Measure-valued mass evolution problems with flux boundary conditions and solution-dependent velocities

In this paper we prove well-posedness for a measure-valued continuity equation with solution-dependent velocity and flux boundary conditions, posed on a bounded one-dimensional domain. We generalize the results of an earlier paper [J. Differential Equations, 259 (2015), pp. 10681097] to settings where the dynamics are driven by interactions. In a forward-Euler-like approach, we construct a time-discretized version of the original problem and employ those results as a building block within each subinterval. A limit solution is obtained as the mesh size of the time discretization goes to zero. Moreover, the limit is independent of the specific way of partitioning the time interval [0, T]. This paper is partially based on results presented in Chapter 5 of [Evolution Equations for Systems Governed by Social Interactions, Ph.D. thesis, Eindhoven University of Technology, 2015], while a number of issues that were still open there are now resolved.

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.

Analytical solutions of the multi-term modified power law wave equations in a finite domain

Fractional partial differential equations with more than one fractional derivative term in time, such as the Szabo wave equation, or the power law wave equation, describe important physical phenomena. However, studies of these multi-term time-space or time fractional wave equations are still under development. In this paper, multi-term modified power law wave equations in a finite domain are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals (1, 2], [2, 3), [2, 4) or (0, n) (n > 2), respectively. Analytical solutions of the multi-term modified power law wave equations are derived. These new techniques are based on Luchko’s Theorem, a spectral representation of the Laplacian operator, a method of separating variables and fractional derivative techniques. Then these general methods are applied to the special cases of the Szabo wave equation and the power law wave equation. These methods and techniques can also be extended to other kinds of the multi term time-space fractional models including fractional Laplacian.

Analytical solutions for the two- and three-dimensional time-fractional telegraph equations by the method of separating variables

In this paper, a method of separating variables is effectively implemented for solving a time-fractional telegraph equation (TFTE) in two and three dimensions. We discuss and derive the analytical solution of the TFTE in two and three dimensions with nonhomogeneous Dirichlet boundary condition. This method can be extended to other kinds of the boundary conditions.

Analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations on a finite domain

Generalized fractional partial differential equations have now found wide application for describing important physical phenomena, such as subdiffusive and superdiffusive processes. However, studies of generalized multi-term time and space fractional partial differential equations are still under development. In this paper, the multi-term time-space Caputo-Riesz fractional advection diffusion equations (MT-TSCR-FADE) with Dirichlet nonhomogeneous boundary conditions are considered. The multi-term time-fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0, 1], [1, 2] and [0, 2], respectively. These are called respectively the multi-term time-fractional diffusion terms, the multi-term time-fractional wave terms and the multi-term time-fractional mixed diffusion-wave terms. The space fractional derivatives are defined as Riesz fractional derivatives. Analytical solutions of three types of the MT-TSCR-FADE are derived with Dirichlet boundary conditions. By using Luchko's Theorem (Acta Math. Vietnam., 1999), we proposed some new techniques, such as a spectral representation of the fractional Laplacian operator and the equivalent relationship between fractional Laplacian operator and Riesz fractional derivative, that enabled the derivation of the analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations. © 2012.

Stability and convergence of a finite volume method for the space fractional advection-dispersion equation

We consider the space fractional advection–dispersion equation, which is obtained from the classical advection–diffusion equation by replacing the spatial derivatives with a generalised derivative of fractional order. We derive a finite volume method that utilises fractionally-shifted Grünwald formulae for the discretisation of the fractional derivative, to numerically solve the equation on a finite domain with homogeneous Dirichlet boundary conditions. We prove that the method is stable and convergent when coupled with an implicit timestepping strategy. Results of numerical experiments are presented that support 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.

A numerical method for the fractional Fitzhugh–Nagumo monodomain model

A fractional FitzHugh–Nagumo monodomain model with zero Dirichlet boundary conditions is presented, generalising the standard monodomain model that describes the propagation of the electrical potential in heterogeneous cardiac tissue. The model consists of a coupled fractional Riesz space nonlinear reaction-diffusion model and a system of ordinary differential equations, describing the ionic fluxes as a function of the membrane potential. We solve this model by decoupling the space-fractional partial differential equation and the system of ordinary differential equations at each time step. Thus, this means treating the fractional Riesz space nonlinear reaction-diffusion model as if the nonlinear source term is only locally Lipschitz. The fractional Riesz space nonlinear reaction-diffusion model is solved using an implicit numerical method with the shifted Grunwald–Letnikov approximation, and the stability and convergence are discussed in detail in the context of the local Lipschitz property. Some numerical examples are given to show the consistency of our computational approach.

Numerical analysis for the time distributed-order and Riesz space fractional diffusions on bounded domains

Subdiffusion equations with distributed-order fractional derivatives describe some important physical phenomena. In this paper, we consider the time distributed-order and Riesz space fractional diffusions on bounded domains with Dirichlet boundary conditions. Here, the time derivative is defined as the distributed-order fractional derivative in the Caputo sense, and the space derivative is defined as the Riesz fractional derivative. First, we discretize the integral term in the time distributed-order and Riesz space fractional diffusions using numerical approximation. Then the given equation can be written as a multi-term time–space fractional diffusion. Secondly, we propose an implicit difference method for the multi-term time–space fractional diffusion. Thirdly, using mathematical induction, we prove the implicit difference method is unconditionally stable and convergent. Also, the solvability for our method is discussed. Finally, two numerical examples are given to show that the numerical results are in good agreement with our theoretical analysis.

Elastic property estimation using Ultrasound Assisted Optical Elastography through Remote Palpation - A simulation study - art. no. 61640Q

We propose an effective elastography technique in which an acoustic radiation force is used for remote palpation to generate localized tissue displacements, which are directly correlated to localized variations of tissue stiffness and are measured using a light probe in the same direction of ultrasound propagation. The experimental geometry has provision to input light beam along the ultrasound propagation direction, and hence it can be prealigned to ensure proper interception of the focal region by the light beam. Tissue-mimicking phantoms with homogeneous and isotropic mechanical properties of normal and malignant breast tissue are considered for the study. Each phantom is insonified by a focusing ultrasound transducer (1 MHz). The focal volume of the transducer and the ultrasound radiation force in the region are estimated through solving acoustic wave propagation through medium assuming average acoustic properties. The forward elastography problem is solved for the region of insonification assuming the Lame's parameters and Poisson's ratio, under Dirichlet boundary conditions which gives a distribution of displacement vectors. The direction of displacement, though presented spatial variation, is predominantly towards the ultrasound propagation direction. Using Monte Carlo (MC) simulation we have traced the photons through the phantom and collected the photons arriving at the detector on the boundary of the object in the direction of ultrasound. The intensity correlations are then computed from detected photons. The intensity correlation function computed through MC simulation showed a modulation whose strength is found to be proportional to the amplitude of displacement and inversely related to the storage (elastic) modulus. It is observed that when the storage modulus in the focal region is increased the computed displacement magnitude, as indicated by the depth of modulation in the intensity autocorrelation, decreased and the trend is approximately exponential.

An improved free surface modeling for incompressible SPH

In Incompressible Smooth Particle Hydrodynamics (ISPH), a pressure Poisson equation (PPE) is solved to obtain a divergence free velocity field. When free surfaces are simulated using this method a Dirichlet boundary condition for pressure at the free surface has to be applied. In existing ISPH methods this is achieved by identifying free surface particles using heuristically chosen threshold of a parameter such as kernel sum, density or divergence of the position, and explicitly setting their pressure values. This often leads to clumping of particles near the free surface and spraying off of surface particles during splashes. Moreover, surface pressure gradients in flows where surface tension is important are not captured well using this approach. We propose a more accurate semi-analytical approach to impose Dirichlet boundary conditions on the free surface. We show the efficacy of the proposed algorithm by using test cases of elongation of a droplet and dam break. We perform two dimensional simulations of water entry and validate the proposed algorithm with experimental results. Further, a three dimensional simulation of droplet splash is shown to compare well with the Volume-of-Fluid simulations. (C) 2014 Elsevier Ltd. All rights reserved.

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.

On a Degenerate Parabolic Problem in Holder Spaces

In this paper, we study some degenerate parabolic equation with Cauchy-Dirichlet boundary conditions. This problem is considered in little Holder spaces. The optimal regularity of the solution v is obtained and is specified in terms of those of the second member when some conditions upon the Holder exponent with respect to the degeneracy are satisfied. The proofs mainly use the sum theory of linear operators with or without density of domains and the results of smoothness obtained in the study of some abstract linear differential equations of elliptic type.

Broadband Green's Function and Applications to Fast Electromagnetic Analysis of High-Speed Interconnects

Thesis (Ph.D.)--University of Washington, 2015

Théorème de Pleijel pour l'oscillateur harmonique quantique

L'objectif de ce mémoire est de démontrer certaines propriétés géométriques des fonctions propres de l'oscillateur harmonique quantique. Nous étudierons les domaines nodaux, c'est-à-dire les composantes connexes du complément de l'ensemble nodal. Supposons que les valeurs propres ont été ordonnées en ordre croissant. Selon un théorème fondamental dû à Courant, une fonction propre associée à la $n$-ième valeur propre ne peut avoir plus de $n$ domaines nodaux. Ce résultat a été prouvé initialement pour le laplacien de Dirichlet sur un domaine borné mais il est aussi vrai pour l'oscillateur harmonique quantique isotrope. Le théorème a été amélioré par Pleijel en 1956 pour le laplacien de Dirichlet. En effet, on peut donner un résultat asymptotique plus fort pour le nombre de domaines nodaux lorsque les valeurs propres tendent vers l'infini. Dans ce mémoire, nous prouvons un résultat du même type pour l'oscillateur harmonique quantique isotrope. Pour ce faire, nous utiliserons une combinaison d'outils classiques de la géométrie spectrale (dont certains ont été utilisés dans la preuve originale de Pleijel) et de plusieurs nouvelles idées, notamment l'application de certaines techniques tirées de la géométrie algébrique et l'étude des domaines nodaux non-bornés.