Numerical calculation of the left and right fractional derivatives

The calculation of fractional derivatives is an important topic in scientific research. While formal definitions are clear from the mathematical point of view, they pose limitations in applied sciences that have not been yet tackled. This paper addresses the problem of obtaining left and right side derivatives when adopting numerical approximations. The results reveal the relationship between the resulting distinct values for different fractional orders and types of signals.

What is a fractional derivative?

This paper discusses the concepts underlying the formulation of operators capable of being interpreted as fractional derivatives or fractional integrals. Two criteria for required by a fractional operator are formulated. The Grünwald–Letnikov, Riemann–Liouville and Caputo fractional derivatives and the Riesz potential are accessed in the light of the proposed criteria. A Leibniz rule is also obtained for the Riesz potential.

Human mobility patterns at the smallest scales

We present a study on human mobility at small spatial scales. Differently from large scale mobility, recently studied through dollar-bill tracking and mobile phone data sets within one big country or continent, we report Brownian features of human mobility at smaller scales. In particular, the scaling exponents found at the smallest scales is typically close to one-half, differently from the larger values for the exponent characterizing mobility at larger scales. We carefully analyze 12-month data of the Eduroam database within the Portuguese university of Minho. A full procedure is introduced with the aim of properly characterizing the human mobility within the network of access points composing the wireless system of the university. In particular, measures of flux are introduced for estimating a distance between access points. This distance is typically non-Euclidean, since the spatial constraints at such small scales distort the continuum space on which human mobility occurs. Since two different ex- ponents are found depending on the scale human motion takes place, we raise the question at which scale the transition from Brownian to non-Brownian motion takes place. In this context, we discuss how the numerical approach can be extended to larger scales, using the full Eduroam in Europe and in Asia, for uncovering the transi- tion between both dynamical regimes.

Local-global splitting for spatiotemporal-adaptive multiscale methods

We present a novel spatiotemporal-adaptive Multiscale Finite Volume (MsFV) method, which is based on the natural idea that the global coarse-scale problem has longer characteristic time than the local fine-scale problems. As a consequence, the global problem can be solved with larger time steps than the local problems. In contrast to the pressure-transport splitting usually employed in the standard MsFV approach, we propose to start directly with a local-global splitting that allows to locally retain the original degree of coupling. This is crucial for highly non-linear systems or in the presence of physical instabilities. To obtain an accurate and efficient algorithm, we devise new adaptive criteria for global update that are based on changes of coarse-scale quantities rather than on fine-scale quantities, as it is routinely done before in the adaptive MsFV method. By means of a complexity analysis we show that the adaptive approach gives a noticeable speed-up with respect to the standard MsFV algorithm. In particular, it is efficient in case of large upscaling factors, which is important for multiphysics problems. Based on the observation that local time stepping acts as a smoother, we devise a self-correcting algorithm which incorporates the information from previous times to improve the quality of the multiscale approximation. We present results of multiphase flow simulations both for Darcy-scale and multiphysics (hybrid) problems, in which a local pore-scale description is combined with a global Darcy-like description. The novel spatiotemporal-adaptive multiscale method based on the local-global splitting is not limited to porous media flow problems, but it can be extended to any system described by a set of conservation equations.

Hybrid Multiscale Finite Volume method for two-phase flow in porous media

We present a novel hybrid (or multiphysics) algorithm, which couples pore-scale and Darcy descriptions of two-phase flow in porous media. The flow at the pore-scale is described by the Navier?Stokes equations, and the Volume of Fluid (VOF) method is used to model the evolution of the fluid?fluid interface. An extension of the Multiscale Finite Volume (MsFV) method is employed to construct the Darcy-scale problem. First, a set of local interpolators for pressure and velocity is constructed by solving the Navier?Stokes equations; then, a coarse mass-conservation problem is constructed by averaging the pore-scale velocity over the cells of a coarse grid, which act as control volumes; finally, a conservative pore-scale velocity field is reconstructed and used to advect the fluid?fluid interface. The method relies on the localization assumptions used to compute the interpolators (which are quite straightforward extensions of the standard MsFV) and on the postulate that the coarse-scale fluxes are proportional to the coarse-pressure differences. By numerical simulations of two-phase problems, we demonstrate that these assumptions provide hybrid solutions that are in good agreement with reference pore-scale solutions and are able to model the transition from stable to unstable flow regimes. Our hybrid method can naturally take advantage of several adaptive strategies and allows considering pore-scale fluxes only in some regions, while Darcy fluxes are used in the rest of the domain. Moreover, since the method relies on the assumption that the relationship between coarse-scale fluxes and pressure differences is local, it can be used as a numerical tool to investigate the limits of validity of Darcy's law and to understand the link between pore-scale quantities and their corresponding Darcy-scale variables.

An iterative Multiscale Finite-Volume algorithm converging to the exact solution

The multiscale finite volume (MsFV) method has been developed to efficiently solve large heterogeneous problems (elliptic or parabolic); it is usually employed for pressure equations and delivers conservative flux fields to be used in transport problems. The method essentially relies on the hypothesis that the (fine-scale) problem can be reasonably described by a set of local solutions coupled by a conservative global (coarse-scale) problem. In most cases, the boundary conditions assigned for the local problems are satisfactory and the approximate conservative fluxes provided by the method are accurate. In numerically challenging cases, however, a more accurate localization is required to obtain a good approximation of the fine-scale solution. In this paper we develop a procedure to iteratively improve the boundary conditions of the local problems. The algorithm relies on the data structure of the MsFV method and employs a Krylov-subspace projection method to obtain an unconditionally stable scheme and accelerate convergence. Two variants are considered: in the first, only the MsFV operator is used; in the second, the MsFV operator is combined in a two-step method with an operator derived from the problem solved to construct the conservative flux field. The resulting iterative MsFV algorithms allow arbitrary reduction of the solution error without compromising the construction of a conservative flux field, which is guaranteed at any iteration. Since it converges to the exact solution, the method can be regarded as a linear solver. In this context, the schemes proposed here can be viewed as preconditioned versions of the Generalized Minimal Residual method (GMRES), with a very peculiar characteristic that the residual on the coarse grid is zero at any iteration (thus conservative fluxes can be obtained).

A pseudo-spectral method for the simulation of poro-elastic seismic wave propagation in 2D polar coordinates using domain decomposition

We present a novel numerical approach for the comprehensive, flexible, and accurate simulation of poro-elastic wave propagation in 2D polar coordinates. An important application of this method and its extensions will be the modeling of complex seismic wave phenomena in fluid-filled boreholes, which represents a major, and as of yet largely unresolved, computational problem in exploration geophysics. In view of this, we consider a numerical mesh, which can be arbitrarily heterogeneous, consisting of two or more concentric rings representing the fluid in the center and the surrounding porous medium. The spatial discretization is based on a Chebyshev expansion in the radial direction and a Fourier expansion in the azimuthal direction and a Runge-Kutta integration scheme for the time evolution. A domain decomposition method is used to match the fluid-solid boundary conditions based on the method of characteristics. This multi-domain approach allows for significant reductions of the number of grid points in the azimuthal direction for the inner grid domain and thus for corresponding increases of the time step and enhancements of computational efficiency. The viability and accuracy of the proposed method has been rigorously tested and verified through comparisons with analytical solutions as well as with the results obtained with a corresponding, previously published, and independently bench-marked solution for 2D Cartesian coordinates. Finally, the proposed numerical solution also satisfies the reciprocity theorem, which indicates that the inherent singularity associated with the origin of the polar coordinate system is adequately handled.

Modeling complex wells with the multi-scale finite-volume method

In this paper, an extension of the multi-scale finite-volume (MSFV) method is devised, which allows to Simulate flow and transport in reservoirs with complex well configurations. The new framework fits nicely into the data Structure of the original MSFV method,and has the important property that large patches covering the whole well are not required. For each well. an additional degree of freedom is introduced. While the treatment of pressure-constraint wells is trivial (the well-bore reference pressure is explicitly specified), additional equations have to be solved to obtain the unknown well-bore pressure of rate-constraint wells. Numerical Simulations of test cases with multiple complex wells demonstrate the ability of the new algorithm to capture the interference between the various wells and the reservoir accurately. (c) 2008 Elsevier Inc. All rights reserved.

An adaptive multiscale method for density-driven instabilities

Accurate modeling of flow instabilities requires computational tools able to deal with several interacting scales, from the scale at which fingers are triggered up to the scale at which their effects need to be described. The Multiscale Finite Volume (MsFV) method offers a framework to couple fine-and coarse-scale features by solving a set of localized problems which are used both to define a coarse-scale problem and to reconstruct the fine-scale details of the flow. The MsFV method can be seen as an upscaling-downscaling technique, which is computationally more efficient than standard discretization schemes and more accurate than traditional upscaling techniques. We show that, although the method has proven accurate in modeling density-driven flow under stable conditions, the accuracy of the MsFV method deteriorates in case of unstable flow and an iterative scheme is required to control the localization error. To avoid large computational overhead due to the iterative scheme, we suggest several adaptive strategies both for flow and transport. In particular, the concentration gradient is used to identify a front region where instabilities are triggered and an accurate (iteratively improved) solution is required. Outside the front region the problem is upscaled and both flow and transport are solved only at the coarse scale. This adaptive strategy leads to very accurate solutions at roughly the same computational cost as the non-iterative MsFV method. In many circumstances, however, an accurate description of flow instabilities requires a refinement of the computational grid rather than a coarsening. For these problems, we propose a modified iterative MsFV, which can be used as downscaling method (DMsFV). Compared to other grid refinement techniques the DMsFV clearly separates the computational domain into refined and non-refined regions, which can be treated separately and matched later. This gives great flexibility to employ different physical descriptions in different regions, where different equations could be solved, offering an excellent framework to construct hybrid methods.

Level Set Methods in Image Processing

This thesis gives an overview of the use of the level set methods in the field of image science. The similar fast marching method is discussed for comparison, also the narrow band and the particle level set methods are introduced. The level set method is a numerical scheme for representing, deforming and recovering structures in an arbitrary dimensions. It approximates and tracks the moving interfaces, dynamic curves and surfaces. The level set method does not define how and why some boundary is advancing the way it is but simply represents and tracks the boundary. The principal idea of the level set method is to represent the N dimensional boundary in the N+l dimensions. This gives the generality to represent even the complex boundaries. The level set methods can be powerful tools to represent dynamic boundaries, but they can require lot of computing power. Specially the basic level set method have considerable computational burden. This burden can be alleviated with more sophisticated versions of the level set algorithm like the narrow band level set method or with the programmable hardware implementation. Also the parallel approach can be used in suitable applications. It is concluded that these methods can be used in a quite broad range of image applications, like computer vision and graphics, scientific visualization and also to solve problems in computational physics. Level set methods and methods derived and inspired by it will be in the front line of image processing also in the future.

ADVANCED NUMERICAL METHODS FOR SIMULATING MICROBUBBLE IN AN AERATED MIXING TANK

Fluid mixing in mechanically agitated tanks is one of the major unit operations in many industries. Bubbly flows have been of interest among researchers in physics, medicine, chemistry and technology over the centuries. The aim of this thesis is to use advanced numerical methods for simulating microbubble in an aerated mixing tank. Main components of the mixing tank are a cylindrical vessel, a rotating Rushton turbine and the air nozzle. The objective of Computational Fluid Dynamics (CFD) is to predict fluid flow, heat transfer, mass transfer and chemical reactions. The CFD simulations of a turbulent bubbly flow are carried out in a cylindrical mixing tank using large eddy simulation (LES) and volume of fluid (VOF) method. The Rushton turbine induced flow is modeled by using a sliding mesh method. Numerical results are used to describe the bubbly flows in highly complex liquid flow. Some of the experimental works related to turbulent bubbly flow in a mixing tank are briefly reported. Numerical simulations are needed to complete and interpret the results of the experimental work. Information given by numerical simulations has a major role in designing and scaling-up mixing tanks. The results of this work have been reported in the following scientific articles: ·Honkanen M., Koohestany A., Hatunen T., Saarenrinne P., Zamankhan P., Large eddy simulations and PIV experiments of a two-phase air-water mixer, in Proceedings of ASME Fluids Engineering Summer Conference (2005). ·Honkanen M., Koohestany A., Hatunen T., Saarenrinne P., Zamankhan P., Dynamical States of Bubbling in an Aerated Stirring Tank, submitted to J. Computational Physics.

Squeezed thermal phonons precurse nonthermal melting of silicon as a function of fluence

A femtosecond-laser pulse can induce ultrafast nonthermal melting of various materials along pathways that are inaccessible under thermodynamic conditions, but it is not known whether there is any structural modification at fluences just below the melting threshold. Here, we show for silicon that in this regime the room-temperature phonons become thermally squeezed, which is a process that has not been reported before in this material. We find that the origin of this effect is the sudden femtosecond-laser-induced softening of interatomic bonds, which can also be described in terms of a modification of the potential energy surface. We further find in ab initio molecular-dynamics simulations on laser-excited potential energy surfaces that the atoms move in the same directions during the first stages of nonthermal melting and thermal phonon squeezing. Our results demonstrate how femtosecond-laser-induced coherent fluctuations precurse complete atomic disordering as a function of fluence. The common underlying bond-softening mechanism indicates that this relation between thermal squeezing and nonthermal melting is not material specific.