Fractional models for the migration of biological cells in complex spatial domains

Travelling wave phenomena are observed in many biological applications. Mathematical theory of standard reaction-diffusion problems shows that simple partial differential equations exhibit travelling wave solutions with constant wavespeed and such models are used to describe, for example, waves of chemical concentrations, electrical signals, cell migration, waves of epidemics and population dynamics. However, as in the study of cell motion in complex spatial geometries, experimental data are often not consistent with constant wavespeed. Non-local spatial models have successfully been used to model anomalous diffusion and spatial heterogeneity in different physical contexts. In this paper, we develop a fractional model based on the Fisher-Kolmogoroff equation and analyse it for its wavespeed properties, attempting to relate the numerical results obtained from our simulations to experimental data describing enteric neural crest-derived cells migrating along the intact gut of mouse embryos. The model proposed essentially combines fractional and standard diffusion in different regions of the spatial domain and qualitatively reproduces the behaviour of neural crest-derived cells observed in the caecum and the hindgut of mouse embryos during in vivo experiments.

Fractional models in space for diffusive processes in heterogeneous media with applications in cell motility and electrical signal propagation

This work addresses fundamental issues in the mathematical modelling of the diffusive motion of particles in biological and physiological settings. New mathematical results are proved and implemented in computer models for the colonisation of the embryonic gut by neural cells and the propagation of electrical waves in the heart, offering new insights into the relationships between structure and function. In particular, the thesis focuses on the use of non-local differential operators of non-integer order to capture the main features of diffusion processes occurring in complex spatial structures characterised by high levels of heterogeneity.

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.

Fractional order modelling of dynamic backlash

This paper studies the dynamical properties of systems with backlash and impact phenomena. This type of non-linearity can be tackled in the perspective of the fractional calculus theory. Fractional and integer order models are compared and their influence upon the emerging dynamics is analysed. It is demonstrated that fractional models can memorize dynamical effects due to multiple micro-collisions.

Analytical solutions of the multi-term modified power law wave equations in a finite domain

Fractional partial differential equations with more than one fractional derivative term in time, such as the Szabo wave equation, or the power law wave equation, describe important physical phenomena. However, studies of these multi-term time-space or time fractional wave equations are still under development. In this paper, multi-term modified power law wave equations in a finite domain are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals (1, 2], [2, 3), [2, 4) or (0, n) (n > 2), respectively. Analytical solutions of the multi-term modified power law wave equations are derived. These new techniques are based on Luchko’s Theorem, a spectral representation of the Laplacian operator, a method of separating variables and fractional derivative techniques. Then these general methods are applied to the special cases of the Szabo wave equation and the power law wave equation. These methods and techniques can also be extended to other kinds of the multi term time-space fractional models including fractional Laplacian.

Numerical methods and analysis for a class of fractional advection-dispersion models

In this paper, a class of fractional advection–dispersion models (FADMs) is considered. These models include five fractional advection–dispersion models, i.e., the time FADM, the mobile/immobile time FADM with a time Caputo fractional derivative 0 < γ < 1, the space FADM with two sides Riemann–Liouville derivatives, the time–space FADM and the time fractional advection–diffusion-wave model with damping with index 1 < γ < 2. These equations can be used to simulate the regional-scale anomalous dispersion with heavy tails. We propose computationally effective implicit numerical methods for these FADMs. The stability and convergence of the implicit numerical methods are analysed and compared systematically. Finally, some results are given to demonstrate the effectiveness of theoretical analysis.

Stability and convergence of implicit numerical methods for a class of fractional advection-dispersion models

In this paper, a class of fractional advection-dispersion models (FADM) is investigated. These models include five fractional advection-dispersion models: the immobile, mobile/immobile time FADM with a temporal fractional derivative 0 < γ < 1, the space FADM with skewness, both the time and space FADM and the time fractional advection-diffusion-wave model with damping with index 1 < γ < 2. They describe nonlocal dependence on either time or space, or both, to explain the development of anomalous dispersion. These equations can be used to simulate regional-scale anomalous dispersion with heavy tails, for example, the solute transport in watershed catchments and rivers. We propose computationally effective implicit numerical methods for these FADM. The stability and convergence of the implicit numerical methods are analyzed and compared systematically. Finally, some results are given to demonstrate the effectiveness of our theoretical analysis.

Fractional diffusion models of cardiac electrical propagation: Role of structural heterogeneity in dispersion of repolarization

Impulse propagation in biological tissues is known to be modulated by structural heterogeneity. In cardiac muscle, improved understanding on how this heterogeneity influences electrical spread is key to advancing our interpretation of dispersion of repolarization. We propose fractional diffusion models as a novel mathematical description of structurally heterogeneous excitable media, as a means of representing the modulation of the total electric field by the secondary electrical sources associated with tissue inhomogeneities. Our results, analysed against in vivo human recordings and experimental data of different animal species, indicate that structural heterogeneity underlies relevant characteristics of cardiac electrical propagation at tissue level. These include conduction effects on action potential (AP) morphology, the shortening of AP duration along the activation pathway and the progressive modulation by premature beats of spatial patterns of dispersion of repolarization. The proposed approach may also have important implications in other research fields involving excitable complex media.

Identification of dynamical systems with fractional derivative damping models using inverse sensitivity analysis

The problem of identifying parameters of time invariant linear dynamical systems with fractional derivative damping models, based on a spatially incomplete set of measured frequency response functions and experimentally determined eigensolutions, is considered. Methods based on inverse sensitivity analysis of damped eigensolutions and frequency response functions are developed. It is shown that the eigensensitivity method requires the development of derivatives of solutions of an asymmetric generalized eigenvalue problem. Both the first and second order inverse sensitivity analyses are considered. The study demonstrates the successful performance of the identification algorithms developed based on synthetic data on one, two and a 33 degrees of freedom vibrating systems with fractional dampers. Limited studies have also been conducted by combining finite element modeling with experimental data on accelerances measured in laboratory conditions on a system consisting of two steel beams rigidly joined together by a rubber hose. The method based on sensitivity of frequency response functions is shown to be more efficient than the eigensensitivity based method in identifying system parameters, especially for large scale systems.

Forecasting overseas visitors into the United Kingdom using continuous time and autoregressive fractional integrated moving average models with discrete data

This paper applies Gaussian estimation methods to continuous time models for modelling overseas visitors into the UK. The use of continuous time modelling is widely used in economics and finance but not in tourism forecasting. Using monthly data for 1986–2010, various continuous time models are estimated and compared to autoregressive integrated moving average (ARIMA) and autoregressive fractionally integrated moving average (ARFIMA) models. Dynamic forecasts are obtained over different periods. The empirical results show that the ARIMA model performs very well, but that the constant elasticity of variance (CEV) continuous time model has the lowest root mean squared error (RMSE) over a short period.

Fractional polynomial response surface models

Second-order polynomial models have been used extensively to approximate the relationship between a response variable and several continuous factors. However, sometimes polynomial models do not adequately describe the important features of the response surface. This article describes the use of fractional polynomial models. It is shown how the models can be fitted, an appropriate model selected, and inference conducted. Polynomial and fractional polynomial models are fitted to two published datasets, illustrating that sometimes the fractional polynomial can give as good a fit to the data and much more plausible behavior between the design points than the polynomial model. © 2005 American Statistical Association and the International Biometric Society.

Estimating and forecasting generalized fractional Long memory stochastic volatility models

In recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility (SV) components in order to develop the General Long Memory SV (GLMSV) model. We examine the statistical properties of the new model, suggest using the spectral likelihood estimation for long memory processes, and investigate the finite sample properties via Monte Carlo experiments. We apply the model to three exchange rate return series. Overall, the results of the out-of-sample forecasts show the adequacy of the new GLMSV model.