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.

Dry powder inhaler formulations : effect of carrier size on the drug dispersion

Background: The size of the carrier influences drug aerosolization from a dry powder inhaler (DPI) formulation. Lactose particles with irregular shape and rough surface in a variety of sizes are additionally used as carriers; however, contradictory reports exist regarding the effect of carrier size on the dispersion of drug. We examined the influence of the spherical particle size of the biodegradable polylactide-co-glycolide (PLGA) carrier on the aerosolization of a model drug, salbutamol sulphate (SS). Methods: Four different sizes (20-150 µm) of polymer carriers were fabricated using solvent evaporation technique and the dispersion of SS from these carriers was measured by a Twin Stage Impinger (TSI). The size and morphological properties of polymer carriers were determined by laser diffraction and SEM, respectively. Results: The FPF was found to increase from 5.6% to 21.3% with increasing carrier sizeup to150 µm. Conclusions: The aerosolization of drug increased linearly with the size of polymer carriers. For a fixed mass of drug particles in a formulation, the mass of drug particles per unit area of carriers is higher in formulations containing the larger carriers, which leads to an increase in the dispersion of drug due to the increased mechanical forces occurred between the carriers and the device walls.

A novel numerical approximation for the space fractional advection-dispersion equation

In this paper, we consider a space fractional advection–dispersion equation. The equation is obtained from the standard advection–diffusion equation by replacing the first- and second-order space derivatives by the Riesz fractional derivatives of order β1 ∈ (0, 1) and β2 ∈ (1, 2], respectively. The fractional advection and dispersion terms are approximated by using two fractional centred difference schemes. A new weighted Riesz fractional finite-difference approximation scheme is proposed. When the weighting factor θ equals 12, a second-order accuracy scheme is obtained. The stability, consistency and convergence of the numerical approximation scheme are discussed. A numerical example is given to show that the numerical results are in good agreement with our theoretical analysis.

A comparison of finite difference and finite volume methods for solving the space fractional advection-dispersion equation with variable coefficients

Transport processes within heterogeneous media may exhibit non-classical diffusion or dispersion; that is, not adequately described by the classical theory of Brownian motion and Fick's law. We consider a space fractional advection-dispersion equation based on a fractional Fick's law. The equation involves the Riemann-Liouville fractional derivative which arises from assuming that particles may make large jumps. Finite difference methods for solving this equation have been proposed by Meerschaert and Tadjeran. In the variable coefficient case, the product rule is first applied, and then the Riemann-Liouville fractional derivatives are discretised using standard and shifted Grunwald formulas, depending on the fractional order. In this work, we consider a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Grunwald formulas are used to discretise the fractional derivatives at control volume faces. We compare the two methods for several case studies from the literature, highlighting the convenience of the finite volume approach.

The effect of Fe doping on adsorption of CO2/N2within carbon nanotubes : a density functional theory study with dispersion corrections

An ab initio density functional theory (DFT) study with correction for dispersive interactions was performed to study the adsorption of N2 and CO2 inside an (8, 8) single-walled carbon nanotube. We find that the approach of combining DFT and van der Waals correction is very effective for describing the long-range interaction between N2/CO2 and the carbon nanotube (CNT). Surprisingly, exohedral doping of an Fe atom onto the CNT surface will only affect the adsorption energy of the quadrupolar CO2 molecule inside the CNT (20–30%), and not that of molecular N2. Our results suggest the feasibility of enhancement of CO2/N2 separation in CNT-based membranes by using exohedral doping of metal atoms.

Mixing and dispersion of pollutants emitted from an outboard motor

This paper quantifies the mixing and dispersion from an outboard motor by field experiments in a small subtropical waterway. Organic dye was used as a surrogate for exhaust emissions and was mixed with uncontaminated creek water before being dispersed into the creek. Dye concentrations were measured with an array of concentration probes stationed in the creek. The data were then processed and fitted with a power law function. The corresponding dispersion constants agreed well with the literature. However, the amplitude was lower than the IMO equation but higher than the correlation from laboratory tests. Results for dye concentration intermittency (presence of dye) are presented for the first time from such field measurements and show significant mixing in-homogeneity.

Quantitative genetic parameter estimates for body and carcass traits in a cultured stock of giant freshwater prawn (Macrobrachium rosenbergii) selected for harvest weight in Vietnam

We estimated the heritability and correlations between body and carcass weight traits in a cultured stock of giant freshwater prawn (GFP) (Macrobrachium rosenbergii) selected for harvest body weight in Vietnam. The data set consisted of 18,387 body and 1,730 carcass records, as well as full pedigree information collected over four generations. Variance and covariance components were estimated by restricted maximum likelihood fitting a multi-trait animal model. Across generations, estimates of heritability for body and carcass weight traits were moderate and ranged from 0.14 to 0.19 and 0.17 to 0.21, respectively. Body trait heritabilities estimated for females were significantly higher than for males whereas carcass weight trait heritabilities estimated for females and males were not significantly different (P>. 0.05). Maternal effects for body traits accounted for 4 to 5% of the total variance and were greater in females than in males. Genetic correlations among body traits were generally high in the mixed sexes. Genetic correlations between body and carcass weight traits were also high. Although some issues remain regarding the best statistical model to be fitted to GFP data, our results suggest that selection for high harvest body weight based on breeding values estimated by fitting an animal model to the data can significantly improve mean body and carcass weight in GFP.

Consistent HMM parameter estimation using Kerridge inaccuracy rates

In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on Kerridge inaccuracy rate (KIR) concepts. Under mild identifiability conditions, we prove that our online KIR-based estimator is strongly consistent. In simulation studies, we illustrate the convergence behaviour of our proposed online KIR-based estimator and provide a counter-example illustrating the local convergence properties of the well known recursive maximum likelihood estimator (arguably the best existing solution).

Dry powder inhaler formulations-effect of polymer carrier size on the drug dispersion

Background The size of the carrier influences the aerosolization of drug from a dry powder inhaler (DPI) formulation. Currently, lactose monohydrate particles in a variety of sizes are preferably used in carrier based DPI formulations of various drugs; however, contradictory reports exist regarding the effect of the size of the carrier on the dispersion of drug. In this study we examined the influence of the intrinsic particle size of the polymeric carrier on the aerosolization of a model drug salbutamol sulphate (SS). Methods Four different sizes (20–150 lm) of polymer carriers were fabricated using solvent evaporation technique and the dispersion of SS particles from these carriers was measured by a Twin Stage Impinger (TSI). The size and morphological properties of polymer carriers were by laser diffraction and SEM, respectively. Results The FPF from these carriers was found to be increasing from 5.6% to 21.3% with increasing the carrier size. The FPF was found to be greater (21%) with the highest particle size of the carrier (150 lm). Conclusions The aerosolization of drug was dependent on the size of polymer carriers. The smaller size of the carrier resulted in lower FPF which was increased with increasing the carrier size. For a fixed mass of drug particles in a formulation, the mass of drug particles per unit area of carriers is higher in formulations containing the larger carriers, which leads to an increase in the dispersion of drug due to the increased mechanical forces occurred between the carriers and the device walls.

Hot spot detection and spatio-temporal dispersion of dengue fever in Hanoi, Vietnam

INTRODUCTION Dengue fever (DF) in Vietnam remains a serious emerging arboviral disease, which generates significant concerns among international health authorities. Incidence rates of DF have increased significantly during the last few years in many provinces and cities, especially Hanoi. The purpose of this study was to detect DF hot spots and identify the disease dynamics dispersion of DF over the period between 2004 and 2009 in Hanoi, Vietnam. METHODS Daily data on DF cases and population data for each postcode area of Hanoi between January 1998 and December 2009 were obtained from the Hanoi Center for Preventive Health and the General Statistic Office of Vietnam. Moran's I statistic was used to assess the spatial autocorrelation of reported DF. Spatial scan statistics and logistic regression were used to identify space-time clusters and dispersion of DF. RESULTS The study revealed a clear trend of geographic expansion of DF transmission in Hanoi through the study periods (OR 1.17, 95% CI 1.02-1.34). The spatial scan statistics showed that 6/14 (42.9%) districts in Hanoi had significant cluster patterns, which lasted 29 days and were limited to a radius of 1,000 m. The study also demonstrated that most DF cases occurred between June and November, during which the rainfall and temperatures are highest. CONCLUSIONS There is evidence for the existence of statistically significant clusters of DF in Hanoi, and that the geographical distribution of DF has expanded over recent years. This finding provides a foundation for further investigation into the social and environmental factors responsible for changing disease patterns, and provides data to inform program planning for DF control.

A finite volume method for solving the two-sided time-space fractional advection-dispersion equation

We present a finite volume method to solve the time-space two-sided fractional advection-dispersion equation on a one-dimensional domain. The spatial discretisation employs fractionally-shifted Grünwald formulas to discretise the Riemann-Liouville fractional derivatives at control volume faces in terms of function values at the nodes. We demonstrate how the finite volume formulation provides a natural, convenient and accurate means of discretising this equation in conservative form, compared to using a conventional finite difference approach. Results of numerical experiments are presented to demonstrate the effectiveness of the approach.

A comparison of finite difference and finite volume methods for solving the space-fractional advection-dispersion equation with variable coefficients

Transport processes within heterogeneous media may exhibit non- classical diffusion or dispersion which is not adequately described by the classical theory of Brownian motion and Fick’s law. We consider a space-fractional advection-dispersion equation based on a fractional Fick’s law. Zhang et al. [Water Resources Research, 43(5)(2007)] considered such an equation with variable coefficients, which they dis- cretised using the finite difference method proposed by Meerschaert and Tadjeran [Journal of Computational and Applied Mathematics, 172(1):65-77 (2004)]. For this method the presence of variable coef- ficients necessitates applying the product rule before discretising the Riemann–Liouville fractional derivatives using standard and shifted Gru ̈nwald formulas, depending on the fractional order. As an alternative, we propose using a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Gru ̈nwald formulas are used to discretise the Riemann–Liouville fractional derivatives at control volume faces, eliminating the need for product rule expansions. We compare the two methods for several case studies, highlighting the convenience of the finite volume approach.

Parameter estimation of thrust models of uninhabited airborne systems

This paper presents a method for the estimation of thrust model parameters of uninhabited airborne systems using specific flight tests. Particular tests are proposed to simplify the estimation. The proposed estimation method is based on three steps. The first step uses a regression model in which the thrust is assumed constant. This allows us to obtain biased initial estimates of the aerodynamic coeficients of the surge model. In the second step, a robust nonlinear state estimator is implemented using the initial parameter estimates, and the model is augmented by considering the thrust as random walk. In the third step, the estimate of the thrust obtained by the observer is used to fit a polynomial model in terms of the propeller advanced ratio. We consider a numerical example based on Monte-Carlo simulations to quantify the sampling properties of the proposed estimator given realistic flight conditions.

Parameter estimation of structural commodity price models

Commodity price modeling is normally approached in terms of structural time-series models, in which the different components (states) have a financial interpretation. The parameters of these models can be estimated using maximum likelihood. This approach results in a non-linear parameter estimation problem and thus a key issue is how to obtain reliable initial estimates. In this paper, we focus on the initial parameter estimation problem for the Schwartz-Smith two-factor model commonly used in asset valuation. We propose the use of a two-step method. The first step considers a univariate model based only on the spot price and uses a transfer function model to obtain initial estimates of the fundamental parameters. The second step uses the estimates obtained in the first step to initialize a re-parameterized state-space-innovations based estimator, which includes information related to future prices. The second step refines the estimates obtained in the first step and also gives estimates of the remaining parameters in the model. This paper is part tutorial in nature and gives an introduction to aspects of commodity price modeling and the associated parameter estimation problem.