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.

Analytical model of reactive transport processes with spatially variable coefficients

Analytical solutions of partial differential equation (PDE) models describing reactive transport phenomena in saturated porous media are often used as screening tools to provide insight into contaminant fate and transport processes. While many practical modelling scenarios involve spatially variable coefficients, such as spatially variable flow velocity, v(x), or spatially variable decay rate, k(x), most analytical models deal with constant coefficients. Here we present a framework for constructing exact solutions of PDE models of reactive transport. Our approach is relevant for advection-dominant problems, and is based on a regular perturbation technique. We present a description of the solution technique for a range of one-dimensional scenarios involving constant and variable coefficients, and we show that the solutions compare well with numerical approximations. Our general approach applies to a range of initial conditions and various forms of v(x) and k(x). Instead of simply documenting specific solutions for particular cases, we present a symbolic worksheet, as supplementary material, which enables the solution to be evaluated for different choices of the initial condition, v(x) and k(x). We also discuss how the technique generalizes to apply to models of coupled multispecies reactive transport as well as higher dimensional problems.

Exact-Solutions Of Linear Partial-Differential Equations With Variable-Coefficients

Backlund transformations relating the solutions of linear PDE with variable coefficients to those of PDE with constant coefficients are found, generalizing the study of Varley and Seymour [2]. Auto-Backlund transformations are also determined. To facilitate the generation of new solutions via Backlund transformation, explicit solutions of both classes of the PDE just mentioned are found using invariance properties of these equations and other methods. Some of these solutions are new.

Null Condition for Semilinear Wave Equation with Variable Coefficients

∗The author was partially supported by M.U.R.S.T. Progr. Nazionale “Problemi Non Lineari...”

A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients

In this paper, we derive a new nonlinear two-sided space-fractional diffusion equation with variable coefficients from the fractional Fick’s law. A semi-implicit difference method (SIDM) for this equation is proposed. The stability and convergence of the SIDM are discussed. For the implementation, we develop a fast accurate iterative method for the SIDM by decomposing the dense coefficient matrix into a combination of Toeplitz-like matrices. This fast iterative method significantly reduces the storage requirement of O(n2)O(n2) and computational cost of O(n3)O(n3) down to n and O(nlogn)O(nlogn), where n is the number of grid points. The method retains the same accuracy as the underlying SIDM solved with Gaussian elimination. Finally, some numerical results are shown to verify the accuracy and efficiency of the new method.

The Dirichlet problem in convex bounded domains for operators with L^\infty-coefficients

M.Hieber, I.Wood: The Dirichlet problem in convex bounded domains for operators with L^\infty-coefficients, Diff. Int. Eq., 20, 7 (2007),721-734.

The Dirichlet problem in convex bounded domains for operators with L8-coefficients

Wood, Ian; Hieber, M., (2007) 'The Dirichlet problem in convex bounded domains for operators with L8-coefficients', Differential and Integral Equations 20 pp.721-734 RAE2008

Stability and convergence of a new finite volume method for a two-sided space-fractional diffusion equation

In this paper, we consider a two-sided space-fractional diffusion equation with variable coefficients on a finite domain. Firstly, based on the nodal basis functions, we present a new fractional finite volume method for the two-sided space-fractional diffusion equation and derive the implicit scheme and solve it in matrix form. Secondly, we prove the stability and convergence of the implicit fractional finite volume method and conclude that the method is unconditionally stable and convergent. Finally, some numerical examples are given to show the effectiveness of the new numerical method, and the results are in excellent agreement with theoretical analysis.

Generalized Burgers equations and Euler–Painlevé transcendents. III

It was proposed earlier [P. L. Sachdev, K. R. C. Nair, and V. G. Tikekar, J. Math. Phys. 27, 1506 (1986); P. L. Sachdev and K. R. C. Nair, ibid. 28, 977 (1987)] that the Euler–Painlevé equations  y(d2y/dη2)+a(dy/dη)2 +f(η)y(dy/dη)+g(η)y2+b(dy/dη) +c=0 represent generalized Burgers equations (GBE’s) in the same way as Painlevé equations represent the Korteweg–de Vries type of equations. The earlier studies were carried out in the context of GBE’s with damping and those with spherical and cylindrical symmetry. In the present paper, GBE’s with variable coefficients of viscosity and those with inhomogeneous terms are considered for their possible connection to Euler–Painlevé equations. It is found that the Euler–Painlevé equation, which represents the GBE ut+uβux=(δ/2)g(t)uxx, g(t)=(1+t)n, β>0, has solutions, which either decay or oscillate at η=±∞, only when −1

Closed-form solutions for axially functionally graded Timoshenko beams having uniform cross-section and fixed-fixed boundary condition

In this paper, we study the free vibration of axially functionally graded (AFG) Timoshenko beams, with uniform cross-section and having fixed-fixed boundary condition. For certain polynomial variations of the material mass density, elastic modulus and shear modulus, along the length of the beam, there exists a fundamental closed form solution to the coupled second order governing differential equations with variable coefficients. It is found that there are an infinite number of non-homogeneous Timoshenko beams, with various material mass density, elastic modulus and shear modulus distributions having simple polynomial variations, which share the same fundamental frequency. The derived results can be used as benchmark solutions for testing approximate or numerical methods used for the vibration analysis of non-homogeneous Timoshenko beams. They can also be useful for designing fixed-fixed non-homogeneous Timoshenko beams which may be required to vibrate with a particular frequency. (C) 2013 Elsevier Ltd. All rights reserved.

Analytical test functions for free vibration analysis of rotating non-homogeneous Timoshenko beams

In this paper, the governing equations for free vibration of a non-homogeneous rotating Timoshenko beam, having uniform cross-section, is studied using an inverse problem approach, for both cantilever and pinned-free boundary conditions. The bending displacement and the rotation due to bending are assumed to be simple polynomials which satisfy all four boundary conditions. It is found that for certain polynomial variations of the material mass density, elastic modulus and shear modulus, along the length of the beam, the assumed polynomials serve as simple closed form solutions to the coupled second order governing differential equations with variable coefficients. It is found that there are an infinite number of analytical polynomial functions possible for material mass density, shear modulus and elastic modulus distributions, which share the same frequency and mode shape for a particular mode. The derived results are intended to serve as benchmark solutions for testing approximate or numerical methods used for the vibration analysis of rotating non-homogeneous Timoshenko beams.

Effect of current on the evolution of a solitary wave

In this paper, the effect of current on the evolution of a solitary wave is studied. The governing equation in the far field, KdV equation with variable coefficients, is derived. A solitary wave solution is obtained. The fission of a solitary wave is discussed, and the fissible region on the Q～h2-plane and the criterion of the number of the solitary waves after fission are found.

Numerical methods for ill-posed, linear problems

A means of assessing the effectiveness of methods used in the numerical solution of various linear ill-posed problems is outlined. Two methods: Tikhonov' s method of regularization and the quasireversibility method of Lattès and Lions are appraised from this point of view.

In the former method, Tikhonov provides a useful means for incorporating a constraint into numerical algorithms. The analysis suggests that the approach can be generalized to embody constraints other than those employed by Tikhonov. This is effected and the general "T-method" is the result.

A T-method is used on an extended version of the backwards heat equation with spatially variable coefficients. Numerical computations based upon it are performed.

The statistical method developed by Franklin is shown to have an interpretation as a T-method. This interpretation, although somewhat loose, does explain some empirical convergence properties which are difficult to pin down via a purely statistical argument.

A new high-order Fourier continuation-based elasticity solver for complex three-dimensional geometries

This thesis presents a new approach for the numerical solution of three-dimensional problems in elastodynamics. The new methodology, which is based on a recently introduced Fourier continuation (FC) algorithm for the solution of Partial Differential Equations on the basis of accurate Fourier expansions of possibly non-periodic functions, enables fast, high-order solutions of the time-dependent elastic wave equation in a nearly dispersionless manner, and it requires use of CFL constraints that scale only linearly with spatial discretizations. A new FC operator is introduced to treat Neumann and traction boundary conditions, and a block-decomposed (sub-patch) overset strategy is presented for implementation of general, complex geometries in distributed-memory parallel computing environments. Our treatment of the elastic wave equation, which is formulated as a complex system of variable-coefficient PDEs that includes possibly heterogeneous and spatially varying material constants, represents the first fully-realized three-dimensional extension of FC-based solvers to date. Challenges for three-dimensional elastodynamics simulations such as treatment of corners and edges in three-dimensional geometries, the existence of variable coefficients arising from physical configurations and/or use of curvilinear coordinate systems and treatment of boundary conditions, are all addressed. The broad applicability of our new FC elasticity solver is demonstrated through application to realistic problems concerning seismic wave motion on three-dimensional topographies as well as applications to non-destructive evaluation where, for the first time, we present three-dimensional simulations for comparison to experimental studies of guided-wave scattering by through-thickness holes in thin plates.