Stability and convergence of a new explicit finite-difference approximation for the variable-order nonlinear fractional diffusion equation

In this paper, we consider the variable-order nonlinear fractional diffusion equation View the MathML source where xRα(x,t) is a generalized Riesz fractional derivative of variable order View the MathML source and the nonlinear reaction term f(u,x,t) satisfies the Lipschitz condition |f(u1,x,t)-f(u2,x,t)|less-than-or-equals, slantL|u1-u2|. A new explicit finite-difference approximation is introduced. The convergence and stability of this approximation are proved. Finally, some numerical examples are provided to show that this method is computationally efficient. The proposed method and techniques are applicable to other variable-order nonlinear fractional differential equations.

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.

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.

A perturbational h4 exponential finite-difference scheme for the convective diffusion equation

A perturbational h4 compact exponential finite difference scheme with diagonally dominant coefficient matrix and upwind effect is developed for the convective diffusion equation. Perturbations of second order are exerted on the convective coefficients and source term of an h2 exponential finite difference scheme proposed in this paper based on a transformation to eliminate the upwind effect of the convective diffusion equation. Four numerical examples including one- to three-dimensional model equations of fluid flow and a problem of natural convective heat transfer are given to illustrate the excellent behavior of the present exponential schemes, the h4 accuracy of the perturbational scheme is verified using double precision arithmetic.

Combined R-matrix eigenstate basis set and finite-difference propagation method for the time-dependent Schrodinger equation: The one-electron case

In this work we present the theoretical framework for the solution of the time-dependent Schrödinger equation (TDSE) of atomic and molecular systems under strong electromagnetic fields with the configuration space of the electron’s coordinates separated over two regions; that is, regions I and II. In region I the solution of the TDSE is obtained by an R-matrix basis set representation of the time-dependent wave function. In region II a grid representation of the wave function is considered and propagation in space and time is obtained through the finite-difference method. With this, a combination of basis set and grid methods is put forward for tackling multiregion time-dependent problems. In both regions, a high-order explicit scheme is employed for the time propagation. While, in a purely hydrogenic system no approximation is involved due to this separation, in multielectron systems the validity and the usefulness of the present method relies on the basic assumption of R-matrix theory, namely, that beyond a certain distance (encompassing region I) a single ejected electron is distinguishable from the other electrons of the multielectron system and evolves there (region II) effectively as a one-electron system. The method is developed in detail for single active electron systems and applied to the exemplar case of the hydrogen atom in an intense laser field.

FTCS finite difference scheme GPGPU parallel computing for the heat conduction equation = Programación en paralelo GPGPU del método en diferencias finitas FTCS para la ecuación del calor

En el presente artículo se muestran las ventajas de la programación en paralelo resolviendo numéricamente la ecuación del calor en dos dimensiones a través del método de diferencias finitas explícito centrado en el espacio FTCS. De las conclusiones de este trabajo se pone de manifiesto la importancia de la programación en paralelo para tratar problemas grandes, en los que se requiere un elevado número de cálculos, para los cuales la programación secuencial resulta impracticable por el elevado tiempo de ejecución. En la primera sección se describe brevemente los conceptos básicos de programación en paralelo. Seguidamente se resume el método de diferencias finitas explícito centrado en el espacio FTCS aplicado a la ecuación parabólica del calor. Seguidamente se describe el problema de condiciones de contorno y valores iniciales específico al que se va a aplicar el método de diferencias finitas FTCS, proporcionando pseudocódigos de una implementación secuencial y dos implementaciones en paralelo. Finalmente tras la discusión de los resultados se presentan algunas conclusiones. In this paper the advantages of parallel computing are shown by solving the heat conduction equation in two dimensions with the forward in time central in space (FTCS) finite difference method. Two different levels of parallelization are consider and compared with traditional serial procedures. We show in this work the importance of parallel computing when dealing with large problems that are impractical or impossible to solve them with a serial computing procedure. In the first section a summary of parallel computing approach is presented. Subsequently, the forward in time central in space (FTCS) finite difference method for the heat conduction equation is outline, describing how the heat flow equation is derived in two dimensions and the particularities of the finite difference numerical technique considered. Then, a specific initial boundary value problem is solved by the FTCS finite difference method and serial and parallel pseudo codes are provided. Finally after results are discussed some conclusions are presented.

H4 exponential finite-difference scheme for convective diffusion-equations

Perturbations are applied to the convective coefficients and source term of a convection-diffusion equation so that second-order corrections may be applied to a second-order exponential scheme. The basic Structure of the equations in the resulting fourth-order scheme is identical to that for the second order. Furthermore, the calculations are quite simple as the second-order corrections may be obtained in a single pass using a second-order scheme. For one to three dimensions, the fourth-order exponential scheme is unconditionally stable. As examples, the method is applied to Burgers' and other fluid mechanics problems. Compared with schemes normally used, the accuracies are found to be good and the method is applicable to regions with large gradients.

An environmentally based growth model that uses finite difference calculus with maximum likelihood method: its application to the brackish water bivalve Corbicula japonica in Lake Abashiri, Japan

We present a growth analysis model that combines large amounts of environmental data with limited amounts of biological data and apply it to Corbicula japonica. The model uses the maximum-likelihood method with the Akaike information criterion, which provides an objective criterion for model selection. An adequate distribution for describing a single cohort is selected from available probability density functions, which are expressed by location and scale parameters. Daily relative increase rates of the location parameter are expressed by a multivariate logistic function with environmental factors for each day and categorical variables indicating animal ages as independent variables. Daily relative increase rates of the scale parameter are expressed by an equation describing the relationship with the daily relative increase rate of the location parameter. Corbicula japonica grows to a modal shell length of 0.7 mm during the first year in Lake Abashiri. Compared with the attain-able maximum size of about 30 mm, the growth of juveniles is extremely slow because their growth is less susceptible to environmental factors until the second winter. The extremely slow growth in Lake Abashiri could be a geographical genetic variation within C. japonica.