for approximating functions of symmetric positive definite matrices with applications to applied statistics and anomalous diffusion

Matrix function approximation is a current focus of worldwide interest and finds application in a variety of areas of applied mathematics and statistics. In this thesis we focus on the approximation of A^(-α/2)b, where A ∈ ℝ^(n×n) is a large, sparse symmetric positive definite matrix and b ∈ ℝ^n is a vector. In particular, we will focus on matrix function techniques for sampling from Gaussian Markov random fields in applied statistics and the solution of fractional-in-space partial differential equations. Gaussian Markov random fields (GMRFs) are multivariate normal random variables characterised by a sparse precision (inverse covariance) matrix. GMRFs are popular models in computational spatial statistics as the sparse structure can be exploited, typically through the use of the sparse Cholesky decomposition, to construct fast sampling methods. It is well known, however, that for sufficiently large problems, iterative methods for solving linear systems outperform direct methods. Fractional-in-space partial differential equations arise in models of processes undergoing anomalous diffusion. Unfortunately, as the fractional Laplacian is a non-local operator, numerical methods based on the direct discretisation of these equations typically requires the solution of dense linear systems, which is impractical for fine discretisations. In this thesis, novel applications of Krylov subspace approximations to matrix functions for both of these problems are investigated. Matrix functions arise when sampling from a GMRF by noting that the Cholesky decomposition A = LL^T is, essentially, a `square root' of the precision matrix A. Therefore, we can replace the usual sampling method, which forms x = L^(-T)z, with x = A^(-1/2)z, where z is a vector of independent and identically distributed standard normal random variables. Similarly, the matrix transfer technique can be used to build solutions to the fractional Poisson equation of the form ϕn = A^(-α/2)b, where A is the finite difference approximation to the Laplacian. Hence both applications require the approximation of f(A)b, where f(t) = t^(-α/2) and A is sparse. In this thesis we will compare the Lanczos approximation, the shift-and-invert Lanczos approximation, the extended Krylov subspace method, rational approximations and the restarted Lanczos approximation for approximating matrix functions of this form. A number of new and novel results are presented in this thesis. Firstly, we prove the convergence of the matrix transfer technique for the solution of the fractional Poisson equation and we give conditions by which the finite difference discretisation can be replaced by other methods for discretising the Laplacian. We then investigate a number of methods for approximating matrix functions of the form A^(-α/2)b and investigate stopping criteria for these methods. In particular, we derive a new method for restarting the Lanczos approximation to f(A)b. We then apply these techniques to the problem of sampling from a GMRF and construct a full suite of methods for sampling conditioned on linear constraints and approximating the likelihood. Finally, we consider the problem of sampling from a generalised Matern random field, which combines our techniques for solving fractional-in-space partial differential equations with our method for sampling from GMRFs.

Numerical modelling of industrial microwave heating

The numerical modelling of electromagnetic waves has been the focus of many research areas in the past. Some specific applications of electromagnetic wave scattering are in the fields of Microwave Heating and Radar Communication Systems. The equations that govern the fundamental behaviour of electromagnetic wave propagation in waveguides and cavities are the Maxwell's equations. In the literature, a number of methods have been employed to solve these equations. Of these methods, the classical Finite-Difference Time-Domain scheme, which uses a staggered time and space discretisation, is the most well known and widely used. However, it is complicated to implement this method on an irregular computational domain using an unstructured mesh. In this work, a coupled method is introduced for the solution of Maxwell's equations. It is proposed that the free-space component of the solution is computed in the time domain, whilst the load is resolved using the frequency dependent electric field Helmholtz equation. This methodology results in a timefrequency domain hybrid scheme. For the Helmholtz equation, boundary conditions are generated from the time dependent free-space solutions. The boundary information is mapped into the frequency domain using the Discrete Fourier Transform. The solution for the electric field components is obtained by solving a sparse-complex system of linear equations. The hybrid method has been tested for both waveguide and cavity configurations. Numerical tests performed on waveguides and cavities for inhomogeneous lossy materials highlight the accuracy and computational efficiency of the newly proposed hybrid computational electromagnetic strategy.

A hybrid approach for resolving the electromagnetic fields inside a waveguide loaded with a lossy medium

In this work a novel hybrid approach is presented that uses a combination of both time domain and frequency domain solution strategies to predict the power distribution within a lossy medium loaded within a waveguide. The problem of determining the electromagnetic fields evolving within the waveguide and the lossy medium is decoupled into two components, one for computing the fields in the waveguide including a coarse representation of the medium (the exterior problem) and one for a detailed resolution of the lossy medium (the interior problem). A previously documented cell-centred Maxwell’s equations numerical solver can be used to resolve the exterior problem accurately in the time domain. Thereafter the discrete Fourier transform can be applied to the computed field data around the interface of the medium to estimate the frequency domain boundary condition in-formation that is needed for closure of the interior problem. Since only the electric fields are required to compute the power distribution generated within the lossy medium, the interior problem can be resolved efficiently using the Helmholtz equation. A consistent cell-centred finite-volume method is then used to discretise this equation on a fine mesh and the underlying large, sparse, complex matrix system is solved for the required electric field using the iterative Krylov subspace based GMRES iterative solver. It will be shown that the hybrid solution methodology works well when a single frequency is considered in the evaluation of the Helmholtz equation in a single mode waveguide. A restriction of the scheme is that the material needs to be sufficiently lossy, so that any penetrating waves in the material are absorbed.

Anomalous subdiffusion equations by the meshless collocation method

This paper aims to develop an implicit meshless collocation technique based on the moving least squares approximation for numerical simulation of the anomalous subdiffusion equation(ASDE). The discrete system of equations is obtained by using the MLS meshless shape functions and the meshless collocation formulation. The stability and convergence of this meshless approach related to the time discretization are investigated theoretically and numerically. The numerical examples with regular and irregular nodal distributions are used to the newly developed meshless formulation. It is concluded that the present meshless formulation is very effective for the modeling of ASDEs.

An implicit RBF meshless method for a fractal mobile/immobile transport model

Fractional differential equation is used to describe a fractal model of mobile/immobile transport with a power law memory function. This equation is the limiting equation that governs continuous time random walks with heavy tailed random waiting times. In this paper, we firstly propose a finite difference method to discretize the time variable and obtain a semi-discrete scheme. Then we discuss its stability and convergence. Secondly we consider a meshless method based on radial basis functions (RBF) to discretize the space variable. By contrast to conventional FDM and FEM, the meshless method is demonstrated to have distinct advantages: calculations can be performed independent of a mesh, it is more accurate and it can be used to solve complex problems. Finally the convergence order is verified from a numerical example is presented to describe the fractal model of mobile/immobile transport process with different problem domains. The numerical results indicate that the present meshless approach is very effective for modeling and simulating of fractional differential equations, and it has good potential in development of a robust simulation tool for problems in engineering and science that are governed by various types of fractional differential equations.

A RBF meshless approach for modeling a fractal mobile/immobile transport model

A fractional differential equation is used to describe a fractal model of mobile/immobile transport with a power law memory function. This equation is the limiting equation that governs continuous time random walks with heavy tailed random waiting times. In this paper, we firstly propose a finite difference method to discretize the time variable and obtain a semi-discrete scheme. Then we discuss its stability and convergence. Secondly we consider a meshless method based on radial basis functions (RBFs) to discretize the space variable. In contrast to conventional FDM and FEM, the meshless method is demonstrated to have distinct advantages: calculations can be performed independent of a mesh, it is more accurate and it can be used to solve complex problems. Finally the convergence order is verified from a numerical example which is presented to describe a fractal model of mobile/immobile transport process with different problem domains. The numerical results indicate that the present meshless approach is very effective for modeling and simulating fractional differential equations, and it has good potential in the development of a robust simulation tool for problems in engineering and science that are governed by various types of fractional differential equations.

Characterizing transport through a crowded environment with different obstacle sizes

Transport through crowded environments is often classified as anomalous, rather than classical, Fickian diffusion. Several studies have sought to describe such transport processes using either a continuous time random walk or fractional order differential equation. For both these models the transport is characterized by a parameter α, where α = 1 is associated with Fickian diffusion and α < 1 is associated with anomalous subdiffusion. Here, we simulate a single agent migrating through a crowded environment populated by impenetrable, immobile obstacles and estimate α from mean squared displacement data. We also simulate the transport of a population of such agents through a similar crowded environment and match averaged agent density profiles to the solution of a related fractional order differential equation to obtain an alternative estimate of α. We examine the relationship between our estimate of α and the properties of the obstacle field for both a single agent and a population of agents; we show that in both cases, α decreases as the obstacle density increases, and that the rate of decrease is greater for smaller obstacles. Our work suggests that it may be inappropriate to model transport through a crowded environment using widely reported approaches including power laws to describe the mean squared displacement and fractional order differential equations to represent the averaged agent density profiles.

Numerical simulation of anomalous infiltration in porous media

Nonlinear time-fractional diffusion equations have been used to describe the liquid infiltration for both subdiffusion and superdiffusion in porous media. In this paper, some problems of anomalous infiltration with a variable-order timefractional derivative in porous media are considered. The time-fractional Boussinesq equation is also considered. Two computationally efficient implicit numerical schemes for the diffusion and wave-diffusion equations are proposed. Numerical examples are provided to show that the numerical methods are computationally efficient.

Modeling transport through an environment crowded by a mixture of obstacles of different shapes and sizes

Many biological environments are crowded by macromolecules, organelles and cells which can impede the transport of other cells and molecules. Previous studies have sought to describe these effects using either random walk models or fractional order diffusion equations. Here we examine the transport of both a single agent and a population of agents through an environment containing obstacles of varying size and shape, whose relative densities are drawn from a specified distribution. Our simulation results for a single agent indicate that smaller obstacles are more effective at retarding transport than larger obstacles; these findings are consistent with our simulations of the collective motion of populations of agents. In an attempt to explore whether these kinds of stochastic random walk simulations can be described using a fractional order diffusion equation framework, we calibrate the solution of such a differential equation to our averaged agent density information. Our approach suggests that these kinds of commonly used differential equation models ought to be used with care since we are unable to match the solution of a fractional order diffusion equation to our data in a consistent fashion over a finite time period.

A novel variable resolution global spectral method on the sphere

A variable resolution global spectral method is created on the sphere using High resolution Tropical Belt Transformation (HTBT). HTBT belongs to a class of map called reparametrisation maps. HTBT parametrisation of the sphere generates a clustering of points in the entire tropical belt; the density of the grid point distribution decreases smoothly in the domain outside the tropics. This variable resolution method creates finer resolution in the tropics and coarser resolution at the poles. The use of FFT procedure and Gaussian quadrature for the spectral computations retains the numerical efficiency available with the standard global spectral method. Accuracy of the method for meteorological computations are demonstrated by solving Helmholtz equation and non-divergent barotropic vorticity equation on the sphere. (C) 2011 Elsevier Inc. All rights reserved.

An approximately H-1-optimal Petrov-Galerkin meshfree method: application to computation of scattered light for optical tomography

Nearly pollution-free solutions of the Helmholtz equation for k-values corresponding to visible light are demonstrated and verified through experimentally measured forward scattered intensity from an optical fiber. Numerically accurate solutions are, in particular, obtained through a novel reformulation of the H-1 optimal Petrov-Galerkin weak form of the Helmholtz equation. Specifically, within a globally smooth polynomial reproducing framework, the compact and smooth test functions are so designed that their normal derivatives are zero everywhere on the local boundaries of their compact supports. This circumvents the need for a priori knowledge of the true solution on the support boundary and relieves the weak form of any jump boundary terms. For numerical demonstration of the above formulation, we used a multimode optical fiber in an index matching liquid as the object. The scattered intensity and its normal derivative are computed from the scattered field obtained by solving the Helmholtz equation, using the new formulation and the conventional finite element method. By comparing the results with the experimentally measured scattered intensity, the stability of the solution through the new formulation is demonstrated and its closeness to the experimental measurements verified.

A nodal domain theorem for integrable billiards in two dimensions

Eigenfunctions of integrable planar billiards are studied - in particular, the number of nodal domains, nu of the eigenfunctions with Dirichlet boundary conditions are considered. The billiards for which the time-independent Schrodinger equation (Helmholtz equation) is separable admit trivial expressions for the number of domains. Here, we discover that for all separable and nonseparable integrable billiards, nu satisfies certain difference equations. This has been possible because the eigenfunctions can be classified in families labelled by the same value of m mod kn, given a particular k, for a set of quantum numbers, m, n. Further, we observe that the patterns in a family are similar and the algebraic representation of the geometrical nodal patterns is found. Instances of this representation are explained in detail to understand the beauty of the patterns. This paper therefore presents a mathematical connection between integrable systems and difference equations. (C) 2014 Elsevier Inc. All rights reserved.

Wave induced oscillations in harbors of arbitrary shape

Theoretical and experimental studies were conducted to investigate the wave induced oscillations in an arbitrary shaped harbor with constant depth which is connected to the open-sea.

A theory termed the “arbitrary shaped harbor” theory is developed. The solution of the Helmholtz equation, ∇²f + k²f = 0, is formulated as an integral equation; an approximate method is employed to solve the integral equation by converting it to a matrix equation. The final solution is obtained by equating, at the harbor entrance, the wave amplitude and its normal derivative obtained from the solutions for the regions outside and inside the harbor.

Two special theories called the circular harbor theory and the rectangular harbor theory are also developed. The coordinates inside a circular and a rectangular harbor are separable; therefore, the solution for the region inside these harbors is obtained by the method of separation of variables. For the solution in the open-sea region, the same method is used as that employed for the arbitrary shaped harbor theory. The final solution is also obtained by a matching procedure similar to that used for the arbitrary shaped harbor theory. These two special theories provide a useful analytical check on the arbitrary shaped harbor theory.

Experiments were conducted to verify the theories in a wave basin 15 ft wide by 31 ft long with an effective system of wave energy dissipators mounted along the boundary to simulate the open-sea condition.

Four harbors were investigated theoretically and experimentally: circular harbors with a 10° opening and a 60° opening, a rectangular harbor, and a model of the East and West Basins of Long Beach Harbor located in Long Beach, California.

Theoretical solutions for these four harbors using the arbitrary shaped harbor theory were obtained. In addition, the theoretical solutions for the circular harbors and the rectangular harbor using the two special theories were also obtained. In each case, the theories have proven to agree well with the experimental data.

It is found that: (1) the resonant frequencies for a specific harbor are predicted correctly by the theory, although the amplification factors at resonance are somewhat larger than those found experimentally,(2) for the circular harbors, as the width of the harbor entrance increases, the amplification at resonance decreases, but the wave number bandwidth at resonance increases, (3) each peak in the curve of entrance velocity vs incident wave period corresponds to a distinct mode of resonant oscillation inside the harbor, thus the velocity at the harbor entrance appears to be a good indicator for resonance in harbors of complicated shape, (4) the results show that the present theory can be applied with confidence to prototype harbors with relatively uniform depth and reflective interior boundaries.