Efficient Legendre spectral tau algorithm for solving two-sided space-time Caputo fractional advection-dispersion equation

In this paper we present the operational matrices of the left Caputo fractional derivative, right Caputo fractional derivative and Riemann–Liouville fractional integral for shifted Legendre polynomials. We develop an accurate numerical algorithm to solve the two-sided space–time fractional advection–dispersion equation (FADE) based on a spectral shifted Legendre tau (SLT) method in combination with the derived shifted Legendre operational matrices. The fractional derivatives are described in the Caputo sense. We propose a spectral SLT method, both in temporal and spatial discretizations for the two-sided space–time FADE. This technique reduces the two-sided space–time FADE to a system of algebraic equations that simplifies the problem. Numerical results carried out to confirm the spectral accuracy and efficiency of the proposed algorithm. By selecting relatively few Legendre polynomial degrees, we are able to get very accurate approximations, demonstrating the utility of the new approach over other numerical methods.

Truncation errors in finite difference models for solute transport equation with first-order reaction

The truncation errors associated with finite difference solutions of the advection-dispersion equation with first-order reaction are formulated from a Taylor analysis. The error expressions are based on a general form of the corresponding difference equation and a temporally and spatially weighted parametric approach is used for differentiating among the various finite difference schemes. The numerical truncation errors are defined using Peclet and Courant numbers and a new Sink/Source dimensionless number. It is shown that all of the finite difference schemes suffer from truncation errors. Tn particular it is shown that the Crank-Nicolson approximation scheme does not have second order accuracy for this case. The effects of these truncation errors on the solution of an advection-dispersion equation with a first order reaction term are demonstrated by comparison with an analytical solution. The results show that these errors are not negligible and that correcting the finite difference scheme for them results in a more accurate solution. (C) 1999 Elsevier Science B.V. All rights reserved.

Fractional pennes' bioheat equation: theoretical and numerical studies

In this work we provide a new mathematical model for the Pennes’ bioheat equation, assuming a fractional time derivative of single order. Alternative versions of the bioheat equation are studied and discussed, to take into account the temperature-dependent variability in the tissue perfusion, and both finite and infinite speed of heat propagation. The proposed bioheat model is solved numerically using an implicit finite difference scheme that we prove to be convergent and stable. The numerical method proposed can be applied to general reaction diffusion equations, with a variable diffusion coefficient. The results obtained with the single order fractional model, are compared with the original models that use classical derivatives.

Comparison of different numerical methods for the solution of the time-fractional reaction-diffusion equation with variable diffusion coefficient

In this work we perform a comparison of two different numerical schemes for the solution of the time-fractional diffusion equation with variable diffusion coefficient and a nonlinear source term. The two methods are the implicit numerical scheme presented in [M.L. Morgado, M. Rebelo, Numerical approximation of distributed order reaction- diffusion equations, Journal of Computational and Applied Mathematics 275 (2015) 216-227] that is adapted to our type of equation, and a colocation method where Chebyshev polynomials are used to reduce the fractional differential equation to a system of ordinary differential equations

A traceable physical calibration of the vertical advection-diffusion equation for modelling ocean heat uptake

The classic vertical advection-diffusion (VAD) balance is a central concept in studying the ocean heat budget, in particular in simple climate models (SCMs). Here we present a new framework to calibrate the parameters of the VAD equation to the vertical ocean heat balance of two fully-coupled climate models that is traceable to the models’ circulation as well as to vertical mixing and diffusion processes. Based on temperature diagnostics, we derive an effective vertical velocity w∗ and turbulent diffusivity k∗ for each individual physical process. In steady-state, we find that the residual vertical velocity and diffusivity change sign in mid-depth, highlighting the different regional contributions of isopycnal and diapycnal diffusion in balancing the models’ residual advection and vertical mixing. We quantify the impacts of the time-evolution of the effective quantities under a transient 1%CO2 simulation and make the link to the parameters of currently employed SCMs.

On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator

The fractional generalized Langevin equation (FGLE) is proposed to discuss the anomalous diffusive behavior of a harmonic oscillator driven by a two-parameter Mittag-Leffler noise. The solution of this FGLE is discussed by means of the Laplace transform methodology and the kernels are presented in terms of the three-parameter Mittag-Leffler functions. Recent results associated with a generalized Langevin equation are recovered.

A general fractional porous medium equation

A general fractional porous medium equation

Characterizing chaos in a type of fractional duffing's equation

We characterize the chaos in a fractional Duffing’s equation computing the Lyapunov exponents and the dimension of the strange attractor in the effective phase space of the system. We develop a specific analytical method to estimate all Lyapunov exponents and check the results with the fiduciary orbit technique and a time series estimation method.

Numerical Solution of Fractional Diffusion-Wave Equation with two Space Variables by Matrix Method

Mathematics Subject Classi¯cation 2010: 26A33, 65D25, 65M06, 65Z05.

Minimization of the experimental workload for the prediction of pollutants propagation in rivers. Mathematical modelling and knowledge re-use

The present thesis in focused on the minimization of experimental efforts for the prediction of pollutant propagation in rivers by mathematical modelling and knowledge re-use. Mathematical modelling is based on the well known advection-dispersion equation, while the knowledge re-use approach employs the methods of case based reasoning, graphical analysis and text mining. The thesis contribution to the pollutant transport research field consists of: (1) analytical and numerical models for pollutant transport prediction; (2) two novel techniques which enable the use of variable parameters along rivers in analytical models; (3) models for the estimation of pollutant transport characteristic parameters (velocity, dispersion coefficient and nutrient transformation rates) as functions of water flow, channel characteristics and/or seasonality; (4) the graphical analysis method to be used for the identification of pollution sources along rivers; (5) a case based reasoning tool for the identification of crucial information related to the pollutant transport modelling; (6) and the application of a software tool for the reuse of information during pollutants transport modelling research. These support tools are applicable in the water quality research field and in practice as well, as they can be involved in multiple activities. The models are capable of predicting pollutant propagation along rivers in case of both ordinary pollution and accidents. They can also be applied for other similar rivers in modelling of pollutant transport in rivers with low availability of experimental data concerning concentration. This is because models for parameter estimation developed in the present thesis enable the calculation of transport characteristic parameters as functions of river hydraulic parameters and/or seasonality. The similarity between rivers is assessed using case based reasoning tools, and additional necessary information can be identified by using the software for the information reuse. Such systems represent support for users and open up possibilities for new modelling methods, monitoring facilities and for better river water quality management tools. They are useful also for the estimation of environmental impact of possible technological changes and can be applied in the pre-design stage or/and in the practical use of processes as well.

Solução híbrida da equação de advecção-dispersão em meios porosos

Este trabalho consiste na solução híbrida da Equação de Advecção-dispersão de solutos unidimensional em meios porosos homogêneos ou heterogêneos, para um único componente, com coeficientes de retardo, dispersão, velocidade média, decaimento e produção dependentes da distância percorrida pelo soluto. Serão estudados os casos de dispersão-advecção em que o retardamento, dispersão, velocidade do fluxo, decaimento e produção variem de forma linear enquanto a dispersividade assuma os modelos linear, parabólico ou exponencial. Para a solução da equação foi aplicada a Técnica da Transformada Integral Generalizada. Os resultados obtidos nesta dissertação demonstram boa concordância entre os problemas-exemplo e suas soluções numéricas ou analíticas contidas na literatura e apontam uma melhor adequação no uso de modelos parabólico no estudo da advecção-dispersão em curto intervalo de tempo, enquanto que o modelo linear converge mais rapidamente em tempos prolongados de simulação. A convergência da série mostrou-se ter dependência direta quanto ao comprimento do domínio, ao modelo de dispersão e da dispersividade adotada, convergindo com até 60 termos, podendo chegar a NT = 170, para os casos heterogêneos, utilizando o modelo de dispersão exponencial, respeitando o critério adotado de 10^-4.

Migração de solutos em basalto fraturado: quantificação experimental em laboratório e validação matemática

A avaliação do risco a contaminação e a escolha de técnicas de remediação de poluentes em aquíferos fraturados depende da quantificação dos fenômenos envolvidos no transporte de solutos. A geometria da fratura, usualmente caracterizada pela abertura, é o principal parâmetro que indiretamente controla o transporte nos aquíferos fraturados. A simplificação mais comum desse problema é assumir que as fraturas são um par de placas planas e paralelas, isto é, com uma abertura constante. No entanto, por causa do limitado número de trabalhos experimentais, não está esclarecida a adequabilidade do uso de uma abertura constante para simular o transporte conservativo em fraturas do Aquífero Serra Geral (ASG), Brasil. O objetivo deste trabalho é avaliar a influência da abertura de uma fratura natural do Aquífero Serra Geral sob o transporte conservativo de solutos. Uma amostra natural de basalto fraturado foi usada em um experimento hidráulico e de transporte de um traçador conservativo (escala de laboratório). O campo de abertura foi medido usando a técnica avançada, de alta resolução e tridimensional, chamada microtomografia computadorizada de raios-X. A concentração de traçador medida foi utilizada para validar uma solução analítica unidimensional da Equação de Advecção-dispersão (ADE). O desemprenho do ajuste da ADE às curvas de passagem experimentais foi avaliado para quatro diferentes tipos de aberturas constantes. Os resultados mostraram que o escoamento de água e o transporte de contaminantes pode ocorrer através de fraturas micrométricas, ocasionando, eventualmente, a contaminação do ASG. A abertura de balanço de massa é a única que pode ser chamada propriamente de \"abertura equivalente\". O uso de aberturas constantes na ADE não permitiu representar completamente o formato das curvas de passagem porque o campo de velocidade não é uniforme e intrinsicamente bidimensional. Portanto, na simulação do transporte deve-se incorporar a heterogeneidade da abertura da fratura.

On a Differential Equation with Left and Right Fractional Derivatives

Mathematics Subject Classification: 26A33; 70H03, 70H25, 70S05; 49S05

Analysis of diffusion process in fractured reservoirs using fractional derivative approach

The fractal geometry is used to model of a naturally fractured reservoir and the concept of fractional derivative is applied to the diffusion equation to incorporate the history of fluid flow in naturally fractured reservoirs. The resulting fractally fractional diffusion (FFD) equation is solved analytically in the Laplace space for three outer boundary conditions. The analytical solutions are used to analyze the response of a naturally fractured reservoir considering the anomalous behavior of oil production. Several synthetic examples are provided to illustrate the methodology proposed in this work and to explain the diffusion process in fractally fractured systems.