Spectral approximations to the fractional integral and derivative

In this paper, the spectral approximations are used to compute the fractional integral and the Caputo derivative. The effective recursive formulae based on the Legendre, Chebyshev and Jacobi polynomials are developed to approximate the fractional integral. And the succinct scheme for approximating the Caputo derivative is also derived. The collocation method is proposed to solve the fractional initial value problems and boundary value problems. Numerical examples are also provided to illustrate the effectiveness of the derived methods.

Spectral solutions to the Korteweg-de-Vries and nonlinear Schrodinger equations

In this paper, we present the solutions of 1-D and 2-D non-linear partial differential equations with initial conditions. We approach the solutions in time domain using two methods. We first solve the equations using Fourier spectral approximation in the spatial domain and secondly we compare the results with the approximation in the spatial domain using orthogonal functions such as Legendre or Chebyshev polynomials as their basis functions. The advantages and the applicability of the two different methods for different types of problems are brought out by considering 1-D and 2-D nonlinear partial differential equations namely the Korteweg-de-Vries and nonlinear Schrodinger equation with different potential function. (C) 2015 Elsevier Ltd. All rights reserved.

Spectral Analysis of Bounded Self-adjoint operators - A Linear Algebraic Approach

This thesis Entitled Spectral theory of bounded self-adjoint operators -A linear algebraic approach.The main results of the thesis can be classified as three different approaches to the spectral approximation problems. The truncation method and its perturbed versions are part of the classical linear algebraic approach to the subject. The usage of block Toeplitz-Laurent operators and the matrix valued symbols is considered as a particular example where the linear algebraic techniques are effective in simplifying problems in inverse spectral theory. The abstract approach to the spectral approximation problems via pre-conditioners and Korovkin-type theorems is an attempt to make the computations involved, well conditioned. However, in all these approaches, linear algebra comes as the central object. The objective of this study is to discuss the linear algebraic techniques in the spectral theory of bounded self-adjoint operators on a separable Hilbert space. The usage of truncation method in approximating the bounds of essential spectrum and the discrete spectral values outside these bounds is well known. The spectral gap prediction and related results was proved in the second chapter. The discrete versions of Borg-type theorems, proved in the third chapter, partly overlap with some known results in operator theory. The pure linear algebraic approach is the main novelty of the results proved here.

Droplet generation with modulated AC electromagnetic field at nozzle exit

A method of droplet generation based on applying a modulated AC high frequency magnetic field in the localized region of capillary breakup is considered as ans alternative to traditional methods for high temperature liquid melt droplet serial production by pressure variation. The method is based on a pseudo-spectral approximation with a coordinate transformation adaptin to the developing free surface. The electromagnetic field is recomputed continuously with the domain shape change. Practical application cases for liquid silicon droplets of 0.5 - 2 mm diameter are considered in detail.

Determining surface tension using DC magnetic levitation

The values of material physical properties are vital for the successful use of numerical simulations for electromagnetic processing of materials. The surface tension of materials can be determined from the experimental measurement of the surface oscillation frequency of liquid droplets. In order for this technique to be used, a positioning field is required that results in a modification to the oscillation frequency. A number of previous analytical models have been developed that mainly focus on electrically conducting droplets positioned using an A.C. electromagnetic field, but due to the turbulent flow resulting from the high electromagnetic fields required to balance gravity, reliable measurements have largely been limited to microgravity. In this work axisymmetric analytical and numerical models are developed, which allow the surface tension of a diamagnetic droplet positioned in a high DC magnetic field to be determined from the surface oscillations. In the case of D.C. levitation there is no internal electric currents with resulting Joule heating, Marangoni flow and other effects that introduce additional physics that complicates the measurement process. The analytical solution uses the linearised Navier-Stokes equations in the inviscid case. The body force from a DC field is potential, in contrast to the AC case, and it can be derived from Maxwell equations giving a solution for the magnetic field in the form of a series expansion of Legendre polynomials. The first few terms in this expansion represent a constant and gradient magnetic field valid close to the origin, which can be used to position the droplet. Initially the mathematical model is verified in microgravity conditions using a numerical model developed to solve the transient electromagnetics, fluid flow and thermodynamic equations. In the numerical model (as in experiment) the magnetic field is obtained using electrical current carrying coils, which provides the confinement force for a liquid droplet. The model incorporates free surface deformation to accurately model the oscillations that result from the interaction between the droplet and the non-uniform external magnetic field. A comparison is made between the analytical perturbation theory and the numerical pseudo spectral approximation solutions for small amplitude oscillations.

ARMA modeling of time series based on rational approximation of spectral density function

This study is concerned with Autoregressive Moving Average (ARMA) models of time series. ARMA models form a subclass of the class of general linear models which represents stationary time series, a phenomenon encountered most often in practice by engineers, scientists and economists. It is always desirable to employ models which use parameters parsimoniously. Parsimony will be achieved by ARMA models because it has only finite number of parameters. Even though the discussion is primarily concerned with stationary time series, later we will take up the case of homogeneous non stationary time series which can be transformed to stationary time series. Time series models, obtained with the help of the present and past data is used for forecasting future values. Physical science as well as social science take benefits of forecasting models. The role of forecasting cuts across all fields of management-—finance, marketing, production, business economics, as also in signal process, communication engineering, chemical processes, electronics etc. This high applicability of time series is the motivation to this study.

A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation

The fractional Fokker-Planck equation is an important physical model for simulating anomalous diffusions with external forces. Because of the non-local property of the fractional derivative an interesting problem is to explore high accuracy numerical methods for fractional differential equations. In this paper, a space-time spectral method is presented for the numerical solution of the time fractional Fokker-Planck initial-boundary value problem. The proposed method employs the Jacobi polynomials for the temporal discretization and Fourier-like basis functions for the spatial discretization. Due to the diagonalizable trait of the Fourier-like basis functions, this leads to a reduced representation of the inner product in the Galerkin analysis. We prove that the time fractional Fokker-Planck equation attains the same approximation order as the time fractional diffusion equation developed in [23] by using the present method. That indicates an exponential decay may be achieved if the exact solution is sufficiently smooth. Finally, some numerical results are given to demonstrate the high order accuracy and efficiency of the new numerical scheme. The results show that the errors of the numerical solutions obtained by the space-time spectral method decay exponentially.

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.

Dynamical cluster approximation: Nonlocal dynamics of correlated electron systems

We recently introduced the dynamical cluster approximation (DCA), a technique that includes short-ranged dynamical correlations in addition to the local dynamics of the dynamical mean-field approximation while preserving causality. The technique is based on an iterative self-consistency scheme on a finite-size periodic cluster. The dynamical mean-field approximation (exact result) is obtained by taking the cluster to a single site (the thermodynamic limit). Here, we provide details of our method, explicitly show that it is causal, systematic, Phi derivable, and that it becomes conserving as the cluster size increases. We demonstrate the DCA by applying it to a quantum Monte Carlo and exact enumeration study of the two-dimensional Falicov-Kimball model. The resulting spectral functions preserve causality, and the spectra and the charge-density-wave transition temperature converge quickly and systematically to the thermodynamic limit as the cluster size increases.

Wave propagation analysis in carbon nanotube embedded composite using wavelet based spectral finite elements

In this paper, elastic wave propagation is studied in a nanocomposite reinforced with multiwall carbon nanotubes (CNTs). Analysis is performed on a representative volume element of square cross section. The frequency content of the exciting signal is at the terahertz level. Here, the composite is modeled as a higher order shear deformable beam using layerwise theory, to account for partial shear stress transfer between the CNTs and the matrix. The walls of the multiwall CNTs are considered to be connected throughout their length by distributed springs, whose stiffness is governed by the van der Waals force acting between the walls of nanotubes. The analyses in both the frequency and time domains are done using the wavelet-based spectral finite element method (WSFEM). The method uses the Daubechies wavelet basis approximation in time to reduce the governing PDE to a set of ODEs. These transformed ODEs are solved using a finite element (FE) technique by deriving an exact interpolating function in the transformed domain to obtain the exact dynamic stiffness matrix. Numerical analyses are performed to study the spectrum and dispersion relations for different matrix materials and also for different beam models. The effects of partial shear stress transfer between CNTs and matrix on the frequency response function (FRF) and the time response due to broadband impulse loading are investigated for different matrix materials. The simultaneous existence of four coupled propagating modes in a double-walled CNT-composite is also captured using modulated sinusoidal excitation.