Comparative Analysis of Viscoelastic Models Involving Fractional Derivatives of Different Orders

Mathematics Subject Classification: 74D05, 26A33

Detailed analysis of a conservative difference approximation for the time fractional diffusion equation

Diffusion equations that use time fractional derivatives are attractive because they describe a wealth of problems involving non-Markovian Random walks. The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α ∈ (0, 1). Developing numerical methods for solving fractional partial differential equations is a new research field and the theoretical analysis of the numerical methods associated with them is not fully developed. In this paper an explicit conservative difference approximation (ECDA) for TFDE is proposed. We give a detailed analysis for this ECDA and generate discrete models of random walk suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation. The stability and convergence of the ECDA for TFDE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.

Numerical simulation for the variable-order Galilei invariant advection diffusion equation with a nonlinear source term

In this paper, we consider the variable-order Galilei advection diffusion equation with a nonlinear source term. A numerical scheme with first order temporal accuracy and second order spatial accuracy is developed to simulate the equation. The stability and convergence of the numerical scheme are analyzed. Besides, another numerical scheme for improving temporal accuracy is also developed. Finally, some numerical examples are given and the results demonstrate the effectiveness of theoretical analysis. Keywords: The variable-order Galilei invariant advection diffusion equation with a nonlinear source term; The variable-order Riemann–Liouville fractional partial derivative; Stability; Convergence; Numerical scheme improving temporal accuracy

A new implicit numerical method for the space and time fractional Bloch-Torrey equation

In recent years, it has been found that many phenomena in engineering, physics, chemistry and other sciences can be described very successfully by models using mathematical tools from fractional calculus. Recently, noted a new space and time fractional Bloch-Torrey equation (ST-FBTE) has been proposed (see Magin et al. (2008)), and successfully applied to analyse diffusion images of human brain tissues to provide new insights for further investigations of tissue structures. In this paper, we consider the 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. Firstly, we propose a new effective implicit numerical method (INM) for the STFBTE whereby we discretize the Riesz fractional derivative using a fractional centered difference. Secondly, we prove that the implicit numerical method for the ST-FBTE is unconditionally stable and convergent, and the order of convergence of the implicit numerical method is ( T2 - α + h2 x + h2 y + h2 z ). Finally, some numerical results are presented to support our theoretical analysis.

Intrinsic kinetics of titania photocatalysis : simplified models for their investigation

Even though titanium dioxide photocatalysis has been promoted as a leading green technology for water purification, many issues have hindered its application on a large commercial scale. For the materials scientist the main issues have centred the synthesis of more efficient materials and the investigation of degradation mechanisms; whereas for the engineers the main issues have been the development of appropriate models and the evaluation of intrinsic kinetics parameters that allow the scale up or re-design of efficient large-scale photocatalytic reactors. In order to obtain intrinsic kinetics parameters the reaction must be analysed and modelled considering the influence of the radiation field, pollutant concentrations and fluid dynamics. In this way, the obtained kinetic parameters are independent of the reactor size and configuration and can be subsequently used for scale-up purposes or for the development of entirely new reactor designs. This work investigates the intrinsic kinetics of phenol degradation over titania film due to the practicality of a fixed film configuration over a slurry. A flat plate reactor was designed in order to be able to control reaction parameters that include the UV irradiance, flow rates, pollutant concentration and temperature. Particular attention was paid to the investigation of the radiation field over the reactive surface and to the issue of mass transfer limited reactions. The ability of different emission models to describe the radiation field was investigated and compared to actinometric measurements. The RAD-LSI model was found to give the best predictions over the conditions tested. Mass transfer issues often limit fixed film reactors. The influence of this phenomenon was investigated with specifically planned sets of benzoic acid experiments and with the adoption of the stagnant film model. The phenol mass transfer coefficient in the system was calculated to be km,phenol=8.5815x10-7Re0.65(ms-1). The data obtained from a wide range of experimental conditions, together with an appropriate model of the system, has enabled determination of intrinsic kinetic parameters. The experiments were performed in four different irradiation levels (70.7, 57.9, 37.1 and 20.4 W m-2) and combined with three different initial phenol concentrations (20, 40 and 80 ppm) to give a wide range of final pollutant conversions (from 22% to 85%). The simple model adopted was able to fit the wide range of conditions with only four kinetic parameters; two reaction rate constants (one for phenol and one for the family of intermediates) and their corresponding adsorption constants. The intrinsic kinetic parameters values were defined as kph = 0.5226 mmol m-1 s-1 W-1, kI = 0.120 mmol m-1 s-1 W-1, Kph = 8.5 x 10-4 m3 mmol-1 and KI = 2.2 x 10-3 m3 mmol-1. The flat plate reactor allowed the investigation of the reaction under two different light configurations; liquid and substrate side illumination. The latter of particular interest for real world applications where light absorption due to turbidity and pollutants contained in the water stream to be treated could represent a significant issue. The two light configurations allowed the investigation of the effects of film thickness and the determination of the catalyst optimal thickness. The experimental investigation confirmed the predictions of a porous medium model developed to investigate the influence of diffusion, advection and photocatalytic phenomena inside the porous titania film, with the optimal thickness value individuated at 5 ìm. The model used the intrinsic kinetic parameters obtained from the flat plate reactor to predict the influence of thickness and transport phenomena on the final observed phenol conversion without using any correction factor; the excellent match between predictions and experimental results provided further proof of the quality of the parameters obtained with the proposed method.

Analytical and numerical solutions of the space and time fractional bloch-torrey equation

Fractional order dynamics in physics, particularly when applied to diffusion, leads to an extension of the concept of Brown-ian motion through a generalization of the Gaussian probability function to what is termed anomalous diffusion. As MRI is applied with increasing temporal and spatial resolution, the spin dynamics are being examined more closely; such examinations extend our knowledge of biological materials through a detailed analysis of relaxation time distribution and water diffusion heterogeneity. Here the dynamic models become more complex as they attempt to correlate new data with a multiplicity of tissue compartments where processes are often anisotropic. Anomalous diffusion in the human brain using fractional order calculus has been investigated. Recently, a new diffusion model was proposed by solving the Bloch-Torrey equation using fractional order calculus with respect to time and space (see R.L. Magin et al., J. Magnetic Resonance, 190 (2008) 255-270). However effective numerical methods and supporting error analyses for the fractional Bloch-Torrey equation are still limited. In this paper, the space and time fractional Bloch-Torrey equation (ST-FBTE) is considered. The time and space derivatives in the ST-FBTE are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. Firstly, we derive an analytical solution for the ST-FBTE with initial and boundary conditions on a finite domain. Secondly, we propose an implicit numerical method (INM) for the ST-FBTE, and the stability and convergence of the INM are investigated. We prove that the implicit numerical method for the ST-FBTE is unconditionally stable and convergent. Finally, we present some numerical results that support our theoretical analysis.

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.

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 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 finite volume scheme with preconditioned Lanczos method for two-dimensional space-fractional reaction–diffusion equations

Fractional differential equations have been increasingly used as a powerful tool to model the non-locality and spatial heterogeneity inherent in many real-world problems. However, a constant challenge faced by researchers in this area is the high computational expense of obtaining numerical solutions of these fractional models, owing to the non-local nature of fractional derivatives. In this paper, we introduce a finite volume scheme with preconditioned Lanczos method as an attractive and high-efficiency approach for solving two-dimensional space-fractional reaction–diffusion equations. The computational heart of this approach is the efficient computation of a matrix-function-vector product f(A)bf(A)b, where A A is the matrix representation of the Laplacian obtained from the finite volume method and is non-symmetric. A key aspect of our proposed approach is that the popular Lanczos method for symmetric matrices is applied to this non-symmetric problem, after a suitable transformation. Furthermore, the convergence of the Lanczos method is greatly improved by incorporating a preconditioner. Our approach is show-cased by solving the fractional Fisher equation including a validation of the solution and an analysis of the behaviour of the model.

Building macroscale models from microscale probabilistic models : a general probabilistic approach for nonlinear diffusion and multispecies phenomena

A discrete agent-based model on a periodic lattice of arbitrary dimension is considered. Agents move to nearest-neighbor sites by a motility mechanism accounting for general interactions, which may include volume exclusion. The partial differential equation describing the average occupancy of the agent population is derived systematically. A diffusion equation arises for all types of interactions and is nonlinear except for the simplest interactions. In addition, multiple species of interacting subpopulations give rise to an advection-diffusion equation for each subpopulation. This work extends and generalizes previous specific results, providing a construction method for determining the transport coefficients in terms of a single conditional transition probability, which depends on the occupancy of sites in an influence region. These coefficients characterize the diffusion of agents in a crowded environment in biological and physical processes.

Canards in advection-reaction-diffusion systems in one spatial dimension

This thesis contains a mathematical investigation of the existence of travelling wave solutions to singularly perturbed advection-reaction-diffusion models of biological processes. An enhanced mathematical understanding of these solutions and models is gained via the identification of canards (special solutions of fast/slow dynamical systems) and their role in the existence of the most biologically relevant, shock-like solutions. The analysis focuses on two existing models. A new proof of existence of a whole family of travelling waves is provided for a model describing malignant tumour invasion, while new solutions are identified for a model describing wound healing angiogenesis.

Hydraulic conductivity fields: Gaussian or not?

Hydraulic conductivity (K) fields are used to parameterize groundwater flow and transport models. Numerical simulations require a detailed representation of the K field, synthesized to interpolate between available data. Several recent studies introduced high-resolution K data (HRK) at the Macro Dispersion Experiment (MADE) site, and used ground-penetrating radar (GPR) to delineate the main structural features of the aquifer. This paper describes a statistical analysis of these data, and the implications for K field modeling in alluvial aquifers. Two striking observations have emerged from this analysis. The first is that a simple fractional difference filter can have a profound effect on data histograms, organizing non-Gaussian ln K data into a coherent distribution. The second is that using GPR facies allows us to reproduce the significantly non-Gaussian shape seen in real HRK data profiles, using a simulated Gaussian ln K field in each facies. This illuminates a current controversy in the literature, between those who favor Gaussian ln K models, and those who observe non-Gaussian ln K fields. Both camps are correct, but at different scales.

High-resolution GNSS-tracked drifter for studying surface dispersion in shallow water

The use of GNSS tracked Lagrangian drifters allows more realistic quantification of fluid motion and dispersion coefficients than Eulerian techniques because such drifters are analogues of particles that are relevant to flow field characterisation and pollutant dispersion. Using the fast growing Real Time Kinematic (RTK) positioning technique derived from Global Satellite Navigation Systems (GNSS), drifters are developed for high frequency (10 Hz) sampling with position estimates to centimetre accuracy. The drifters are designed with small size and less direct wind drag to follow the sub-surface flow which characterizes dispersion in shallow waters. An analysis of position error from stationary observation indicates that the drifter can efficiently resolve motion up to 1 Hz. The result of the field deployments of the drifter in conjunction with acoustic Eulerian devices shows higher estimate of the drifter streamwise velocities. Single particle statistical analysis of field deployments in a shallow estuarine zone yielded dispersion coefficients estimate comparable to those of dye tracer studies. The drifters capture the tidal elevation during field studies in a tidal estuary.

Fourier spectral methods for fractional-in-space reaction-diffusion equations

Fractional differential equations are becoming increasingly used as a powerful modelling approach for understanding the many aspects of nonlocality and spatial heterogeneity. However, the numerical approximation of these models is demanding and imposes a number of computational constraints. In this paper, we introduce Fourier spectral methods as an attractive and easy-to-code alternative for the integration of fractional-in-space reaction-diffusion equations described by the fractional Laplacian in bounded rectangular domains ofRn. The main advantages of the proposed schemes is that they yield a fully diagonal representation of the fractional operator, with increased accuracy and efficiency when compared to low-order counterparts, and a completely straightforward extension to two and three spatial dimensions. Our approach is illustrated by solving several problems of practical interest, including the fractional Allen–Cahn, FitzHugh–Nagumo and Gray–Scott models, together with an analysis of the properties of these systems in terms of the fractional power of the underlying Laplacian operator.