The exit-time problem for a Markov jump process

NASA Astrophysics Data System (ADS)

Burch, N.; D'Elia, M.; Lehoucq, R. B.

2014-12-01

The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. This calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.

Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Han Yuecai; Hu Yaozhong; Song Jian, E-mail: jsong2@math.rutgers.edu

2013-04-15

We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter H>1/2). This maximum principle specifies a system of equations that the optimal control must satisfy (necessary condition for the optimal control). This system of equations consists of a backward stochastic differential equation driven by both fractional Brownian motions and the corresponding underlying standard Brownian motions. In addition to this backward equation, the maximum principle also involves the Malliavin derivatives. Our approach is to use conditioning and Malliavin calculus. To arrive at our maximum principle we need tomore » develop some new results of stochastic analysis of the controlled systems driven by fractional Brownian motions via fractional calculus. Our approach of conditioning and Malliavin calculus is also applied to classical system driven by standard Brownian motions while the controller has only partial information. As a straightforward consequence, the classical maximum principle is also deduced in this more natural and simpler way.« less

The exit-time problem for a Markov jump process

DOE Office of Scientific and Technical Information (OSTI.GOV)

Burch, N.; D'Elia, Marta; Lehoucq, Richard B.

2014-12-15

The purpose of our paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developedmore » nonlocal vector calculus. Furthermore, this calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.« less

R-Function Relationships for Application in the Fractional Calculus

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

2000-01-01

The F-function, and its generalization the R-function, are of fundamental importance in the fractional calculus. It has been shown that the solution of the fundamental linear fractional differential equation may be expressed in terms of these functions. These functions serve as generalizations of the exponential function in the solution of fractional differential equations. Because of this central role in the fractional calculus, this paper explores various intrarelationships of the R-function, which will be useful in further analysis. Relationships of the R-function to the common exponential function, e(t), and its fractional derivatives are shown. From the relationships developed, some important approximations are observed. Further, the inverse relationships of the exponential function, el, in terms of the R-function are developed. Also, some approximations for the R-function are developed.

R-function relationships for application in the fractional calculus.

PubMed

Lorenzo, Carl F; Hartley, Tom T

2008-01-01

The F-function, and its generalization the R-function, are of fundamental importance in the fractional calculus. It has been shown that the solution of the fundamental linear fractional differential equation may be expressed in terms of these functions. These functions serve as generalizations of the exponential function in the solution of fractional differential equations. Because of this central role in the fractional calculus, this paper explores various intrarelationships of the R-function, which will be useful in further analysis. Relationships of the R-function to the common exponential function, et, and its fractional derivatives are shown. From the relationships developed, some important approximations are observed. Further, the inverse relationships of the exponential function, et, in terms of the R-function are developed. Also, some approximations for the R-function are developed.

Multiscale functions, scale dynamics, and applications to partial differential equations

NASA Astrophysics Data System (ADS)

Cresson, Jacky; Pierret, Frédéric

2016-05-01

Modeling phenomena from experimental data always begins with a choice of hypothesis on the observed dynamics such as determinism, randomness, and differentiability. Depending on these choices, different behaviors can be observed. The natural question associated to the modeling problem is the following: "With a finite set of data concerning a phenomenon, can we recover its underlying nature? From this problem, we introduce in this paper the definition of multi-scale functions, scale calculus, and scale dynamics based on the time scale calculus [see Bohner, M. and Peterson, A., Dynamic Equations on Time Scales: An Introduction with Applications (Springer Science & Business Media, 2001)] which is used to introduce the notion of scale equations. These definitions will be illustrated on the multi-scale Okamoto's functions. Scale equations are analysed using scale regimes and the notion of asymptotic model for a scale equation under a particular scale regime. The introduced formalism explains why a single scale equation can produce distinct continuous models even if the equation is scale invariant. Typical examples of such equations are given by the scale Euler-Lagrange equation. We illustrate our results using the scale Newton's equation which gives rise to a non-linear diffusion equation or a non-linear Schrödinger equation as asymptotic continuous models depending on the particular fractional scale regime which is considered.

Colloquium: Fractional calculus view of complexity: A tutorial

NASA Astrophysics Data System (ADS)

West, Bruce J.

2014-10-01

The fractional calculus has been part of the mathematics and science literature for 310 years. However, it is only in the past decade or so that it has drawn the attention of mainstream science as a way to describe the dynamics of complex phenomena with long-term memory, spatial heterogeneity, along with nonstationary and nonergodic statistics. The most recent application encompasses complex networks, which require new ways of thinking about the world. Part of the new cognition is provided by the fractional calculus description of temporal and topological complexity. Consequently, this Colloquium is not so much a tutorial on the mathematics of the fractional calculus as it is an exploration of how complex phenomena in the physical, social, and life sciences that have eluded traditional mathematical modeling become less mysterious when certain historical assumptions such as differentiability are discarded and the ordinary calculus is replaced with the fractional calculus. Exemplars considered include the fractional differential equations describing the dynamics of viscoelastic materials, turbulence, foraging, and phase transitions in complex social networks.

Anomalous Diffusion Measured by a Twice-Refocused Spin Echo Pulse Sequence: Analysis Using Fractional Order Calculus

PubMed Central

2011-01-01

Purpose To theoretically develop and experimentally validate a formulism based on a fractional order calculus (FC) diffusion model to characterize anomalous diffusion in brain tissues measured with a twice-refocused spin-echo (TRSE) pulse sequence. Materials and Methods The FC diffusion model is the fractional order generalization of the Bloch-Torrey equation. Using this model, an analytical expression was derived to describe the diffusion-induced signal attenuation in a TRSE pulse sequence. To experimentally validate this expression, a set of diffusion-weighted (DW) images was acquired at 3 Tesla from healthy human brains using a TRSE sequence with twelve b-values ranging from 0 to 2,600 s/mm2. For comparison, DW images were also acquired using a Stejskal-Tanner diffusion gradient in a single-shot spin-echo echo planar sequence. For both datasets, a Levenberg-Marquardt fitting algorithm was used to extract three parameters: diffusion coefficient D, fractional order derivative in space β, and a spatial parameter μ (in units of μm). Using adjusted R-squared values and standard deviations, D, β and μ values and the goodness-of-fit in three specific regions of interest (ROI) in white matter, gray matter, and cerebrospinal fluid were evaluated for each of the two datasets. In addition, spatially resolved parametric maps were assessed qualitatively. Results The analytical expression for the TRSE sequence, derived from the FC diffusion model, accurately characterized the diffusion-induced signal loss in brain tissues at high b-values. In the selected ROIs, the goodness-of-fit and standard deviations for the TRSE dataset were comparable with the results obtained from the Stejskal-Tanner dataset, demonstrating the robustness of the FC model across multiple data acquisition strategies. Qualitatively, the D, β, and μ maps from the TRSE dataset exhibited fewer artifacts, reflecting the improved immunity to eddy currents. Conclusion The diffusion-induced signal attenuation in a TRSE pulse sequence can be described by an FC diffusion model at high b-values. This model performs equally well for data acquired from the human brain tissues with a TRSE pulse sequence or a conventional Stejskal-Tanner sequence. PMID:21509877

Anomalous diffusion measured by a twice-refocused spin echo pulse sequence: analysis using fractional order calculus.

PubMed

Gao, Qing; Srinivasan, Girish; Magin, Richard L; Zhou, Xiaohong Joe

2011-05-01

To theoretically develop and experimentally validate a formulism based on a fractional order calculus (FC) diffusion model to characterize anomalous diffusion in brain tissues measured with a twice-refocused spin-echo (TRSE) pulse sequence. The FC diffusion model is the fractional order generalization of the Bloch-Torrey equation. Using this model, an analytical expression was derived to describe the diffusion-induced signal attenuation in a TRSE pulse sequence. To experimentally validate this expression, a set of diffusion-weighted (DW) images was acquired at 3 Tesla from healthy human brains using a TRSE sequence with twelve b-values ranging from 0 to 2600 s/mm(2). For comparison, DW images were also acquired using a Stejskal-Tanner diffusion gradient in a single-shot spin-echo echo planar sequence. For both datasets, a Levenberg-Marquardt fitting algorithm was used to extract three parameters: diffusion coefficient D, fractional order derivative in space β, and a spatial parameter μ (in units of μm). Using adjusted R-squared values and standard deviations, D, β, and μ values and the goodness-of-fit in three specific regions of interest (ROIs) in white matter, gray matter, and cerebrospinal fluid, respectively, were evaluated for each of the two datasets. In addition, spatially resolved parametric maps were assessed qualitatively. The analytical expression for the TRSE sequence, derived from the FC diffusion model, accurately characterized the diffusion-induced signal loss in brain tissues at high b-values. In the selected ROIs, the goodness-of-fit and standard deviations for the TRSE dataset were comparable with the results obtained from the Stejskal-Tanner dataset, demonstrating the robustness of the FC model across multiple data acquisition strategies. Qualitatively, the D, β, and μ maps from the TRSE dataset exhibited fewer artifacts, reflecting the improved immunity to eddy currents. The diffusion-induced signal attenuation in a TRSE pulse sequence can be described by an FC diffusion model at high b-values. This model performs equally well for data acquired from the human brain tissues with a TRSE pulse sequence or a conventional Stejskal-Tanner sequence. Copyright © 2011 Wiley-Liss, Inc.

Fractal Physiology and the Fractional Calculus: A Perspective

PubMed Central

West, Bruce J.

2010-01-01

This paper presents a restricted overview of Fractal Physiology focusing on the complexity of the human body and the characterization of that complexity through fractal measures and their dynamics, with fractal dynamics being described by the fractional calculus. Not only are anatomical structures (Grizzi and Chiriva-Internati, 2005), such as the convoluted surface of the brain, the lining of the bowel, neural networks and placenta, fractal, but the output of dynamical physiologic networks are fractal as well (Bassingthwaighte et al., 1994). The time series for the inter-beat intervals of the heart, inter-breath intervals and inter-stride intervals have all been shown to be fractal and/or multifractal statistical phenomena. Consequently, the fractal dimension turns out to be a significantly better indicator of organismic functions in health and disease than the traditional average measures, such as heart rate, breathing rate, and stride rate. The observation that human physiology is primarily fractal was first made in the 1980s, based on the analysis of a limited number of datasets. We review some of these phenomena herein by applying an allometric aggregation approach to the processing of physiologic time series. This straight forward method establishes the scaling behavior of complex physiologic networks and some dynamic models capable of generating such scaling are reviewed. These models include simple and fractional random walks, which describe how the scaling of correlation functions and probability densities are related to time series data. Subsequently, it is suggested that a proper methodology for describing the dynamics of fractal time series may well be the fractional calculus, either through the fractional Langevin equation or the fractional diffusion equation. A fractional operator (derivative or integral) acting on a fractal function, yields another fractal function, allowing us to construct a fractional Langevin equation to describe the evolution of a fractal statistical process. Control of physiologic complexity is one of the goals of medicine, in particular, understanding and controlling physiological networks in order to ensure their proper operation. We emphasize the difference between homeostatic and allometric control mechanisms. Homeostatic control has a negative feedback character, which is both local and rapid. Allometric control, on the other hand, is a relatively new concept that takes into account long-time memory, correlations that are inverse power law in time, as well as long-range interactions in complex phenomena as manifest by inverse power-law distributions in the network variable. We hypothesize that allometric control maintains the fractal character of erratic physiologic time series to enhance the robustness of physiological networks. Moreover, allometric control can often be described using the fractional calculus to capture the dynamics of complex physiologic networks. PMID:21423355

Fractional calculus applied to the analysis of spectral electrical conductivity of clay-water system.

PubMed

Korosak, Dean; Cvikl, Bruno; Kramer, Janja; Jecl, Renata; Prapotnik, Anita

2007-06-16

The analysis of the low-frequency conductivity spectra of the clay-water mixtures is presented. The frequency dependence of the conductivity is shown to follow the power-law with the exponent n=0.67 before reaching the frequency-independent part. When scaled with the value of the frequency-independent part of the spectrum the conductivity spectra for samples at different water content values are shown to fit to a single master curve. It is argued that the observed conductivity dispersion is a consequence of the anomalously diffusing ions in the clay-water system. The fractional Langevin equation is then used to describe the stochastic dynamics of the single ion. The results indicate that the experimentally observed dielectric properties originate in anomalous ion transport in clay-water system characterized with time-dependent diffusion coefficient.

Stochastic Calculus and Differential Equations for Physics and Finance

NASA Astrophysics Data System (ADS)

McCauley, Joseph L.

2013-02-01

1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.

Periodicity and positivity of a class of fractional differential equations.

PubMed

Ibrahim, Rabha W; Ahmad, M Z; Mohammed, M Jasim

2016-01-01

Fractional differential equations have been discussed in this study. We utilize the Riemann-Liouville fractional calculus to implement it within the generalization of the well known class of differential equations. The Rayleigh differential equation has been generalized of fractional second order. The existence of periodic and positive outcome is established in a new method. The solution is described in a fractional periodic Sobolev space. Positivity of outcomes is considered under certain requirements. We develop and extend some recent works. An example is constructed.

Fractional calculus in bioengineering, part 3.

PubMed

Magin, Richard L

2004-01-01

Fractional calculus (integral and differential operations of noninteger order) is not often used to model biological systems. Although the basic mathematical ideas were developed long ago by the mathematicians Leibniz (1695), Liouville (1834), Riemann (1892), and others and brought to the attention of the engineering world by Oliver Heaviside in the 1890s, it was not until 1974 that the first book on the topic was published by Oldham and Spanier. Recent monographs and symposia proceedings have highlighted the application of fractional calculus in physics, continuum mechanics, signal processing, and electromagnetics, but with few examples of applications in bioengineering. This is surprising because the methods of fractional calculus, when defined as a Laplace or Fourier convolution product, are suitable for solving many problems in biomedical research. For example, early studies by Cole (1933) and Hodgkin (1946) of the electrical properties of nerve cell membranes and the propagation of electrical signals are well characterized by differential equations of fractional order. The solution involves a generalization of the exponential function to the Mittag-Leffler function, which provides a better fit to the observed cell membrane data. A parallel application of fractional derivatives to viscoelastic materials establishes, in a natural way, hereditary integrals and the power law (Nutting/Scott Blair) stress-strain relationship for modeling biomaterials. In this review, I will introduce the idea of fractional operations by following the original approach of Heaviside, demonstrate the basic operations of fractional calculus on well-behaved functions (step, ramp, pulse, sinusoid) of engineering interest, and give specific examples from electrochemistry, physics, bioengineering, and biophysics. The fractional derivative accurately describes natural phenomena that occur in such common engineering problems as heat transfer, electrode/electrolyte behavior, and sub-threshold nerve propagation. By expanding the range of mathematical operations to include fractional calculus, we can develop new and potentially useful functional relationships for modeling complex biological systems in a direct and rigorous manner. In Part 2 of this review (Crit Rev Biomed Eng 2004; 32(1):105-193), fractional calculus was applied to problems in nerve stimulation, dielectric relaxation, and viscoelastic materials by extending the governing differential equations to include fractional order terms. In this third and final installment, we consider distributed systems that represent shear stress in fluids, heat transfer in uniform one-dimensional media, and subthreshold nerve depolarization. Classic electrochemical analysis and impedance spectroscopy are also reviewed from the perspective of fractional calculus, and selected examples from recent studies in neuroscience, bioelectricity, and tissue biomechanics are analyzed to illustrate the vitality of the field.

Toward lattice fractional vector calculus

NASA Astrophysics Data System (ADS)

Tarasov, Vasily E.

2014-09-01

An analog of fractional vector calculus for physical lattice models is suggested. We use an approach based on the models of three-dimensional lattices with long-range inter-particle interactions. The lattice analogs of fractional partial derivatives are represented by kernels of lattice long-range interactions, where the Fourier series transformations of these kernels have a power-law form with respect to wave vector components. In the continuum limit, these lattice partial derivatives give derivatives of non-integer order with respect to coordinates. In the three-dimensional description of the non-local continuum, the fractional differential operators have the form of fractional partial derivatives of the Riesz type. As examples of the applications of the suggested lattice fractional vector calculus, we give lattice models with long-range interactions for the fractional Maxwell equations of non-local continuous media and for the fractional generalization of the Mindlin and Aifantis continuum models of gradient elasticity.

Optimal distributed control of a diffuse interface model of tumor growth

NASA Astrophysics Data System (ADS)

Colli, Pierluigi; Gilardi, Gianni; Rocca, Elisabetta; Sprekels, Jürgen

2017-06-01

In this paper, a distributed optimal control problem is studied for a diffuse interface model of tumor growth which was proposed by Hawkins-Daruud et al in Hawkins-Daruud et al (2011 Int. J. Numer. Math. Biomed. Eng. 28 3-24). The model consists of a Cahn-Hilliard equation for the tumor cell fraction φ coupled to a reaction-diffusion equation for a function σ representing the nutrient-rich extracellular water volume fraction. The distributed control u monitors as a right-hand side of the equation for σ and can be interpreted as a nutrient supply or a medication, while the cost function, which is of standard tracking type, is meant to keep the tumor cell fraction under control during the evolution. We show that the control-to-state operator is Fréchet differentiable between appropriate Banach spaces and derive the first-order necessary optimality conditions in terms of a variational inequality involving the adjoint state variables. The financial support of the FP7-IDEAS-ERC-StG #256872 (EntroPhase) and of the project Fondazione Cariplo-Regione Lombardia MEGAsTAR ‘Matematica d’Eccellenza in biologia ed ingegneria come accelleratore di una nuona strateGia per l’ATtRattività dell’ateneo pavese’ is gratefully acknowledged. The paper also benefited from the support of the MIUR-PRIN Grant 2015PA5MP7 ‘Calculus of Variations’ for PC and GG, and the GNAMPA (Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni) of INdAM (Istituto Nazionale di Alta Matematica) for PC, GG and ER.

Fractional dynamics pharmacokinetics–pharmacodynamic models

PubMed Central

2010-01-01

While an increasing number of fractional order integrals and differential equations applications have been reported in the physics, signal processing, engineering and bioengineering literatures, little attention has been paid to this class of models in the pharmacokinetics–pharmacodynamic (PKPD) literature. One of the reasons is computational: while the analytical solution of fractional differential equations is available in special cases, it this turns out that even the simplest PKPD models that can be constructed using fractional calculus do not allow an analytical solution. In this paper, we first introduce new families of PKPD models incorporating fractional order integrals and differential equations, and, second, exemplify and investigate their qualitative behavior. The families represent extensions of frequently used PK link and PD direct and indirect action models, using the tools of fractional calculus. In addition the PD models can be a function of a variable, the active drug, which can smoothly transition from concentration to exposure, to hyper-exposure, according to a fractional integral transformation. To investigate the behavior of the models we propose, we implement numerical algorithms for fractional integration and for the numerical solution of a system of fractional differential equations. For simplicity, in our investigation we concentrate on the pharmacodynamic side of the models, assuming standard (integer order) pharmacokinetics. PMID:20455076

On the singular perturbations for fractional differential equation.

PubMed

Atangana, Abdon

2014-01-01

The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.

Varieties of operator manipulation. [for solving differential equations and calculating finite differences

NASA Technical Reports Server (NTRS)

Doohovskoy, A.

1977-01-01

A change in MACSYMA syntax is proposed to accommodate the operator manipulators necessary to implement direct and indirect methods for the solution of differential equations, calculus of finite differences, and the fractional calculus, as well as their modern counterparts. To illustrate the benefits and convenience of this syntax extension, an example is given to show how MACSYMA's pattern-matching capability can be used to implement a particular set of operator identities which can then be used to obtain exact solutions to nonlinear differential equations.

Wave propagation in viscoelastic horns using a fractional calculus rheology model

NASA Astrophysics Data System (ADS)

Margulies, Timothy

2003-10-01

The complex mechanical behavior of materials are characterized by fluid and solid models with fractional calculus differentials to relate stress and strain fields. Fractional derivatives have been shown to describe the viscoelastic stress from polymer chain theory for molecular solutions [Rouse and Sittel, J. Appl. Phys. 24, 690 (1953)]. Here the propagation of infinitesimal waves in one dimensional horns with a small cross-sectional area change along the longitudinal axis are examined. In particular, the linear, conical, exponential, and catenoidal shapes are studied. The wave amplitudes versus frequency are solved analytically and predicted with mathematical computation. Fractional rheology data from Bagley [J. Rheol. 27, 201 (1983); Bagley and Torvik, J. Rheol. 30, 133 (1986)] are incorporated in the simulations. Classical elastic and fluid ``Webster equations'' are recovered in the appropriate limits. Horns with real materials that employ fractional calculus representations can be modeled to examine design trade-offs for engineering or for scientific application.

On the Singular Perturbations for Fractional Differential Equation

PubMed Central

Atangana, Abdon

2014-01-01

The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method. PMID:24683357

Development of advanced methods for analysis of experimental data in diffusion

NASA Astrophysics Data System (ADS)

Jaques, Alonso V.

There are numerous experimental configurations and data analysis techniques for the characterization of diffusion phenomena. However, the mathematical methods for estimating diffusivities traditionally do not take into account the effects of experimental errors in the data, and often require smooth, noiseless data sets to perform the necessary analysis steps. The current methods used for data smoothing require strong assumptions which can introduce numerical "artifacts" into the data, affecting confidence in the estimated parameters. The Boltzmann-Matano method is used extensively in the determination of concentration - dependent diffusivities, D(C), in alloys. In the course of analyzing experimental data, numerical integrations and differentiations of the concentration profile are performed. These methods require smoothing of the data prior to analysis. We present here an approach to the Boltzmann-Matano method that is based on a regularization method to estimate a differentiation operation on the data, i.e., estimate the concentration gradient term, which is important in the analysis process for determining the diffusivity. This approach, therefore, has the potential to be less subjective, and in numerical simulations shows an increased accuracy in the estimated diffusion coefficients. We present a regression approach to estimate linear multicomponent diffusion coefficients that eliminates the need pre-treat or pre-condition the concentration profile. This approach fits the data to a functional form of the mathematical expression for the concentration profile, and allows us to determine the diffusivity matrix directly from the fitted parameters. Reformulation of the equation for the analytical solution is done in order to reduce the size of the problem and accelerate the convergence. The objective function for the regression can incorporate point estimations for error in the concentration, improving the statistical confidence in the estimated diffusivity matrix. Case studies are presented to demonstrate the reliability and the stability of the method. To the best of our knowledge there is no published analysis of the effects of experimental errors on the reliability of the estimates for the diffusivities. For the case of linear multicomponent diffusion, we analyze the effects of the instrument analytical spot size, positioning uncertainty, and concentration uncertainty on the resulting values of the diffusivities. These effects are studied using Monte Carlo method on simulated experimental data. Several useful scaling relationships were identified which allow more rigorous and quantitative estimates of the errors in the measured data, and are valuable for experimental design. To further analyze anomalous diffusion processes, where traditional diffusional transport equations do not hold, we explore the use of fractional calculus in analytically representing these processes is proposed. We use the fractional calculus approach for anomalous diffusion processes occurring through a finite plane sheet with one face held at a fixed concentration, the other held at zero, and the initial concentration within the sheet equal to zero. This problem is related to cases in nature where diffusion is enhanced relative to the classical process, and the order of differentiation is not necessarily a second--order differential equation. That is, differentiation is of fractional order alpha, where 1 ≤ alpha < 2. For alpha = 2, the presented solutions reduce to the classical second-order diffusion solution for the conditions studied. The solution obtained allows the analysis of permeation experiments. Frequently, hydrogen diffusion is analyzed using electrochemical permeation methods using the traditional, Fickian-based theory. Experimental evidence shows the latter analytical approach is not always appropiate, because reported data shows qualitative (and quantitative) deviation from its theoretical scaling predictions. Preliminary analysis of data shows better agreement with fractional diffusion analysis when compared to traditional square-root scaling. Although there is a large amount of work in the estimation of the diffusivity from experimental data, reported studies typically present only the analytical description for the diffusivity, without scattering. However, because these studies do not consider effects produced by instrument analysis, their direct applicability is limited. We propose alternatives to address these, and to evaluate their influence on the final resulting diffusivity values.

Design of broadband time-domain impedance boundary conditions using the oscillatory-diffusive representation of acoustical models.

PubMed

Monteghetti, Florian; Matignon, Denis; Piot, Estelle; Pascal, Lucas

2016-09-01

A methodology to design broadband time-domain impedance boundary conditions (TDIBCs) from the analysis of acoustical models is presented. The derived TDIBCs are recast exclusively as first-order differential equations, well-suited for high-order numerical simulations. Broadband approximations are yielded from an elementary linear least squares optimization that is, for most models, independent of the absorbing material geometry. This methodology relies on a mathematical technique referred to as the oscillatory-diffusive (or poles and cuts) representation, and is applied to a wide range of acoustical models, drawn from duct acoustics and outdoor sound propagation, which covers perforates, semi-infinite ground layers, as well as cavities filled with a porous medium. It is shown that each of these impedance models leads to a different TDIBC. Comparison with existing numerical models, such as multi-pole or extended Helmholtz resonator, provides insights into their suitability. Additionally, the broadly-applicable fractional polynomial impedance models are analyzed using fractional calculus.

An Alternative Method to the Classical Partial Fraction Decomposition

ERIC Educational Resources Information Center

Cherif, Chokri

2007-01-01

PreCalculus students can use the Completing the Square Method to solve quadratic equations without the need to memorize the quadratic formula since this method naturally leads them to that formula. Calculus students, when studying integration, use various standard methods to compute integrals depending on the type of function to be integrated.…

Some Properties of the Fractional Equation of Continuity and the Fractional Diffusion Equation

NASA Astrophysics Data System (ADS)

Fukunaga, Masataka

2006-05-01

The fractional equation of continuity (FEC) and the fractional diffusion equation (FDE) show peculiar behaviors that are in the opposite sense to those expected from the equation of continuity and the diffusion equation, respectively. The behaviors are interpreted in terms of the memory effect of the fractional time derivatives included in the equations. Some examples are given by solutions of the FDE.

On the origins of generalized fractional calculus

NASA Astrophysics Data System (ADS)

Kiryakova, Virginia

2015-11-01

In Fractional Calculus (FC), as in the (classical) Calculus, the notions of derivatives and integrals (of first, second, etc. or arbitrary, incl. non-integer order) are basic and co-related. One of the most frequent approach in FC is to define first the Riemann-Liouville (R-L) integral of fractional order, and then by means of suitable integer-order differentiation operation applied over it (or under its sign) a fractional derivative is defined - in the R-L sense (or in Caputo sense). The first mentioned (R-L type) is closer to the theoretical studies in analysis, but has some shortages - from the point of view of interpretation of the initial conditions for Cauchy problems for fractional differential equations (stated also by means of fractional order derivatives/ integrals), and also for the analysts' confusion that such a derivative of a constant is not zero in general. The Caputo (C-) derivative, arising first in geophysical studies, helps to overcome these problems and to describe models of applied problems with physically consistent initial conditions. The operators of the Generalized Fractional Calculus - GFC (integrals and derivatives) are based on commuting m-tuple (m = 1, 2, 3, …) compositions of operators of the classical FC with power weights (the so-called Erdélyi-Kober operators), but represented in compact and explicit form by means of integral, integro-differential (R-L type) or differential-integral (C-type) operators, where the kernels are special functions of most general hypergeometric kind. The foundations of this theory are given in Kiryakova 18. In this survey we present the genesis of the definitions of the GFC - the generalized fractional integrals and derivatives (of fractional multi-order) of R-L type and Caputo type, analyze their properties and applications. Their special cases are all the known operators of classical FC, their generalizations introduced by other authors, the hyper-Bessel differential operators of higher integer order m as a multi-order (1, 1,…, 1), the Gelfond-Leontiev generalized differentiation operators, many other integral and differential operators in Calculus that have been used in various topics, some of them not related to FC at all, others involved in differential and integral equations for treating fractional order models.

Anisotropic fractal media by vector calculus in non-integer dimensional space

NASA Astrophysics Data System (ADS)

Tarasov, Vasily E.

2014-08-01

A review of different approaches to describe anisotropic fractal media is proposed. In this paper, differentiation and integration non-integer dimensional and multi-fractional spaces are considered as tools to describe anisotropic fractal materials and media. We suggest a generalization of vector calculus for non-integer dimensional space by using a product measure method. The product of fractional and non-integer dimensional spaces allows us to take into account the anisotropy of the fractal media in the framework of continuum models. The integration over non-integer-dimensional spaces is considered. In this paper differential operators of first and second orders for fractional space and non-integer dimensional space are suggested. The differential operators are defined as inverse operations to integration in spaces with non-integer dimensions. Non-integer dimensional space that is product of spaces with different dimensions allows us to give continuum models for anisotropic type of the media. The Poisson's equation for fractal medium, the Euler-Bernoulli fractal beam, and the Timoshenko beam equations for fractal material are considered as examples of application of suggested generalization of vector calculus for anisotropic fractal materials and media.

Improved diffusion Monte Carlo propagators for bosonic systems using Itô calculus

NASA Astrophysics Data System (ADS)

Hâkansson, P.; Mella, M.; Bressanini, Dario; Morosi, Gabriele; Patrone, Marta

2006-11-01

The construction of importance sampled diffusion Monte Carlo (DMC) schemes accurate to second order in the time step is discussed. A central aspect in obtaining efficient second order schemes is the numerical solution of the stochastic differential equation (SDE) associated with the Fokker-Plank equation responsible for the importance sampling procedure. In this work, stochastic predictor-corrector schemes solving the SDE and consistent with Itô calculus are used in DMC simulations of helium clusters. These schemes are numerically compared with alternative algorithms obtained by splitting the Fokker-Plank operator, an approach that we analyze using the analytical tools provided by Itô calculus. The numerical results show that predictor-corrector methods are indeed accurate to second order in the time step and that they present a smaller time step bias and a better efficiency than second order split-operator derived schemes when computing ensemble averages for bosonic systems. The possible extension of the predictor-corrector methods to higher orders is also discussed.

PREFACE: Fractional Differentiation and its Applications (FDA08) Fractional Differentiation and its Applications (FDA08)

NASA Astrophysics Data System (ADS)

Baleanu, Dumitru; Tenreiro Machado, J. A.

2009-10-01

The international workshop, Fractional Differentiation and its Applications (FDA08), held at Cankaya University, Ankara, Turkey on 5-7 November 2008, was the third in an ongoing series of conferences dedicated to exploring applications of fractional calculus in science, engineering, economics and finance. Fractional calculus, which deals with derivatives and integrals of any order, is now recognized as playing an important role in modeling multi-scale problems that span a wide range of time or length scales. Fractional calculus provides a natural link to the intermediate-order dynamics that often reflects the complexity of micro- and nanostructures through fractional-order differential equations. Unlike the more established techniques of mathematical physics, the methods of fractional differentiation are still under development; while it is true that the ideas of fractional calculus are as old as the classical integer-order differential operators, modern work is proceeding by both expanding the capabilities of this mathematical tool and by widening its range of applications. Hence, the interested reader will find papers here that focus on the underlying mathematics of fractional calculus, that extend fractional-order operators into new domains, and that apply well established methods to experimental and theoretical problems. The organizing committee invited presentations from experts representing the international community of scholars in fractional calculus and welcomed contributions from the growing number of researchers who are applying fractional differentiation to complex technical problems. The selection of papers in this topical issue of Physica Scripta reflects the success of the FDA08 workshop, with the emergence of a variety of novel areas of application. With these ideas in mind, the guest editors would like to honor the many distinguished scientists that have promoted the development of fractional calculus and, in particular, Professor George M Zaslavsky who supported this special issue but passed away recently. The organizing committee wishes to thank the sponsors and supporters of FDA08, namely Cankaya University represented by the President of the Board of Trustees Sitki Alp and Rector Professor Ziya B Güvenc, The Scientfic and Technological Research Council of Turkey (TUBITAK) and the IFAC for providing the resources needed to hold the workshop, the invited speakers for sharing their expertise and knowledge of fractional calculus, and the participants for their enthusiastic contributions to the discussions and debates.

Diffusion in the special theory of relativity.

PubMed

Herrmann, Joachim

2009-11-01

The Markovian diffusion theory is generalized within the framework of the special theory of relativity. Since the velocity space in relativity is a hyperboloid, the mathematical stochastic calculus on Riemanian manifolds can be applied but adopted here to the velocity space. A generalized Langevin equation in the fiber space of position, velocity, and orthonormal velocity frames is defined from which the generalized relativistic Kramers equation in the phase space in external force fields is derived. The obtained diffusion equation is invariant under Lorentz transformations and its stationary solution is given by the Jüttner distribution. Besides, a nonstationary analytical solution is derived for the example of force-free relativistic diffusion.

Generalized Functions for the Fractional Calculus

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

1999-01-01

Previous papers have used two important functions for the solution of fractional order differential equations, the Mittag-Leffler functionE(sub q)[at(exp q)](1903a, 1903b, 1905), and the F-function F(sub q)[a,t] of Hartley & Lorenzo (1998). These functions provided direct solution and important understanding for the fundamental linear fractional order differential equation and for the related initial value problem (Hartley and Lorenzo, 1999). This paper examines related functions and their Laplace transforms. Presented for consideration are two generalized functions, the R-function and the G-function, useful in analysis and as a basis for computation in the fractional calculus. The R-function is unique in that it contains all of the derivatives and integrals of the F-function. The R-function also returns itself on qth order differ-integration. An example application of the R-function is provided. A further generalization of the R-function, called the G-function brings in the effects of repeated and partially repeated fractional poles.

Solution of a modified fractional diffusion equation

NASA Astrophysics Data System (ADS)

Langlands, T. A. M.

2006-07-01

Recently, a modified fractional diffusion equation has been proposed [I. Sokolov, J. Klafter, From diffusion to anomalous diffusion: a century after Einstein's brownian motion, Chaos 15 (2005) 026103; A.V. Chechkin, R. Gorenflo, I.M. Sokolov, V.Yu. Gonchar, Distributed order time fractional diffusion equation, Frac. Calc. Appl. Anal. 6 (3) (2003) 259279; I.M. Sokolov, A.V. Checkin, J. Klafter, Distributed-order fractional kinetics, Acta. Phys. Pol. B 35 (2004) 1323.] for describing processes that become less anomalous as time progresses by the inclusion of a second fractional time derivative acting on the diffusion term. In this letter we give the solution of the modified equation on an infinite domain. In contrast to the solution of the traditional fractional diffusion equation, the solution of the modified equation requires an infinite series of Fox functions instead of a single Fox function.

Kappa Distribution in a Homogeneous Medium: Adiabatic Limit of a Super-diffusive Process?

NASA Astrophysics Data System (ADS)

Roth, I.

2015-12-01

The classical statistical theory predicts that an ergodic, weakly interacting system like charged particles in the presence of electromagnetic fields, performing Brownian motions (characterized by small range deviations in phase space and short-term microscopic memory), converges into the Gibbs-Boltzmann statistics. Observation of distributions with a kappa-power-law tails in homogeneous systems contradicts this prediction and necessitates a renewed analysis of the basic axioms of the diffusion process: characteristics of the transition probability density function (pdf) for a single interaction, with a possibility of non-Markovian process and non-local interaction. The non-local, Levy walk deviation is related to the non-extensive statistical framework. Particles bouncing along (solar) magnetic field with evolving pitch angles, phases and velocities, as they interact resonantly with waves, undergo energy changes at undetermined time intervals, satisfying these postulates. The dynamic evolution of a general continuous time random walk is determined by pdf of jumps and waiting times resulting in a fractional Fokker-Planck equation with non-integer derivatives whose solution is given by a Fox H-function. The resulting procedure involves the known, although not frequently used in physics fractional calculus, while the local, Markovian process recasts the evolution into the standard Fokker-Planck equation. Solution of the fractional Fokker-Planck equation with the help of Mellin transform and evaluation of its residues at the poles of its Gamma functions results in a slowly converging sum with power laws. It is suggested that these tails form the Kappa function. Gradual vs impulsive solar electron distributions serve as prototypes of this description.

A remark on fractional differential equation involving I-function

NASA Astrophysics Data System (ADS)

Mishra, Jyoti

2018-02-01

The present paper deals with the solution of the fractional differential equation using the Laplace transform operator and its corresponding properties in the fractional calculus; we derive an exact solution of a complex fractional differential equation involving a special function known as I-function. The analysis of the some fractional integral with two parameters is presented using the suggested Theorem 1. In addition, some very useful corollaries are established and their proofs presented in detail. Some obtained exact solutions are depicted to see the effect of each fractional order. Owing to the wider applicability of the I-function, we can conclude that, the obtained results in our work generalize numerous well-known results obtained by specializing the parameters.

Anisotropic fractal media by vector calculus in non-integer dimensional space

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tarasov, Vasily E., E-mail: tarasov@theory.sinp.msu.ru

2014-08-15

A review of different approaches to describe anisotropic fractal media is proposed. In this paper, differentiation and integration non-integer dimensional and multi-fractional spaces are considered as tools to describe anisotropic fractal materials and media. We suggest a generalization of vector calculus for non-integer dimensional space by using a product measure method. The product of fractional and non-integer dimensional spaces allows us to take into account the anisotropy of the fractal media in the framework of continuum models. The integration over non-integer-dimensional spaces is considered. In this paper differential operators of first and second orders for fractional space and non-integer dimensionalmore » space are suggested. The differential operators are defined as inverse operations to integration in spaces with non-integer dimensions. Non-integer dimensional space that is product of spaces with different dimensions allows us to give continuum models for anisotropic type of the media. The Poisson's equation for fractal medium, the Euler-Bernoulli fractal beam, and the Timoshenko beam equations for fractal material are considered as examples of application of suggested generalization of vector calculus for anisotropic fractal materials and media.« less

Symmetry classification of time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Naeem, I.; Khan, M. D.

2017-01-01

In this article, a new approach is proposed to construct the symmetry groups for a class of fractional differential equations which are expressed in the modified Riemann-Liouville fractional derivative. We perform a complete group classification of a nonlinear fractional diffusion equation which arises in fractals, acoustics, control theory, signal processing and many other applications. Introducing the suitable transformations, the fractional derivatives are converted to integer order derivatives and in consequence the nonlinear fractional diffusion equation transforms to a partial differential equation (PDE). Then the Lie symmetries are computed for resulting PDE and using inverse transformations, we derive the symmetries for fractional diffusion equation. All cases are discussed in detail and results for symmetry properties are compared for different values of α. This study provides a new way of computing symmetries for a class of fractional differential equations.

Analytical solutions of the space-time fractional Telegraph and advection-diffusion equations

NASA Astrophysics Data System (ADS)

Tawfik, Ashraf M.; Fichtner, Horst; Schlickeiser, Reinhard; Elhanbaly, A.

2018-02-01

The aim of this paper is to develop a fractional derivative model of energetic particle transport for both uniform and non-uniform large-scale magnetic field by studying the fractional Telegraph equation and the fractional advection-diffusion equation. Analytical solutions of the space-time fractional Telegraph equation and space-time fractional advection-diffusion equation are obtained by use of the Caputo fractional derivative and the Laplace-Fourier technique. The solutions are given in terms of Fox's H function. As an illustration they are applied to the case of solar energetic particles.

Fractional vector calculus and fluid mechanics

NASA Astrophysics Data System (ADS)

Lazopoulos, Konstantinos A.; Lazopoulos, Anastasios K.

2017-04-01

Basic fluid mechanics equations are studied and revised under the prism of fractional continuum mechanics (FCM), a very promising research field that satisfies both experimental and theoretical demands. The geometry of the fractional differential has been clarified corrected and the geometry of the fractional tangent spaces of a manifold has been studied in Lazopoulos and Lazopoulos (Lazopoulos KA, Lazopoulos AK. Progr. Fract. Differ. Appl. 2016, 2, 85-104), providing the bases of the missing fractional differential geometry. Therefore, a lot can be contributed to fractional hydrodynamics: the basic fractional fluid equations (Navier Stokes, Euler and Bernoulli) are derived and fractional Darcy's flow in porous media is studied.

Fractional Diffusion Processes: Probability Distributions and Continuous Time Random Walk

NASA Astrophysics Data System (ADS)

Gorenflo, R.; Mainardi, F.

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. By the space-time fractional diffusion equation we mean an evolution equation obtained from the standard linear diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in (0,2] and skewness theta (\\verttheta\\vertlemin \\{alpha ,2-alpha \\}), and the first-order time derivative with a Caputo derivative of order beta in (0,1] . The fundamental solution (for the Cauchy problem) of the fractional diffusion equation can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process. We view it as a generalized diffusion process that we call fractional diffusion process, and present an integral representation of the fundamental solution. A more general approach to anomalous diffusion is however known to be provided by the master equation for a continuous time random walk (CTRW). We show how this equation reduces to our fractional diffusion equation by a properly scaled passage to the limit of compressed waiting times and jump widths. Finally, we describe a method of simulation and display (via graphics) results of a few numerical case studies.

FRACTIONAL PEARSON DIFFUSIONS.

PubMed

Leonenko, Nikolai N; Meerschaert, Mark M; Sikorskii, Alla

2013-07-15

Pearson diffusions are governed by diffusion equations with polynomial coefficients. Fractional Pearson diffusions are governed by the corresponding time-fractional diffusion equation. They are useful for modeling sub-diffusive phenomena, caused by particle sticking and trapping. This paper provides explicit strong solutions for fractional Pearson diffusions, using spectral methods. It also presents stochastic solutions, using a non-Markovian inverse stable time change.

Heavy-tailed fractional Pearson diffusions.

PubMed

Leonenko, N N; Papić, I; Sikorskii, A; Šuvak, N

2017-11-01

We define heavy-tailed fractional reciprocal gamma and Fisher-Snedecor diffusions by a non-Markovian time change in the corresponding Pearson diffusions. Pearson diffusions are governed by the backward Kolmogorov equations with space-varying polynomial coefficients and are widely used in applications. The corresponding fractional reciprocal gamma and Fisher-Snedecor diffusions are governed by the fractional backward Kolmogorov equations and have heavy-tailed marginal distributions in the steady state. We derive the explicit expressions for the transition densities of the fractional reciprocal gamma and Fisher-Snedecor diffusions and strong solutions of the associated Cauchy problems for the fractional backward Kolmogorov equation.

The role of fractional time-derivative operators on anomalous diffusion

NASA Astrophysics Data System (ADS)

Tateishi, Angel A.; Ribeiro, Haroldo V.; Lenzi, Ervin K.

2017-10-01

The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties. Recently, researchers have proposed different fractional-time operators (namely: the Caputo-Fabrizio and Atangana-Baleanu) which, differently from the well-known Riemann-Liouville operator, are defined by non-singular memory kernels. Here we proposed to use these new operators to generalize the usual diffusion equation. By analyzing the corresponding fractional diffusion equations within the continuous time random walk framework, we obtained waiting time distributions characterized by exponential, stretched exponential, and power-law functions, as well as a crossover between two behaviors. For the mean square displacement, we found crossovers between usual and confined diffusion, and between usual and sub-diffusion. We obtained the exact expressions for the probability distributions, where non-Gaussian and stationary distributions emerged. This former feature is remarkable because the fractional diffusion equation is solved without external forces and subjected to the free diffusion boundary conditions. We have further shown that these new fractional diffusion equations are related to diffusive processes with stochastic resetting, and to fractional diffusion equations with derivatives of distributed order. Thus, our results suggest that these new operators may be a simple and efficient way for incorporating different structural aspects into the system, opening new possibilities for modeling and investigating anomalous diffusive processes.

A generalized nonlocal vector calculus

NASA Astrophysics Data System (ADS)

Alali, Bacim; Liu, Kuo; Gunzburger, Max

2015-10-01

A nonlocal vector calculus was introduced in Du et al. (Math Model Meth Appl Sci 23:493-540, 2013) that has proved useful for the analysis of the peridynamics model of nonlocal mechanics and nonlocal diffusion models. A formulation is developed that provides a more general setting for the nonlocal vector calculus that is independent of particular nonlocal models. It is shown that general nonlocal calculus operators are integral operators with specific integral kernels. General nonlocal calculus properties are developed, including nonlocal integration by parts formula and Green's identities. The nonlocal vector calculus introduced in Du et al. (Math Model Meth Appl Sci 23:493-540, 2013) is shown to be recoverable from the general formulation as a special example. This special nonlocal vector calculus is used to reformulate the peridynamics equation of motion in terms of the nonlocal gradient operator and its adjoint. A new example of nonlocal vector calculus operators is introduced, which shows the potential use of the general formulation for general nonlocal models.

From Fractals to Fractional Vector Calculus: Measurement in the Correct Metric

NASA Astrophysics Data System (ADS)

Wheatcraft, S. W.; Meerschaert, M. M.; Mortensen, J.

2005-12-01

Traditional (stationary) stochastic theories have been fairly successful in reproducing transport behavior at relatively homogeneous field sites such as the Borden and Cape Code sites. However, the highly heterogeneous MADE site has produced tracer data that can not be adequately explained with traditional stochastic theories. In recent years, considerable attention has been focused on developing more sophisticated theories that can predict or reproduce the behavior of complex sites such as the MADE site. People began to realize that the model for geologic complexity may in many cases be very different than the model required for stochastic theory. Fractal approaches were useful in conceptualizing scale-invariant heterogeneity by demonstrating that scale dependant transport was just an artifact of our measurement system. Fractal media have dimensions larger than the dimension that measurement is taking place in, thus assuring the scale-dependence of parameters such as dispersivity. What was needed was a rigorous way to develop a theory that was consistent with the fractal dimension of the heterogeneity. The fractional advection-dispersion equation (FADE) was developed with this idea in mind. The second derivative in the dispersion term of the advection-dispersion equation is replaced with a fractional derivative. The order of differentiation, α, is fractional. Values of α in the range: 1 < α < 2 produce super-Fickian dispersion; in essence, the dispersion scaling is controlled by the value of α. When α = 2, the traditional advection-dispersion equation is recovered. The 1-D version of the FADE has been used successfully to back-predict tracer test behavior at several heterogeneous field sites, including the MADE site. It has been hypothesized that the order of differentiation in the FADE is equivalent to (or at least related to) the fractal dimension of the particle tracks (or geologic heterogeneity). With this way of thinking, one can think of the FADE as a governing equation written for the correct dimension, thus eliminating scale-dependent behavior. Before a generalized multi-dimensional form of the FADE can be developed, it has been necessary to develop a generalized fractional vector calculus. The authors have recently developed generalized canonical fractional forms of the gradient, divergence and curl. This fractional vector calculus will be useful in developing fractional forms of many governing equations in physics.

Fractional Number Operator and Associated Fractional Diffusion Equations

NASA Astrophysics Data System (ADS)

Rguigui, Hafedh

2018-03-01

In this paper, we study the fractional number operator as an analog of the finite-dimensional fractional Laplacian. An important relation with the Ornstein-Uhlenbeck process is given. Using a semigroup approach, the solution of the Cauchy problem associated to the fractional number operator is presented. By means of the Mittag-Leffler function and the Laplace transform, we give the solution of the Caputo time fractional diffusion equation and Riemann-Liouville time fractional diffusion equation in infinite dimensions associated to the fractional number operator.

An enriched finite element method to fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Luan, Shengzhi; Lian, Yanping; Ying, Yuping; Tang, Shaoqiang; Wagner, Gregory J.; Liu, Wing Kam

2017-08-01

In this paper, an enriched finite element method with fractional basis [ 1,x^{α }] for spatial fractional partial differential equations is proposed to obtain more stable and accurate numerical solutions. For pure fractional diffusion equation without advection, the enriched Galerkin finite element method formulation is demonstrated to simulate the exact solution successfully without any numerical oscillation, which is advantageous compared to the traditional Galerkin finite element method with integer basis [ 1,x] . For fractional advection-diffusion equation, the oscillatory behavior becomes complex due to the introduction of the advection term which can be characterized by a fractional element Peclet number. For the purpose of addressing the more complex numerical oscillation, an enriched Petrov-Galerkin finite element method is developed by using a dimensionless fractional stabilization parameter, which is formulated through a minimization of the residual of the nodal solution. The effectiveness and accuracy of the enriched finite element method are demonstrated by a series of numerical examples of fractional diffusion equation and fractional advection-diffusion equation, including both one-dimensional and two-dimensional, steady-state and time-dependent cases.

A geometrical multi-scale numerical method for coupled hygro-thermo-mechanical problems in photovoltaic laminates.

PubMed

Lenarda, P; Paggi, M

A comprehensive computational framework based on the finite element method for the simulation of coupled hygro-thermo-mechanical problems in photovoltaic laminates is herein proposed. While the thermo-mechanical problem takes place in the three-dimensional space of the laminate, moisture diffusion occurs in a two-dimensional domain represented by the polymeric layers and by the vertical channel cracks in the solar cells. Therefore, a geometrical multi-scale solution strategy is pursued by solving the partial differential equations governing heat transfer and thermo-elasticity in the three-dimensional space, and the partial differential equation for moisture diffusion in the two dimensional domains. By exploiting a staggered scheme, the thermo-mechanical problem is solved first via a fully implicit solution scheme in space and time, with a specific treatment of the polymeric layers as zero-thickness interfaces whose constitutive response is governed by a novel thermo-visco-elastic cohesive zone model based on fractional calculus. Temperature and relative displacements along the domains where moisture diffusion takes place are then projected to the finite element model of diffusion, coupled with the thermo-mechanical problem by the temperature and crack opening dependent diffusion coefficient. The application of the proposed method to photovoltaic modules pinpoints two important physical aspects: (i) moisture diffusion in humidity freeze tests with a temperature dependent diffusivity is a much slower process than in the case of a constant diffusion coefficient; (ii) channel cracks through Silicon solar cells significantly enhance moisture diffusion and electric degradation, as confirmed by experimental tests.

The time-fractional radiative transport equation—Continuous-time random walk, diffusion approximation, and Legendre-polynomial expansion

NASA Astrophysics Data System (ADS)

Machida, Manabu

2017-01-01

We consider the radiative transport equation in which the time derivative is replaced by the Caputo derivative. Such fractional-order derivatives are related to anomalous transport and anomalous diffusion. In this paper we describe how the time-fractional radiative transport equation is obtained from continuous-time random walk and see how the equation is related to the time-fractional diffusion equation in the asymptotic limit. Then we solve the equation with Legendre-polynomial expansion.

Efficient algorithms for analyzing the singularly perturbed boundary value problems of fractional order

NASA Astrophysics Data System (ADS)

Sayevand, K.; Pichaghchi, K.

2018-04-01

In this paper, we were concerned with the description of the singularly perturbed boundary value problems in the scope of fractional calculus. We should mention that, one of the main methods used to solve these problems in classical calculus is the so-called matched asymptotic expansion method. However we shall note that, this was not achievable via the existing classical definitions of fractional derivative, because they do not obey the chain rule which one of the key elements of the matched asymptotic expansion method. In order to accommodate this method to fractional derivative, we employ a relatively new derivative so-called the local fractional derivative. Using the properties of local fractional derivative, we extend the matched asymptotic expansion method to the scope of fractional calculus and introduce a reliable new algorithm to develop approximate solutions of the singularly perturbed boundary value problems of fractional order. In the new method, the original problem is partitioned into inner and outer solution equations. The reduced equation is solved with suitable boundary conditions which provide the terminal boundary conditions for the boundary layer correction. The inner solution problem is next solved as a solvable boundary value problem. The width of the boundary layer is approximated using appropriate resemblance function. Some theoretical results are established and proved. Some illustrating examples are solved and the results are compared with those of matched asymptotic expansion method and homotopy analysis method to demonstrate the accuracy and efficiency of the method. It can be observed that, the proposed method approximates the exact solution very well not only in the boundary layer, but also away from the layer.

Numerical approximations for fractional diffusion equations via a Chebyshev spectral-tau method

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Ezz-Eldien, Samer S.

2013-10-01

In this paper, a class of fractional diffusion equations with variable coefficients is considered. An accurate and efficient spectral tau technique for solving the fractional diffusion equations numerically is proposed. This method is based upon Chebyshev tau approximation together with Chebyshev operational matrix of Caputo fractional differentiation. Such approach has the advantage of reducing the problem to the solution of a system of algebraic equations, which may then be solved by any standard numerical technique. We apply this general method to solve four specific examples. In each of the examples considered, the numerical results show that the proposed method is of high accuracy and is efficient for solving the time-dependent fractional diffusion equations.

Algorithms for the Fractional Calculus: A Selection of Numerical Methods

NASA Technical Reports Server (NTRS)

Diethelm, K.; Ford, N. J.; Freed, A. D.; Luchko, Yu.

2003-01-01

Many recently developed models in areas like viscoelasticity, electrochemistry, diffusion processes, etc. are formulated in terms of derivatives (and integrals) of fractional (non-integer) order. In this paper we present a collection of numerical algorithms for the solution of the various problems arising in this context. We believe that this will give the engineer the necessary tools required to work with fractional models in an efficient way.

Some operational tools for solving fractional and higher integer order differential equations: A survey on their mutual relations

NASA Astrophysics Data System (ADS)

Kiryakova, Virginia S.

2012-11-01

The Laplace Transform (LT) serves as a basis of the Operational Calculus (OC), widely explored by engineers and applied scientists in solving mathematical models for their practical needs. This transform is closely related to the exponential and trigonometric functions (exp, cos, sin) and to the classical differentiation and integration operators, reducing them to simple algebraic operations. Thus, the classical LT and the OC give useful tool to handle differential equations and systems with constant coefficients. Several generalizations of the LT have been introduced to allow solving, in a similar way, of differential equations with variable coefficients and of higher integer orders, as well as of fractional (arbitrary non-integer) orders. Note that fractional order mathematical models are recently widely used to describe better various systems and phenomena of the real world. This paper surveys briefly some of our results on classes of such integral transforms, that can be obtained from the LT by means of "transmutations" which are operators of the generalized fractional calculus (GFC). On the list of these Laplace-type integral transforms, we consider the Borel-Dzrbashjan, Meijer, Krätzel, Obrechkoff, generalized Obrechkoff (multi-index Borel-Dzrbashjan) transforms, etc. All of them are G- and H-integral transforms of convolutional type, having as kernels Meijer's G- or Fox's H-functions. Besides, some special functions (also being G- and H-functions), among them - the generalized Bessel-type and Mittag-Leffler (M-L) type functions, are generating Gel'fond-Leontiev (G-L) operators of generalized differentiation and integration, which happen to be also operators of GFC. Our integral transforms have operational properties analogous to those of the LT - they do algebrize the G-L generalized integrations and differentiations, and thus can serve for solving wide classes of differential equations with variable coefficients of arbitrary, including non-integer order. Throughout the survey, we illustrate the parallels in the relationships: Laplace type integral transforms - special functions as kernels - operators of generalized integration and differentiation generated by special functions - special functions as solutions of related differential equations. The role of the so-called Special Functions of Fractional Calculus is emphasized.

Fractional diffusion on bounded domains

DOE PAGES

Defterli, Ozlem; D'Elia, Marta; Du, Qiang; ...

2015-03-13

We found that the mathematically correct specification of a fractional differential equation on a bounded domain requires specification of appropriate boundary conditions, or their fractional analogue. In this paper we discuss the application of nonlocal diffusion theory to specify well-posed fractional diffusion equations on bounded domains.

A finite element formulation preserving symmetric and banded diffusion stiffness matrix characteristics for fractional differential equations

NASA Astrophysics Data System (ADS)

Lin, Zeng; Wang, Dongdong

2017-10-01

Due to the nonlocal property of the fractional derivative, the finite element analysis of fractional diffusion equation often leads to a dense and non-symmetric stiffness matrix, in contrast to the conventional finite element formulation with a particularly desirable symmetric and banded stiffness matrix structure for the typical diffusion equation. This work first proposes a finite element formulation that preserves the symmetry and banded stiffness matrix characteristics for the fractional diffusion equation. The key point of the proposed formulation is the symmetric weak form construction through introducing a fractional weight function. It turns out that the stiffness part of the present formulation is identical to its counterpart of the finite element method for the conventional diffusion equation and thus the stiffness matrix formulation becomes trivial. Meanwhile, the fractional derivative effect in the discrete formulation is completely transferred to the force vector, which is obviously much easier and efficient to compute than the dense fractional derivative stiffness matrix. Subsequently, it is further shown that for the general fractional advection-diffusion-reaction equation, the symmetric and banded structure can also be maintained for the diffusion stiffness matrix, although the total stiffness matrix is not symmetric in this case. More importantly, it is demonstrated that under certain conditions this symmetric diffusion stiffness matrix formulation is capable of producing very favorable numerical solutions in comparison with the conventional non-symmetric diffusion stiffness matrix finite element formulation. The effectiveness of the proposed methodology is illustrated through a series of numerical examples.

Applications and Implications of Fractional Dynamics for Dielectric Relaxation

NASA Astrophysics Data System (ADS)

Hilfer, R.

This article summarizes briefly the presentation given by the author at the NATO Advanced Research Workshop on "Broadband Dielectric Spectroscopy and its Advanced Technological Applications", held in Perpignan, France, in September 2011. The purpose of the invited presentation at the workshop was to review and summarize the basic theory of fractional dynamics (Hilfer, Phys Rev E 48:2466, 1993; Hilfer and Anton, Phys Rev E Rapid Commun 51:R848, 1995; Hilfer, Fractals 3(1):211, 1995; Hilfer, Chaos Solitons Fractals 5:1475, 1995; Hilfer, Fractals 3:549, 1995; Hilfer, Physica A 221:89, 1995; Hilfer, On fractional diffusion and its relation with continuous time random walks. In: Pekalski et al. (eds) Anomalous diffusion: from basis to applications. Springer, Berlin, p 77, 1999; Hilfer, Fractional evolution equations and irreversibility. In: Helbing et al. (eds) Traffic and granular flow'99. Springer, Berlin, p 215, 2000; Hilfer, Fractional time evolution. In: Hilfer (ed) Applications of fractional calculus in physics. World Scientific, Singapore, p 87, 2000; Hilfer, Remarks on fractional time. In: Castell and Ischebeck (eds) Time, quantum and information. Springer, Berlin, p 235, 2003; Hilfer, Physica A 329:35, 2003; Hilfer, Threefold introduction to fractional derivatives. In: Klages et al. (eds) Anomalous transport: foundations and applications. Wiley-VCH, Weinheim, pp 17-74, 2008; Hilfer, Foundations of fractional dynamics: a short account. In: Klafter et al. (eds) Fractional dynamics: recent advances. World Scientific, Singapore, p 207, 2011) and demonstrate its relevance and application to broadband dielectric spectroscopy (Hilfer, J Phys Condens Matter 14:2297, 2002; Hilfer, Chem Phys 284:399, 2002; Hilfer, Fractals 11:251, 2003; Hilfer et al., Fractional Calc Appl Anal 12:299, 2009). It was argued, that broadband dielectric spectroscopy might be useful to test effective field theories based on fractional dynamics.

A Simple Classroom Simulation of Heat Energy Diffusing through a Metal Bar

ERIC Educational Resources Information Center

Kinsler, Mark; Kinzel, Evelyn

2007-01-01

We present an iterative procedure that does not rely on calculus to model heat flow through a uniform bar of metal and thus avoids the use of the partial differential equation typically needed to describe heat diffusion. The procedure is based on first principles and can be done with students at the blackboard. It results in a plot that…

Boundary value problems for multi-term fractional differential equations

NASA Astrophysics Data System (ADS)

Daftardar-Gejji, Varsha; Bhalekar, Sachin

2008-09-01

Multi-term fractional diffusion-wave equation along with the homogeneous/non-homogeneous boundary conditions has been solved using the method of separation of variables. It is observed that, unlike in the one term case, solution of multi-term fractional diffusion-wave equation is not necessarily non-negative, and hence does not represent anomalous diffusion of any kind.

General solution of a fractional Parker diffusion-convection equation describing the superdiffusive transport of energetic particles

NASA Astrophysics Data System (ADS)

Tawfik, Ashraf M.; Fichtner, Horst; Elhanbaly, A.; Schlickeiser, Reinhard

2018-06-01

Anomalous diffusion models of energetic particles in space plasmas are developed by introducing the fractional Parker diffusion-convection equation. Analytical solution of the space-time fractional equation is obtained by use of the Caputo and Riesz-Feller fractional derivatives with the Laplace-Fourier transforms. The solution is given in terms of the Fox H-function. Profiles of particle densities are illustrated for different values of the space fractional order and the so-called skewness parameter.

Group iterative methods for the solution of two-dimensional time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Balasim, Alla Tareq; Ali, Norhashidah Hj. Mohd.

2016-06-01

Variety of problems in science and engineering may be described by fractional partial differential equations (FPDE) in relation to space and/or time fractional derivatives. The difference between time fractional diffusion equations and standard diffusion equations lies primarily in the time derivative. Over the last few years, iterative schemes derived from the rotated finite difference approximation have been proven to work well in solving standard diffusion equations. However, its application on time fractional diffusion counterpart is still yet to be investigated. In this paper, we will present a preliminary study on the formulation and analysis of new explicit group iterative methods in solving a two-dimensional time fractional diffusion equation. These methods were derived from the standard and rotated Crank-Nicolson difference approximation formula. Several numerical experiments were conducted to show the efficiency of the developed schemes in terms of CPU time and iteration number. At the request of all authors of the paper an updated version of this article was published on 7 July 2016. The original version supplied to AIP Publishing contained an error in Table 1 and References 15 and 16 were incomplete. These errors have been corrected in the updated and republished article.

Condition-based diagnosis of mechatronic systems using a fractional calculus approach

NASA Astrophysics Data System (ADS)

Gutiérrez-Carvajal, Ricardo Enrique; Flávio de Melo, Leonimer; Maurício Rosário, João; Tenreiro Machado, J. A.

2016-07-01

While fractional calculus (FC) is as old as integer calculus, its application has been mainly restricted to mathematics. However, many real systems are better described using FC equations than with integer models. FC is a suitable tool for describing systems characterised by their fractal nature, long-term memory and chaotic behaviour. It is a promising methodology for failure analysis and modelling, since the behaviour of a failing system depends on factors that increase the model's complexity. This paper explores the proficiency of FC in modelling complex behaviour by tuning only a few parameters. This work proposes a novel two-step strategy for diagnosis, first modelling common failure conditions and, second, by comparing these models with real machine signals and using the difference to feed a computational classifier. Our proposal is validated using an electrical motor coupled with a mechanical gear reducer.

The role of fractional calculus in modeling biological phenomena: A review

NASA Astrophysics Data System (ADS)

Ionescu, C.; Lopes, A.; Copot, D.; Machado, J. A. T.; Bates, J. H. T.

2017-10-01

This review provides the latest developments and trends in the application of fractional calculus (FC) in biomedicine and biology. Nature has often showed to follow rather simple rules that lead to the emergence of complex phenomena as a result. Of these, the paper addresses the properties in respiratory lung tissue, whose natural solutions arise from the midst of FC in the form of non-integer differ-integral solutions and non-integer parametric models. Diffusion of substances in human body, e.g. drug diffusion, is also a phenomena well known to be captured with such mathematical models. FC has been employed in neuroscience to characterize the generation of action potentials and spiking patters but also in characterizing bio-systems (e.g. vegetable tissues). Despite the natural complexity, biological systems belong as well to this class of systems, where FC has offered parsimonious yet accurate models. This review paper is a collection of results and literature reports who are essential to any versed engineer with multidisciplinary applications and bio-medical in particular.

Generalized modeling of the fractional-order memcapacitor and its character analysis

NASA Astrophysics Data System (ADS)

Guo, Zhang; Si, Gangquan; Diao, Lijie; Jia, Lixin; Zhang, Yanbin

2018-06-01

Memcapacitor is a new type of memory device generalized from the memristor. This paper proposes a generalized fractional-order memcapacitor model by introducing the fractional calculus into the model. The generalized formulas are studied and the two fractional-order parameter α, β are introduced where α mostly affects the fractional calculus value of charge q within the generalized Ohm's law and β generalizes the state equation which simulates the physical mechanism of a memcapacitor into the fractional sense. This model will be reduced to the conventional memcapacitor as α = 1 , β = 0 and to the conventional memristor as α = 0 , β = 1 . Then the numerical analysis of the fractional-order memcapacitor is studied. And the characteristics and output behaviors of the fractional-order memcapacitor applied with sinusoidal charge are derived. The analysis results have shown that there are four basic v - q and v - i curve patterns when the fractional order α, β respectively equal to 0 or 1, moreover all v - q and v - i curves of the other fractional-order models are transition curves between the four basic patterns.

NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION.

PubMed

Liu, F; Meerschaert, M M; McGough, R J; Zhuang, P; Liu, Q

2013-03-01

In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION

PubMed Central

Liu, F.; Meerschaert, M.M.; McGough, R.J.; Zhuang, P.; Liu, Q.

2013-01-01

In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian. PMID:23772179

Model-order reduction of lumped parameter systems via fractional calculus

NASA Astrophysics Data System (ADS)

Hollkamp, John P.; Sen, Mihir; Semperlotti, Fabio

2018-04-01

This study investigates the use of fractional order differential models to simulate the dynamic response of non-homogeneous discrete systems and to achieve efficient and accurate model order reduction. The traditional integer order approach to the simulation of non-homogeneous systems dictates the use of numerical solutions and often imposes stringent compromises between accuracy and computational performance. Fractional calculus provides an alternative approach where complex dynamical systems can be modeled with compact fractional equations that not only can still guarantee analytical solutions, but can also enable high levels of order reduction without compromising on accuracy. Different approaches are explored in order to transform the integer order model into a reduced order fractional model able to match the dynamic response of the initial system. Analytical and numerical results show that, under certain conditions, an exact match is possible and the resulting fractional differential models have both a complex and frequency-dependent order of the differential operator. The implications of this type of approach for both model order reduction and model synthesis are discussed.

A physically based connection between fractional calculus and fractal geometry

DOE Office of Scientific and Technical Information (OSTI.GOV)

Butera, Salvatore, E-mail: sg.butera@gmail.com; Di Paola, Mario, E-mail: mario.dipaola@unipa.it

2014-11-15

We show a relation between fractional calculus and fractals, based only on physical and geometrical considerations. The link has been found in the physical origins of the power-laws, ruling the evolution of many natural phenomena, whose long memory and hereditary properties are mathematically modelled by differential operators of non integer order. Dealing with the relevant example of a viscous fluid seeping through a fractal shaped porous medium, we show that, once a physical phenomenon or process takes place on an underlying fractal geometry, then a power-law naturally comes up in ruling its evolution, whose order is related to the anomalousmore » dimension of such geometry, as well as to the model used to describe the physics involved. By linearizing the non linear dependence of the response of the system at hand to a proper forcing action then, exploiting the Boltzmann superposition principle, a fractional differential equation is found, describing the dynamics of the system itself. The order of such equation is again related to the anomalous dimension of the underlying geometry.« less

An Expansion Formula with Higher-Order Derivatives for Fractional Operators of Variable Order

PubMed Central

Almeida, Ricardo

2013-01-01

We obtain approximation formulas for fractional integrals and derivatives of Riemann-Liouville and Marchaud types with a variable fractional order. The approximations involve integer-order derivatives only. An estimation for the error is given. The efficiency of the approximation method is illustrated with examples. As applications, we show how the obtained results are useful to solve differential equations, and problems of the calculus of variations that depend on fractional derivatives of Marchaud type. PMID:24319382

Boundary particle method for Laplace transformed time fractional diffusion equations

NASA Astrophysics Data System (ADS)

Fu, Zhuo-Jia; Chen, Wen; Yang, Hai-Tian

2013-02-01

This paper develops a novel boundary meshless approach, Laplace transformed boundary particle method (LTBPM), for numerical modeling of time fractional diffusion equations. It implements Laplace transform technique to obtain the corresponding time-independent inhomogeneous equation in Laplace space and then employs a truly boundary-only meshless boundary particle method (BPM) to solve this Laplace-transformed problem. Unlike the other boundary discretization methods, the BPM does not require any inner nodes, since the recursive composite multiple reciprocity technique (RC-MRM) is used to convert the inhomogeneous problem into the higher-order homogeneous problem. Finally, the Stehfest numerical inverse Laplace transform (NILT) is implemented to retrieve the numerical solutions of time fractional diffusion equations from the corresponding BPM solutions. In comparison with finite difference discretization, the LTBPM introduces Laplace transform and Stehfest NILT algorithm to deal with time fractional derivative term, which evades costly convolution integral calculation in time fractional derivation approximation and avoids the effect of time step on numerical accuracy and stability. Consequently, it can effectively simulate long time-history fractional diffusion systems. Error analysis and numerical experiments demonstrate that the present LTBPM is highly accurate and computationally efficient for 2D and 3D time fractional diffusion equations.

Electromagnetic field computation at fractal dimensions

NASA Astrophysics Data System (ADS)

Zubair, M.; Ang, Y. S.; Ang, L. K.

According to Mandelbrot's work on fractals, many objects are in fractional dimensions that the traditional calculus or differential equations are not sufficient. Thus fractional models solving the relevant differential equations are critical to understand the physical dynamics of such objects. In this work, we develop computational electromagnetics or Maxwell equations in fractional dimensions. For a given degree of imperfection, impurity, roughness, anisotropy or inhomogeneity, we consider the complicated object can be formulated into a fractional dimensional continuous object characterized by an effective fractional dimension D, which can be calculated from a self-developed algorithm. With this non-integer value of D, we develop the computational methods to design and analyze the EM scattering problems involving rough surfaces or irregularities in an efficient framework. The fractional electromagnetic based model can be extended to other key differential equations such as Schrodinger or Dirac equations, which will be useful for design of novel 2D materials stacked up in complicated device configuration for applications in electronics and photonics. This work is supported by Singapore Temasek Laboratories (TL) Seed Grant (IGDS S16 02 05 1).

General PFG signal attenuation expressions for anisotropic anomalous diffusion by modified-Bloch equations

NASA Astrophysics Data System (ADS)

Lin, Guoxing

2018-05-01

Anomalous diffusion exists widely in polymer and biological systems. Pulsed-field gradient (PFG) anomalous diffusion is complicated, especially in the anisotropic case where limited research has been reported. A general PFG signal attenuation expression, including the finite gradient pulse (FGPW) effect for free general anisotropic fractional diffusion { 0 < α , β ≤ 2 } based on the fractional derivative, has not been obtained, where α and β are time and space derivative orders. It is essential to derive a general PFG signal attenuation expression including the FGPW effect for PFG anisotropic anomalous diffusion research. In this paper, two recently developed modified-Bloch equations, the fractal differential modified-Bloch equation and the fractional integral modified-Bloch equation, were extended to obtain general PFG signal attenuation expressions for anisotropic anomalous diffusion. Various cases of PFG anisotropic anomalous diffusion were investigated, including coupled and uncoupled anisotropic anomalous diffusion. The continuous-time random walk (CTRW) simulation was also carried out to support the theoretical results. The theory and the CTRW simulation agree with each other. The obtained signal attenuation expressions and the three-dimensional fractional modified-Bloch equations are important for analyzing PFG anisotropic anomalous diffusion in NMR and MRI.

Fractional and fractal dynamics approach to anomalous diffusion in porous media: application to landslide behavior

NASA Astrophysics Data System (ADS)

Martelloni, Gianluca; Bagnoli, Franco

2016-04-01

In the past three decades, fractional and fractal calculus (that is, calculus of derivatives and integral of any arbitrary real or complex order) appeared to be an important tool for its applications in many fields of science and engineering. This theory allows to face, analytically and/or numerically, fractional differential equations and fractional partial differential equations. In particular, one of the several applications deals with anomalous diffusion processes. The latter phenomena can be clearly described from the statistical viewpoint. Indeed, in various complex systems, the diffusion processes usually no longer follow Gaussian statistics, and thus Fick's second law fails to describe the related transport behavior. In particular, one observes deviations from the linear time dependence of the mean squared displacement ⟨x2(t)⟩ ∝ t, (1) which is characteristic of Brownian motion, i.e., a direct consequence of the central limit theorem and the Markovian nature of the underlying stochastic process [1-17]. Instead, anomalous diffusion is found in a wide diversity of systems and its feature is the non-linear growth of the mean squared displacement over time. Especially the power-law pattern, with exponent γ different from 1 ⟨ ⟩ x2(t) ∝ tγ, (2) characterizes many systems [18, 19], but a variety of other rules, such as a logarithmic time dependence, exist [20]. The anomalous diffusion, as expressed in Eq. (2) is connected with the breakdown of the central limit theorem, caused by either broad distributions or long-range correlations, e.g., the extreme statistics and the power law distributions, typical of the self-organized criticality [42, 43]. Instead, anomalous diffusion rests on the validity of the Levy-Gnedenko generalized central limit theorem [21-23]. Particularly, broad spatial jumps or waiting time distributions lead to non-Gaussian distribution and non-Markovian time evolution of the system. Anomalous diffusion has been known since Richardson's treatise on turbulent diffusion in 1926 [24] and today, the list of system displaying anomalous dynamical behavior is quite extensive. We only report some examples: charge carrier transport in amorphous semiconductors [25], porous systems [26], reptation dynamics in polymeric systems [27, 28], transport on fractal geometries [29], the long-time dynamics of DNA sequences [30]. In this scenario, the fractional calculus is used to generalized the Fokker-Planck linear equation -∂P (x,t)=D ∇2P (x,t), ∂t (3) where P (x,t) is the density of probability in the space x=[x1, x2, x3] and time t, while D >0 is the diffusion coefficient. Such processes are characterized by Eq. (1). An example of Eq. (3) generalization is ∂∂tP (x,t)=D∇ αP β(x,t) - ∞ < α ≤ 2 β > - 1 , (4) where the fractional based-derivatives Laplacian Σ(∂α/∂xα)i, (i = 1, 2, 3), of non-linear term Pβ(x,t) is taken into account [31]. Another generalized form is represented by equation ∂∂tδδP(x,t)=D ∇ αP(x,t) δ > 0 α ≤ 2 , (5) that considers also the fractional time-derivative [32]. These fractional-described processes exhibit a power law patters as expressed by Eq. (2). This general introduction introduces the presented work, whose aim is to develop a theoretical model in order to forecast the triggering and propagation of landslides, using the techniques of fractional calculus. The latter is suitable for modeling the water infiltration (i.e., the pore water pressure diffusion in the soil) and the dynamical processes in the fractal media [33]. Alternatively the fractal representation of temporal and spatial derivative (the fractal order only appears in the denominator of the derivative) is considered and the results are compared to the fractional one. The prediction of landslides and the discovering of the triggering mechanism, is one of the challenging problems in earth science. Landslides can be triggered by different factors but in most cases the trigger is an intense or long rain that percolates into the soil causing an increasing of the pore water pressure. In literature two type of models exist for attempting to forecast the landslides triggering: statistical or empirical modeling based on rainfall thresholds derived from the analysis of temporal series of daily rain [34] and geotechnical modeling, i.e., slope stability models that take into account water infiltration by rainfall considering classical Richardson equations [35-39]. Regarding the propagation of landslides, the models follow Eulerian (e.g., finite element methods, [40]) or Lagrangian approach (e.g., particle or molecular dynamics methods [41-46]). In a preliminary work [44], the possibility of the integration between fractional-based infiltration modeling and molecular dynamics approach, to model both the triggering and propagation, has been investigated in order to characterize the granular material varying the order of fractional derivative taking into account the equation -∂δ ∂2θ(z,t) ∂tδθ(z,t)=D ∂z2 , (6) where θ(z,t) represents the water content depending on time t and soil depth z [47], while the parameter δ, with 0.5 ≤ δ < 1, represents the fractional derivative order to consider anomalous sub-diffusion [48]; when δ = 1 we have classical derivative, i.e., normal diffusion, and when δ > 1 super-diffusion [32]. To sum up, in [44], a three-dimensional model is developed, the water content is expressed in term of pore pressure (interpreted as a scalar field acting on the particles), whose increasing induces the shear strength reduction. The latter is taking into account by means of Mohr-Coulomb criterion that represents a failure criterion based on limit equilibrium theory [49, 50]. Moreover, the fluctuations depending on positions, in term of pore pressure, are also considered. Concerning the interaction between particles, a Lennard-Jones potential is taking into account and other active forces as gravity, dynamic friction and viscosity are also considered. For the updating of positions, the Verlet algorithm is used [51]. The outcome of simulations are quite satisfactory and, although the model proposed in [44] is still quite schematic, the results encourage the investigations in this direction as this types of modeling can represent a new method to simulate landslides triggered by rainfall. Particularly, the results are consistent with the behavior of real landslides, e.g., it is possible to apply the method of the inverse surface displacement velocity for predicting the failure time (Fukuzono method [52]). An interesting behavior emerges from the dynamic and statistical points of view. In the simulations emerging phenomena such as detachments, fractures and arching are observed. Finally, in the simulated system, a transition of the mean energy increment distribution from Gaussian to power law, varying the value of some parameters (i.e., viscosity coefficient) is observed or, fixed all parameters, the same behavior can be observed in the time, during single simulation, due to the stick and slip phases. As mentioned, considering that our understanding of the triggering mechanisms is limited and alternative approaches based on interconnected elements are meaningful to reproduce transition from slowly moving mass to catastrophic mass release, we are motivated to investigate mathematical methods, as fractional calculus, for the comprehension of non-linearity of the infiltration phenomena and particle-based approach to achieve a realistic description of the behavior of granular materials. References [1] A. Einstein, in: R. Furth (Ed.), Investigations on the theory of the Brownian movement, Dover, New York, 1956. [2] N. Wax (Ed.), Selected Papers on Noise and Stochastic Processes, Dover, New York, 1954. [3] H.S. Carslaw, J.C. Jaegher, Conduction of Heat in Solids, Clarendon Press, Oxford, 1959. [4] E. Nelson, Dynamical Theories of Brownian Motion, Princeton University Press, Princeton, 1967. [5] P. Levy, Processus stochastiques et mouvement Brownien, Gauthier-Villars, Paris, 1965. [6] R. Becker, Theorie der Warme, Heidelberger Taschenbucher, Vol. 10, Springer, Berlin, 1966; Theory of Heat, Springer, Berlin, 1967. [7] S.R. de Groot, P. Mazur, Non-equilibrium Thermodynamics, North-Holland, Amsterdam, 1969. [8] J.L. Doob, Stochastic Processes, Wiley, New York, 1953. [9] J. Crank, The Mathematics of Diffusion, Clarendon Press, Oxford, 1970. [10] D.R. Cox, H.D. Miller, The Theory of Stochastic Processes, Methuen, London, 1965. [11] R. Aris, The Mathematical Theory of Diffusion and Reaction in Permeable Catalysis, Vols. I and II, Clarendon Press, Oxford, 1975. [12] L.D. Landau, E.M. Lifschitz, Statistische Physik, Akademie, Leipzig, 1989; Statistical Physics, Pergamon, Oxford, 1980. [13] N.G. van Kampen, Stochastic Processes in Physics and Chemistry, North-Holland, Amsterdam, 1981. [14] H. Risken, The Fokker-Planck Equation, Springer, Berlin, 1989. [15] W.T. Coffey, Yu.P. Kalmykov, J.T. Waldron, The Langevin Equation, World Scientific, Singapore, 1996. [16] B.D. Hughes, Random Walks and Random Environments, Vol. 1: Random Walks, Oxford University Press, Oxford, 1995. [17] G.H. Weiss, R.J. Rubin, Adv. Chem. Phys. 52 (1983) 363. [18] A. Blumen, J. Klafter, G. Zumofen, in: I. Zschokke (Ed.), Optical Spectroscopy of Glasses, Reidel, Dordrecht, 1986. [19] G.M. Zaslavsky, S. Benkadda, Chaos, Kinetics and Nonlinear Dynamics in Fluids and Plasmas, Springer, Berlin, 1998. [20] R. Metzler, J. Klafter, The random walk's guide to anomalous diffusion: a fractional dynamics approach, Physics Reports 339 (2000) 1-77. [21] P. Levy, Calcul des Probabilites, Gauthier-Villars, Paris, 1925. [22] P. Levy, Theorie de l'addition des variables Aleatoires, Gauthier-Villars, Paris, 1954. [23] B.V. Gnedenko, A.N. Kolmogorov, Limit Distributions for Sums of Random Variables, Addison-Wesley, Reading, MA, 1954. [24] L.F. Richardson, Atmospheric diffusion shown on a distance-neighbour graph, Proc. R. Soc.Lond. A 110, 709-737, 1926. [25] H. Scher, E.W. Montroll, Phys. Rev. B 12 (1975) 2455. [26] J. P. Bouchaud, A. Georges, Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications, Physics reports, 195(4-5), 127293, 1990. [27] P.-G. de Gennes, Scaling Concepts in Polymer Physics, Cornell University Press, Ithaca, 1979. [28] M. Doi, S.F. Edwards, The Theory of Polymer Dynamics, Clarendon Press, Oxford, 1986. [29] M. Porto, A. Bunde, S. Havlin, H.E. Roman, Phys. Rev. E 56 (2), 1997. [30] P. Allegrini, M. Buiatti, P. Grigolini, B. J. West, Non-Gaussian statistics of anomalous diffusion: The DNA sequences of prokaryotes, Physical Review E 58(3), 1998. [31] M. Bologna, C. Tsallis, P. Grigolini, Anomalous diffusion associated with nonlinear fractional derivative Fokker-Planck-like equation: Exact time-dependent solutions, Physical Review E, 62(2), 2000. [32] W. Chen, H. Sun, X. Zhang, D. Korosak, Anomalous diffusion modeling by fractal and fractional derivatives, Computers and Mathematics with Applications, 59, 1754-1758, 2010. [33] V.E. Tarasov, Fractional Hydrodynamic Equations for Fractal Media, Annals of Physics, 318(2), 286-307, 2005. [34] G. Martelloni, S. Segoni, R. Fanti, F. Catani, Rainfall thresholds for the forecasting of landslide occurrence at regional scale. Landslides Journal, 9(4), 485-495, 2012. [35] M.G. Anderson, S. Howes, Development and application of a combined soil water-slope stability model, Q. J. Eng. Geol. London, 18: 225-236, 1985. [36] R.M. Iverson, Landslide triggering by rain infiltration, Water Resources Research 36(7): 1897-1910, 2000. [37] N. Lu, J. Godt, Infinite slope stability under steady unsaturated seepage conditions, Water Resources Research, Vol. 44, W11404, doi:10.1029/2008WR006976, 2008. [38] W. Wu, R.C. Sidle, A Distributed Slope Stability Model for Steep Forested Basins, Water Resour. Res., 31(8), 2097-2110, doi:10.1029/95WR01136, 1995. [39] G.B. Crosta, P. Frattini, Distributed modelling of shallow landslides triggered by intense rainfall, Natural Hazards and System Sciences 3: 81-93, 2003. [40] A. Patra, A. Bauer, C. Nichita, E. Pitman, M. Sheridan, M. Bursik, et al., Parallel adaptive numerical simulation of dry avalanches over natural terrain, J Volcanol Geotherm Res, 1-21, 2005. [41] E. Massaro, G. Martelloni, F. Bagnoli, Particle based method for shallow landslides: modeling sliding surface lubrification by rainfall, CMSIM International Journal of Nonlinear Scienze ISSN 2241-0503, 147-158, 2011. [42] G. Martelloni, E. Massaro, F. Bagnoli, A computational toy model for shallow landslides: Molecular Dynamics approach, Communications in Nonlinear Science and Numerical Simulation, 18(9), 2479-2492, 2013. [43] G. Martelloni, E. Massaro, F. Bagnoli, Computational modelling for landslide: molecular dynamic 2D application to shallow and deep landslides, In: EGU General Assembly 2012, Vienna (AT), Vol. 14, EGU2012-12219. [44] G. Martelloni, F. Bagnoli, Particle-based models for hydrologically triggered deep seated landslides, In: EGU General Assembly 2013, Vienna (AT), Vol. 15, EGU2013-10599-1. [45] P.A. Cundall, O.D.L. Strack, A discrete numerical model for granular assemblies, Geotechnique 29 819, 47-65, 1979. [46] G. Martelloni, F. Bagnoli, Infiltration effects on a two-dimensional molecular dynamics model of landslides. In NHAZ (Natural Hazards)), special issue in "Modeling in landslide research: advanced methods", 2014. [47] Y. Pachepsky, D. Timlin, W. Rawls, Generalized Richards' equation to simulate water transport in unsaturated soils, Journal of Hidrology 272: 3-13, 2003. [48] G. Drazer, D.H. Zanette, Experimental evidence of power-law trapping-time distributions in porous media, Physical Review E, 60(5), 1999. [49] C.A. Coulomb, Essai sur une application des regles des maximis et minimis a quelques problemes de statique relatifs, a la architecture. Mem. Acad. Roy. Div. Sav., 7: 343-387, 1776. [50] K. Terzaghi, Theoretical soil mechanics. New York: Wiley, 1943. [51] L. Verlet, Computer "Experiments" on Classical Fluids. I. Thermodynamical Properties of Lennard-Jones Molecules. Physycal Review, 159: 98, 1967. [52] T. Fukuzono, A new method for predicting the failure time of a slope. Proc. 4th Int. Conf. Field Workshop Landslides, 145-150. Tokyo: Jpn. Landslide Soc., 1985.

Approximate series solution of multi-dimensional, time fractional-order (heat-like) diffusion equations using FRDTM.

PubMed

Singh, Brajesh K; Srivastava, Vineet K

2015-04-01

The main goal of this paper is to present a new approximate series solution of the multi-dimensional (heat-like) diffusion equation with time-fractional derivative in Caputo form using a semi-analytical approach: fractional-order reduced differential transform method (FRDTM). The efficiency of FRDTM is confirmed by considering four test problems of the multi-dimensional time fractional-order diffusion equation. FRDTM is a very efficient, effective and powerful mathematical tool which provides exact or very close approximate solutions for a wide range of real-world problems arising in engineering and natural sciences, modelled in terms of differential equations.

Approximate series solution of multi-dimensional, time fractional-order (heat-like) diffusion equations using FRDTM

PubMed Central

Singh, Brajesh K.; Srivastava, Vineet K.

2015-01-01

The main goal of this paper is to present a new approximate series solution of the multi-dimensional (heat-like) diffusion equation with time-fractional derivative in Caputo form using a semi-analytical approach: fractional-order reduced differential transform method (FRDTM). The efficiency of FRDTM is confirmed by considering four test problems of the multi-dimensional time fractional-order diffusion equation. FRDTM is a very efficient, effective and powerful mathematical tool which provides exact or very close approximate solutions for a wide range of real-world problems arising in engineering and natural sciences, modelled in terms of differential equations. PMID:26064639

Analytical study of fractional equations describing anomalous diffusion of energetic particles

NASA Astrophysics Data System (ADS)

Tawfik, A. M.; Fichtner, H.; Schlickeiser, R.; Elhanbaly, A.

2017-06-01

To present the main influence of anomalous diffusion on the energetic particle propagation, the fractional derivative model of transport is developed by deriving the fractional modified Telegraph and Rayleigh equations. Analytical solutions of the fractional modified Telegraph and the fractional Rayleigh equations, which are defined in terms of Caputo fractional derivatives, are obtained by using the Laplace transform and the Mittag-Leffler function method. The solutions of these fractional equations are given in terms of special functions like Fox’s H, Mittag-Leffler, Hermite and Hyper-geometric functions. The predicted travelling pulse solutions are discussed in each case for different values of fractional order.

Generalized fractional diffusion equations for accelerating subdiffusion and truncated Lévy flights

NASA Astrophysics Data System (ADS)

Chechkin, A. V.; Gonchar, V. Yu.; Gorenflo, R.; Korabel, N.; Sokolov, I. M.

2008-08-01

Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by diffusion equations with fractional derivatives of distributed order. Such equations were introduced in A. V. Chechkin, R. Gorenflo, and I. Sokolov [Phys. Rev. E 66, 046129 (2002)] for the description of the processes getting more anomalous in the course of time (decelerating subdiffusion and accelerating superdiffusion). Here we discuss the properties of diffusion equations with fractional derivatives of the distributed order for the description of anomalous relaxation and diffusion phenomena getting less anomalous in the course of time, which we call, respectively, accelerating subdiffusion and decelerating superdiffusion. For the former process, by taking a relatively simple particular example with two fixed anomalous diffusion exponents we show that the proposed equation effectively describes the subdiffusion phenomenon with diffusion exponent varying in time. For the latter process we demonstrate by a particular example how the power-law truncated Lévy stable distribution evolves in time to the distribution with power-law asymptotics and Gaussian shape in the central part. The special case of two different orders is characteristic for the general situation in which the extreme orders dominate the asymptotics.

Numerical analysis for the fractional diffusion and fractional Buckmaster equation by the two-step Laplace Adam-Bashforth method

NASA Astrophysics Data System (ADS)

Jain, Sonal

2018-01-01

In this paper, we aim to use the alternative numerical scheme given by Gnitchogna and Atangana for solving partial differential equations with integer and non-integer differential operators. We applied this method to fractional diffusion model and fractional Buckmaster models with non-local fading memory. The method yields a powerful numerical algorithm for fractional order derivative to implement. Also we present in detail the stability analysis of the numerical method for solving the diffusion equation. This proof shows that this method is very stable and also converges very quickly to exact solution and finally some numerical simulation is presented.

Langevin dynamics for vector variables driven by multiplicative white noise: A functional formalism

NASA Astrophysics Data System (ADS)

Moreno, Miguel Vera; Arenas, Zochil González; Barci, Daniel G.

2015-04-01

We discuss general multidimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety of conventions available to deal with stochastic integrals. We present a functional formalism to build up the generating functional of correlation functions without any type of discretization of the Langevin equations at any intermediate step. The generating functional is characterized by a functional integration over two sets of commuting variables, as well as Grassmann variables. In this representation, time reversal transformation became a linear transformation in the extended variables, simplifying in this way the complexity introduced by the mixture of prescriptions and the associated calculus rules. The stochastic calculus is codified in our formalism in the structure of the Grassmann algebra. We study some examples such as higher order derivative Langevin equations and the functional representation of the micromagnetic stochastic Landau-Lifshitz-Gilbert equation.

Modelling the radiotherapy effect in the reaction-diffusion equation.

PubMed

Borasi, Giovanni; Nahum, Alan

2016-09-01

In recent years, the reaction-diffusion (Fisher-Kolmogorov) equation has received much attention from the oncology research community due to its ability to describe the infiltrating nature of glioblastoma multiforme and its extraordinary resistance to any type of therapy. However, in a number of previous papers in the literature on applications of this equation, the term (R) expressing the 'External Radiotherapy effect' was incorrectly derived. In this note we derive an analytical expression for this term in the correct form to be included in the reaction-diffusion equation. The R term has been derived starting from the Linear-Quadratic theory of cell killing by ionizing radiation. The correct definition of R was adopted and the basic principles of differential calculus applied. The compatibility of the R term derived here with the reaction-diffusion equation was demonstrated. Referring to a typical glioblastoma tumour, we have compared the results obtained using our expression for the R term with the 'incorrect' expression proposed by other authors. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Analytical solution of the nonlinear diffusion equation

NASA Astrophysics Data System (ADS)

Shanker Dubey, Ravi; Goswami, Pranay

2018-05-01

In the present paper, we derive the solution of the nonlinear fractional partial differential equations using an efficient approach based on the q -homotopy analysis transform method ( q -HATM). The fractional diffusion equations derivatives are considered in Caputo sense. The derived results are graphically demonstrated as well.

Localization and Ballistic Diffusion for the Tempered Fractional Brownian-Langevin Motion

NASA Astrophysics Data System (ADS)

Chen, Yao; Wang, Xudong; Deng, Weihua

2017-10-01

This paper discusses the tempered fractional Brownian motion (tfBm), its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian noise for a free particle, called tempered fractional Langevin equation (tfLe). While the tfBm displays localization diffusion for the long time limit and for the short time its mean squared displacement (MSD) has the asymptotic form t^{2H}, we show that the asymptotic form of the MSD of the tfLe transits from t^2 (ballistic diffusion for short time) to t^{2-2H}, and then to t^2 (again ballistic diffusion for long time). On the other hand, the overdamped tfLe has the transition of the diffusion type from t^{2-2H} to t^2 (ballistic diffusion). The tfLe with harmonic potential is also considered.

Size-dependent geometrically nonlinear free vibration analysis of fractional viscoelastic nanobeams based on the nonlocal elasticity theory

NASA Astrophysics Data System (ADS)

Ansari, R.; Faraji Oskouie, M.; Gholami, R.

2016-01-01

In recent decades, mathematical modeling and engineering applications of fractional-order calculus have been extensively utilized to provide efficient simulation tools in the field of solid mechanics. In this paper, a nonlinear fractional nonlocal Euler-Bernoulli beam model is established using the concept of fractional derivative and nonlocal elasticity theory to investigate the size-dependent geometrically nonlinear free vibration of fractional viscoelastic nanobeams. The non-classical fractional integro-differential Euler-Bernoulli beam model contains the nonlocal parameter, viscoelasticity coefficient and order of the fractional derivative to interpret the size effect, viscoelastic material and fractional behavior in the nanoscale fractional viscoelastic structures, respectively. In the solution procedure, the Galerkin method is employed to reduce the fractional integro-partial differential governing equation to a fractional ordinary differential equation in the time domain. Afterwards, the predictor-corrector method is used to solve the nonlinear fractional time-dependent equation. Finally, the influences of nonlocal parameter, order of fractional derivative and viscoelasticity coefficient on the nonlinear time response of fractional viscoelastic nanobeams are discussed in detail. Moreover, comparisons are made between the time responses of linear and nonlinear models.

FracFit: A Robust Parameter Estimation Tool for Anomalous Transport Problems

NASA Astrophysics Data System (ADS)

Kelly, J. F.; Bolster, D.; Meerschaert, M. M.; Drummond, J. D.; Packman, A. I.

2016-12-01

Anomalous transport cannot be adequately described with classical Fickian advection-dispersion equations (ADE). Rather, fractional calculus models may be used, which capture non-Fickian behavior (e.g. skewness and power-law tails). FracFit is a robust parameter estimation tool based on space- and time-fractional models used to model anomalous transport. Currently, four fractional models are supported: 1) space fractional advection-dispersion equation (sFADE), 2) time-fractional dispersion equation with drift (TFDE), 3) fractional mobile-immobile equation (FMIE), and 4) tempered fractional mobile-immobile equation (TFMIE); additional models may be added in the future. Model solutions using pulse initial conditions and continuous injections are evaluated using stable distribution PDFs and CDFs or subordination integrals. Parameter estimates are extracted from measured breakthrough curves (BTCs) using a weighted nonlinear least squares (WNLS) algorithm. Optimal weights for BTCs for pulse initial conditions and continuous injections are presented, facilitating the estimation of power-law tails. Two sample applications are analyzed: 1) continuous injection laboratory experiments using natural organic matter and 2) pulse injection BTCs in the Selke river. Model parameters are compared across models and goodness-of-fit metrics are presented, assisting model evaluation. The sFADE and time-fractional models are compared using space-time duality (Baeumer et. al., 2009), which links the two paradigms.

Density-Dependent Conformable Space-time Fractional Diffusion-Reaction Equation and Its Exact Solutions

NASA Astrophysics Data System (ADS)

Hosseini, Kamyar; Mayeli, Peyman; Bekir, Ahmet; Guner, Ozkan

2018-01-01

In this article, a special type of fractional differential equations (FDEs) named the density-dependent conformable fractional diffusion-reaction (DDCFDR) equation is studied. Aforementioned equation has a significant role in the modelling of some phenomena arising in the applied science. The well-organized methods, including the \\exp (-φ (\\varepsilon )) -expansion and modified Kudryashov methods are exerted to generate the exact solutions of this equation such that some of the solutions are new and have been reported for the first time. Results illustrate that both methods have a great performance in handling the DDCFDR equation.

Initialized Fractional Calculus

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

2000-01-01

This paper demonstrates the need for a nonconstant initialization for the fractional calculus and establishes a basic definition set for the initialized fractional differintegral. This definition set allows the formalization of an initialized fractional calculus. Two basis calculi are considered; the Riemann-Liouville and the Grunwald fractional calculi. Two forms of initialization, terminal and side are developed.

High-accuracy power series solutions with arbitrarily large radius of convergence for the fractional nonlinear Schrödinger-type equations

NASA Astrophysics Data System (ADS)

Khawaja, U. Al; Al-Refai, M.; Shchedrin, Gavriil; Carr, Lincoln D.

2018-06-01

Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These effective descriptions thus appear commonly in physical and mathematical modeling. We present a new series method providing systematic controlled accuracy for solutions of fractional nonlinear differential equations, including the fractional nonlinear Schrödinger equation and the fractional nonlinear diffusion equation. The method relies on spatially iterative use of power series expansions. Our approach permits an arbitrarily large radius of convergence and thus solves the typical divergence problem endemic to power series approaches. In the specific case of the fractional nonlinear Schrödinger equation we find fractional generalizations of cnoidal waves of Jacobi elliptic functions as well as a fractional bright soliton. For the fractional nonlinear diffusion equation we find the combination of fractional and nonlinear effects results in a more strongly localized solution which nevertheless still exhibits power law tails, albeit at a much lower density.

Stochastic differential calculus for Gaussian and non-Gaussian noises: A critical review

NASA Astrophysics Data System (ADS)

Falsone, G.

2018-03-01

In this paper a review of the literature works devoted to the study of stochastic differential equations (SDEs) subjected to Gaussian and non-Gaussian white noises and to fractional Brownian noises is given. In these cases, particular attention must be paid in treating the SDEs because the classical rules of the differential calculus, as the Newton-Leibnitz one, cannot be applied or are applicable with many difficulties. Here all the principal approaches solving the SDEs are reported for any kind of noise, highlighting the negative and positive properties of each one and making the comparisons, where it is possible.

New Insights into the Fractional Order Diffusion Equation Using Entropy and Kurtosis.

PubMed

Ingo, Carson; Magin, Richard L; Parrish, Todd B

2014-11-01

Fractional order derivative operators offer a concise description to model multi-scale, heterogeneous and non-local systems. Specifically, in magnetic resonance imaging, there has been recent work to apply fractional order derivatives to model the non-Gaussian diffusion signal, which is ubiquitous in the movement of water protons within biological tissue. To provide a new perspective for establishing the utility of fractional order models, we apply entropy for the case of anomalous diffusion governed by a fractional order diffusion equation generalized in space and in time. This fractional order representation, in the form of the Mittag-Leffler function, gives an entropy minimum for the integer case of Gaussian diffusion and greater values of spectral entropy for non-integer values of the space and time derivatives. Furthermore, we consider kurtosis, defined as the normalized fourth moment, as another probabilistic description of the fractional time derivative. Finally, we demonstrate the implementation of anomalous diffusion, entropy and kurtosis measurements in diffusion weighted magnetic resonance imaging in the brain of a chronic ischemic stroke patient.

Intitialization, Conceptualization, and Application in the Generalized Fractional Calculus

NASA Technical Reports Server (NTRS)

Lorenzo, Carl F.; Hartley, Tom T.

1998-01-01

This paper provides a formalized basis for initialization in the fractional calculus. The intent is to make the fractional calculus readily accessible to engineering and the sciences. A modified set of definitions for the fractional calculus is provided which formally include the effects of initialization. Conceptualizations of fractional derivatives and integrals are shown. Physical examples of the basic elements from electronics are presented along with examples from dynamics, material science, viscoelasticity, filtering, instrumentation, and electrochemistry to indicate the broad application of the theory and to demonstrate the use of the mathematics. The fundamental criteria for a generalized calculus established by Ross (1974) are shown to hold for the generalized fractional calculus under appropriate conditions. A new generalized form for the Laplace transform of the generalized differintegral is derived. The concept of a variable structure (order) differintegral is presented along with initial efforts toward meaningful definitions.

Initialization, conceptualization, and application in the generalized (fractional) calculus.

PubMed

Lorenzo, Carl F; Hartley, Tom T

2007-01-01

This paper provides a formalized basis for initialization in the fractional calculus. The intent is to make the fractional calculus readily accessible to engineering and the sciences. A modified set of definitions for the fractional calculus is provided which formally include the effects of initialization. Conceptualizations of fractional derivatives and integrals are shown. Physical examples of the basic elements from electronics are presented along with examples from dynamics, material science, viscoelasticity, filtering, instrumentation, and electrochemistry to indicate the broad application of the theory and to demonstrate the use of the mathematics. The fundamental criteria for a generalized calculus established by Ross (1974) are shown to hold for the generalized fractional calculus under appropriate conditions. A new generalized form for the Laplace transform of the generalized differintegral is derived. The concept of a variable structure (order) differintegral is presented along with initial efforts toward meaningful definitions.

A fast semi-discrete Kansa method to solve the two-dimensional spatiotemporal fractional diffusion equation

NASA Astrophysics Data System (ADS)

Sun, HongGuang; Liu, Xiaoting; Zhang, Yong; Pang, Guofei; Garrard, Rhiannon

2017-09-01

Fractional-order diffusion equations (FDEs) extend classical diffusion equations by quantifying anomalous diffusion frequently observed in heterogeneous media. Real-world diffusion can be multi-dimensional, requiring efficient numerical solvers that can handle long-term memory embedded in mass transport. To address this challenge, a semi-discrete Kansa method is developed to approximate the two-dimensional spatiotemporal FDE, where the Kansa approach first discretizes the FDE, then the Gauss-Jacobi quadrature rule solves the corresponding matrix, and finally the Mittag-Leffler function provides an analytical solution for the resultant time-fractional ordinary differential equation. Numerical experiments are then conducted to check how the accuracy and convergence rate of the numerical solution are affected by the distribution mode and number of spatial discretization nodes. Applications further show that the numerical method can efficiently solve two-dimensional spatiotemporal FDE models with either a continuous or discrete mixing measure. Hence this study provides an efficient and fast computational method for modeling super-diffusive, sub-diffusive, and mixed diffusive processes in large, two-dimensional domains with irregular shapes.

Computational approach to Thornley's problem by bivariate operational calculus

NASA Astrophysics Data System (ADS)

Bazhlekova, E.; Dimovski, I.

2012-10-01

Thornley's problem is an initial-boundary value problem with a nonlocal boundary condition for linear onedimensional reaction-diffusion equation, used as a mathematical model of spiral phyllotaxis in botany. Applying a bivariate operational calculus we find explicit representation of the solution, containing two convolution products of special solutions and the arbitrary initial and boundary functions. We use a non-classical convolution with respect to the space variable, extending in this way the classical Duhamel principle. The special solutions involved are represented in the form of fast convergent series. Numerical examples are considered to show the application of the present technique and to analyze the character of the solution.

Periodicity computation of generalized mathematical biology problems involving delay differential equations.

PubMed

Jasim Mohammed, M; Ibrahim, Rabha W; Ahmad, M Z

2017-03-01

In this paper, we consider a low initial population model. Our aim is to study the periodicity computation of this model by using neutral differential equations, which are recognized in various studies including biology. We generalize the neutral Rayleigh equation for the third-order by exploiting the model of fractional calculus, in particular the Riemann-Liouville differential operator. We establish the existence and uniqueness of a periodic computational outcome. The technique depends on the continuation theorem of the coincidence degree theory. Besides, an example is presented to demonstrate the finding.

Riemann-Liouville Fractional Calculus of Certain Finite Class of Classical Orthogonal Polynomials

NASA Astrophysics Data System (ADS)

Malik, Pradeep; Swaminathan, A.

2010-11-01

In this work we consider certain class of classical orthogonal polynomials defined on the positive real line. These polynomials have their weight function related to the probability density function of F distribution and are finite in number up to orthogonality. We generalize these polynomials for fractional order by considering the Riemann-Liouville type operator on these polynomials. Various properties like explicit representation in terms of hypergeometric functions, differential equations, recurrence relations are derived.

A 2D multi-term time and space fractional Bloch-Torrey model based on bilinear rectangular finite elements

NASA Astrophysics Data System (ADS)

Qin, Shanlin; Liu, Fawang; Turner, Ian W.

2018-03-01

The consideration of diffusion processes in magnetic resonance imaging (MRI) signal attenuation is classically described by the Bloch-Torrey equation. However, many recent works highlight the distinct deviation in MRI signal decay due to anomalous diffusion, which motivates the fractional order generalization of the Bloch-Torrey equation. In this work, we study the two-dimensional multi-term time and space fractional diffusion equation generalized from the time and space fractional Bloch-Torrey equation. By using the Galerkin finite element method with a structured mesh consisting of rectangular elements to discretize in space and the L1 approximation of the Caputo fractional derivative in time, a fully discrete numerical scheme is derived. A rigorous analysis of stability and error estimation is provided. Numerical experiments in the square and L-shaped domains are performed to give an insight into the efficiency and reliability of our method. Then the scheme is applied to solve the multi-term time and space fractional Bloch-Torrey equation, which shows that the extra time derivative terms impact the relaxation process.

Non-standard finite difference and Chebyshev collocation methods for solving fractional diffusion equation

NASA Astrophysics Data System (ADS)

Agarwal, P.; El-Sayed, A. A.

2018-06-01

In this paper, a new numerical technique for solving the fractional order diffusion equation is introduced. This technique basically depends on the Non-Standard finite difference method (NSFD) and Chebyshev collocation method, where the fractional derivatives are described in terms of the Caputo sense. The Chebyshev collocation method with the (NSFD) method is used to convert the problem into a system of algebraic equations. These equations solved numerically using Newton's iteration method. The applicability, reliability, and efficiency of the presented technique are demonstrated through some given numerical examples.

A Simple Mathematical Model Inspired by the Purkinje Cells: From Delayed Travelling Waves to Fractional Diffusion.

PubMed

Dipierro, Serena; Valdinoci, Enrico

2018-07-01

Recently, several experiments have demonstrated the existence of fractional diffusion in the neuronal transmission occurring in the Purkinje cells, whose malfunctioning is known to be related to the lack of voluntary coordination and the appearance of tremors. Also, a classical mathematical feature is that (fractional) parabolic equations possess smoothing effects, in contrast with the case of hyperbolic equations, which typically exhibit shocks and discontinuities. In this paper, we show how a simple toy-model of a highly ramified structure, somehow inspired by that of the Purkinje cells, may produce a fractional diffusion via the superposition of travelling waves that solve a hyperbolic equation. This could suggest that the high ramification of the Purkinje cells might have provided an evolutionary advantage of "smoothing" the transmission of signals and avoiding shock propagations (at the price of slowing a bit such transmission). Although an experimental confirmation of the possibility of such evolutionary advantage goes well beyond the goals of this paper, we think that it is intriguing, as a mathematical counterpart, to consider the time fractional diffusion as arising from the superposition of delayed travelling waves in highly ramified transmission media. The case of a travelling concave parabola with sufficiently small curvature is explicitly computed. The new link that we propose between time fractional diffusion and hyperbolic equation also provides a novelty with respect to the usual paradigm relating time fractional diffusion with parabolic equations in the limit. This paper is written in such a way as to be of interest to both biologists and mathematician alike. In order to accomplish this aim, both complete explanations of the objects considered and detailed lists of references are provided.

Correlation Structure of Fractional Pearson Diffusions.

PubMed

Leonenko, Nikolai N; Meerschaert, Mark M; Sikorskii, Alla

2013-09-01

The stochastic solution to a diffusion equations with polynomial coefficients is called a Pearson diffusion. If the first time derivative is replaced by a Caputo fractional derivative of order less than one, the stochastic solution is called a fractional Pearson diffusion. This paper develops an explicit formula for the covariance function of a fractional Pearson diffusion in steady state, in terms of Mittag-Leffler functions. That formula shows that fractional Pearson diffusions are long range dependent, with a correlation that falls off like a power law, whose exponent equals the order of the fractional derivative.

From Constructive Field Theory to Fractional Stochastic Calculus. (II) Constructive Proof of Convergence for the Lévy Area of Fractional Brownian Motion with Hurst Index {{alpha} {in} ((1)/(8),(1)/(4))}

NASA Astrophysics Data System (ADS)

Magnen, Jacques; Unterberger, Jérémie

2012-03-01

{Let $B=(B_1(t),...,B_d(t))$ be a $d$-dimensional fractional Brownian motion with Hurst index $\\alpha<1/4$, or more generally a Gaussian process whose paths have the same local regularity. Defining properly iterated integrals of $B$ is a difficult task because of the low H\\"older regularity index of its paths. Yet rough path theory shows it is the key to the construction of a stochastic calculus with respect to $B$, or to solving differential equations driven by $B$. We intend to show in a series of papers how to desingularize iterated integrals by a weak, singular non-Gaussian perturbation of the Gaussian measure defined by a limit in law procedure. Convergence is proved by using "standard" tools of constructive field theory, in particular cluster expansions and renormalization. These powerful tools allow optimal estimates, and call for an extension of Gaussian tools such as for instance the Malliavin calculus. After a first introductory paper \\cite{MagUnt1}, this one concentrates on the details of the constructive proof of convergence for second-order iterated integrals, also known as L\\'evy area.

Fractional cable equation for general geometry: A model of axons with swellings and anomalous diffusion.

PubMed

López-Sánchez, Erick J; Romero, Juan M; Yépez-Martínez, Huitzilin

2017-09-01

Different experimental studies have reported anomalous diffusion in brain tissues and notably this anomalous diffusion is expressed through fractional derivatives. Axons are important to understand neurodegenerative diseases such as multiple sclerosis, Alzheimer's disease, and Parkinson's disease. Indeed, abnormal accumulation of proteins and organelles in axons is a hallmark of these diseases. The diffusion in the axons can become anomalous as a result of this abnormality. In this case the voltage propagation in axons is affected. Another hallmark of different neurodegenerative diseases is given by discrete swellings along the axon. In order to model the voltage propagation in axons with anomalous diffusion and swellings, in this paper we propose a fractional cable equation for a general geometry. This generalized equation depends on fractional parameters and geometric quantities such as the curvature and torsion of the cable. For a cable with a constant radius we show that the voltage decreases when the fractional effect increases. In cables with swellings we find that when the fractional effect or the swelling radius increases, the voltage decreases. Similar behavior is obtained when the number of swellings and the fractional effect increase. Moreover, we find that when the radius swelling (or the number of swellings) and the fractional effect increase at the same time, the voltage dramatically decreases.

Fractional cable equation for general geometry: A model of axons with swellings and anomalous diffusion

NASA Astrophysics Data System (ADS)

López-Sánchez, Erick J.; Romero, Juan M.; Yépez-Martínez, Huitzilin

2017-09-01

Different experimental studies have reported anomalous diffusion in brain tissues and notably this anomalous diffusion is expressed through fractional derivatives. Axons are important to understand neurodegenerative diseases such as multiple sclerosis, Alzheimer's disease, and Parkinson's disease. Indeed, abnormal accumulation of proteins and organelles in axons is a hallmark of these diseases. The diffusion in the axons can become anomalous as a result of this abnormality. In this case the voltage propagation in axons is affected. Another hallmark of different neurodegenerative diseases is given by discrete swellings along the axon. In order to model the voltage propagation in axons with anomalous diffusion and swellings, in this paper we propose a fractional cable equation for a general geometry. This generalized equation depends on fractional parameters and geometric quantities such as the curvature and torsion of the cable. For a cable with a constant radius we show that the voltage decreases when the fractional effect increases. In cables with swellings we find that when the fractional effect or the swelling radius increases, the voltage decreases. Similar behavior is obtained when the number of swellings and the fractional effect increase. Moreover, we find that when the radius swelling (or the number of swellings) and the fractional effect increase at the same time, the voltage dramatically decreases.

International Conference on Mathematical Methods in Electromagnetic Theory (MMET 2000), Volume 1 Held in Kharkov, Ukraine on September 12-15, 2000

DTIC Science & Technology

2000-09-01

Minsk, 1987 ). [13] K. S. Miller and B. Ross, An Introduction to the Fractional Calculus and Fractional Differential Equations, John Wiley & Sons, New...arbitrary cross-section", IEE Proceedings, vol. 133, Pt. H, pp. 115-121, Apr. 1986. [5] S. Eisler and Y. Leviatan, "Analysis of electromagnetic scattering...the open two-mirror resonator," Dokl. Akad. nauk URSR, Ser. A, n. 8, pp. 51-54, 1987 . Kharkov, Ukraine, VIII-th International Conference on

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less

Anomalous diffusion with linear reaction dynamics: from continuous time random walks to fractional reaction-diffusion equations.

PubMed

Henry, B I; Langlands, T A M; Wearne, S L

2006-09-01

We have revisited the problem of anomalously diffusing species, modeled at the mesoscopic level using continuous time random walks, to include linear reaction dynamics. If a constant proportion of walkers are added or removed instantaneously at the start of each step then the long time asymptotic limit yields a fractional reaction-diffusion equation with a fractional order temporal derivative operating on both the standard diffusion term and a linear reaction kinetics term. If the walkers are added or removed at a constant per capita rate during the waiting time between steps then the long time asymptotic limit has a standard linear reaction kinetics term but a fractional order temporal derivative operating on a nonstandard diffusion term. Results from the above two models are compared with a phenomenological model with standard linear reaction kinetics and a fractional order temporal derivative operating on a standard diffusion term. We have also developed further extensions of the CTRW model to include more general reaction dynamics.

General pulsed-field gradient signal attenuation expression based on a fractional integral modified-Bloch equation

NASA Astrophysics Data System (ADS)

Lin, Guoxing

2018-10-01

Anomalous diffusion has been investigated in many polymer and biological systems. The analysis of PFG anomalous diffusion relies on the ability to obtain the signal attenuation expression. However, the general analytical PFG signal attenuation expression based on the fractional derivative has not been previously reported. Additionally, the reported modified-Bloch equations for PFG anomalous diffusion in the literature yielded different results due to their different forms. Here, a new integral type modified-Bloch equation based on the fractional derivative for PFG anomalous diffusion is proposed, which is significantly different from the conventional differential type modified-Bloch equation. The merit of the integral type modified-Bloch equation is that the original properties of the contributions from linear or nonlinear processes remain unchanged at the instant of the combination. From the modified-Bloch equation, the general solutions are derived, which includes the finite gradient pulse width (FGPW) effect. The numerical evaluation of these PFG signal attenuation expressions can be obtained either by the Adomian decomposition, or a direct integration method that is fast and practicable. The theoretical results agree with the continuous-time random walk (CTRW) simulations performed in this paper. Additionally, the relaxation effect in PFG anomalous diffusion is found to be different from that in PFG normal diffusion. The new modified-Bloch equations and their solutions provide a fundamental tool to analyze PFG anomalous diffusion in nuclear magnetic resonance (NMR) and magnetic resonance imaging (MRI).

A study of fractional Schrödinger equation composed of Jumarie fractional derivative

NASA Astrophysics Data System (ADS)

Banerjee, Joydip; Ghosh, Uttam; Sarkar, Susmita; Das, Shantanu

2017-04-01

In this paper we have derived the fractional-order Schrödinger equation composed of Jumarie fractional derivative. The solution of this fractional-order Schrödinger equation is obtained in terms of Mittag-Leffler function with complex arguments, and fractional trigonometric functions. A few important properties of the fractional Schrödinger equation are then described for the case of particles in one-dimensional infinite potential well. One of the motivations for using fractional calculus in physical systems is that the space and time variables, which we often deal with, exhibit coarse-grained phenomena. This means infinitesimal quantities cannot be arbitrarily taken to zero - rather they are non-zero with a minimum spread. This type of non-zero spread arises in the microscopic to mesoscopic levels of system dynamics, which means that, if we denote x as the point in space and t as the point in time, then limit of the differentials d x (and d t) cannot be taken as zero. To take the concept of coarse graining into account, use the infinitesimal quantities as (Δ x) α (and (Δ t) α ) with 0 < α < 1; called as `fractional differentials'. For arbitrarily small Δ x and Δ t (tending towards zero), these `fractional' differentials are greater than Δ x (and Δ t), i.e. (Δ x) α > Δ x and (Δ t) α > Δ t. This way of defining the fractional differentials helps us to use fractional derivatives in the study of dynamic systems.

Homotopy decomposition method for solving one-dimensional time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Abuasad, Salah; Hashim, Ishak

2018-04-01

In this paper, we present the homotopy decomposition method with a modified definition of beta fractional derivative for the first time to find exact solution of one-dimensional time-fractional diffusion equation. In this method, the solution takes the form of a convergent series with easily computable terms. The exact solution obtained by the proposed method is compared with the exact solution obtained by using fractional variational homotopy perturbation iteration method via a modified Riemann-Liouville derivative.

A modification of \\mathsf {WKB} method for fractional differential operators of Schrödinger's type

NASA Astrophysics Data System (ADS)

Sayevand, K.; Pichaghchi, K.

2017-09-01

In this paper, we were concerned with the description of the singularly perturbed differential equations within the scope of fractional calculus. However, we shall note that one of the main methods used to solve these problems is the so-called WKB method. We should mention that this was not achievable via the existing fractional derivative definitions, because they do not obey the chain rule. In order to accommodate the WKB to the scope of fractional derivative, we proposed a relatively new derivative called the local fractional derivative. By use of properties of local fractional derivative, we extend the WKB method in the scope of the fractional differential equation. By means of this extension, the WKB analysis based on the Borel resummation, for fractional differential operators of WKB type are investigated. The convergence and the Mittag-Leffler stability of the proposed approach is proven. The obtained results are in excellent agreement with the existing ones in open literature and it is shown that the present approach is very effective and accurate. Furthermore, we are mainly interested to construct the solution of fractional Schrödinger equation in the Mittag-Leffler form and how it leads naturally to this semi-classical approximation namely modified WKB.

Analytical approach for the fractional differential equations by using the extended tanh method

NASA Astrophysics Data System (ADS)

Pandir, Yusuf; Yildirim, Ayse

2018-07-01

In this study, we consider analytical solutions of space-time fractional derivative foam drainage equation, the nonlinear Korteweg-de Vries equation with time and space-fractional derivatives and time-fractional reaction-diffusion equation by using the extended tanh method. The fractional derivatives are defined in the modified Riemann-Liouville context. As a result, various exact analytical solutions consisting of trigonometric function solutions, kink-shaped soliton solutions and new exact solitary wave solutions are obtained.

A non-local model of fractional heat conduction in rigid bodies

NASA Astrophysics Data System (ADS)

Borino, G.; di Paola, M.; Zingales, M.

2011-03-01

In recent years several applications of fractional differential calculus have been proposed in physics, chemistry as well as in engineering fields. Fractional order integrals and derivatives extend the well-known definitions of integer-order primitives and derivatives of the ordinary differential calculus to real-order operators. Engineering applications of fractional operators spread from viscoelastic models, stochastic dynamics as well as with thermoelasticity. In this latter field one of the main actractives of fractional operators is their capability to interpolate between the heat flux and its time-rate of change, that is related to the well-known second sound effect. In other recent studies a fractional, non-local thermoelastic model has been proposed as a particular case of the non-local, integral, thermoelasticity introduced at the mid of the seventies. In this study the autors aim to introduce a different non-local model of extended irreverible thermodynamics to account for second sound effect. Long-range heat flux is defined and it involves the integral part of the spatial Marchaud fractional derivatives of the temperature field whereas the second-sound effect is accounted for introducing time-derivative of the heat flux in the transport equation. It is shown that the proposed model does not suffer of the pathological problems of non-homogenoeus boundary conditions. Moreover the proposed model coalesces with the Povstenko fractional models in unbounded domains.

A new fractional nonlocal model and its application in free vibration of Timoshenko and Euler-Bernoulli beams

NASA Astrophysics Data System (ADS)

Rahimi, Zaher; Sumelka, Wojciech; Yang, Xiao-Jun

2017-11-01

The application of fractional calculus in fractional models (FMs) makes them more flexible than integer models inasmuch they can conclude all of integer and non-integer operators. In other words FMs let us use more potential of mathematics to modeling physical phenomena due to the use of both integer and fractional operators to present a better modeling of problems, which makes them more flexible and powerful. In the present work, a new fractional nonlocal model has been proposed, which has a simple form and can be used in different problems due to the simple form of numerical solutions. Then the model has been used to govern equations of the motion of the Timoshenko beam theory (TBT) and Euler-Bernoulli beam theory (EBT). Next, free vibration of the Timoshenko and Euler-Bernoulli simply-supported (S-S) beam has been investigated. The Galerkin weighted residual method has been used to solve the non-linear governing equations.

To the theory of non-local non-isothermal filtration in porous medium

NASA Astrophysics Data System (ADS)

Meilanov, R. R.; Akhmedov, E. N.; Beybalaev, V. D.; Magomedov, R. A.; Ragimkhanov, G. B.; Aliverdiev, A. A.

2018-01-01

A new approach to the theory of non-local and non-isothermal filtration based on the mathematical apparatus of fractional order derivatives is developing. A solution of the Cauchy problem for the system of equations of non-local non-isothermal filtration in fractional calculus is obtained. Some applications of the solutions obtained to the problems of underground hydrodynamics (fracturing and explosion) are considered. A computational experiment was carried out to analyze the solutions obtained. Graphs of pressure and temperature dependences are plotted against time.

A spectral tau algorithm based on Jacobi operational matrix for numerical solution of time fractional diffusion-wave equations

NASA Astrophysics Data System (ADS)

Bhrawy, A. H.; Doha, E. H.; Baleanu, D.; Ezz-Eldien, S. S.

2015-07-01

In this paper, an efficient and accurate spectral numerical method is presented for solving second-, fourth-order fractional diffusion-wave equations and fractional wave equations with damping. The proposed method is based on Jacobi tau spectral procedure together with the Jacobi operational matrix for fractional integrals, described in the Riemann-Liouville sense. The main characteristic behind this approach is to reduce such problems to those of solving systems of algebraic equations in the unknown expansion coefficients of the sought-for spectral approximations. The validity and effectiveness of the method are demonstrated by solving five numerical examples. Numerical examples are presented in the form of tables and graphs to make comparisons with the results obtained by other methods and with the exact solutions more easier.

Feynman-Kac equation for anomalous processes with space- and time-dependent forces

NASA Astrophysics Data System (ADS)

Cairoli, Andrea; Baule, Adrian

2017-04-01

Functionals of a stochastic process Y(t) model many physical time-extensive observables, for instance particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are obtained as the solution of the celebrated Feynman-Kac equation. This equation provides the crucial link between the expected values of diffusion processes and the solutions of deterministic second-order partial differential equations. When Y(t) is non-Brownian, e.g. an anomalous diffusive process, generalizations of the Feynman-Kac equation that incorporate power-law or more general waiting time distributions of the underlying random walk have recently been derived. A general representation of such waiting times is provided in terms of a Lévy process whose Laplace exponent is directly related to the memory kernel appearing in the generalized Feynman-Kac equation. The corresponding anomalous processes have been shown to capture nonlinear mean square displacements exhibiting crossovers between different scaling regimes, which have been observed in numerous experiments on biological systems like migrating cells or diffusing macromolecules in intracellular environments. However, the case where both space- and time-dependent forces drive the dynamics of the generalized anomalous process has not been solved yet. Here, we present the missing derivation of the Feynman-Kac equation in such general case by using the subordination technique. Furthermore, we discuss its extension to functionals explicitly depending on time, which are of particular relevance for the stochastic thermodynamics of anomalous diffusive systems. Exact results on the work fluctuations of a simple non-equilibrium model are obtained. An additional aim of this paper is to provide a pedagogical introduction to Lévy processes, semimartingales and their associated stochastic calculus, which underlie the mathematical formulation of anomalous diffusion as a subordinated process.

Polymer translocation through a nanopore: a showcase of anomalous diffusion.

PubMed

Milchev, A; Dubbeldam, Johan L A; Rostiashvili, Vakhtang G; Vilgis, Thomas A

2009-04-01

We investigate the translocation dynamics of a polymer chain threaded through a membrane nanopore by a chemical potential gradient that acts on the chain segments inside the pore. By means of diverse methods (scaling theory, fractional calculus, and Monte Carlo and molecular dynamics simulations), we demonstrate that the relevant dynamic variable, the transported number of polymer segments, s(t), displays an anomalous diffusive behavior, both with and without an external driving force being present. We show that in the absence of drag force the time tau, needed for a macromolecule of length N to thread from the cis into the trans side of a cell membrane, scales as tauN(2/alpha) with the chain length. The anomalous dynamics of the translocation process is governed by a universal exponent alpha= 2/(2nu + 2 - gamma(1)), which contains the basic universal exponents of polymer physics, nu (the Flory exponent) and gamma(1) (the surface entropic exponent). A closed analytic expression for the probability to find s translocated segments at time t in terms of chain length N and applied drag force f is derived from the fractional Fokker-Planck equation, and shown to provide analytic results for the time variation of the statistical moments and . It turns out that the average translocation time scales as tau proportional, f(-1)N(2/alpha-1). These results are tested and found to be in perfect agreement with extensive Monte Carlo and molecular dynamics computer simulations.

Some problems in fractal differential equations

NASA Astrophysics Data System (ADS)

Su, Weiyi

2016-06-01

Based upon the fractal calculus on local fields, or p-type calculus, or Gibbs-Butzer calculus ([1],[2]), we suggest a constructive idea for "fractal differential equations", beginning from some special examples to a general theory. However, this is just an original idea, it needs lots of later work to support. In [3], we show example "two dimension wave equations with fractal boundaries", and in this note, other examples, as well as an idea to construct fractal differential equations are shown.

Systematic derivation of reaction-diffusion equations with distributed delays and relations to fractional reaction-diffusion equations and hyperbolic transport equations: application to the theory of Neolithic transition.

PubMed

Vlad, Marcel Ovidiu; Ross, John

2002-12-01

We introduce a general method for the systematic derivation of nonlinear reaction-diffusion equations with distributed delays. We study the interactions among different types of moving individuals (atoms, molecules, quasiparticles, biological organisms, etc). The motion of each species is described by the continuous time random walk theory, analyzed in the literature for transport problems, whereas the interactions among the species are described by a set of transformation rates, which are nonlinear functions of the local concentrations of the different types of individuals. We use the time interval between two jumps (the transition time) as an additional state variable and obtain a set of evolution equations, which are local in time. In order to make a connection with the transport models used in the literature, we make transformations which eliminate the transition time and derive a set of nonlocal equations which are nonlinear generalizations of the so-called generalized master equations. The method leads under different specified conditions to various types of nonlocal transport equations including a nonlinear generalization of fractional diffusion equations, hyperbolic reaction-diffusion equations, and delay-differential reaction-diffusion equations. Thus in the analysis of a given problem we can fit to the data the type of reaction-diffusion equation and the corresponding physical and kinetic parameters. The method is illustrated, as a test case, by the study of the neolithic transition. We introduce a set of assumptions which makes it possible to describe the transition from hunting and gathering to agriculture economics by a differential delay reaction-diffusion equation for the population density. We derive a delay evolution equation for the rate of advance of agriculture, which illustrates an application of our analysis.

Anomalous Transport of Cosmic Rays in a Nonlinear Diffusion Model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Litvinenko, Yuri E.; Fichtner, Horst; Walter, Dominik

2017-05-20

We investigate analytically and numerically the transport of cosmic rays following their escape from a shock or another localized acceleration site. Observed cosmic-ray distributions in the vicinity of heliospheric and astrophysical shocks imply that anomalous, superdiffusive transport plays a role in the evolution of the energetic particles. Several authors have quantitatively described the anomalous diffusion scalings, implied by the data, by solutions of a formal transport equation with fractional derivatives. Yet the physical basis of the fractional diffusion model remains uncertain. We explore an alternative model of the cosmic-ray transport: a nonlinear diffusion equation that follows from a self-consistent treatmentmore » of the resonantly interacting cosmic-ray particles and their self-generated turbulence. The nonlinear model naturally leads to superdiffusive scalings. In the presence of convection, the model yields a power-law dependence of the particle density on the distance upstream of the shock. Although the results do not refute the use of a fractional advection–diffusion equation, they indicate a viable alternative to explain the anomalous diffusion scalings of cosmic-ray particles.« less

Nonlinear differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dresner, L.

1988-01-01

This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis ismore » on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.« less

Future Directions in Fractional Calculus Research and Applications

DTIC Science & Technology

2017-10-31

Report: Future Directions in Fractional Calculus Research and Applications The views, opinions and/or findings contained in this report are those of the...SPONSORING/MONITORING AGENCY NAME(S) AND ADDRESS (ES) U.S. Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 REPORT...Future Directions in Fractional Calculus Research and Applications Report Term: 0-Other Email: mcubed@msu.edu Distribution Statement: 1-Approved for

On a fractional order calculus model in diffusion weighted breast imaging to differentiate between malignant and benign breast lesions detected on X-ray screening mammography

PubMed Central

Steudle, Franziska; Paech, Daniel; Mlynarska, Anna; Kuder, Tristan Anselm; Lederer, Wolfgang; Daniel, Heidi; Freitag, Martin; Delorme, Stefan; Schlemmer, Heinz-Peter; Laun, Frederik Bernd

2017-01-01

Objective To evaluate a fractional order calculus (FROC) model in diffusion weighted imaging to differentiate between malignant and benign breast lesions in breast cancer screening work-up using recently introduced parameters (βFROC, DFROC and μFROC). Materials and methods This retrospective analysis within a prospective IRB-approved study included 51 participants (mean 58.4 years) after written informed consent. All patients had suspicious screening mammograms and indication for biopsy. Prior to biopsy, full diagnostic contrast-enhanced MRI examination was acquired including diffusion-weighted-imaging (DWI, b = 0,100,750,1500 s/mm2). Conventional apparent diffusion coefficient Dapp and FROC parameters (βFROC, DFROC and μFROC) as suggested further indicators of diffusivity components were measured in benign and malignant lesions. Receiver operating characteristics (ROC) were calculated to evaluate the diagnostic performance of the parameters. Results 29/51 patients histopathologically revealed malignant lesions. The analysis revealed an AUC for Dapp of 0.89 (95% CI 0.80–0.98). For FROC derived parameters, AUC was 0.75 (0.60–0.89) for DFROC, 0.59 (0.43–0.75) for βFROC and 0.59 (0.42–0.77) for μFROC. Comparison of the AUC curves revealed a significantly higher AUC of Dapp compared to the FROC parameters DFROC (p = 0.009), βFROC (p = 0.003) and μFROC (p = 0.001). Conclusion In contrast to recent description in brain tumors, the apparent diffusion coefficient Dapp showed a significantly higher AUC than the recently proposed FROC parameters βFROC, DFROC and μFROC for differentiating between malignant and benign breast lesions. This might be related to the intrinsic high heterogeneity within breast tissue or to the lower maximal b-value used in our study. PMID:28453516

A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations

NASA Astrophysics Data System (ADS)

Chen, Hao; Lv, Wen; Zhang, Tongtong

2018-05-01

We study preconditioned iterative methods for the linear system arising in the numerical discretization of a two-dimensional space-fractional diffusion equation. Our approach is based on a formulation of the discrete problem that is shown to be the sum of two Kronecker products. By making use of an alternating Kronecker product splitting iteration technique we establish a class of fixed-point iteration methods. Theoretical analysis shows that the new method converges to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameters and the corresponding asymptotic convergence rate are computed exactly when the eigenvalues of the system matrix are all real. The basic iteration is accelerated by a Krylov subspace method like GMRES. The corresponding preconditioner is in a form of a Kronecker product structure and requires at each iteration the solution of a set of discrete one-dimensional fractional diffusion equations. We use structure preserving approximations to the discrete one-dimensional fractional diffusion operators in the action of the preconditioning matrix. Numerical examples are presented to illustrate the effectiveness of this approach.

Differentiation of Low- and High-Grade Pediatric Brain Tumors with High b-Value Diffusion-weighted MR Imaging and a Fractional Order Calculus Model

PubMed Central

Sui, Yi; Wang, He; Liu, Guanzhong; Damen, Frederick W.; Wanamaker, Christian; Li, Yuhua

2015-01-01

Purpose To demonstrate that a new set of parameters (D, β, and μ) from a fractional order calculus (FROC) diffusion model can be used to improve the accuracy of MR imaging for differentiating among low- and high-grade pediatric brain tumors. Materials and Methods The institutional review board of the performing hospital approved this study, and written informed consent was obtained from the legal guardians of pediatric patients. Multi-b-value diffusion-weighted magnetic resonance (MR) imaging was performed in 67 pediatric patients with brain tumors. Diffusion coefficient D, fractional order parameter β (which correlates with tissue heterogeneity), and a microstructural quantity μ were calculated by fitting the multi-b-value diffusion-weighted images to an FROC model. D, β, and μ values were measured in solid tumor regions, as well as in normal-appearing gray matter as a control. These values were compared between the low- and high-grade tumor groups by using the Mann-Whitney U test. The performance of FROC parameters for differentiating among patient groups was evaluated with receiver operating characteristic (ROC) analysis. Results None of the FROC parameters exhibited significant differences in normal-appearing gray matter (P ≥ .24), but all showed a significant difference (P < .002) between low- (D, 1.53 μm2/msec ± 0.47; β, 0.87 ± 0.06; μ, 8.67 μm ± 0.95) and high-grade (D, 0.86 μm2/msec ± 0.23; β, 0.73 ± 0.06; μ, 7.8 μm ± 0.70) brain tumor groups. The combination of D and β produced the largest area under the ROC curve (0.962) in the ROC analysis compared with individual parameters (β, 0.943; D,0.910; and μ, 0.763), indicating an improved performance for tumor differentiation. Conclusion The FROC parameters can be used to differentiate between low- and high-grade pediatric brain tumor groups. The combination of FROC parameters or individual parameters may serve as in vivo, noninvasive, and quantitative imaging markers for classifying pediatric brain tumors. © RSNA, 2015 PMID:26035586

Global Regularity and Time Decay for the 2D Magnetohydrodynamic Equations with Fractional Dissipation and Partial Magnetic Diffusion

NASA Astrophysics Data System (ADS)

Dong, Bo-Qing; Jia, Yan; Li, Jingna; Wu, Jiahong

2018-05-01

This paper focuses on a system of the 2D magnetohydrodynamic (MHD) equations with the kinematic dissipation given by the fractional operator (-Δ )^α and the magnetic diffusion by partial Laplacian. We are able to show that this system with any α >0 always possesses a unique global smooth solution when the initial data is sufficiently smooth. In addition, we make a detailed study on the large-time behavior of these smooth solutions and obtain optimal large-time decay rates. Since the magnetic diffusion is only partial here, some classical tools such as the maximal regularity property for the 2D heat operator can no longer be applied. A key observation on the structure of the MHD equations allows us to get around the difficulties due to the lack of full Laplacian magnetic diffusion. The results presented here are the sharpest on the global regularity problem for the 2D MHD equations with only partial magnetic diffusion.

The Pendulum and the Calculus.

ERIC Educational Resources Information Center

Sworder, Steven C.

A pair of experiments, appropriate for the lower division fourth semester calculus or differential equations course, are presented. The second order differential equation representing the equation of motion of a simple pendulum is derived. The period of oscillation for a particular pendulum can be predicted from the solution to this equation. As a…

Estimation of Supercapacitor Energy Storage Based on Fractional Differential Equations.

PubMed

Kopka, Ryszard

2017-12-22

In this paper, new results on using only voltage measurements on supercapacitor terminals for estimation of accumulated energy are presented. For this purpose, a study based on application of fractional-order models of supercapacitor charging/discharging circuits is undertaken. Parameter estimates of the models are then used to assess the amount of the energy accumulated in supercapacitor. The obtained results are compared with energy determined experimentally by measuring voltage and current on supercapacitor terminals. All the tests are repeated for various input signal shapes and parameters. Very high consistency between estimated and experimental results fully confirm suitability of the proposed approach and thus applicability of the fractional calculus to modelling of supercapacitor energy storage.

Diffusion control for a tempered anomalous diffusion system using fractional-order PI controllers.

PubMed

Juan Chen; Zhuang, Bo; Chen, YangQuan; Cui, Baotong

2017-05-09

This paper is concerned with diffusion control problem of a tempered anomalous diffusion system based on fractional-order PI controllers. The contribution of this paper is to introduce fractional-order PI controllers into the tempered anomalous diffusion system for mobile actuators motion and spraying control. For the proposed control force, convergence analysis of the system described by mobile actuator dynamical equations is presented based on Lyapunov stability arguments. Moreover, a new Centroidal Voronoi Tessellation (CVT) algorithm based on fractional-order PI controllers, henceforth called FOPI-based CVT algorithm, is provided together with a modified simulation platform called Fractional-Order Diffusion Mobile Actuator-Sensor 2-Dimension Fractional-Order Proportional Integral (FO-Diff-MAS2D-FOPI). Finally, extensive numerical simulations for the tempered anomalous diffusion process are presented to verify the effectiveness of our proposed fractional-order PI controllers. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Geometrical enhancement of the electric field: Application of fractional calculus in nanoplasmonics

NASA Astrophysics Data System (ADS)

Baskin, E.; Iomin, A.

2011-12-01

We developed an analytical approach, for a wave propagation in metal-dielectric nanostructures in the quasi-static limit. This consideration establishes a link between fractional geometry of the nanostructure and fractional integro-differentiation. The method is based on fractional calculus and permits to obtain analytical expressions for the electric-field enhancement.

On the Small Mass Limit of Quantum Brownian Motion with Inhomogeneous Damping and Diffusion

NASA Astrophysics Data System (ADS)

Lim, Soon Hoe; Wehr, Jan; Lampo, Aniello; García-March, Miguel Ángel; Lewenstein, Maciej

2018-01-01

We study the small mass limit (or: the Smoluchowski-Kramers limit) of a class of quantum Brownian motions with inhomogeneous damping and diffusion. For Ohmic bath spectral density with a Lorentz-Drude cutoff, we derive the Heisenberg-Langevin equations for the particle's observables using a quantum stochastic calculus approach. We set the mass of the particle to equal m = m0 ɛ , the reduced Planck constant to equal \\hbar = ɛ and the cutoff frequency to equal Λ = E_{Λ}/ɛ , where m_0 and E_{Λ} are positive constants, so that the particle's de Broglie wavelength and the largest energy scale of the bath are fixed as ɛ → 0. We study the limit as ɛ → 0 of the rescaled model and derive a limiting equation for the (slow) particle's position variable. We find that the limiting equation contains several drift correction terms, the quantum noise-induced drifts, including terms of purely quantum nature, with no classical counterparts.

Mathematical Methods for Physics and Engineering Third Edition Paperback Set

NASA Astrophysics Data System (ADS)

Riley, Ken F.; Hobson, Mike P.; Bence, Stephen J.

2006-06-01

Prefaces; 1. Preliminary algebra; 2. Preliminary calculus; 3. Complex numbers and hyperbolic functions; 4. Series and limits; 5. Partial differentiation; 6. Multiple integrals; 7. Vector algebra; 8. Matrices and vector spaces; 9. Normal modes; 10. Vector calculus; 11. Line, surface and volume integrals; 12. Fourier series; 13. Integral transforms; 14. First-order ordinary differential equations; 15. Higher-order ordinary differential equations; 16. Series solutions of ordinary differential equations; 17. Eigenfunction methods for differential equations; 18. Special functions; 19. Quantum operators; 20. Partial differential equations: general and particular; 21. Partial differential equations: separation of variables; 22. Calculus of variations; 23. Integral equations; 24. Complex variables; 25. Application of complex variables; 26. Tensors; 27. Numerical methods; 28. Group theory; 29. Representation theory; 30. Probability; 31. Statistics; Index.

Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations

NASA Astrophysics Data System (ADS)

Cosso, Andrea; Russo, Francesco

2016-11-01

Functional Itô calculus was introduced in order to expand a functional F(t,Xṡ+t,Xt) depending on time t, past and present values of the process X. Another possibility to expand F(t,Xṡ+t,Xt) consists in considering the path Xṡ+t = {Xx+t,x ∈ [-T, 0]} as an element of the Banach space of continuous functions on C([-T, 0]) and to use Banach space stochastic calculus. The aim of this paper is threefold. (1) To reformulate functional Itô calculus, separating time and past, making use of the regularization procedures which match more naturally the notion of horizontal derivative which is one of the tools of that calculus. (2) To exploit this reformulation in order to discuss the (not obvious) relation between the functional and the Banach space approaches. (3) To study existence and uniqueness of smooth solutions to path-dependent partial differential equations which naturally arise in the study of functional Itô calculus. More precisely, we study a path-dependent equation of Kolmogorov type which is related to the window process of the solution to an Itô stochastic differential equation with path-dependent coefficients. We also study a semilinear version of that equation.

A meshless method for solving two-dimensional variable-order time fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Tayebi, A.; Shekari, Y.; Heydari, M. H.

2017-07-01

Several physical phenomena such as transformation of pollutants, energy, particles and many others can be described by the well-known convection-diffusion equation which is a combination of the diffusion and advection equations. In this paper, this equation is generalized with the concept of variable-order fractional derivatives. The generalized equation is called variable-order time fractional advection-diffusion equation (V-OTFA-DE). An accurate and robust meshless method based on the moving least squares (MLS) approximation and the finite difference scheme is proposed for its numerical solution on two-dimensional (2-D) arbitrary domains. In the time domain, the finite difference technique with a θ-weighted scheme and in the space domain, the MLS approximation are employed to obtain appropriate semi-discrete solutions. Since the newly developed method is a meshless approach, it does not require any background mesh structure to obtain semi-discrete solutions of the problem under consideration, and the numerical solutions are constructed entirely based on a set of scattered nodes. The proposed method is validated in solving three different examples including two benchmark problems and an applied problem of pollutant distribution in the atmosphere. In all such cases, the obtained results show that the proposed method is very accurate and robust. Moreover, a remarkable property so-called positive scheme for the proposed method is observed in solving concentration transport phenomena.

Fractal Model of Fission Product Release in Nuclear Fuel

NASA Astrophysics Data System (ADS)

Stankunas, Gediminas

2012-09-01

A model of fission gas migration in nuclear fuel pellet is proposed. Diffusion process of fission gas in granular structure of nuclear fuel with presence of inter-granular bubbles in the fuel matrix is simulated by fractional diffusion model. The Grunwald-Letnikov derivative parameter characterizes the influence of porous fuel matrix on the diffusion process of fission gas. A finite-difference method for solving fractional diffusion equations is considered. Numerical solution of diffusion equation shows correlation of fission gas release and Grunwald-Letnikov derivative parameter. Calculated profile of fission gas concentration distribution is similar to that obtained in the experimental studies. Diffusion of fission gas is modeled for real RBMK-1500 fuel operation conditions. A functional dependence of Grunwald-Letnikov derivative parameter with fuel burn-up is established.

Modeling methanol transfer in the mesoporous catalyst for the methanol-to-olefins reaction by the time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Zhokh, Alexey A.; Strizhak, Peter E.

2018-04-01

The solutions of the time-fractional diffusion equation for the short and long times are obtained via an application of the asymptotic Green's functions. The derived solutions are applied to analysis of the methanol mass transfer through H-ZSM-5/alumina catalyst grain. It is demonstrated that the methanol transport in the catalysts pores may be described by the obtained solutions in a fairly good manner. The measured fractional exponent is equal to 1.20 ± 0.02 and reveals the super-diffusive regime of the methanol mass transfer. The presence of the anomalous transport may be caused by geometrical restrictions and the adsorption process on the internal surface of the catalyst grain's pores.

Fractional cable equation models for anomalous electrodiffusion in nerve cells: infinite domain solutions.

PubMed

Langlands, T A M; Henry, B I; Wearne, S L

2009-12-01

We introduce fractional Nernst-Planck equations and derive fractional cable equations as macroscopic models for electrodiffusion of ions in nerve cells when molecular diffusion is anomalous subdiffusion due to binding, crowding or trapping. The anomalous subdiffusion is modelled by replacing diffusion constants with time dependent operators parameterized by fractional order exponents. Solutions are obtained as functions of the scaling parameters for infinite cables and semi-infinite cables with instantaneous current injections. Voltage attenuation along dendrites in response to alpha function synaptic inputs is computed. Action potential firing rates are also derived based on simple integrate and fire versions of the models. Our results show that electrotonic properties and firing rates of nerve cells are altered by anomalous subdiffusion in these models. We have suggested electrophysiological experiments to calibrate and validate the models.

Student Solution Manual for Mathematical Methods for Physics and Engineering Third Edition

NASA Astrophysics Data System (ADS)

Riley, K. F.; Hobson, M. P.

2006-03-01

Preface; 1. Preliminary algebra; 2. Preliminary calculus; 3. Complex numbers and hyperbolic functions; 4. Series and limits; 5. Partial differentiation; 6. Multiple integrals; 7. Vector algebra; 8. Matrices and vector spaces; 9. Normal modes; 10. Vector calculus; 11. Line, surface and volume integrals; 12. Fourier series; 13. Integral transforms; 14. First-order ordinary differential equations; 15. Higher-order ordinary differential equations; 16. Series solutions of ordinary differential equations; 17. Eigenfunction methods for differential equations; 18. Special functions; 19. Quantum operators; 20. Partial differential equations: general and particular; 21. Partial differential equations: separation of variables; 22. Calculus of variations; 23. Integral equations; 24. Complex variables; 25. Application of complex variables; 26. Tensors; 27. Numerical methods; 28. Group theory; 29. Representation theory; 30. Probability; 31. Statistics.

Global uniqueness in an inverse problem for time fractional diffusion equations

NASA Astrophysics Data System (ADS)

Kian, Y.; Oksanen, L.; Soccorsi, E.; Yamamoto, M.

2018-01-01

Given (M , g), a compact connected Riemannian manifold of dimension d ⩾ 2, with boundary ∂M, we consider an initial boundary value problem for a fractional diffusion equation on (0 , T) × M, T > 0, with time-fractional Caputo derivative of order α ∈ (0 , 1) ∪ (1 , 2). We prove uniqueness in the inverse problem of determining the smooth manifold (M , g) (up to an isometry), and various time-independent smooth coefficients appearing in this equation, from measurements of the solutions on a subset of ∂M at fixed time. In the "flat" case where M is a compact subset of Rd, two out the three coefficients ρ (density), a (conductivity) and q (potential) appearing in the equation ρ ∂tα u - div (a∇u) + qu = 0 on (0 , T) × M are recovered simultaneously.

The first boundary-value problem for a fractional diffusion-wave equation in a non-cylindrical domain

NASA Astrophysics Data System (ADS)

Pskhu, A. V.

2017-12-01

We solve the first boundary-value problem in a non-cylindrical domain for a diffusion-wave equation with the Dzhrbashyan- Nersesyan operator of fractional differentiation with respect to the time variable. We prove an existence and uniqueness theorem for this problem, and construct a representation of the solution. We show that a sufficient condition for unique solubility is the condition of Hölder smoothness for the lateral boundary of the domain. The corresponding results for equations with Riemann- Liouville and Caputo derivatives are particular cases of results obtained here.

ECG artifact cancellation in surface EMG signals by fractional order calculus application.

PubMed

Miljković, Nadica; Popović, Nenad; Djordjević, Olivera; Konstantinović, Ljubica; Šekara, Tomislav B

2017-03-01

New aspects for automatic electrocardiography artifact removal from surface electromyography signals by application of fractional order calculus in combination with linear and nonlinear moving window filters are explored. Surface electromyography recordings of skeletal trunk muscles are commonly contaminated with spike shaped artifacts. This artifact originates from electrical heart activity, recorded by electrocardiography, commonly present in the surface electromyography signals recorded in heart proximity. For appropriate assessment of neuromuscular changes by means of surface electromyography, application of a proper filtering technique of electrocardiography artifact is crucial. A novel method for automatic artifact cancellation in surface electromyography signals by applying fractional order calculus and nonlinear median filter is introduced. The proposed method is compared with the linear moving average filter, with and without prior application of fractional order calculus. 3D graphs for assessment of window lengths of the filters, crest factors, root mean square differences, and fractional calculus orders (called WFC and WRC graphs) have been introduced. For an appropriate quantitative filtering evaluation, the synthetic electrocardiography signal and analogous semi-synthetic dataset have been generated. The examples of noise removal in 10 able-bodied subjects and in one patient with muscle dystrophy are presented for qualitative analysis. The crest factors, correlation coefficients, and root mean square differences of the recorded and semi-synthetic electromyography datasets showed that the most successful method was the median filter in combination with fractional order calculus of the order 0.9. Statistically more significant (p < 0.001) ECG peak reduction was obtained by the median filter application compared to the moving average filter in the cases of low level amplitude of muscle contraction compared to ECG spikes. The presented results suggest that the novel method combining a median filter and fractional order calculus can be used for automatic filtering of electrocardiography artifacts in the surface electromyography signal envelopes recorded in trunk muscles. Copyright © 2017 Elsevier Ireland Ltd. All rights reserved.

Modeling electro-magneto-hydrodynamic thermo-fluidic transport of biofluids with new trend of fractional derivative without singular kernel

NASA Astrophysics Data System (ADS)

Abdulhameed, M.; Vieru, D.; Roslan, R.

2017-10-01

This paper investigates the electro-magneto-hydrodynamic flow of the non-Newtonian behavior of biofluids, with heat transfer, through a cylindrical microchannel. The fluid is acted by an arbitrary time-dependent pressure gradient, an external electric field and an external magnetic field. The governing equations are considered as fractional partial differential equations based on the Caputo-Fabrizio time-fractional derivatives without singular kernel. The usefulness of fractional calculus to study fluid flows or heat and mass transfer phenomena was proven. Several experimental measurements led to conclusion that, in such problems, the models described by fractional differential equations are more suitable. The most common time-fractional derivative used in Continuum Mechanics is Caputo derivative. However, two disadvantages appear when this derivative is used. First, the definition kernel is a singular function and, secondly, the analytical expressions of the problem solutions are expressed by generalized functions (Mittag-Leffler, Lorenzo-Hartley, Robotnov, etc.) which, generally, are not adequate to numerical calculations. The new time-fractional derivative Caputo-Fabrizio, without singular kernel, is more suitable to solve various theoretical and practical problems which involve fractional differential equations. Using the Caputo-Fabrizio derivative, calculations are simpler and, the obtained solutions are expressed by elementary functions. Analytical solutions of the biofluid velocity and thermal transport are obtained by means of the Laplace and finite Hankel transforms. The influence of the fractional parameter, Eckert number and Joule heating parameter on the biofluid velocity and thermal transport are numerically analyzed and graphic presented. This fact can be an important in Biochip technology, thus making it possible to use this analysis technique extremely effective to control bioliquid samples of nanovolumes in microfluidic devices used for biological analysis and medical diagnosis.

Incompressible spectral-element method: Derivation of equations

NASA Technical Reports Server (NTRS)

Deanna, Russell G.

1993-01-01

A fractional-step splitting scheme breaks the full Navier-Stokes equations into explicit and implicit portions amenable to the calculus of variations. Beginning with the functional forms of the Poisson and Helmholtz equations, we substitute finite expansion series for the dependent variables and derive the matrix equations for the unknown expansion coefficients. This method employs a new splitting scheme which differs from conventional three-step (nonlinear, pressure, viscous) schemes. The nonlinear step appears in the conventional, explicit manner, the difference occurs in the pressure step. Instead of solving for the pressure gradient using the nonlinear velocity, we add the viscous portion of the Navier-Stokes equation from the previous time step to the velocity before solving for the pressure gradient. By combining this 'predicted' pressure gradient with the nonlinear velocity in an explicit term, and the Crank-Nicholson method for the viscous terms, we develop a Helmholtz equation for the final velocity.

The Effects of Two Semesters of Secondary School Calculus on Students' First and Second Quarter Calculus Grades at the University of Utah

ERIC Educational Resources Information Center

Robinson, William Baker

1970-01-01

The predicted and actual achievement in college calculus is compared for students who had studied two semesters of calculus in high school. The regression equation used for prediction was calculated from the performance data of similar students who had not had high school calculus. (CT)

A numerical solution for a variable-order reaction-diffusion model by using fractional derivatives with non-local and non-singular kernel

NASA Astrophysics Data System (ADS)

Coronel-Escamilla, A.; Gómez-Aguilar, J. F.; Torres, L.; Escobar-Jiménez, R. F.

2018-02-01

A reaction-diffusion system can be represented by the Gray-Scott model. The reaction-diffusion dynamic is described by a pair of time and space dependent Partial Differential Equations (PDEs). In this paper, a generalization of the Gray-Scott model by using variable-order fractional differential equations is proposed. The variable-orders were set as smooth functions bounded in (0 , 1 ] and, specifically, the Liouville-Caputo and the Atangana-Baleanu-Caputo fractional derivatives were used to express the time differentiation. In order to find a numerical solution of the proposed model, the finite difference method together with the Adams method were applied. The simulations results showed the chaotic behavior of the proposed model when different variable-orders are applied.

Analytical solutions to time-fractional partial differential equations in a two-dimensional multilayer annulus

NASA Astrophysics Data System (ADS)

Chen, Shanzhen; Jiang, Xiaoyun

2012-08-01

In this paper, analytical solutions to time-fractional partial differential equations in a multi-layer annulus are presented. The final solutions are obtained in terms of Mittag-Leffler function by using the finite integral transform technique and Laplace transform technique. In addition, the classical diffusion equation (α=1), the Helmholtz equation (α→0) and the wave equation (α=2) are discussed as special cases. Finally, an illustrative example problem for the three-layer semi-circular annular region is solved and numerical results are presented graphically for various kind of order of fractional derivative.

Applied Mathematical Methods in Theoretical Physics

NASA Astrophysics Data System (ADS)

Masujima, Michio

2005-04-01

All there is to know about functional analysis, integral equations and calculus of variations in a single volume. This advanced textbook is divided into two parts: The first on integral equations and the second on the calculus of variations. It begins with a short introduction to functional analysis, including a short review of complex analysis, before continuing a systematic discussion of different types of equations, such as Volterra integral equations, singular integral equations of Cauchy type, integral equations of the Fredholm type, with a special emphasis on Wiener-Hopf integral equations and Wiener-Hopf sum equations. After a few remarks on the historical development, the second part starts with an introduction to the calculus of variations and the relationship between integral equations and applications of the calculus of variations. It further covers applications of the calculus of variations developed in the second half of the 20th century in the fields of quantum mechanics, quantum statistical mechanics and quantum field theory. Throughout the book, the author presents over 150 problems and exercises -- many from such branches of physics as quantum mechanics, quantum statistical mechanics, and quantum field theory -- together with outlines of the solutions in each case. Detailed solutions are given, supplementing the materials discussed in the main text, allowing problems to be solved making direct use of the method illustrated. The original references are given for difficult problems. The result is complete coverage of the mathematical tools and techniques used by physicists and applied mathematicians Intended for senior undergraduates and first-year graduates in science and engineering, this is equally useful as a reference and self-study guide.

On the solutions of fractional order of evolution equations

NASA Astrophysics Data System (ADS)

Morales-Delgado, V. F.; Taneco-Hernández, M. A.; Gómez-Aguilar, J. F.

2017-01-01

In this paper we present a discussion of generalized Cauchy problems in a diffusion wave process, we consider bi-fractional-order evolution equations in the Riemann-Liouville, Liouville-Caputo, and Caputo-Fabrizio sense. Through Fourier transforms and Laplace transform we derive closed-form solutions to the Cauchy problems mentioned above. Similarly, we establish fundamental solutions. Finally, we give an application of the above results to the determination of decompositions of Dirac type for bi-fractional-order equations and write a formula for the moments for the fractional vibration of a beam equation. This type of decomposition allows us to speak of internal degrees of freedom in the vibration of a beam equation.

Galactic Cosmic-ray Transport in the Global Heliosphere: A Four-Dimensional Stochastic Model

NASA Astrophysics Data System (ADS)

Florinski, V.

2009-04-01

We study galactic cosmic-ray transport in the outer heliosphere and heliosheath using a newly developed transport model based on stochastic integration of the phase-space trajectories of Parker's equation. The model employs backward integration of the diffusion-convection transport equation using Ito calculus and is four-dimensional in space+momentum. We apply the model to the problem of galactic proton transport in the heliosphere during a negative solar minimum. Model results are compared with the Voyager measurements of galactic proton radial gradients and spectra in the heliosheath. We show that the heliosheath is not as efficient in diverting cosmic rays during solar minima as predicted by earlier two-dimensional models.

Enriched reproducing kernel particle method for fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Ying, Yuping; Lian, Yanping; Tang, Shaoqiang; Liu, Wing Kam

2018-06-01

The reproducing kernel particle method (RKPM) has been efficiently applied to problems with large deformations, high gradients and high modal density. In this paper, it is extended to solve a nonlocal problem modeled by a fractional advection-diffusion equation (FADE), which exhibits a boundary layer with low regularity. We formulate this method on a moving least-square approach. Via the enrichment of fractional-order power functions to the traditional integer-order basis for RKPM, leading terms of the solution to the FADE can be exactly reproduced, which guarantees a good approximation to the boundary layer. Numerical tests are performed to verify the proposed approach.

Diffusion of liquid polystyrene into glassy poly(phenylene oxide) characterized by DSC

NASA Astrophysics Data System (ADS)

Li, Linling; Wang, Xiaoliang; Zhou, Dongshan; Xue, Gi

2013-03-01

We report a diffusion study on the polystyrene/poly(phenylene oxide) (PS/PPO) mixture consisted by the PS and PPO nanoparticles. Diffusion of liquid PS into glassy PPO (l-PS/g-PPO) is promoted by annealing the PS/PPO mixture at several temperatures below Tg of the PPO. By tracing the Tgs of the PS-rich domain behind the diffusion front using DSC, we get the relationships of PS weight fractions and diffusion front advances with the elapsed diffusion times at different diffusion temperatures using the Gordon-Taylor equation and core-shell model. We find that the plots of weight fraction of PS vs. elapsed diffusion times at different temperatures can be converted to a master curve by Time-Temperature superposition, and the shift factors obey the Arrhenius equation. Besides, the diffusion front advances of l-PS into g-PPO show an excellent agreement with the t1/2 scaling law at the beginning of the diffusion process, and the diffusion coefficients of different diffusion temperatures also obey the Arrhenius equation. We believe the diffusion mechanism for l-PS/g-PPO should be the Fickean law rather than the Case II, though there are departures of original linearity at longer diffusion times due to the limited liquid supply system. Diffusion of liquid polystyrene into glassy poly(phenylene oxide) characterized by DSC

Fractional kinetics of compartmental systems: first approach with use digraph-based method

NASA Astrophysics Data System (ADS)

Markowski, Konrad Andrzej

2017-08-01

In the last two decades, integral and differential calculus of a fractional order has become a subject of great interest in different areas of physics, biology, economics and other sciences. The idea of such a generalization was mentioned in 1695 by Leibniz and L'Hospital. The first definition of the fractional derivative was introduced by Liouville and Riemann at the end of the 19th century. Fractional calculus was found to be a very useful tool for modelling the behaviour of many materials and systems. In this paper fractional calculus was applied to pharmacokinetic compartmental model. For introduced model determine all possible quasi-positive realisation based on one-dimensional digraph theory. The proposed method was discussed and illustrated in detail with some numerical examples.

Characterization of anomalous relaxation using the time-fractional Bloch equation and multiple echo T2 *-weighted magnetic resonance imaging at 7 T.

PubMed

Qin, Shanlin; Liu, Fawang; Turner, Ian W; Yu, Qiang; Yang, Qianqian; Vegh, Viktor

2017-04-01

To study the utility of fractional calculus in modeling gradient-recalled echo MRI signal decay in the normal human brain. We solved analytically the extended time-fractional Bloch equations resulting in five model parameters, namely, the amplitude, relaxation rate, order of the time-fractional derivative, frequency shift, and constant offset. Voxel-level temporal fitting of the MRI signal was performed using the classical monoexponential model, a previously developed anomalous relaxation model, and using our extended time-fractional relaxation model. Nine brain regions segmented from multiple echo gradient-recalled echo 7 Tesla MRI data acquired from five participants were then used to investigate the characteristics of the extended time-fractional model parameters. We found that the extended time-fractional model is able to fit the experimental data with smaller mean squared error than the classical monoexponential relaxation model and the anomalous relaxation model, which do not account for frequency shift. We were able to fit multiple echo time MRI data with high accuracy using the developed model. Parameters of the model likely capture information on microstructural and susceptibility-induced changes in the human brain. Magn Reson Med 77:1485-1494, 2017. © 2016 International Society for Magnetic Resonance in Medicine. © 2016 International Society for Magnetic Resonance in Medicine.

An accurate computational method for the diffusion regime verification

NASA Astrophysics Data System (ADS)

Zhokh, Alexey A.; Strizhak, Peter E.

2018-04-01

The diffusion regime (sub-diffusive, standard, or super-diffusive) is defined by the order of the derivative in the corresponding transport equation. We develop an accurate computational method for the direct estimation of the diffusion regime. The method is based on the derivative order estimation using the asymptotic analytic solutions of the diffusion equation with the integer order and the time-fractional derivatives. The robustness and the computational cheapness of the proposed method are verified using the experimental methane and methyl alcohol transport kinetics through the catalyst pellet.

Scaling characteristics of one-dimensional fractional diffusion processes in the presence of power-law distributed random noise

NASA Astrophysics Data System (ADS)

Nezhadhaghighi, Mohsen Ghasemi

2017-08-01

Here, we present results of numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy-tailed probability distribution functions. Assuming that the distribution function of the random fluctuations obeys Lévy statistics with a power-law scaling exponent, we investigate the fractional diffusion equation in the presence of μ -stable Lévy noise. We study the scaling properties of the global width and two-point correlation functions and then compare the analytical and numerical results for the growth exponent β and the roughness exponent α . We also investigate the fractional Fokker-Planck equation for heavy-tailed random fluctuations. We show that the fractional diffusion processes in the presence of μ -stable Lévy noise display special scaling properties in the probability distribution function (PDF). Finally, we numerically study the scaling properties of the heavy-tailed random fluctuations by using the diffusion entropy analysis. This method is based on the evaluation of the Shannon entropy of the PDF generated by the random fluctuations, rather than on the measurement of the global width of the process. We apply the diffusion entropy analysis to extract the growth exponent β and to confirm the validity of our numerical analysis.

Scaling characteristics of one-dimensional fractional diffusion processes in the presence of power-law distributed random noise.

PubMed

Nezhadhaghighi, Mohsen Ghasemi

2017-08-01

Here, we present results of numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy-tailed probability distribution functions. Assuming that the distribution function of the random fluctuations obeys Lévy statistics with a power-law scaling exponent, we investigate the fractional diffusion equation in the presence of μ-stable Lévy noise. We study the scaling properties of the global width and two-point correlation functions and then compare the analytical and numerical results for the growth exponent β and the roughness exponent α. We also investigate the fractional Fokker-Planck equation for heavy-tailed random fluctuations. We show that the fractional diffusion processes in the presence of μ-stable Lévy noise display special scaling properties in the probability distribution function (PDF). Finally, we numerically study the scaling properties of the heavy-tailed random fluctuations by using the diffusion entropy analysis. This method is based on the evaluation of the Shannon entropy of the PDF generated by the random fluctuations, rather than on the measurement of the global width of the process. We apply the diffusion entropy analysis to extract the growth exponent β and to confirm the validity of our numerical analysis.

The Development of Newtonian Calculus in Britain, 1700-1800

NASA Astrophysics Data System (ADS)

Guicciardini, Niccoló

2003-11-01

Introduction; Overture: Newton's published work on the calculus of fluxions; Part I. The Early Period: 1. The diffusion of the calculus (1700-1730); 2. Developments in the calculus of fluxions (1714-1733); 3. The controversy on the foundations of the calculus (1734-1742); Part II. The Middle Period: 4. The textbooks on fluxions (1736-1758); 5. Some applications of the calculus (1740-1743); 6. The analytic art (1755-1785); Part III. The Reform: 7. Scotland (1785-1809); 8. The Military Schools (1773-1819); 9. Cambridge and Dublin (1790-1820); 10. Tables; Endnotes; Bibliography; Index.

Theory and simulation of time-fractional fluid diffusion in porous media

NASA Astrophysics Data System (ADS)

Carcione, José M.; Sanchez-Sesma, Francisco J.; Luzón, Francisco; Perez Gavilán, Juan J.

2013-08-01

We simulate a fluid flow in inhomogeneous anisotropic porous media using a time-fractional diffusion equation and the staggered Fourier pseudospectral method to compute the spatial derivatives. A fractional derivative of the order of 0 < ν < 2 replaces the first-order time derivative in the classical diffusion equation. It implies a time-dependent permeability tensor having a power-law time dependence, which describes memory effects and accounts for anomalous diffusion. We provide a complete analysis of the physics based on plane waves. The concepts of phase, group and energy velocities are analyzed to describe the location of the diffusion front, and the attenuation and quality factors are obtained to quantify the amplitude decay. We also obtain the frequency-domain Green function. The time derivative is computed with the Grünwald-Letnikov summation, which is a finite-difference generalization of the standard finite-difference operator to derivatives of fractional order. The results match the analytical solution obtained from the Green function. An example of the pressure field generated by a fluid injection in a heterogeneous sandstone illustrates the performance of the algorithm for different values of ν. The calculation requires storing the whole pressure field in the computer memory since anomalous diffusion ‘recalls the past’.

Stable multi-domain spectral penalty methods for fractional partial differential equations

NASA Astrophysics Data System (ADS)

Xu, Qinwu; Hesthaven, Jan S.

2014-01-01

We propose stable multi-domain spectral penalty methods suitable for solving fractional partial differential equations with fractional derivatives of any order. First, a high order discretization is proposed to approximate fractional derivatives of any order on any given grids based on orthogonal polynomials. The approximation order is analyzed and verified through numerical examples. Based on the discrete fractional derivative, we introduce stable multi-domain spectral penalty methods for solving fractional advection and diffusion equations. The equations are discretized in each sub-domain separately and the global schemes are obtained by weakly imposed boundary and interface conditions through a penalty term. Stability of the schemes are analyzed and numerical examples based on both uniform and nonuniform grids are considered to highlight the flexibility and high accuracy of the proposed schemes.

Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

PubMed

Baranwal, Vipul K; Pandey, Ram K; Singh, Om P

2014-01-01

We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.

Weak unique continuation property and a related inverse source problem for time-fractional diffusion-advection equations

NASA Astrophysics Data System (ADS)

Jiang, Daijun; Li, Zhiyuan; Liu, Yikan; Yamamoto, Masahiro

2017-05-01

In this paper, we first establish a weak unique continuation property for time-fractional diffusion-advection equations. The proof is mainly based on the Laplace transform and the unique continuation properties for elliptic and parabolic equations. The result is weaker than its parabolic counterpart in the sense that we additionally impose the homogeneous boundary condition. As a direct application, we prove the uniqueness for an inverse problem on determining the spatial component in the source term by interior measurements. Numerically, we reformulate our inverse source problem as an optimization problem, and propose an iterative thresholding algorithm. Finally, several numerical experiments are presented to show the accuracy and efficiency of the algorithm.

Zubarev's Nonequilibrium Statistical Operator Method in the Generalized Statistics of Multiparticle Systems

NASA Astrophysics Data System (ADS)

Glushak, P. A.; Markiv, B. B.; Tokarchuk, M. V.

2018-01-01

We present a generalization of Zubarev's nonequilibrium statistical operator method based on the principle of maximum Renyi entropy. In the framework of this approach, we obtain transport equations for the basic set of parameters of the reduced description of nonequilibrium processes in a classical system of interacting particles using Liouville equations with fractional derivatives. For a classical systems of particles in a medium with a fractal structure, we obtain a non-Markovian diffusion equation with fractional spatial derivatives. For a concrete model of the frequency dependence of a memory function, we obtain generalized Kettano-type diffusion equation with the spatial and temporal fractality taken into account. We present a generalization of nonequilibrium thermofield dynamics in Zubarev's nonequilibrium statistical operator method in the framework of Renyi statistics.

Mathematical Methods for Optical Physics and Engineering

NASA Astrophysics Data System (ADS)

Gbur, Gregory J.

2011-01-01

1. Vector algebra; 2. Vector calculus; 3. Vector calculus in curvilinear coordinate systems; 4. Matrices and linear algebra; 5. Advanced matrix techniques and tensors; 6. Distributions; 7. Infinite series; 8. Fourier series; 9. Complex analysis; 10. Advanced complex analysis; 11. Fourier transforms; 12. Other integral transforms; 13. Discrete transforms; 14. Ordinary differential equations; 15. Partial differential equations; 16. Bessel functions; 17. Legendre functions and spherical harmonics; 18. Orthogonal functions; 19. Green's functions; 20. The calculus of variations; 21. Asymptotic techniques; Appendices; References; Index.

Mathematics of thermal diffusion in an exponential temperature field

NASA Astrophysics Data System (ADS)

Zhang, Yaqi; Bai, Wenyu; Diebold, Gerald J.

2018-04-01

The Ludwig-Soret effect, also known as thermal diffusion, refers to the separation of gas, liquid, or solid mixtures in a temperature gradient. The motion of the components of the mixture is governed by a nonlinear, partial differential equation for the density fractions. Here solutions to the nonlinear differential equation for a binary mixture are discussed for an externally imposed, exponential temperature field. The equation of motion for the separation without the effects of mass diffusion is reduced to a Hamiltonian pair from which spatial distributions of the components of the mixture are found. Analytical calculations with boundary effects included show shock formation. The results of numerical calculations of the equation of motion that include both thermal and mass diffusion are given.

Discrete Calculus as a Bridge between Scales

NASA Astrophysics Data System (ADS)

Degiuli, Eric; McElwaine, Jim

2012-02-01

Understanding how continuum descriptions of disordered media emerge from the microscopic scale is a fundamental challenge in condensed matter physics. In many systems, it is necessary to coarse-grain balance equations at the microscopic scale to obtain macroscopic equations. We report development of an exact, discrete calculus, which allows identification of discrete microscopic equations with their continuum equivalent [1]. This allows the application of powerful techniques of calculus, such as the Helmholtz decomposition, the Divergence Theorem, and Stokes' Theorem. We illustrate our results with granular materials. In particular, we show how Newton's laws for a single grain reproduce their continuum equivalent in the calculus. This allows introduction of a discrete Airy stress function, exactly as in the continuum. As an application of the formalism, we show how these results give the natural mean-field variation of discrete quantities, in agreement with numerical simulations. The discrete calculus thus acts as a bridge between discrete microscale quantities and continuous macroscale quantities. [4pt] [1] E. DeGiuli & J. McElwaine, PRE 2011. doi: 10.1103/PhysRevE.84.041310

Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation

NASA Astrophysics Data System (ADS)

Liang, Yingjie; Chen, Wen; Magin, Richard L.

2016-07-01

Analytical solutions to the fractional diffusion equation are often obtained by using Laplace and Fourier transforms, which conveniently encode the order of the time and the space derivatives (α and β) as non-integer powers of the conjugate transform variables (s, and k) for the spectral and the spatial frequencies, respectively. This study presents a new solution to the fractional diffusion equation obtained using the Laplace transform and expressed as a Fox's H-function. This result clearly illustrates the kinetics of the underlying stochastic process in terms of the Laplace spectral frequency and entropy. The spectral entropy is numerically calculated by using the direct integration method and the adaptive Gauss-Kronrod quadrature algorithm. Here, the properties of spectral entropy are investigated for the cases of sub-diffusion and super-diffusion. We find that the overall spectral entropy decreases with the increasing α and β, and that the normal or Gaussian case with α = 1 and β = 2, has the lowest spectral entropy (i.e., less information is needed to describe the state of a Gaussian process). In addition, as the neighborhood over which the entropy is calculated increases, the spectral entropy decreases, which implies a spatial averaging or coarse graining of the material properties. Consequently, the spectral entropy is shown to provide a new way to characterize the temporal correlation of anomalous diffusion. Future studies should be designed to examine changes of spectral entropy in physical, chemical and biological systems undergoing phase changes, chemical reactions and tissue regeneration.

Diffusion Influenced Adsorption Kinetics.

PubMed

Miura, Toshiaki; Seki, Kazuhiko

2015-08-27

When the kinetics of adsorption is influenced by the diffusive flow of solutes, the solute concentration at the surface is influenced by the surface coverage of solutes, which is given by the Langmuir-Hinshelwood adsorption equation. The diffusion equation with the boundary condition given by the Langmuir-Hinshelwood adsorption equation leads to the nonlinear integro-differential equation for the surface coverage. In this paper, we solved the nonlinear integro-differential equation using the Grünwald-Letnikov formula developed to solve fractional kinetics. Guided by the numerical results, analytical expressions for the upper and lower bounds of the exact numerical results were obtained. The upper and lower bounds were close to the exact numerical results in the diffusion- and reaction-controlled limits, respectively. We examined the validity of the two simple analytical expressions obtained in the diffusion-controlled limit. The results were generalized to include the effect of dispersive diffusion. We also investigated the effect of molecular rearrangement of anisotropic molecules on surface coverage.

Generalized fractional diffusion equations for subdiffusion in arbitrarily growing domains

NASA Astrophysics Data System (ADS)

Angstmann, C. N.; Henry, B. I.; McGann, A. V.

2017-10-01

The ubiquity of subdiffusive transport in physical and biological systems has led to intensive efforts to provide robust theoretical models for this phenomena. These models often involve fractional derivatives. The important physical extension of this work to processes occurring in growing materials has proven highly nontrivial. Here we derive evolution equations for modeling subdiffusive transport in a growing medium. The derivation is based on a continuous-time random walk. The concise formulation of these evolution equations requires the introduction of a new, comoving, fractional derivative. The implementation of the evolution equation is illustrated with a simple model of subdiffusing proteins in a growing membrane.

An accessible four-dimensional treatment of Maxwell's equations in terms of differential forms

NASA Astrophysics Data System (ADS)

Sá, Lucas

2017-03-01

Maxwell’s equations are derived in terms of differential forms in the four-dimensional Minkowski representation, starting from the three-dimensional vector calculus differential version of these equations. Introducing all the mathematical and physical concepts needed (including the tool of differential forms), using only knowledge of elementary vector calculus and the local vector version of Maxwell’s equations, the equations are reduced to a simple and elegant set of two equations for a unified quantity, the electromagnetic field. The treatment should be accessible for students taking a first course on electromagnetism.

Fractional Dynamics of Single File Diffusion in Dusty Plasma Ring

NASA Astrophysics Data System (ADS)

Muniandy, S. V.; Chew, W. X.; Asgari, H.; Wong, C. S.; Lim, S. C.

2011-11-01

Single file diffusion (SFD) refers to the constrained motion of particles in quasi-one-dimensional channel such that the particles are unable to pass each other. Possible SFD of charged dust confined in biharmonic annular potential well with screened Coulomb interaction is investigated. Transition from normal diffusion to anomalous sub-diffusion behaviors is observed. Deviation from SFD's mean square displacement scaling behavior of 1/2-exponent may occur in strongly interacting systems. A phenomenological model based on fractional Langevin equation is proposed to account for the anomalous SFD behavior in dusty plasma ring.

A time fractional convection-diffusion equation to model gas transport through heterogeneous soil and gas reservoirs

NASA Astrophysics Data System (ADS)

Chang, Ailian; Sun, HongGuang; Zheng, Chunmiao; Lu, Bingqing; Lu, Chengpeng; Ma, Rui; Zhang, Yong

2018-07-01

Fractional-derivative models have been developed recently to interpret various hydrologic dynamics, such as dissolved contaminant transport in groundwater. However, they have not been applied to quantify other fluid dynamics, such as gas transport through complex geological media. This study reviewed previous gas transport experiments conducted in laboratory columns and real-world oil-gas reservoirs and found that gas dynamics exhibit typical sub-diffusive behavior characterized by heavy late-time tailing in the gas breakthrough curves (BTCs), which cannot be effectively captured by classical transport models. Numerical tests and field applications of the time fractional convection-diffusion equation (fCDE) have shown that the fCDE model can capture the observed gas BTCs including their apparent positive skewness. Sensitivity analysis further revealed that the three parameters used in the fCDE model, including the time index, the convection velocity, and the diffusion coefficient, play different roles in interpreting the delayed gas transport dynamics. In addition, the model comparison and analysis showed that the time fCDE model is efficient in application. Therefore, the time fractional-derivative models can be conveniently extended to quantify gas transport through natural geological media such as complex oil-gas reservoirs.

Nonlinear subdiffusive fractional equations and the aggregation phenomenon.

PubMed

Fedotov, Sergei

2013-09-01

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on the mean density of particles. We derive a set of nonlinear subdiffusive fractional master equations and consider their diffusion approximations. We show that these equations describe the transition from an intermediate subdiffusive regime to asymptotically normal advection-diffusion transport regime. This transition is governed by nonlinear tempering parameter that generalizes the standard linear tempering. We illustrate the general results through the use of the examples from cell and population biology. We find that a nonuniform anomalous exponent has a strong influence on the aggregation phenomenon.

High-order fractional partial differential equation transform for molecular surface construction.

PubMed

Hu, Langhua; Chen, Duan; Wei, Guo-Wei

2013-01-01

Fractional derivative or fractional calculus plays a significant role in theoretical modeling of scientific and engineering problems. However, only relatively low order fractional derivatives are used at present. In general, it is not obvious what role a high fractional derivative can play and how to make use of arbitrarily high-order fractional derivatives. This work introduces arbitrarily high-order fractional partial differential equations (PDEs) to describe fractional hyperdiffusions. The fractional PDEs are constructed via fractional variational principle. A fast fractional Fourier transform (FFFT) is proposed to numerically integrate the high-order fractional PDEs so as to avoid stringent stability constraints in solving high-order evolution PDEs. The proposed high-order fractional PDEs are applied to the surface generation of proteins. We first validate the proposed method with a variety of test examples in two and three-dimensional settings. The impact of high-order fractional derivatives to surface analysis is examined. We also construct fractional PDE transform based on arbitrarily high-order fractional PDEs. We demonstrate that the use of arbitrarily high-order derivatives gives rise to time-frequency localization, the control of the spectral distribution, and the regulation of the spatial resolution in the fractional PDE transform. Consequently, the fractional PDE transform enables the mode decomposition of images, signals, and surfaces. The effect of the propagation time on the quality of resulting molecular surfaces is also studied. Computational efficiency of the present surface generation method is compared with the MSMS approach in Cartesian representation. We further validate the present method by examining some benchmark indicators of macromolecular surfaces, i.e., surface area, surface enclosed volume, surface electrostatic potential and solvation free energy. Extensive numerical experiments and comparison with an established surface model indicate that the proposed high-order fractional PDEs are robust, stable and efficient for biomolecular surface generation.

A statistical mechanical theory of proton transport kinetics in hydrogen-bonded networks based on population correlation functions with applications to acids and bases.

PubMed

Tuckerman, Mark E; Chandra, Amalendu; Marx, Dominik

2010-09-28

Extraction of relaxation times, lifetimes, and rates associated with the transport of topological charge defects in hydrogen-bonded networks from molecular dynamics simulations is a challenge because proton transfer reactions continually change the identity of the defect core. In this paper, we present a statistical mechanical theory that allows these quantities to be computed in an unbiased manner. The theory employs a set of suitably defined indicator or population functions for locating a defect structure and their associated correlation functions. These functions are then used to develop a chemical master equation framework from which the rates and lifetimes can be determined. Furthermore, we develop an integral equation formalism for connecting various types of population correlation functions and derive an iterative solution to the equation, which is given a graphical interpretation. The chemical master equation framework is applied to the problems of both hydronium and hydroxide transport in bulk water. For each case it is shown that the theory establishes direct links between the defect's dominant solvation structures, the kinetics of charge transfer, and the mechanism of structural diffusion. A detailed analysis is presented for aqueous hydroxide, examining both reorientational time scales and relaxation of the rotational anisotropy, which is correlated with recent experimental results for these quantities. Finally, for OH(-)(aq) it is demonstrated that the "dynamical hypercoordination mechanism" is consistent with available experimental data while other mechanistic proposals are shown to fail. As a means of going beyond the linear rate theory valid from short up to intermediate time scales, a fractional kinetic model is introduced in the Appendix in order to describe the nonexponential long-time behavior of time-correlation functions. Within the mathematical framework of fractional calculus the power law decay ∼t(-σ), where σ is a parameter of the model and depends on the dimensionality of the system, is obtained from Mittag-Leffler functions due to their long-time asymptotics, whereas (stretched) exponential behavior is found for short times.

A new collection of real world applications of fractional calculus in science and engineering

NASA Astrophysics Data System (ADS)

Sun, HongGuang; Zhang, Yong; Baleanu, Dumitru; Chen, Wen; Chen, YangQuan

2018-11-01

Fractional calculus is at this stage an arena where many models are still to be introduced, discussed and applied to real world applications in many branches of science and engineering where nonlocality plays a crucial role. Although researchers have already reported many excellent results in several seminal monographs and review articles, there are still a large number of non-local phenomena unexplored and waiting to be discovered. Therefore, year by year, we can discover new aspects of the fractional modeling and applications. This review article aims to present some short summaries written by distinguished researchers in the field of fractional calculus. We believe this incomplete, but important, information will guide young researchers and help newcomers to see some of the main real-world applications and gain an understanding of this powerful mathematical tool. We expect this collection will also benefit our community.

Discrete exterior calculus discretization of incompressible Navier-Stokes equations over surface simplicial meshes

NASA Astrophysics Data System (ADS)

Mohamed, Mamdouh S.; Hirani, Anil N.; Samtaney, Ravi

2016-05-01

A conservative discretization of incompressible Navier-Stokes equations is developed based on discrete exterior calculus (DEC). A distinguishing feature of our method is the use of an algebraic discretization of the interior product operator and a combinatorial discretization of the wedge product. The governing equations are first rewritten using the exterior calculus notation, replacing vector calculus differential operators by the exterior derivative, Hodge star and wedge product operators. The discretization is then carried out by substituting with the corresponding discrete operators based on the DEC framework. Numerical experiments for flows over surfaces reveal a second order accuracy for the developed scheme when using structured-triangular meshes, and first order accuracy for otherwise unstructured meshes. By construction, the method is conservative in that both mass and vorticity are conserved up to machine precision. The relative error in kinetic energy for inviscid flow test cases converges in a second order fashion with both the mesh size and the time step.

Simulations of incompressible Navier Stokes equations on curved surfaces using discrete exterior calculus

NASA Astrophysics Data System (ADS)

Samtaney, Ravi; Mohamed, Mamdouh; Hirani, Anil

2015-11-01

We present examples of numerical solutions of incompressible flow on 2D curved domains. The Navier-Stokes equations are first rewritten using the exterior calculus notation, replacing vector calculus differential operators by the exterior derivative, Hodge star and wedge product operators. A conservative discretization of Navier-Stokes equations on simplicial meshes is developed based on discrete exterior calculus (DEC). The discretization is then carried out by substituting the corresponding discrete operators based on the DEC framework. By construction, the method is conservative in that both the discrete divergence and circulation are conserved up to machine precision. The relative error in kinetic energy for inviscid flow test cases converges in a second order fashion with both the mesh size and the time step. Numerical examples include Taylor vortices on a sphere, Stuart vortices on a sphere, and flow past a cylinder on domains with varying curvature. Supported by the KAUST Office of Competitive Research Funds under Award No. URF/1/1401-01.

a Speculative Study on Negative-Dimensional Potential and Wave Problems by Implicit Calculus Modeling Approach

NASA Astrophysics Data System (ADS)

Chen, Wen; Wang, Fajie

Based on the implicit calculus equation modeling approach, this paper proposes a speculative concept of the potential and wave operators on negative dimensionality. Unlike the standard partial differential equation (PDE) modeling, the implicit calculus modeling approach does not require the explicit expression of the PDE governing equation. Instead the fundamental solution of physical problem is used to implicitly define the differential operator and to implement simulation in conjunction with the appropriate boundary conditions. In this study, we conjecture an extension of the fundamental solution of the standard Laplace and Helmholtz equations to negative dimensionality. And then by using the singular boundary method, a recent boundary discretization technique, we investigate the potential and wave problems using the fundamental solution on negative dimensionality. Numerical experiments reveal that the physics behaviors on negative dimensionality may differ on positive dimensionality. This speculative study might open an unexplored territory in research.

Evaluating the Use of Learning Objects for Improving Calculus Readiness

ERIC Educational Resources Information Center

Kay, Robin; Kletskin, Ilona

2010-01-01

Pre-calculus concepts such as working with functions and solving equations are essential for students to explore limits, rates of change, and integrals. Yet many students have a weak understanding of these key concepts which impedes performance in their first year university Calculus course. A series of online learning objects was developed to…

Fractional Hopfield Neural Networks: Fractional Dynamic Associative Recurrent Neural Networks.

PubMed

Pu, Yi-Fei; Yi, Zhang; Zhou, Ji-Liu

2017-10-01

This paper mainly discusses a novel conceptual framework: fractional Hopfield neural networks (FHNN). As is commonly known, fractional calculus has been incorporated into artificial neural networks, mainly because of its long-term memory and nonlocality. Some researchers have made interesting attempts at fractional neural networks and gained competitive advantages over integer-order neural networks. Therefore, it is naturally makes one ponder how to generalize the first-order Hopfield neural networks to the fractional-order ones, and how to implement FHNN by means of fractional calculus. We propose to introduce a novel mathematical method: fractional calculus to implement FHNN. First, we implement fractor in the form of an analog circuit. Second, we implement FHNN by utilizing fractor and the fractional steepest descent approach, construct its Lyapunov function, and further analyze its attractors. Third, we perform experiments to analyze the stability and convergence of FHNN, and further discuss its applications to the defense against chip cloning attacks for anticounterfeiting. The main contribution of our work is to propose FHNN in the form of an analog circuit by utilizing a fractor and the fractional steepest descent approach, construct its Lyapunov function, prove its Lyapunov stability, analyze its attractors, and apply FHNN to the defense against chip cloning attacks for anticounterfeiting. A significant advantage of FHNN is that its attractors essentially relate to the neuron's fractional order. FHNN possesses the fractional-order-stability and fractional-order-sensitivity characteristics.

Mathematical analysis of thermal diffusion shock waves

NASA Astrophysics Data System (ADS)

Gusev, Vitalyi; Craig, Walter; Livoti, Roberto; Danworaphong, Sorasak; Diebold, Gerald J.

2005-10-01

Thermal diffusion, also known as the Ludwig-Soret effect, refers to the separation of mixtures in a temperature gradient. For a binary mixture the time dependence of the change in concentration of each species is governed by a nonlinear partial differential equation in space and time. Here, an exact solution of the Ludwig-Soret equation without mass diffusion for a sinusoidal temperature field is given. The solution shows that counterpropagating shock waves are produced which slow and eventually come to a halt. Expressions are found for the shock time for two limiting values of the starting density fraction. The effects of diffusion on the development of the concentration profile in time and space are found by numerical integration of the nonlinear differential equation.

Revisited Fisher's equation in a new outlook: A fractional derivative approach

NASA Astrophysics Data System (ADS)

Alquran, Marwan; Al-Khaled, Kamel; Sardar, Tridip; Chattopadhyay, Joydev

2015-11-01

The well-known Fisher equation with fractional derivative is considered to provide some characteristics of memory embedded into the system. The modified model is analyzed both analytically and numerically. A comparatively new technique residual power series method is used for finding approximate solutions of the modified Fisher model. A new technique combining Sinc-collocation and finite difference method is used for numerical study. The abundance of the bird species Phalacrocorax carbois considered as a test bed to validate the model outcome using estimated parameters. We conjecture non-diffusive and diffusive fractional Fisher equation represents the same dynamics in the interval (memory index, α ∈(0.8384 , 0.9986)). We also observe that when the value of memory index is close to zero, the solutions bifurcate and produce a wave-like pattern. We conclude that the survivability of the species increases for long range memory index. These findings are similar to Fisher observation and act in a similar fashion that advantageous genes do.

Mathematics for Physics

NASA Astrophysics Data System (ADS)

Stone, Michael; Goldbart, Paul

2009-07-01

Preface; 1. Calculus of variations; 2. Function spaces; 3. Linear ordinary differential equations; 4. Linear differential operators; 5. Green functions; 6. Partial differential equations; 7. The mathematics of real waves; 8. Special functions; 9. Integral equations; 10. Vectors and tensors; 11. Differential calculus on manifolds; 12. Integration on manifolds; 13. An introduction to differential topology; 14. Group and group representations; 15. Lie groups; 16. The geometry of fibre bundles; 17. Complex analysis I; 18. Applications of complex variables; 19. Special functions and complex variables; Appendixes; Reference; Index.

About Schrödinger Equation on Fractals Curves Imbedding in R 3

NASA Astrophysics Data System (ADS)

Golmankhaneh, Alireza Khalili; Golmankhaneh, Ali Khalili; Baleanu, Dumitru

2015-04-01

In this paper we introduced the quantum mechanics on fractal time-space. In a suggested formalism the time and space vary on Cantor-set and Von-Koch curve, respectively. Using Feynman path method in quantum mechanics and F α -calculus we find Schrëdinger equation on on fractal time-space. The Hamiltonian and momentum fractal operator has been indicated. More, the continuity equation and the probability density is given in view of F α -calculus.

Fractional Diffusion Analysis of the Electromagnetic Field In Fractured Media Part II: 2.5-D Approach

NASA Astrophysics Data System (ADS)

Ge, J.; Everett, M. E.; Weiss, C. J.

2012-12-01

A 2.5D finite difference (FD) frequency-domain modeling algorithm based on the theory of fractional diffusion of electromagnetic (EM) fields generated by a loop source lying above a fractured geological medium is addressed in this paper. The presence of fractures in the subsurface, usually containing highly conductive pore fluids, gives rise to spatially hierarchical flow paths of induced EM eddy currents. The diffusion of EM eddy currents in such formations is anomalous, generalizing the classical Gaussian process described by the conventional Maxwell equations. Based on the continuous time random walk (CTRW) theory, the diffusion of EM eddy currents in a rough medium is governed by the fractional Maxwell equations. Here, we model the EM response of a 2D subsurface containing fractured zones, with a 3D loop source, which results the so-called 2.5D model geometry. The governing equation in the frequency domain is converted using Fourier transform into k domain along the strike direction (along which the model conductivity doesn't vary). The resulting equation system is solved by the multifrontal massively parallel solver (MUMPS). The data obtained is then converted back to spatial domain and the time domain. We find excellent agreement between the FD and analytic solutions for a rough halfspace model. Then FD solutions are calculated for a 2D fault zone model with variable conductivity and roughness. We compare the results with responses from several classical models and explore the relationship between the roughness and the spatial density of the fracture distribution.

Foundation Mathematics for the Physical Sciences

NASA Astrophysics Data System (ADS)

Riley, K. F.; Hobson, M. P.

2011-03-01

1. Arithmetic and geometry; 2. Preliminary algebra; 3. Differential calculus; 4. Integral calculus; 5. Complex numbers and hyperbolic functions; 6. Series and limits; 7. Partial differentiation; 8. Multiple integrals; 9. Vector algebra; 10. Matrices and vector spaces; 11. Vector calculus; 12. Line, surface and volume integrals; 13. Laplace transforms; 14. Ordinary differential equations; 15. Elementary probability; Appendices; Index.

Student Solution Manual for Foundation Mathematics for the Physical Sciences

NASA Astrophysics Data System (ADS)

Riley, K. F.; Hobson, M. P.

2011-03-01

1. Arithmetic and geometry; 2. Preliminary algebra; 3. Differential calculus; 4. Integral calculus; 5. Complex numbers and hyperbolic functions; 6. Series and limits; 7. Partial differentiation; 8. Multiple integrals; 9. Vector algebra; 10. Matrices and vector spaces; 11. Vector calculus; 12. Line, surface and volume integrals; 13. Laplace transforms; 14. Ordinary differential equations; 15. Elementary probability; Appendix.

Diffuse interface immersed boundary method for multi-fluid flows with arbitrarily moving rigid bodies

NASA Astrophysics Data System (ADS)

Patel, Jitendra Kumar; Natarajan, Ganesh

2018-05-01

We present an interpolation-free diffuse interface immersed boundary method for multiphase flows with moving bodies. A single fluid formalism using the volume-of-fluid approach is adopted to handle multiple immiscible fluids which are distinguished using the volume fractions, while the rigid bodies are tracked using an analogous volume-of-solid approach that solves for the solid fractions. The solution to the fluid flow equations are carried out using a finite volume-immersed boundary method, with the latter based on a diffuse interface philosophy. In the present work, we assume that the solids are filled with a "virtual" fluid with density and viscosity equal to the largest among all fluids in the domain. The solids are assumed to be rigid and their motion is solved using Newton's second law of motion. The immersed boundary methodology constructs a modified momentum equation that reduces to the Navier-Stokes equations in the fully fluid region and recovers the no-slip boundary condition inside the solids. An implicit incremental fractional-step methodology in conjunction with a novel hybrid staggered/non-staggered approach is employed, wherein a single equation for normal momentum at the cell faces is solved everywhere in the domain, independent of the number of spatial dimensions. The scalars are all solved for at the cell centres, with the transport equations for solid and fluid volume fractions solved using a high-resolution scheme. The pressure is determined everywhere in the domain (including inside the solids) using a variable coefficient Poisson equation. The solution to momentum, pressure, solid and fluid volume fraction equations everywhere in the domain circumvents the issue of pressure and velocity interpolation, which is a source of spurious oscillations in sharp interface immersed boundary methods. A well-balanced algorithm with consistent mass/momentum transport ensures robust simulations of high density ratio flows with strong body forces. The proposed diffuse interface immersed boundary method is shown to be discretely mass-preserving while being temporally second-order accurate and exhibits nominal second-order accuracy in space. We examine the efficacy of the proposed approach through extensive numerical experiments involving one or more fluids and solids, that include two-particle sedimentation in homogeneous and stratified environment. The results from the numerical simulations show that the proposed methodology results in reduced spurious force oscillations in case of moving bodies while accurately resolving complex flow phenomena in multiphase flows with moving solids. These studies demonstrate that the proposed diffuse interface immersed boundary method, which could be related to a class of penalisation approaches, is a robust and promising alternative to computationally expensive conformal moving mesh algorithms as well as the class of sharp interface immersed boundary methods for multibody problems in multi-phase flows.

Hipergeometric solutions to some nonhomogeneous equations of fractional order

NASA Astrophysics Data System (ADS)

Olivares, Jorge; Martin, Pablo; Maass, Fernando

2017-12-01

In this paper a study is performed to the solution of the linear non homogeneous fractional order alpha differential equation equal to I 0(x), where I 0(x) is the modified Bessel function of order zero, the initial condition is f(0)=0 and 0 < alpha < 1. Caputo definition for the fractional derivatives is considered. Fractional derivatives have become important in physical and chemical phenomena as visco-elasticity and visco-plasticity, anomalous diffusion and electric circuits. In particular in this work the values of alpha=1/2, 1/4 and 3/4. are explicitly considered . In these cases Laplace transform is applied, and later the inverse Laplace transform leads to the solutions of the differential equation, which become hypergeometric functions.

Heat transfer at microscopic level in a MHD fractional inertial flow confined between non-isothermal boundaries

NASA Astrophysics Data System (ADS)

Shoaib Anwar, Muhammad; Rasheed, Amer

2017-07-01

Heat transfer through a Forchheimer medium in an unsteady magnetohydrodynamic (MHD) developed differential-type fluid flow is analyzed numerically in this study. The boundary layer flow is modeled with the help of the fractional calculus approach. The fluid is confined between infinite parallel plates and flows by motion of the plates in their own plane. Both the plates have variable surface temperature. Governing partial differential equations with appropriate initial and boundary conditions are solved by employing a finite-difference scheme to discretize the fractional time derivative and finite-element discretization for spatial variables. Coefficients of skin friction and local Nusselt numbers are computed for the fractional model. The flow behavior is presented for various values of the involved parameters. The influence of different dimensionless numbers on skin friction and Nusselt number is discussed by tabular results. Forchheimer medium flows that involve catalytic converters and gas turbines can be modeled in a similar manner.

Motivating Calculus-Based Kinematics Instruction with Super Mario Bros

NASA Astrophysics Data System (ADS)

Nordine, Jeffrey C.

2011-09-01

High-quality physics instruction is contextualized, motivates students to learn, and represents the discipline as a way of investigating the world rather than as a collection of facts and equations. Inquiry-oriented pedagogy, such as problem-based instruction, holds great promise for both teaching physics content and representing the process of doing real science.2 A challenge for physics teachers is to find instructional contexts that are meaningful, accessible, and motivating for students. Today's students are spending a growing fraction of their lives interacting with virtual environments, and these environments—physically realistic or not—can provide valuable contexts for physics explorations3-5 and lead to thoughtful discussions about decisions that programmers make when designing virtual environments. In this article, I describe a problem-based approach to calculus-based kinematics instruction that contextualizes students' learning within the Super Mario Bros. video game—a game that is more than 20 years old, but still remarkably popular with today's high school and college students.

Light Propagation in Turbulent Media

NASA Astrophysics Data System (ADS)

Perez, Dario G.

2003-07-01

First, we make a revision of the up-to-date Passive Scalar Fields properties: also, the refractive index is among them. Afterwards, we formulated the properties that make the family of `isotropic' fractional Brownian motion (with parameter H) a good candidate to simulate the turbulent refractive index. Moreover, we obtained its fractal dimension which matches the estimated by Constantin for passive scalar, and thus the parameter H determines the state of the turbulence. Next, using a path integral velocity representation, with the Markovian model, to calculate the effects of the turbulence over a system of grids. Finally, with the tools of Stochastic Calculus for fractional Brownian motions we studied the ray-equation coming from the Geometric Optics in the turbulent case. Our analysis covers those cases where average temperature gradients are relevant.

Student Solution Manual for Essential Mathematical Methods for the Physical Sciences

NASA Astrophysics Data System (ADS)

Riley, K. F.; Hobson, M. P.

2011-02-01

1. Matrices and vector spaces; 2. Vector calculus; 3. Line, surface and volume integrals; 4. Fourier series; 5. Integral transforms; 6. Higher-order ODEs; 7. Series solutions of ODEs; 8. Eigenfunction methods; 9. Special functions; 10. Partial differential equations; 11. Solution methods for PDEs; 12. Calculus of variations; 13. Integral equations; 14. Complex variables; 15. Applications of complex variables; 16. Probability; 17. Statistics.

Essential Mathematical Methods for the Physical Sciences

NASA Astrophysics Data System (ADS)

Riley, K. F.; Hobson, M. P.

2011-02-01

1. Matrices and vector spaces; 2. Vector calculus; 3. Line, surface and volume integrals; 4. Fourier series; 5. Integral transforms; 6. Higher-order ODEs; 7. Series solutions of ODEs; 8. Eigenfunction methods; 9. Special functions; 10. Partial differential equations; 11. Solution methods for PDEs; 12. Calculus of variations; 13. Integral equations; 14. Complex variables; 15. Applications of complex variables; 16. Probability; 17. Statistics; Appendices; Index.

Concept of dynamic memory in economics

NASA Astrophysics Data System (ADS)

Tarasova, Valentina V.; Tarasov, Vasily E.

2018-02-01

In this paper we discuss a concept of dynamic memory and an application of fractional calculus to describe the dynamic memory. The concept of memory is considered from the standpoint of economic models in the framework of continuous time approach based on fractional calculus. We also describe some general restrictions that can be imposed on the structure and properties of dynamic memory. These restrictions include the following three principles: (a) the principle of fading memory; (b) the principle of memory homogeneity on time (the principle of non-aging memory); (c) the principle of memory reversibility (the principle of memory recovery). Examples of different memory functions are suggested by using the fractional calculus. To illustrate an application of the concept of dynamic memory in economics we consider a generalization of the Harrod-Domar model, where the power-law memory is taken into account.

Hamilton-Jacobi-Bellman equations and approximate dynamic programming on time scales.

PubMed

Seiffertt, John; Sanyal, Suman; Wunsch, Donald C

2008-08-01

The time scales calculus is a key emerging area of mathematics due to its potential use in a wide variety of multidisciplinary applications. We extend this calculus to approximate dynamic programming (ADP). The core backward induction algorithm of dynamic programming is extended from its traditional discrete case to all isolated time scales. Hamilton-Jacobi-Bellman equations, the solution of which is the fundamental problem in the field of dynamic programming, are motivated and proven on time scales. By drawing together the calculus of time scales and the applied area of stochastic control via ADP, we have connected two major fields of research.

A new fractional operator of variable order: Application in the description of anomalous diffusion

NASA Astrophysics Data System (ADS)

Yang, Xiao-Jun; Machado, J. A. Tenreiro

2017-09-01

In this paper, a new fractional operator of variable order with the use of the monotonic increasing function is proposed in sense of Caputo type. The properties in term of the Laplace and Fourier transforms are analyzed and the results for the anomalous diffusion equations of variable order are discussed. The new formulation is efficient in modeling a class of concentrations in the complex transport process.

Extended phase graphs with anisotropic diffusion

NASA Astrophysics Data System (ADS)

Weigel, M.; Schwenk, S.; Kiselev, V. G.; Scheffler, K.; Hennig, J.

2010-08-01

The extended phase graph (EPG) calculus gives an elegant pictorial description of magnetization response in multi-pulse MR sequences. The use of the EPG calculus enables a high computational efficiency for the quantitation of echo intensities even for complex sequences with multiple refocusing pulses with arbitrary flip angles. In this work, the EPG concept dealing with RF pulses with arbitrary flip angles and phases is extended to account for anisotropic diffusion in the presence of arbitrary varying gradients. The diffusion effect can be expressed by specific diffusion weightings of individual magnetization pathways. This can be represented as an action of a linear operator on the magnetization state. The algorithm allows easy integration of diffusion anisotropy effects. The formalism is validated on known examples from literature and used to calculate the effective diffusion weighting in multi-echo sequences with arbitrary refocusing flip angles.

Fractional Order and Dynamic Simulation of a System Involving an Elastic Wide Plate

NASA Astrophysics Data System (ADS)

David, S. A.; Balthazar, J. M.; Julio, B. H. S.; Oliveira, C.

2011-09-01

Numerous researchers have studied about nonlinear dynamics in several areas of science and engineering. However, in most cases, these concepts have been explored mainly from the standpoint of analytical and computational methods involving integer order calculus (IOC). In this paper we have examined the dynamic behavior of an elastic wide plate induced by two electromagnets of a point of view of the fractional order calculus (FOC). The primary focus of this study is on to help gain a better understanding of nonlinear dynamic in fractional order systems.

Electro-chemical manifestation of nanoplasmonics in fractal media

NASA Astrophysics Data System (ADS)

Baskin, Emmanuel; Iomin, Alexander

2013-06-01

Electrodynamics of composite materials with fractal geometry is studied in the framework of fractional calculus. This consideration establishes a link between fractal geometry of the media and fractional integrodifferentiation. The photoconductivity in the vicinity of the electrode-electrolyte fractal interface is studied. The methods of fractional calculus are employed to obtain an analytical expression for the giant local enhancement of the optical electric field inside the fractal composite structure at the condition of the surface plasmon excitation. This approach makes it possible to explain experimental data on photoconductivity in the nano-electrochemistry.

A 3D model for rain-induced landslides based on molecular dynamics with fractal and fractional water diffusion

NASA Astrophysics Data System (ADS)

Martelloni, Gianluca; Bagnoli, Franco; Guarino, Alessio

2017-09-01

We present a three-dimensional model of rain-induced landslides, based on cohesive spherical particles. The rainwater infiltration into the soil follows either the fractional or the fractal diffusion equations. We analytically solve the fractal partial differential equation (PDE) for diffusion with particular boundary conditions to simulate a rainfall event. We developed a numerical integration scheme for the PDE, compared with the analytical solution. We adapt the fractal diffusion equation obtaining the gravimetric water content that we use as input of a triggering scheme based on Mohr-Coulomb limit-equilibrium criterion. This triggering is then complemented by a standard molecular dynamics algorithm, with an interaction force inspired by the Lennard-Jones potential, to update the positions and velocities of particles. We present our results for homogeneous and heterogeneous systems, i.e., systems composed by particles with same or different radius, respectively. Interestingly, in the heterogeneous case, we observe segregation effects due to the different volume of the particles. Finally, we analyze the parameter sensibility both for the triggering and the propagation phases. Our simulations confirm the results of a previous two-dimensional model and therefore the feasible applicability to real cases.

Numerical Solution of Time-Dependent Problems with a Fractional-Power Elliptic Operator

NASA Astrophysics Data System (ADS)

Vabishchevich, P. N.

2018-03-01

A time-dependent problem in a bounded domain for a fractional diffusion equation is considered. The first-order evolution equation involves a fractional-power second-order elliptic operator with Robin boundary conditions. A finite-element spatial approximation with an additive approximation of the operator of the problem is used. The time approximation is based on a vector scheme. The transition to a new time level is ensured by solving a sequence of standard elliptic boundary value problems. Numerical results obtained for a two-dimensional model problem are presented.

Numerical Method for Darcy Flow Derived Using Discrete Exterior Calculus

NASA Astrophysics Data System (ADS)

Hirani, A. N.; Nakshatrala, K. B.; Chaudhry, J. H.

2015-05-01

We derive a numerical method for Darcy flow, and also for Poisson's equation in mixed (first order) form, based on discrete exterior calculus (DEC). Exterior calculus is a generalization of vector calculus to smooth manifolds and DEC is one of its discretizations on simplicial complexes such as triangle and tetrahedral meshes. DEC is a coordinate invariant discretization, in that it does not depend on the embedding of the simplices or the whole mesh. We start by rewriting the governing equations of Darcy flow using the language of exterior calculus. This yields a formulation in terms of flux differential form and pressure. The numerical method is then derived by using the framework provided by DEC for discretizing differential forms and operators that act on forms. We also develop a discretization for a spatially dependent Hodge star that varies with the permeability of the medium. This also allows us to address discontinuous permeability. The matrix representation for our discrete non-homogeneous Hodge star is diagonal, with positive diagonal entries. The resulting linear system of equations for flux and pressure are saddle type, with a diagonal matrix as the top left block. The performance of the proposed numerical method is illustrated on many standard test problems. These include patch tests in two and three dimensions, comparison with analytically known solutions in two dimensions, layered medium with alternating permeability values, and a test with a change in permeability along the flow direction. We also show numerical evidence of convergence of the flux and the pressure. A convergence experiment is included for Darcy flow on a surface. A short introduction to the relevant parts of smooth and discrete exterior calculus is included in this article. We also include a discussion of the boundary condition in terms of exterior calculus.

Two-parameter asymptotics in magnetic Weyl calculus

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lein, Max

2010-12-15

This paper is concerned with small parameter asymptotics of magnetic quantum systems. In addition to a semiclassical parameter {epsilon}, the case of small coupling {lambda} to the magnetic vector potential naturally occurs in this context. Magnetic Weyl calculus is adapted to incorporate both parameters, at least one of which needs to be small. Of particular interest is the expansion of the Weyl product which can be used to expand the product of operators in a small parameter, a technique which is prominent to obtain perturbation expansions. Three asymptotic expansions for the magnetic Weyl product of two Hoermander class symbols aremore » proven as (i) {epsilon}<< 1 and {lambda}<< 1, (ii) {epsilon}<< 1 and {lambda}= 1, as well as (iii) {epsilon}= 1 and {lambda}<< 1. Expansions (i) and (iii) are impossible to obtain with ordinary Weyl calculus. Furthermore, I relate the results derived by ordinary Weyl calculus with those obtained with magnetic Weyl calculus by one- and two-parameter expansions. To show the power and versatility of magnetic Weyl calculus, I derive the semirelativistic Pauli equation as a scaling limit from the Dirac equation up to errors of fourth order in 1/c.« less

Representation of solution for fully nonlocal diffusion equations with deviation time variable

NASA Astrophysics Data System (ADS)

Drin, I. I.; Drin, S. S.; Drin, Ya. M.

2018-01-01

We prove the solvability of the Cauchy problem for a nonlocal heat equation which is of fractional order both in space and time. The representation formula for classical solutions for time- and space- fractional partial differential operator Dat + a2 (-Δ) γ/2 (0 <= α <= 1, γ ɛ (0, 2]) and deviation time variable is given in terms of the Fox H-function, using the step by step method.

Axi-symmetric generalized thermoelastic diffusion problem with two-temperature and initial stress under fractional order heat conduction

NASA Astrophysics Data System (ADS)

Deswal, Sunita; Kalkal, Kapil Kumar; Sheoran, Sandeep Singh

2016-09-01

A mathematical model of fractional order two-temperature generalized thermoelasticity with diffusion and initial stress is proposed to analyze the transient wave phenomenon in an infinite thermoelastic half-space. The governing equations are derived in cylindrical coordinates for a two dimensional axi-symmetric problem. The analytical solution is procured by employing the Laplace and Hankel transforms for time and space variables respectively. The solutions are investigated in detail for a time dependent heat source. By using numerical inversion method of integral transforms, we obtain the solutions for displacement, stress, temperature and diffusion fields in physical domain. Computations are carried out for copper material and displayed graphically. The effect of fractional order parameter, two-temperature parameter, diffusion, initial stress and time on the different thermoelastic and diffusion fields is analyzed on the basis of analytical and numerical results. Some special cases have also been deduced from the present investigation.

Backstepping-based boundary control design for a fractional reaction diffusion system with a space-dependent diffusion coefficient.

PubMed

Chen, Juan; Cui, Baotong; Chen, YangQuan

2018-06-11

This paper presents a boundary feedback control design for a fractional reaction diffusion (FRD) system with a space-dependent (non-constant) diffusion coefficient via the backstepping method. The contribution of this paper is to generalize the results of backstepping-based boundary feedback control for a FRD system with a space-independent (constant) diffusion coefficient to the case of space-dependent diffusivity. For the boundary stabilization problem of this case, a designed integral transformation treats it as a problem of solving a hyperbolic partial differential equation (PDE) of transformation's kernel, then the well posedness of the kernel PDE is solved for the plant with non-constant diffusivity. Furthermore, by the fractional Lyapunov stability (Mittag-Leffler stability) theory and the backstepping-based boundary feedback controller, the Mittag-Leffler stability of the closed-loop FRD system with non-constant diffusivity is proved. Finally, an extensive numerical example for this closed-loop FRD system with non-constant diffusivity is presented to verify the effectiveness of our proposed controller. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

A model for shrinkage strain in photo polymerization of dental composites.

PubMed

Petrovic, Ljubomir M; Atanackovic, Teodor M

2008-04-01

We formulate a new model for the shrinkage strain developed during photo polymerization in dental composites. The model is based on the diffusion type fractional order equation, since it has been proved that polymerization reaction is diffusion controlled (Atai M, Watts DC. A new kinetic model for the photo polymerization shrinkage-strain of dental composites and resin-monomers. Dent Mater 2006;22:785-91). Our model strongly confirms the observation by Atai and Watts (see reference details above) and their experimental results. The shrinkage strain is modeled by a nonlinear differential equation in (see reference details above) and that equation must be solved numerically. In our approach, we use the linear fractional order differential equation to describe the strain rate due to photo polymerization. This equation is solved exactly. As shrinkage is a consequence of the polymerization reaction and polymerization reaction is diffusion controlled, we postulate that shrinkage strain rate is described by a diffusion type equation. We find explicit form of solution to this equation and determine the strain in the resin monomers. Also by using equations of linear viscoelasticity, we determine stresses in the polymer due to the shrinkage. The time evolution of stresses implies that the maximal stresses are developed at the very beginning of the polymerization process. The stress in a dental composite that is light treated has the largest value short time after the treatment starts. The strain settles at the constant value in the time of about 100s (for the cases treated in Atai and Watts). From the model developed here, the shrinkage strain of dental composites and resin monomers is analytically determined. The maximal value of stresses is important, since this value must be smaller than the adhesive bond strength at cavo-restoration interface. The maximum stress determined here depends on the diffusivity coefficient. Since diffusivity coefficient increases as polymerization proceeds, it follows that the periods of light treatments should be shorter at the beginning of the treatment and longer at the end of the treatment, with dark interval between the initial low intensity and following high intensity curing. This is because at the end of polymerization the stress relaxation cannot take place.

Extended phase graphs with anisotropic diffusion.

PubMed

Weigel, M; Schwenk, S; Kiselev, V G; Scheffler, K; Hennig, J

2010-08-01

The extended phase graph (EPG) calculus gives an elegant pictorial description of magnetization response in multi-pulse MR sequences. The use of the EPG calculus enables a high computational efficiency for the quantitation of echo intensities even for complex sequences with multiple refocusing pulses with arbitrary flip angles. In this work, the EPG concept dealing with RF pulses with arbitrary flip angles and phases is extended to account for anisotropic diffusion in the presence of arbitrary varying gradients. The diffusion effect can be expressed by specific diffusion weightings of individual magnetization pathways. This can be represented as an action of a linear operator on the magnetization state. The algorithm allows easy integration of diffusion anisotropy effects. The formalism is validated on known examples from literature and used to calculate the effective diffusion weighting in multi-echo sequences with arbitrary refocusing flip angles. Copyright 2010 Elsevier Inc. All rights reserved.

The diffusive finite state projection algorithm for efficient simulation of the stochastic reaction-diffusion master equation.

PubMed

Drawert, Brian; Lawson, Michael J; Petzold, Linda; Khammash, Mustafa

2010-02-21

We have developed a computational framework for accurate and efficient simulation of stochastic spatially inhomogeneous biochemical systems. The new computational method employs a fractional step hybrid strategy. A novel formulation of the finite state projection (FSP) method, called the diffusive FSP method, is introduced for the efficient and accurate simulation of diffusive transport. Reactions are handled by the stochastic simulation algorithm.

Students' difficulties with vector calculus in electrodynamics

NASA Astrophysics Data System (ADS)

Bollen, Laurens; van Kampen, Paul; De Cock, Mieke

2015-12-01

Understanding Maxwell's equations in differential form is of great importance when studying the electrodynamic phenomena discussed in advanced electromagnetism courses. It is therefore necessary that students master the use of vector calculus in physical situations. In this light we investigated the difficulties second year students at KU Leuven encounter with the divergence and curl of a vector field in mathematical and physical contexts. We have found that they are quite skilled at doing calculations, but struggle with interpreting graphical representations of vector fields and applying vector calculus to physical situations. We have found strong indications that traditional instruction is not sufficient for our students to fully understand the meaning and power of Maxwell's equations in electrodynamics.

On time-dependent diffusion coefficients arising from stochastic processes with memory

NASA Astrophysics Data System (ADS)

Carpio-Bernido, M. Victoria; Barredo, Wilson I.; Bernido, Christopher C.

2017-08-01

Time-dependent diffusion coefficients arise from anomalous diffusion encountered in many physical systems such as protein transport in cells. We compare these coefficients with those arising from analysis of stochastic processes with memory that go beyond fractional Brownian motion. Facilitated by the Hida white noise functional integral approach, diffusion propagators or probability density functions (pdf) are obtained and shown to be solutions of modified diffusion equations with time-dependent diffusion coefficients. This should be useful in the study of complex transport processes.

A review and evaluation of numerical tools for fractional calculus and fractional order controls

NASA Astrophysics Data System (ADS)

Li, Zhuo; Liu, Lu; Dehghan, Sina; Chen, YangQuan; Xue, Dingyü

2017-06-01

In recent years, as fractional calculus becomes more and more broadly used in research across different academic disciplines, there are increasing demands for the numerical tools for the computation of fractional integration/differentiation, and the simulation of fractional order systems. Time to time, being asked about which tool is suitable for a specific application, the authors decide to carry out this survey to present recapitulative information of the available tools in the literature, in hope of benefiting researchers with different academic backgrounds. With this motivation, the present article collects the scattered tools into a dashboard view, briefly introduces their usage and algorithms, evaluates the accuracy, compares the performance, and provides informative comments for selection.

High-order fractional partial differential equation transform for molecular surface construction

PubMed Central

Hu, Langhua; Chen, Duan; Wei, Guo-Wei

2013-01-01

Fractional derivative or fractional calculus plays a significant role in theoretical modeling of scientific and engineering problems. However, only relatively low order fractional derivatives are used at present. In general, it is not obvious what role a high fractional derivative can play and how to make use of arbitrarily high-order fractional derivatives. This work introduces arbitrarily high-order fractional partial differential equations (PDEs) to describe fractional hyperdiffusions. The fractional PDEs are constructed via fractional variational principle. A fast fractional Fourier transform (FFFT) is proposed to numerically integrate the high-order fractional PDEs so as to avoid stringent stability constraints in solving high-order evolution PDEs. The proposed high-order fractional PDEs are applied to the surface generation of proteins. We first validate the proposed method with a variety of test examples in two and three-dimensional settings. The impact of high-order fractional derivatives to surface analysis is examined. We also construct fractional PDE transform based on arbitrarily high-order fractional PDEs. We demonstrate that the use of arbitrarily high-order derivatives gives rise to time-frequency localization, the control of the spectral distribution, and the regulation of the spatial resolution in the fractional PDE transform. Consequently, the fractional PDE transform enables the mode decomposition of images, signals, and surfaces. The effect of the propagation time on the quality of resulting molecular surfaces is also studied. Computational efficiency of the present surface generation method is compared with the MSMS approach in Cartesian representation. We further validate the present method by examining some benchmark indicators of macromolecular surfaces, i.e., surface area, surface enclosed volume, surface electrostatic potential and solvation free energy. Extensive numerical experiments and comparison with an established surface model indicate that the proposed high-order fractional PDEs are robust, stable and efficient for biomolecular surface generation. PMID:24364020

Regularity of random attractors for fractional stochastic reaction-diffusion equations on Rn

NASA Astrophysics Data System (ADS)

Gu, Anhui; Li, Dingshi; Wang, Bixiang; Yang, Han

2018-06-01

We investigate the regularity of random attractors for the non-autonomous non-local fractional stochastic reaction-diffusion equations in Hs (Rn) with s ∈ (0 , 1). We prove the existence and uniqueness of the tempered random attractor that is compact in Hs (Rn) and attracts all tempered random subsets of L2 (Rn) with respect to the norm of Hs (Rn). The main difficulty is to show the pullback asymptotic compactness of solutions in Hs (Rn) due to the noncompactness of Sobolev embeddings on unbounded domains and the almost sure nondifferentiability of the sample paths of the Wiener process. We establish such compactness by the ideas of uniform tail-estimates and the spectral decomposition of solutions in bounded domains.

Quantum State Diffusion

NASA Astrophysics Data System (ADS)

Percival, Ian

2005-10-01

1. Introduction; 2. Brownian motion and Itô calculus; 3. Open quantum systems; 4. Quantum state diffusion; 5. Localisation; 6. Numerical methods and examples; 7. Quantum foundations; 8. Primary state diffusion; 9. Classical dynamics of quantum localisation; 10. Semiclassical theory and linear dynamics.

A fractional approach to the Fermi-Pasta-Ulam problem

NASA Astrophysics Data System (ADS)

Machado, J. A. T.

2013-09-01

This paper studies the Fermi-Pasta-Ulam problem having in mind the generalization provided by Fractional Calculus (FC). The study starts by addressing the classical formulation, based on the standard integer order differential calculus and evaluates the time and frequency responses. A first generalization to be investigated consists in the direct replacement of the springs by fractional elements of the dissipative type. It is observed that the responses settle rapidly and no relevant phenomena occur. A second approach consists of replacing the springs by a blend of energy extracting and energy inserting elements of symmetrical fractional order with amplitude modulated by quadratic terms. The numerical results reveal a response close to chaotic behaviour.

Extremely low order time-fractional differential equation and application in combustion process

NASA Astrophysics Data System (ADS)

Xu, Qinwu; Xu, Yufeng

2018-11-01

Fractional blow-up model, especially which is of very low order of fractional derivative, plays a significant role in combustion process. The order of time-fractional derivative in diffusion model essentially distinguishes the super-diffusion and sub-diffusion processes when it is relatively high or low accordingly. In this paper, the blow-up phenomenon and condition of its appearance are theoretically proved. The blow-up moment is estimated by using differential inequalities. To numerically study the behavior around blow-up point, a mixed numerical method based on adaptive finite difference on temporal direction and highly effective discontinuous Galerkin method on spatial direction is proposed. The time of blow-up is calculated accurately. In simulation, we analyze the dynamics of fractional blow-up model under different orders of fractional derivative. It is found that the lower the order, the earlier the blow-up comes, by fixing the other parameters in the model. Our results confirm the physical truth that a combustor for explosion cannot be too small.

Feasibility study on the least square method for fitting non-Gaussian noise data

NASA Astrophysics Data System (ADS)

Xu, Wei; Chen, Wen; Liang, Yingjie

2018-02-01

This study is to investigate the feasibility of least square method in fitting non-Gaussian noise data. We add different levels of the two typical non-Gaussian noises, Lévy and stretched Gaussian noises, to exact value of the selected functions including linear equations, polynomial and exponential equations, and the maximum absolute and the mean square errors are calculated for the different cases. Lévy and stretched Gaussian distributions have many applications in fractional and fractal calculus. It is observed that the non-Gaussian noises are less accurately fitted than the Gaussian noise, but the stretched Gaussian cases appear to perform better than the Lévy noise cases. It is stressed that the least-squares method is inapplicable to the non-Gaussian noise cases when the noise level is larger than 5%.

Nonholonomic relativistic diffusion and exact solutions for stochastic Einstein spaces

NASA Astrophysics Data System (ADS)

Vacaru, S. I.

2012-03-01

We develop an approach to the theory of nonholonomic relativistic stochastic processes in curved spaces. The Itô and Stratonovich calculus are formulated for spaces with conventional horizontal (holonomic) and vertical (nonholonomic) splitting defined by nonlinear connection structures. Geometric models of the relativistic diffusion theory are elaborated for nonholonomic (pseudo) Riemannian manifolds and phase velocity spaces. Applying the anholonomic deformation method, the field equations in Einstein's gravity and various modifications are formally integrated in general forms, with generic off-diagonal metrics depending on some classes of generating and integration functions. Choosing random generating functions we can construct various classes of stochastic Einstein manifolds. We show how stochastic gravitational interactions with mixed holonomic/nonholonomic and random variables can be modelled in explicit form and study their main geometric and stochastic properties. Finally, the conditions when non-random classical gravitational processes transform into stochastic ones and inversely are analyzed.

Anomalous dielectric relaxation with linear reaction dynamics in space-dependent force fields.

PubMed

Hong, Tao; Tang, Zhengming; Zhu, Huacheng

2016-12-28

The anomalous dielectric relaxation of disordered reaction with linear reaction dynamics is studied via the continuous time random walk model in the presence of space-dependent electric field. Two kinds of modified reaction-subdiffusion equations are derived for different linear reaction processes by the master equation, including the instantaneous annihilation reaction and the noninstantaneous annihilation reaction. If a constant proportion of walkers is added or removed instantaneously at the end of each step, there will be a modified reaction-subdiffusion equation with a fractional order temporal derivative operating on both the standard diffusion term and a linear reaction kinetics term. If the walkers are added or removed at a constant per capita rate during the waiting time between steps, there will be a standard linear reaction kinetics term but a fractional order temporal derivative operating on an anomalous diffusion term. The dielectric polarization is analyzed based on the Legendre polynomials and the dielectric properties of both reactions can be expressed by the effective rotational diffusion function and component concentration function, which is similar to the standard reaction-diffusion process. The results show that the effective permittivity can be used to describe the dielectric properties in these reactions if the chemical reaction time is much longer than the relaxation time.

The Legendre transform in geometric calculus

NASA Astrophysics Data System (ADS)

McClellan, Gene E.

2013-10-01

This paper explores the extension of the Legendre transform from scalar calculus to geometric calculus. In physics, the Legendre transform provides a change of variables to express equations of motion or other physical relationships in terms of the most convenient dynamical quantities for a given experimental or theoretical analysis. In classical mechanics and in field theory, the Legendre transform generates the Hamiltonian function of a system from the Lagrangian function or vice versa. In thermodynamics, the Legendre transform allows thermodynamic relationships to be written in terms of alternative sets of independent variables. In this paper, we review the properties of the Legendre transform in scalar calculus and show how an analogous transformation with similar properties may be constructed in geometric calculus.

A semi-analytical method for the computation of the Lyapunov exponents of fractional-order systems

NASA Astrophysics Data System (ADS)

Caponetto, Riccardo; Fazzino, Stefano

2013-01-01

Fractional-order differential equations are interesting for their applications in the construction of mathematical models in finance, materials science or diffusion. In this paper, an application of a well known transformation technique, Differential Transform Method (DTM), to the area of fractional differential equation is employed for calculating Lyapunov exponents of fractional order systems. It is known that the Lyapunov exponents, first introduced by Oseledec, play a crucial role in characterizing the behaviour of dynamical systems. They can be used to analyze the sensitive dependence on initial conditions and the presence of chaotic attractors. The results reveal that the proposed method is very effective and simple and leads to accurate, approximately convergent solutions.

Uncertain viscoelastic models with fractional order: A new spectral tau method to study the numerical simulations of the solution

NASA Astrophysics Data System (ADS)

Ahmadian, A.; Ismail, F.; Salahshour, S.; Baleanu, D.; Ghaemi, F.

2017-12-01

The analysis of the behaviors of physical phenomena is important to discover significant features of the character and the structure of mathematical models. Frequently the unknown parameters involve in the models are assumed to be unvarying over time. In reality, some of them are uncertain and implicitly depend on several factors. In this study, to consider such uncertainty in variables of the models, they are characterized based on the fuzzy notion. We propose here a new model based on fractional calculus to deal with the Kelvin-Voigt (KV) equation and non-Newtonian fluid behavior model with fuzzy parameters. A new and accurate numerical algorithm using a spectral tau technique based on the generalized fractional Legendre polynomials (GFLPs) is developed to solve those problems under uncertainty. Numerical simulations are carried out and the analysis of the results highlights the significant features of the new technique in comparison with the previous findings. A detailed error analysis is also carried out and discussed.

Comparative study of the methane and methanol mass transfer in the mesoporous H-ZSM-5/alumina extruded pellet

NASA Astrophysics Data System (ADS)

Zhokh, Alexey A.; Strizhak, Peter E.

2018-07-01

H-ZSM-5/alumina catalyst pellet was prepared using extrusion method. The as-prepared mesoporous material was characterized using nitrogen adsorption, IR, XRD, and TEM methods. Transport of methane and methanol in the obtained H-ZSM-5/alumina extruded grain was studied. We demonstrate that the methanol transport may be described by the time-fractional diffusion equation in a fairly good manner. The measured value of the fractional order of the time-fractional derivative reveals the fast super-diffusive regime of the methanol transport in the mesoporous solid. Contrary, the methane transport has been found to follow a standard diffusion and described by the second Fick's law. These findings show that mass transfer kinetics is characterized by the order of the temporal derivative. The latter is a unique property of the individual porous media and the diffusing agent.

Comparative study of the methane and methanol mass transfer in the mesoporous H-ZSM-5/alumina extruded pellet

NASA Astrophysics Data System (ADS)

Zhokh, Alexey A.; Strizhak, Peter E.

2018-01-01

H-ZSM-5/alumina catalyst pellet was prepared using extrusion method. The as-prepared mesoporous material was characterized using nitrogen adsorption, IR, XRD, and TEM methods. Transport of methane and methanol in the obtained H-ZSM-5/alumina extruded grain was studied. We demonstrate that the methanol transport may be described by the time-fractional diffusion equation in a fairly good manner. The measured value of the fractional order of the time-fractional derivative reveals the fast super-diffusive regime of the methanol transport in the mesoporous solid. Contrary, the methane transport has been found to follow a standard diffusion and described by the second Fick's law. These findings show that mass transfer kinetics is characterized by the order of the temporal derivative. The latter is a unique property of the individual porous media and the diffusing agent.

Suspension concentration distribution in turbulent flows: An analytical study using fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Kundu, Snehasis

2018-09-01

In this study vertical distribution of sediment particles in steady uniform turbulent open channel flow over erodible bed is investigated using fractional advection-diffusion equation (fADE). Unlike previous investigations on fADE to investigate the suspension distribution, in this study the modified Atangana-Baleanu-Caputo fractional derivative with a non-singular and non-local kernel is employed. The proposed fADE is solved and an analytical model for finding vertical suspension distribution is obtained. The model is validated against experimental as well as field measurements of Missouri River, Mississippi River and Rio Grande conveyance channel and is compared with the Rouse equation and other fractional model found in literature. A quantitative error analysis shows that the proposed model is able to predict the vertical distribution of particles more appropriately than previous models. The validation results shows that the fractional model can be equally applied to all size of particles with an appropriate choice of the order of the fractional derivative α. It is also found that besides particle diameter, parameter α depends on the mass density of particle and shear velocity of the flow. To predict this parameter, a multivariate regression is carried out and a relation is proposed for easy application of the model. From the results for sand and plastic particles, it is found that the parameter α is more sensitive to mass density than the particle diameter. The rationality of the dependence of α on particle and flow characteristics has been justified physically.

Non-integer viscoelastic constitutive law to model soft biological tissues to in-vivo indentation.

PubMed

Demirci, Nagehan; Tönük, Ergin

2014-01-01

During the last decades, derivatives and integrals of non-integer orders are being more commonly used for the description of constitutive behavior of various viscoelastic materials including soft biological tissues. Compared to integer order constitutive relations, non-integer order viscoelastic material models of soft biological tissues are capable of capturing a wider range of viscoelastic behavior obtained from experiments. Although integer order models may yield comparably accurate results, non-integer order material models have less number of parameters to be identified in addition to description of an intermediate material that can monotonically and continuously be adjusted in between an ideal elastic solid and an ideal viscous fluid. In this work, starting with some preliminaries on non-integer (fractional) calculus, the "spring-pot", (intermediate mechanical element between a solid and a fluid), non-integer order three element (Zener) solid model, finally a user-defined large strain non-integer order viscoelastic constitutive model was constructed to be used in finite element simulations. Using the constitutive equation developed, by utilizing inverse finite element method and in vivo indentation experiments, soft tissue material identification was performed. The results indicate that material coefficients obtained from relaxation experiments, when optimized with creep experimental data could simulate relaxation, creep and cyclic loading and unloading experiments accurately. Non-integer calculus viscoelastic constitutive models, having physical interpretation and modeling experimental data accurately is a good alternative to classical phenomenological viscoelastic constitutive equations.

Conformable derivative approach to anomalous diffusion

NASA Astrophysics Data System (ADS)

Zhou, H. W.; Yang, S.; Zhang, S. Q.

2018-02-01

By using a new derivative with fractional order, referred to conformable derivative, an alternative representation of the diffusion equation is proposed to improve the modeling of anomalous diffusion. The analytical solutions of the conformable derivative model in terms of Gauss kernel and Error function are presented. The power law of the mean square displacement for the conformable diffusion model is studied invoking the time-dependent Gauss kernel. The parameters related to the conformable derivative model are determined by Levenberg-Marquardt method on the basis of the experimental data of chloride ions transportation in reinforced concrete. The data fitting results showed that the conformable derivative model agrees better with the experimental data than the normal diffusion equation. Furthermore, the potential application of the proposed conformable derivative model of water flow in low-permeability media is discussed.

LETTER TO THE EDITOR: Thermally activated processes in magnetic systems consisting of rigid dipoles: equivalence of the Ito and Stratonovich stochastic calculus

NASA Astrophysics Data System (ADS)

Berkov, D. V.; Gorn, N. L.

2002-04-01

We demonstrate that the Ito and the Stratonovich stochastic calculus lead to identical results when applied to the stochastic dynamics study of magnetic systems consisting of dipoles with the constant magnitude, despite the multiplicative noise appearing in the corresponding Langevin equations. The immediate consequence of this statement is that any numerical method used for the solution of these equations will lead to the physically correct results.

Fractional order analysis of Sephadex gel structures: NMR measurements reflecting anomalous diffusion

NASA Astrophysics Data System (ADS)

Magin, Richard L.; Akpa, Belinda S.; Neuberger, Thomas; Webb, Andrew G.

2011-12-01

We report the appearance of anomalous water diffusion in hydrophilic Sephadex gels observed using pulse field gradient (PFG) nuclear magnetic resonance (NMR). The NMR diffusion data was collected using a Varian 14.1 Tesla imaging system with a home-built RF saddle coil. A fractional order analysis of the data was used to characterize heterogeneity in the gels for the dynamics of water diffusion in this restricted environment. Several recent studies of anomalous diffusion have used the stretched exponential function to model the decay of the NMR signal, i.e., exp[-( bD) α], where D is the apparent diffusion constant, b is determined the experimental conditions (gradient pulse separation, durations and strength), and α is a measure of structural complexity. In this work, we consider a different case where the spatial Laplacian in the Bloch-Torrey equation is generalized to a fractional order model of diffusivity via a complexity parameter, β, a space constant, μ, and a diffusion coefficient, D. This treatment reverts to the classical result for the integer order case. The fractional order decay model was fit to the diffusion-weighted signal attenuation for a range of b-values (0 < b < 4000 s mm -2). Throughout this range of b values, the parameters β, μ and D, were found to correlate with the porosity and tortuosity of the gel structure.

Few Fractional Order Derivatives and Their Computations

ERIC Educational Resources Information Center

Bhatta, D. D.

2007-01-01

This work presents an introductory development of fractional order derivatives and their computations. Historical development of fractional calculus is discussed. This paper presents how to obtain computational results of fractional order derivatives for some elementary functions. Computational results are illustrated in tabular and graphical…

Real-Time Exponential Curve Fits Using Discrete Calculus

NASA Technical Reports Server (NTRS)

Rowe, Geoffrey

2010-01-01

An improved solution for curve fitting data to an exponential equation (y = Ae(exp Bt) + C) has been developed. This improvement is in four areas -- speed, stability, determinant processing time, and the removal of limits. The solution presented avoids iterative techniques and their stability errors by using three mathematical ideas: discrete calculus, a special relationship (be tween exponential curves and the Mean Value Theorem for Derivatives), and a simple linear curve fit algorithm. This method can also be applied to fitting data to the general power law equation y = Ax(exp B) + C and the general geometric growth equation y = Ak(exp Bt) + C.

Students' Difficulties with Vector Calculus in Electrodynamics

ERIC Educational Resources Information Center

Bollen, Laurens; van Kampen, Paul; De Cock, Mieke

2015-01-01

Understanding Maxwell's equations in differential form is of great importance when studying the electrodynamic phenomena discussed in advanced electromagnetism courses. It is therefore necessary that students master the use of vector calculus in physical situations. In this light we investigated the difficulties second year students at KU Leuven…

A Review of Tensors and Tensor Signal Processing

NASA Astrophysics Data System (ADS)

Cammoun, L.; Castaño-Moraga, C. A.; Muñoz-Moreno, E.; Sosa-Cabrera, D.; Acar, B.; Rodriguez-Florido, M. A.; Brun, A.; Knutsson, H.; Thiran, J. P.

Tensors have been broadly used in mathematics and physics, since they are a generalization of scalars or vectors and allow to represent more complex properties. In this chapter we present an overview of some tensor applications, especially those focused on the image processing field. From a mathematical point of view, a lot of work has been developed about tensor calculus, which obviously is more complex than scalar or vectorial calculus. Moreover, tensors can represent the metric of a vector space, which is very useful in the field of differential geometry. In physics, tensors have been used to describe several magnitudes, such as the strain or stress of materials. In solid mechanics, tensors are used to define the generalized Hooke’s law, where a fourth order tensor relates the strain and stress tensors. In fluid dynamics, the velocity gradient tensor provides information about the vorticity and the strain of the fluids. Also an electromagnetic tensor is defined, that simplifies the notation of the Maxwell equations. But tensors are not constrained to physics and mathematics. They have been used, for instance, in medical imaging, where we can highlight two applications: the diffusion tensor image, which represents how molecules diffuse inside the tissues and is broadly used for brain imaging; and the tensorial elastography, which computes the strain and vorticity tensor to analyze the tissues properties. Tensors have also been used in computer vision to provide information about the local structure or to define anisotropic image filters.

The fractional diffusion limit of a kinetic model with biochemical pathway

NASA Astrophysics Data System (ADS)

Perthame, Benoît; Sun, Weiran; Tang, Min

2018-06-01

Kinetic-transport equations that take into account the intracellular pathways are now considered as the correct description of bacterial chemotaxis by run and tumble. Recent mathematical studies have shown their interest and their relations to more standard models. Macroscopic equations of Keller-Segel type have been derived using parabolic scaling. Due to the randomness of receptor methylation or intracellular chemical reactions, noise occurs in the signaling pathways and affects the tumbling rate. Then comes the question to understand the role of an internal noise on the behavior of the full population. In this paper we consider a kinetic model for chemotaxis which includes biochemical pathway with noises. We show that under proper scaling and conditions on the tumbling frequency as well as the form of noise, fractional diffusion can arise in the macroscopic limits of the kinetic equation. This gives a new mathematical theory about how long jumps can be due to the internal noise of the bacteria.

Turing pattern dynamics and adaptive discretization for a super-diffusive Lotka-Volterra model.

PubMed

Bendahmane, Mostafa; Ruiz-Baier, Ricardo; Tian, Canrong

2016-05-01

In this paper we analyze the effects of introducing the fractional-in-space operator into a Lotka-Volterra competitive model describing population super-diffusion. First, we study how cross super-diffusion influences the formation of spatial patterns: a linear stability analysis is carried out, showing that cross super-diffusion triggers Turing instabilities, whereas classical (self) super-diffusion does not. In addition we perform a weakly nonlinear analysis yielding a system of amplitude equations, whose study shows the stability of Turing steady states. A second goal of this contribution is to propose a fully adaptive multiresolution finite volume method that employs shifted Grünwald gradient approximations, and which is tailored for a larger class of systems involving fractional diffusion operators. The scheme is aimed at efficient dynamic mesh adaptation and substantial savings in computational burden. A numerical simulation of the model was performed near the instability boundaries, confirming the behavior predicted by our analysis.

Derivative with two fractional orders: A new avenue of investigation toward revolution in fractional calculus

NASA Astrophysics Data System (ADS)

Atangana, Abdon

2016-10-01

In order to describe more complex problems using the concept of fractional derivatives, we introduce in this paper the concept of fractional derivatives with orders. The new definitions are based upon the concept of power law together with the generalized Mittag-Leffler function. The first order is included in the power law function and the second one is in the generalized Mittag-Leffler function. Each order therefore plays an important role while modeling, for instance, problems with two layers with different properties. This is the case, for instance, in thermal science for a reaction diffusion within a media with two different layers with different properties. Another case is that of groundwater flowing within an aquifer where geological formation is formed with two layers with different properties. The paper presents new fractional operators that will open new doors for research and investigations in modeling real world problems. Some useful properties of the new operators are presented, in particular their relationship with existing integral transforms, namely the Laplace, Sumudu, Mellin and Fourier transforms. The numerical approximation of the new fractional operators are presented. We apply the new fractional operators on the model of groundwater plume with degradation and limited sorption and solve the new model numerically with some numerical simulations. The numerical simulation leaves no doubt in believing that the new fractional operators are powerfull mathematical tools able to portray complexes real world problems.

Calculus of Elementary Functions, Part IV. Teacher's Commentary. Preliminary Edition.

ERIC Educational Resources Information Center

Herriot, Sarah T.; And Others

This teacher's guide is designed for use with the SMSG textbook "Calculus of Elementary Functions." It contains solutions to exercises found in Chapter 9, Integration Theory and Technique; Chapter 10, Simple Differential Equations; Appendix 5, Area and Integral; Appendix 6; Appendix 7, Continuity Theory; and Appendix 8, More About…

Modeling an Outbreak of Anthrax

ERIC Educational Resources Information Center

Sturdivant, Rod; Watts, Krista

2010-01-01

This article presents material that has been used as a classroom activity in a calculus-based probability and statistics course. The application was used in the first few lessons of this course. Students had three previous semesters of math, including calculus (single and multivariable), differential equations, and a course in mathematical…

Asymptotic response of observables from divergent weak-coupling expansions: a fractional-calculus-assisted Padé technique.

PubMed

Dhatt, Sharmistha; Bhattacharyya, Kamal

2012-08-01

Appropriate constructions of Padé approximants are believed to provide reasonable estimates of the asymptotic (large-coupling) amplitude and exponent of an observable, given its weak-coupling expansion to some desired order. In many instances, however, sequences of such approximants are seen to converge very poorly. We outline here a strategy that exploits the idea of fractional calculus to considerably improve the convergence behavior. Pilot calculations on the ground-state perturbative energy series of quartic, sextic, and octic anharmonic oscillators reveal clearly the worth of our endeavor.

Anomalous Diffusion Approximation of Risk Processes in Operational Risk of Non-Financial Corporations

NASA Astrophysics Data System (ADS)

Magdziarz, M.; Mista, P.; Weron, A.

2007-05-01

We introduce an approximation of the risk processes by anomalous diffusion. In the paper we consider the case, where the waiting times between successive occurrences of the claims belong to the domain of attraction of alpha -stable distribution. The relationship between the obtained approximation and the celebrated fractional diffusion equation is emphasised. We also establish upper bounds for the ruin probability in the considered model and give some numerical examples.

STOCHASTIC INTEGRATION FOR TEMPERED FRACTIONAL BROWNIAN MOTION.

PubMed

Meerschaert, Mark M; Sabzikar, Farzad

2014-07-01

Tempered fractional Brownian motion is obtained when the power law kernel in the moving average representation of a fractional Brownian motion is multiplied by an exponential tempering factor. This paper develops the theory of stochastic integrals for tempered fractional Brownian motion. Along the way, we develop some basic results on tempered fractional calculus.

In Praise of the Catenary

NASA Astrophysics Data System (ADS)

Behroozi, F.

2018-04-01

When a chain hangs loosely from its end points, it takes the familiar form known as the catenary. Power lines, clothes lines, and chain links are familiar examples of the catenary in everyday life. Nevertheless, the subject is conspicuously absent from current introductory physics and calculus courses. Even in upper-level physics and math courses, the catenary equation is usually introduced as an example of hyperbolic functions or discussed as an application of the calculus of variations. We present a new derivation of the catenary equation that is suitable for introductory physics and mathematics courses.

Evaluation of the Impact Computer Program as a Linear Design Tool for Bird-Resistant Aircraft Transparencies.

DTIC Science & Technology

1980-03-01

Pressure on a Flat Plate, Arnold Engineering Development Center, Arnold Air Force Station, Tennessee 37389, AEDC-TR-79-14. 28. G. B. Thomas , Calculus and...Equation (6) was then 0.00177 sec. The average impact force from Equation (7) was 23,245 lb. The bird impact force-time history (28) G. B. Thomas ... Calculus and Analytic Geometry, Addison- Wesley, 1965. 60 Parallel to C Windshield N is unit vector B normal to windshieldNN panel at target point ... 4C

Lie Symmetry Analysis of the Inhomogeneous Toda Lattice Equation via Semi-Discrete Exterior Calculus

NASA Astrophysics Data System (ADS)

Liu, Jiang; Wang, Deng-Shan; Yin, Yan-Bin

2017-06-01

In this work, the Lie point symmetries of the inhomogeneous Toda lattice equation are obtained by semi-discrete exterior calculus, which is a semi-discrete version of Harrison and Estabrook’s geometric approach. A four-dimensional Lie algebra and its one-, two- and three-dimensional subalgebras are given. Two similarity reductions of the inhomogeneous Toda lattice equation are obtained by using the symmetry vectors. Supported by National Natural Science Foundation of China under Grant Nos. 11375030, 11472315, and Department of Science and Technology of Henan Province under Grant No. 162300410223 and Beijing Finance Funds of Natural Science Program for Excellent Talents under Grant No. 2014000026833ZK19

Differential form representation of stochastic electromagnetic fields

NASA Astrophysics Data System (ADS)

Haider, Michael; Russer, Johannes A.

2017-09-01

In this work, we revisit the theory of stochastic electromagnetic fields using exterior differential forms. We present a short overview as well as a brief introduction to the application of differential forms in electromagnetic theory. Within the framework of exterior calculus we derive equations for the second order moments, describing stochastic electromagnetic fields. Since the resulting objects are continuous quantities in space, a discretization scheme based on the Method of Moments (MoM) is introduced for numerical treatment. The MoM is applied in such a way, that the notation of exterior calculus is maintained while we still arrive at the same set of algebraic equations as obtained for the case of formulating the theory using the traditional notation of vector calculus. We conclude with an analytic calculation of the radiated electric field of two Hertzian dipole, excited by uncorrelated random currents.

Fractional derivatives in the transport of drugs across biological materials and human skin

NASA Astrophysics Data System (ADS)

Caputo, Michele; Cametti, Cesare

2016-11-01

The diffusion of drugs across a composite structure such as a biological membrane is a rather complex phenomenon, because of its inhomogeneous nature, yielding a diffusion rate and a drug solubility strongly dependent on the local position across the membrane itself. These problems are particularly strengthened in composite structures of a considerable thickness like, for example, the human skin, where the high heterogeneity provokes the transport through different simultaneous pathways. In this note, we propose a generalization of the diffusion model based on Fick's 2nd equation by substituting a diffusion constant by means of the memory formalism approach (diffusion with memory). In particular, we employ two different definitions of the fractional derivative, i.e., the usual Caputo fractional derivative and a new definition recently proposed by Caputo and Fabrizio. The model predictions have been compared to experimental results concerning the permeation of two different compounds through human skin in vivo, such as piroxicam, an anti-inflammatory drug, and 4-cyanophenol, a test chemical model compound. Moreover, we have also considered water penetration across human stratum corneum and the diffusion of an antiviral agent employed as model drugs across the skin of male hairless rats. In all cases, a satisfactory good agreement based on the diffusion with memory has been found. However, the model based on the new definition of fractional derivative gives a better description of the experimental data, on the basis of the residuals analysis. The use of the new definition widens the applicability of the fractional derivative to diffusion processes in highly heterogeneous systems.

Complex Mapping of Aerofoils--A Different Perspective

ERIC Educational Resources Information Center

Matthews, Miccal T.

2012-01-01

In this article an application of conformal mapping to aerofoil theory is studied from a geometric and calculus point of view. The problem is suitable for undergraduate teaching in terms of a project or extended piece of work, and brings together the concepts of geometric mapping, parametric equations, complex numbers and calculus. The Joukowski…

Understanding Introductory Students' Application of Integrals in Physics from Multiple Perspectives

ERIC Educational Resources Information Center

Hu, Dehui

2013-01-01

Calculus is used across many physics topics from introductory to upper-division level college courses. The concepts of differentiation and integration are important tools for solving real world problems. Using calculus or any mathematical tool in physics is much more complex than the straightforward application of the equations and algorithms that…

A Study into Discontinuous Galerkin Methods for the Second Order Wave Equation

DTIC Science & Technology

2015-06-01

2011, vol. 7. [9] J. Stewart , Calculus . Belmont, CA: Cengage Learning, 2011. [10] J. E. Kozdon and L. C. Wilcox, “Skew-symmetric splitting for...solution directly at a set of points in a domain. In terms of the calculus of finite differences, we are looking to approximate the derivatives by

Maxwell Equations and the Redundant Gauge Degree of Freedom

ERIC Educational Resources Information Center

Wong, Chun Wa

2009-01-01

On transformation to the Fourier space (k,[omega]), the partial differential Maxwell equations simplify to algebraic equations, and the Helmholtz theorem of vector calculus reduces to vector algebraic projections. Maxwell equations and their solutions can then be separated readily into longitudinal and transverse components relative to the…

A low diffusive Lagrange-remap scheme for the simulation of violent air-water free-surface flows

NASA Astrophysics Data System (ADS)

Bernard-Champmartin, Aude; De Vuyst, Florian

2014-10-01

In 2002, Després and Lagoutière [17] proposed a low-diffusive advection scheme for pure transport equation problems, which is particularly accurate for step-shaped solutions, and thus suited for interface tracking procedure by a color function. This has been extended by Kokh and Lagoutière [28] in the context of compressible multifluid flows using a five-equation model. In this paper, we explore a simplified variant approach for gas-liquid three-equation models. The Eulerian numerical scheme has two ingredients: a robust remapped Lagrange solver for the solution of the volume-averaged equations, and a low diffusive compressive scheme for the advection of the gas mass fraction. Numerical experiments show the performance of the computational approach on various flow reference problems: dam break, sloshing of a tank filled with water, water-water impact and finally a case of Rayleigh-Taylor instability. One of the advantages of the present interface capturing solver is its natural implementation on parallel processors or computers.

Numerical solution of the time fractional reaction-diffusion equation with a moving boundary

NASA Astrophysics Data System (ADS)

Zheng, Minling; Liu, Fawang; Liu, Qingxia; Burrage, Kevin; Simpson, Matthew J.

2017-06-01

A fractional reaction-diffusion model with a moving boundary is presented in this paper. An efficient numerical method is constructed to solve this moving boundary problem. Our method makes use of a finite difference approximation for the temporal discretization, and spectral approximation for the spatial discretization. The stability and convergence of the method is studied, and the errors of both the semi-discrete and fully-discrete schemes are derived. Numerical examples, motivated by problems from developmental biology, show a good agreement with the theoretical analysis and illustrate the efficiency of our method.

A parallel algorithm for the two-dimensional time fractional diffusion equation with implicit difference method.

PubMed

Gong, Chunye; Bao, Weimin; Tang, Guojian; Jiang, Yuewen; Liu, Jie

2014-01-01

It is very time consuming to solve fractional differential equations. The computational complexity of two-dimensional fractional differential equation (2D-TFDE) with iterative implicit finite difference method is O(M(x)M(y)N(2)). In this paper, we present a parallel algorithm for 2D-TFDE and give an in-depth discussion about this algorithm. A task distribution model and data layout with virtual boundary are designed for this parallel algorithm. The experimental results show that the parallel algorithm compares well with the exact solution. The parallel algorithm on single Intel Xeon X5540 CPU runs 3.16-4.17 times faster than the serial algorithm on single CPU core. The parallel efficiency of 81 processes is up to 88.24% compared with 9 processes on a distributed memory cluster system. We do think that the parallel computing technology will become a very basic method for the computational intensive fractional applications in the near future.

Sharks, Minnows, and Wheelbarrows: Calculus Modeling Projects

ERIC Educational Resources Information Center

Smith, Michael D.

2011-01-01

The purpose of this article is to present two very active applied modeling projects that were successfully implemented in a first semester calculus course at Hollins University. The first project uses a logistic equation to model the spread of a new disease such as swine flu. The second project is a human take on the popular article "Do Dogs Know…

Parametric Surfaces Competition: Using Technology to Foster Creativity

ERIC Educational Resources Information Center

Kaur, Manmohan; Wangler, Thomas

2014-01-01

Although most calculus students are comfortable with the Cartesian equations of curves and surfaces, they struggle with the concept of parameters. A multivariable calculus course is really the time to nail this concept down, once and for all, since it provides an easy way to represent many beautiful and useful surfaces, and graph them using a…

Modelling and formation of spatiotemporal patterns of fractional predation system in subdiffusion and superdiffusion scenarios

NASA Astrophysics Data System (ADS)

Owolabi, Kolade M.; Atangana, Abdon

2018-02-01

This paper primarily focused on the question of how population diffusion can affect the formation of the spatial patterns in the spatial fraction predator-prey system by Turing mechanisms. Our numerical findings assert that modeling by fractional reaction-diffusion equations should be considered as an appropriate tool for studying the fundamental mechanisms of complex spatiotemporal dynamics. We observe that pure Hopf instability gives rise to the formation of spiral patterns in 2D and pure Turing instability destroys the spiral pattern and results to the formation of chaotic or spatiotemporal spatial patterns. Existence and permanence of the species is also guaranteed with the 3D simulations at some instances of time for subdiffusive and superdiffusive scenarios.

Backpropagation and ordered derivatives in the time scales calculus.

PubMed

Seiffertt, John; Wunsch, Donald C

2010-08-01

Backpropagation is the most widely used neural network learning technique. It is based on the mathematical notion of an ordered derivative. In this paper, we present a formulation of ordered derivatives and the backpropagation training algorithm using the important emerging area of mathematics known as the time scales calculus. This calculus, with its potential for application to a wide variety of inter-disciplinary problems, is becoming a key area of mathematics. It is capable of unifying continuous and discrete analysis within one coherent theoretical framework. Using this calculus, we present here a generalization of backpropagation which is appropriate for cases beyond the specifically continuous or discrete. We develop a new multivariate chain rule of this calculus, define ordered derivatives on time scales, prove a key theorem about them, and derive the backpropagation weight update equations for a feedforward multilayer neural network architecture. By drawing together the time scales calculus and the area of neural network learning, we present the first connection of two major fields of research.

Isotopic fractionation of volatile species during bubble growth in magmas

NASA Astrophysics Data System (ADS)

Watson, E. B.

2016-12-01

Bubbles grow in decompressing magmas by simple expansion and also by diffusive supply of volatiles to the bubble/melt interface. The latter phenomenon is of significant geochemical interest because diffusion can fractionate isotopes, raising the possibility that the isotopic character of volatile components in bubbles may not reflect that of volatiles dissolved in the host melt over the lifetime of a bubble—even in the complete absence of equilibrium vapor/melt isotopic fractionation. None of the foregoing is conceptually new, but recent experimental studies have established the existence of isotope mass effects on diffusion in silicate melts for several elements (Li, Mg, Ca, Fe), and this finding has now been extended to the volatile (anionic) element chlorine (Fortin et al. 2016; this meeting). Knowledge of isotope mass effects on diffusion of volatile species opens the way for quantitative models of diffusive fractionation during bubble growth. Significantly different effects are anticipated for "passive" volatiles (e.g., noble gases and Cl) that are partitioned into existing bubbles but play little role in nucleation and growth, as opposed to "active" volatiles whose limited solubilities lead to bubble nucleation during magma decompression. Numerical solution of the appropriate diffusion/mass-conservation equations reveals that the isotope effect on passive volatiles partitioned into bubbles growing at a constant rate in a static system depends (predictably) upon R/D, Kd and D1/D2 (R = growth rate; D = diffusivity; Kd = bubble/melt partition coefficient; D1/D2 = diffusivity ratio of the isotopes of interest). Constant R is unrealistic, but other scenarios can be explored by including the solubility and EOS of an "active" volatile (e.g., CO2) in numerical simulations of bubble growth. For plausible decompression paths, R increases exponentially with time—leading, potentially, to larger isotopic fractionation of species partitioned into the growing bubble.

Noncommutative differential geometry related to the Young-Baxter equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gurevich, D.; Radul, A.; Rubtsov, V.

1995-11-10

An analogue of the differential calculus associated with a unitary solution of the quantum Young-Baxter equation is constructed. An example of a ring sheaf Z`s considered in which local solutions of the Young-Baxter quantum equation are defined but there is no global section.

Braid group representation on quantum computation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aziz, Ryan Kasyfil, E-mail: kasyfilryan@gmail.com; Muchtadi-Alamsyah, Intan, E-mail: ntan@math.itb.ac.id

2015-09-30

There are many studies about topological representation of quantum computation recently. One of diagram representation of quantum computation is by using ZX-Calculus. In this paper we will make a diagrammatical scheme of Dense Coding. We also proved that ZX-Calculus diagram of maximally entangle state satisfies Yang-Baxter Equation and therefore, we can construct a Braid Group representation of set of maximally entangle state.

Growing surfaces with anomalous diffusion: Results for the fractal Kardar-Parisi-Zhang equation

NASA Astrophysics Data System (ADS)

Katzav, Eytan

2003-09-01

In this paper I study a model for a growing surface in the presence of anomalous diffusion, also known as the fractal Kardar-Parisi-Zhang equation (FKPZ). This equation includes a fractional Laplacian that accounts for the possibility that surface transport is caused by a hopping mechanism of a Levy flight. It is shown that for a specific choice of parameters of the FKPZ equation, the equation can be solved exactly in one dimension, so that all the critical exponents, which describe the surface that grows under FKPZ, can be derived for that case. Afterwards, the self-consistent expansion (SCE) is used to predict the critical exponents for the FKPZ model for any choice of the parameters and any spatial dimension. It is then verified that the results obtained using SCE recover the exact result in one dimension. At the end a simple picture for the behavior of the fractal KPZ equation is suggested and the upper critical dimension of this model is discussed.

Solving ay'' + by' + cy = 0 with a Simple Product Rule Approach

ERIC Educational Resources Information Center

Tolle, John

2011-01-01

When elementary ordinary differential equations (ODEs) of first and second order are included in the calculus curriculum, second-order linear constant coefficient ODEs are typically solved by a method more appropriate to differential equations courses. This method involves the characteristic equation and its roots, complex-valued solutions, and…

Solving Simple Kinetics without Integrals

ERIC Educational Resources Information Center

de la Pen~a, Lisandro Herna´ndez

2016-01-01

The solution of simple kinetic equations is analyzed without referencing any topic from differential equations or integral calculus. Guided by the physical meaning of the rate equation, a systematic procedure is used to generate an approximate solution that converges uniformly to the exact solution in the case of zero, first, and second order…

Orientational Order on Surfaces: The Coupling of Topology, Geometry, and Dynamics

NASA Astrophysics Data System (ADS)

Nestler, M.; Nitschke, I.; Praetorius, S.; Voigt, A.

2018-02-01

We consider the numerical investigation of surface bound orientational order using unit tangential vector fields by means of a gradient flow equation of a weak surface Frank-Oseen energy. The energy is composed of intrinsic and extrinsic contributions, as well as a penalization term to enforce the unity of the vector field. Four different numerical discretizations, namely a discrete exterior calculus approach, a method based on vector spherical harmonics, a surface finite element method, and an approach utilizing an implicit surface description, the diffuse interface method, are described and compared with each other for surfaces with Euler characteristic 2. We demonstrate the influence of geometric properties on realizations of the Poincaré-Hopf theorem and show examples where the energy is decreased by introducing additional orientational defects.

Subdiffusion in Membrane Permeation of Small Molecules.

PubMed

Chipot, Christophe; Comer, Jeffrey

2016-11-02

Within the solubility-diffusion model of passive membrane permeation of small molecules, translocation of the permeant across the biological membrane is traditionally assumed to obey the Smoluchowski diffusion equation, which is germane for classical diffusion on an inhomogeneous free-energy and diffusivity landscape. This equation, however, cannot accommodate subdiffusive regimes, which have long been recognized in lipid bilayer dynamics, notably in the lateral diffusion of individual lipids. Through extensive biased and unbiased molecular dynamics simulations, we show that one-dimensional translocation of methanol across a pure lipid membrane remains subdiffusive on timescales approaching typical permeation times. Analysis of permeant motion within the lipid bilayer reveals that, in the absence of a net force, the mean squared displacement depends on time as t 0.7 , in stark contrast with the conventional model, which assumes a strictly linear dependence. We further show that an alternate model using a fractional-derivative generalization of the Smoluchowski equation provides a rigorous framework for describing the motion of the permeant molecule on the pico- to nanosecond timescale. The observed subdiffusive behavior appears to emerge from a crossover between small-scale rattling of the permeant around its present position in the membrane and larger-scale displacements precipitated by the formation of transient voids.

Diffuse sorption modeling.

PubMed

Pivovarov, Sergey

2009-04-01

This work presents a simple solution for the diffuse double layer model, applicable to calculation of surface speciation as well as to simulation of ionic adsorption within the diffuse layer of solution in arbitrary salt media. Based on Poisson-Boltzmann equation, the Gaines-Thomas selectivity coefficient for uni-bivalent exchange on clay, K(GT)(Me(2+)/M(+))=(Q(Me)(0.5)/Q(M)){M(+)}/{Me(2+)}(0.5), (Q is the equivalent fraction of cation in the exchange capacity, and {M(+)} and {Me(2+)} are the ionic activities in solution) may be calculated as [surface charge, mueq/m(2)]/0.61. The obtained solution of the Poisson-Boltzmann equation was applied to calculation of ionic exchange on clays and to simulation of the surface charge of ferrihydrite in 0.01-6 M NaCl solutions. In addition, a new model of acid-base properties was developed. This model is based on assumption that the net proton charge is not located on the mathematical surface plane but diffusely distributed within the subsurface layer of the lattice. It is shown that the obtained solution of the Poisson-Boltzmann equation makes such calculations possible, and that this approach is more efficient than the original diffuse double layer model.

Application of several physical techniques in the total analysis of a canine urinary calculus.

PubMed

Rodgers, A L; Mezzabotta, M; Mulder, K J; Nassimbeni, L R

1981-06-01

A single calculus from the bladder of a Beagle bitch has been analyzed by a multiple technique approach employing x-ray diffraction, infrared spectroscopy, scanning electron microscopy, x-ray fluorescence spectrometry, atomic absorption spectrophotometry and density gradient fractionation. The qualitative and quantitative data obtained showed excellent agreement, lending confidence to such an approach for the evaluation and understanding of stone disease.

How to Compute the Partial Fraction Decomposition without Really Trying

ERIC Educational Resources Information Center

Brazier, Richard; Boman, Eugene

2007-01-01

For various reasons there has been a recent trend in college and high school calculus courses to de-emphasize teaching the Partial Fraction Decomposition (PFD) as an integration technique. This is regrettable because the Partial Fraction Decomposition is considerably more than an integration technique. It is, in fact, a general purpose tool which…

Diffusion in Brain Extracellular Space

PubMed Central

Syková, Eva; Nicholson, Charles

2009-01-01

Diffusion in the extracellular space (ECS) of the brain is constrained by the volume fraction and the tortuosity and a modified diffusion equation represents the transport behavior of many molecules in the brain. Deviations from the equation reveal loss of molecules across the blood-brain barrier, through cellular uptake, binding or other mechanisms. Early diffusion measurements used radiolabeled sucrose and other tracers. Presently, the real-time iontophoresis (RTI) method is employed for small ions and the integrative optical imaging (IOI) method for fluorescent macromolecules, including dextrans or proteins. Theoretical models and simulations of the ECS have explored the influence of ECS geometry, effects of dead-space microdomains, extracellular matrix and interaction of macromolecules with ECS channels. Extensive experimental studies with the RTI method employing the cation tetramethylammonium (TMA) in normal brain tissue show that the volume fraction of the ECS typically is about 20% and the tortuosity about 1.6 (i.e. free diffusion coefficient of TMA is reduced by 2.6), although there are regional variations. These parameters change during development and aging. Diffusion properties have been characterized in several interventions, including brain stimulation, osmotic challenge and knockout of extracellular matrix components. Measurements have also been made during ischemia, in models of Alzheimer's and Parkinson's diseases and in human gliomas. Overall, these studies improve our conception of ECS structure and the roles of glia and extracellular matrix in modulating the ECS microenvironment. Knowledge of ECS diffusion properties are valuable in contexts ranging from understanding extrasynaptic volume transmission to the development of paradigms for drug delivery to the brain. PMID:18923183

A Mathematics Software Database Update.

ERIC Educational Resources Information Center

Cunningham, R. S.; Smith, David A.

1987-01-01

Contains an update of an earlier listing of software for mathematics instruction at the college level. Topics are: advanced mathematics, algebra, calculus, differential equations, discrete mathematics, equation solving, general mathematics, geometry, linear and matrix algebra, logic, statistics and probability, and trigonometry. (PK)

EFFECTS OF TURBULENCE AND ELECTROHYDRODYAMICS ON THE PERFORMANCE OF ELECTROSTATIC PRECIPITATORS

EPA Science Inventory

Numerical simulations of the turbulent diffusion equation coupled with the electrohydrodynamics (EHD) are carried out for the plate-plate and wire-plate ESPs. The local particle concentration profiles and fractional collection efficiencies have been evaluated as a function of thr...

A Fractional Differential Kinetic Equation and Applications to Modelling Bursts in Turbulent Nonlinear Space Plasmas

NASA Astrophysics Data System (ADS)

Watkins, N. W.; Rosenberg, S.; Sanchez, R.; Chapman, S. C.; Credgington, D.

2008-12-01

Since the 1960s Mandelbrot has advocated the use of fractals for the description of the non-Euclidean geometry of many aspects of nature. In particular he proposed two kinds of model to capture persistence in time (his Joseph effect, common in hydrology and with fractional Brownian motion as the prototype) and/or prone to heavy tailed jumps (the Noah effect, typical of economic indices, for which he proposed Lévy flights as an exemplar). Both effects are now well demonstrated in space plasmas, notably in the turbulent solar wind. Models have, however, typically emphasised one of the Noah and Joseph parameters (the Lévy exponent μ and the temporal exponent β) at the other's expense. I will describe recent work in which we studied a simple self-affine stable model-linear fractional stable motion, LFSM, which unifies both effects and present a recently-derived diffusion equation for LFSM. This replaces the second order spatial derivative in the equation of fBm with a fractional derivative of order μ, but retains a diffusion coefficient with a power law time dependence rather than a fractional derivative in time. I will also show work in progress using an LFSM model and simple analytic scaling arguments to study the problem of the area between an LFSM curve and a threshold. This problem relates to the burst size measure introduced by Takalo and Consolini into solar-terrestrial physics and further studied by Freeman et al [PRE, 2000] on solar wind Poynting flux near L1. We test how expressions derived by other authors generalise to the non-Gaussian, constant threshold problem. Ongoing work on extension of these LFSM results to multifractals will also be discussed.

A Numerical and Experimental Study of Coflow Laminar Diffusion Flames: Effects of Gravity and Inlet Velocity

NASA Technical Reports Server (NTRS)

Cao, S.; Bennett, B. A. V.; Ma, B.; Giassi, D.; Stocker, D. P.; Takahashi, F.; Long, M. B.; Smooke, M. D.

2015-01-01

In this work, the influence of gravity, fuel dilution, and inlet velocity on the structure, stabilization, and sooting behavior of laminar coflow methane-air diffusion flames was investigated both computationally and experimentally. A series of flames measured in the Structure and Liftoff in Combustion Experiment (SLICE) was assessed numerically under microgravity and normal gravity conditions with the fuel stream CH4 mole fraction ranging from 0.4 to 1.0. Computationally, the MC-Smooth vorticity-velocity formulation of the governing equations was employed to describe the reactive gaseous mixture; the soot evolution process was considered as a classical aerosol dynamics problem and was represented by the sectional aerosol equations. Since each flame is axisymmetric, a two-dimensional computational domain was employed, where the grid on the axisymmetric domain was a nonuniform tensor product mesh. The governing equations and boundary conditions were discretized on the mesh by a nine-point finite difference stencil, with the convective terms approximated by a monotonic upwind scheme and all other derivatives approximated by centered differences. The resulting set of fully coupled, strongly nonlinear equations was solved simultaneously using a damped, modified Newton's method and a nested Bi-CGSTAB linear algebra solver. Experimentally, the flame shape, size, lift-off height, and soot temperature were determined by flame emission images recorded by a digital camera, and the soot volume fraction was quantified through an absolute light calibration using a thermocouple. For a broad spectrum of flames in microgravity and normal gravity, the computed and measured flame quantities (e.g., temperature profile, flame shape, lift-off height, and soot volume fraction) were first compared to assess the accuracy of the numerical model. After its validity was established, the influence of gravity, fuel dilution, and inlet velocity on the structure, stabilization, and sooting tendency of laminar coflow methane-air diffusion flames was explored further by examining quantities derived from the computational results.

Introduction to the Difference Calculus through the Fibonacci Numbers

ERIC Educational Resources Information Center

Shannon, A. G.; Atanassov, K. T.

2002-01-01

This note explores ways in which the Fibonacci numbers can be used to introduce difference equations as a prelude to differential equations. The rationale is that the formal aspects of discrete mathematics can provide a concrete introduction to the mechanisms of solving difference and differential equations without the distractions of the analytic…

LOOP CALCULUS AND BELIEF PROPAGATION FOR Q-ARY ALPHABET: LOOP TOWER

DOE Office of Scientific and Technical Information (OSTI.GOV)

CHERTKOV, MICHAEL; CHERNYAK, VLADIMIR

Loop calculus introduced in [1], [2] constitutes a new theoretical tool that explicitly expresses symbol Maximum-A-Posteriori (MAP) solution of a general statistical inference problem via a solution of the Belief Propagation (BP) equations. This finding brought a new significance to the BP concept, which in the past was thought of as just a loop-free approximation. In this paper they continue a discussion of the Loop Calculus, partitioning the results into three Sections. In Section 1 they introduce a new formulation of the Loop Calculus in terms of a set of transformations (gauges) that keeping the partition function of the problemmore » invariant. The full expression contains two terms referred to as the 'ground state' and 'excited states' contributions. The BP equations are interpreted as a special (BP) gauge fixing condition that emerges as a special orthogonality constraint between the ground state and excited states, which also selects loop contributions as the only surviving ones among the excited states. In Section 2 they demonstrate how the invariant interpretation of the Loop Calculus, introduced in Section 1, allows a natural extension to the case of a general q-ary alphabet, this is achieved via a loop tower sequential construction. The ground level in the tower is exactly equivalent to assigning one color (out of q available) to the 'ground state' and considering all 'excited' states colored in the remaining (q-1) colors, according to the loop calculus rule. Sequentially, the second level in the tower corresponds to selecting a loop from the previous step, colored in (q-1) colors, and repeating the same ground vs excited states splitting procedure into one and (q-2) colors respectively. The construction proceeds till the full (q-1)-levels deep loop tower (and the corresponding contributions to the partition function) are established. In Section 3 they discuss an ultimate relation between the loop calculus and the Bethe-Free energy variational approach of [3].« less

A non-local structural derivative model for characterization of ultraslow diffusion in dense colloids

NASA Astrophysics Data System (ADS)

Liang, Yingjie; Chen, Wen

2018-03-01

Ultraslow diffusion has been observed in numerous complicated systems. Its mean squared displacement (MSD) is not a power law function of time, but instead a logarithmic function, and in some cases grows even more slowly than the logarithmic rate. The distributed-order fractional diffusion equation model simply does not work for the general ultraslow diffusion. Recent study has used the local structural derivative to describe ultraslow diffusion dynamics by using the inverse Mittag-Leffler function as the structural function, in which the MSD is a function of inverse Mittag-Leffler function. In this study, a new stretched logarithmic diffusion law and its underlying non-local structural derivative diffusion model are proposed to characterize the ultraslow diffusion in aging dense colloidal glass at both the short and long waiting times. It is observed that the aging dynamics of dense colloids is a class of the stretched logarithmic ultraslow diffusion processes. Compared with the power, the logarithmic, and the inverse Mittag-Leffler diffusion laws, the stretched logarithmic diffusion law has better precision in fitting the MSD of the colloidal particles at high densities. The corresponding non-local structural derivative diffusion equation manifests clear physical mechanism, and its structural function is equivalent to the first-order derivative of the MSD.

An approximate analysis of the diffusing flow in a self-controlled heat pipe.

NASA Technical Reports Server (NTRS)

Somogyi, D.; Yen, H. H.

1973-01-01

Constant-density two-dimensional axisymmetric equations are presented for the diffusing flow of a class of self-controlled heat pipes. The analysis is restricted to the vapor space. Condensation of the vapor is related to its mass fraction at the wall by the gas kinetic formula. The Karman-Pohlhausen integral method is applied to obtain approximate solutions. Solutions are presented for a water heat pipe with neon control gas.

Experimental characterization and modelization of ion exchange kinetics for a carboxylic resin in infinite solution volume conditions. Application to monovalent-trivalent cations exchange.

PubMed

Picart, Sébastien; Ramière, Isabelle; Mokhtari, Hamid; Jobelin, Isabelle

2010-09-02

This study is devoted to the characterization of ion exchange inside a microsphere of carboxylic resin. It aims at describing the kinetics of this exchange reaction which is known to be controlled by interdiffusion in the particle. The fractional attainment of equilibrium function of time depends on the concentration of the cations in the resin which can be modelized by the Nernst-Planck equation. A powerful approach for the numerical resolution of this equation is introduced in this paper. This modeling is based on the work of Helfferich but involves an implicit numerical scheme which reduces the computational cost. Knowing the diffusion coefficients of the cations in the resin and the radius of the spherical exchanger, the kinetics can be hence completely determined. When those diffusion parameters are missing, they can be deduced by fitting experimental data of fractional attainment of equilibrium. An efficient optimization tool coupled with the implicit resolution has been developed for this purpose. A monovalent/trivalent cation exchange had been experimentally characterized for a carboxylic resin. Diffusion coefficients and concentration profiles in the resin were then deduced through this new model.

Fractional derivatives in the diffusion process in heterogeneous systems: The case of transdermal patches.

PubMed

Caputo, Michele; Cametti, Cesare

2017-09-01

In this note, we present a simple mathematical model of drug delivery through transdermal patches by introducing a memory formalism in the classical Fick diffusion equation based on the fractional derivative. This approach is developed in the case of a medicated adhesive patch placed on the skin to deliver a time released dose of medication through the skin towards the bloodstream.The main resistance to drug transport across the skin resides in the diffusion through its outermost layer (the stratum corneum). Due to the complicated architecture of this region, a model based on a constant diffusivity in a steady-state condition results in too simplistic assumptions and more refined models are required.The introduction of a memory formalism in the diffusion process, where diffusion parameters depend at a certain time or position on what happens at preceeding times, meets this requirement and allows a significantly better description of the experimental results.The present model may be useful not only for analyzing the rate of skin permeation but also for predicting the drug concentration after transdermal drug delivery depending on the diffusion characteristics of the patch (its thickness and pseudo-diffusion coefficient). Copyright © 2017 Elsevier Inc. All rights reserved.

On the ψ-Hilfer fractional derivative

NASA Astrophysics Data System (ADS)

Vanterler da C. Sousa, J.; Capelas de Oliveira, E.

2018-07-01

In this paper we introduce a new fractional derivative with respect to another function the so-called ψ-Hilfer fractional derivative. We discuss some properties and important results of the fractional calculus. In this sense, we present some results involving uniformly convergent sequence of function, uniformly continuous function and examples including the Mittag-Leffler function with one parameter. Finally, we present a wide class of integrals and fractional derivatives, by means of the fractional integral with respect to another function and the ψ-Hilfer fractional derivative.

Fractional Progress Toward Understanding the Fractional Diffusion Limit: The Electromagnetic Response of Spatially Correlated Geomaterials

NASA Astrophysics Data System (ADS)

Weiss, C. J.; Beskardes, G. D.; Everett, M. E.

2016-12-01

In this presentation we review the observational evidence for anomalous electromagnetic diffusion in near-surface geophysical exploration and how such evidence is consistent with a detailed, spatially-correlated geologic medium. To date, the inference of multi-scale geologic correlation is drawn from two independent methods of data analysis. The first of which is analogous to seismic move-out, where the arrival time of an electromagnetic pulse is plotted as a function of transmitter/receiver separation. The "anomalous" diffusion is evident by the fractional-order power law behavior of these arrival times, with an exponent value between unity (pure diffusion) and 2 (lossless wave propagation). The second line of evidence comes from spectral analysis of small-scale fluctuations in electromagnetic profile data which cannot be explained in terms of instrument, user or random error. Rather, the power-law behavior of the spectral content of these signals (i.e., power versus wavenumber) and their increments reveals them to lie in a class of signals with correlations over multiple length scales, a class of signals known formally as fractional Brownian motion. Numerical results over simulated geology with correlated electrical texture - representative of, for example, fractures, sedimentary bedding or metamorphic lineation - are consistent with the (albeit limited, but growing) observational data, suggesting a possible mechanism and modeling approach for a more realistic geology. Furthermore, we show how similar simulated results can arise from a modeling approach where geologic texture is economically captured by a modified diffusion equation containing exotic, but manageable, fractional derivatives. These derivatives arise physically from the generalized convolutional form for the electromagnetic constitutive laws and thus have merit beyond mere mathematical convenience. In short, we are zeroing in on the anomalous, fractional diffusion limit from two converging directions: a zooming down of the macroscopic (fractional derivative) view; and, a heuristic homogenization of the atomistic (brute force discretization) view.

Geometric calculus-based postulates for the derivation and extension of the Maxwell equations

NASA Astrophysics Data System (ADS)

McClellan, Gene E.

2012-09-01

Clifford analysis, particularly application of the geometric algebra of three-dimensional physical space and its associated geometric calculus, enables a compact formulation of Maxwell's electromagnetic (EM) equations from a set of physically relevant and mathematically pleasing postulates. This formulation results in a natural extension of the Maxwell equations yielding wave solutions in addition to the usual EM waves. These additional solutions do not contradict experiment and have three properties in common with the apparent properties of dark energy. These three properties are that the wave solutions 1) propagate at the speed of light, 2) do not interact with ordinary electric charges or currents, and 3) possess retrograde momentum. By retrograde momentum, we mean that the momentum carried by such a wave is directed oppositely to the direction of energy transport. A "gas" of such waves generates negative pressure.

Comparison of stochastic lung deposition fractions with experimental data.

PubMed

Majid, Hussain; Hofmann, Werner; Winkler-Heil, Renate

2012-04-01

Deposition fractions of inhaled particles predicted by different computational models vary with respect to physical and biological factors and mathematical modeling techniques. These models must be validated by comparison with available experimental data. Experimental data supplied by different deposition studies with surrogate airway models or lung casts were used in this study to evaluate the stochastic deposition model Inhalation, Deposition and Exhalation of Aerosols in the Lung at the airway generation level. Furthermore, different analytical equations derived for the three major deposition mechanisms, diffusion, impaction, and sedimentation, were applied to different cast or airway models to quantify their effect on calculated particle deposition fractions. The experimental results for ultrafine particles (0.00175 and 0.01) were found to be in close agreement with the stochastic model predictions; however, for coarse particles (3 and 8 μm), experimental deposition fractions became higher with increasing flow rate. An overall fair agreement among the calculated deposition fractions for the different cast geometries was found. However, alternative deposition equations resulted in up to 300% variation in predicted deposition fractions, although all equations predicted the same trends as functions of particle diameter and breathing conditions. From this comparative study, it can be concluded that structural differences in lung morphologies among different individuals are responsible for the apparent variability in particle deposition in each generation. The use of different deposition equations yields varying deposition results caused primarily by (i) different lung morphometries employed in their derivation and the choice of the central bifurcation zone geometry, (ii) the assumption of specific flow profiles, and (iii) different methods used in the derivation of these equations.

Expectation-maximization of the potential of mean force and diffusion coefficient in Langevin dynamics from single molecule FRET data photon by photon.

PubMed

Haas, Kevin R; Yang, Haw; Chu, Jhih-Wei

2013-12-12

The dynamics of a protein along a well-defined coordinate can be formally projected onto the form of an overdamped Lagevin equation. Here, we present a comprehensive statistical-learning framework for simultaneously quantifying the deterministic force (the potential of mean force, PMF) and the stochastic force (characterized by the diffusion coefficient, D) from single-molecule Förster-type resonance energy transfer (smFRET) experiments. The likelihood functional of the Langevin parameters, PMF and D, is expressed by a path integral of the latent smFRET distance that follows Langevin dynamics and realized by the donor and the acceptor photon emissions. The solution is made possible by an eigen decomposition of the time-symmetrized form of the corresponding Fokker-Planck equation coupled with photon statistics. To extract the Langevin parameters from photon arrival time data, we advance the expectation-maximization algorithm in statistical learning, originally developed for and mostly used in discrete-state systems, to a general form in the continuous space that allows for a variational calculus on the continuous PMF function. We also introduce the regularization of the solution space in this Bayesian inference based on a maximum trajectory-entropy principle. We use a highly nontrivial example with realistically simulated smFRET data to illustrate the application of this new method.

Anomalous diffusion for bed load transport with a physically-based model

NASA Astrophysics Data System (ADS)

Fan, N.; Singh, A.; Foufoula-Georgiou, E.; Wu, B.

2013-12-01

Diffusion of bed load particles shows both normal and anomalous behavior for different spatial-temporal scales. Understanding and quantifying these different types of diffusion is important not only for the development of theoretical models of particle transport but also for practical purposes, e.g., river management. Here we extend a recently proposed physically-based model of particle transport by Fan et al. [2013] to further develop an Episodic Langevin equation (ELE) for individual particle motion which reproduces the episodic movement (start and stop) of sediment particles. Using the proposed ELE we simulate particle movements for a large number of uniform size particles, incorporating different probability distribution functions (PDFs) of particle waiting time. For exponential PDFs of waiting times, particles reveal ballistic motion in short time scales and turn to normal diffusion at long time scales. The PDF of simulated particle travel distances also shows a change in its shape from exponential to Gamma to Gaussian with a change in timescale implying different diffusion scaling regimes. For power-law PDF (with power - μ) of waiting times, the asymptotic behavior of particles at long time scales reveals both super-diffusion and sub-diffusion, however, only very heavy tailed waiting times (i.e. 1.0 < μ < 1.5) could result in sub-diffusion. We suggest that the contrast between our results and previous studies (for e.g., studies based on fractional advection-diffusion models of thin/heavy tailed particle hops and waiting times) results could be due the assumption in those studies that the hops are achieved instantaneously, but in reality, particles achieve their hops within finite times (as we simulate here) instead of instantaneously, even if the hop times are much shorter than waiting times. In summary, this study stresses on the need to rethink the alternative models to the previous models, such as, fractional advection-diffusion equations, for studying the anomalous diffusion of bed load particles. The implications of these results for modeling sediment transport are discussed.

An insight into Newton's cooling law using fractional calculus

NASA Astrophysics Data System (ADS)

Mondol, Adreja; Gupta, Rivu; Das, Shantanu; Dutta, Tapati

2018-02-01

For small temperature differences between a heated body and its environment, Newton's law of cooling predicts that the instantaneous rate of change of temperature of any heated body with respect to time is proportional to the difference in temperature of the body with the ambient, time being measured in integer units. Our experiments on the cooling of different liquids (water, mustard oil, and mercury) did not fit the theoretical predictions of Newton's law of cooling in this form. The solution was done using both Caputo and Riemann-Liouville type fractional derivatives to check if natural phenomena showed any preference in mathematics. In both cases, we find that cooling of liquids has an identical value of the fractional derivative of time that increases with the viscosity of the liquid. On the other hand, the cooling studies on metal alloys could be fitted exactly by integer order time derivative equations. The proportionality constant between heat flux and temperature difference was examined with respect to variations in the depth of liquid and exposed surface area. A critical combination of these two parameters signals a change in the mode of heat transfer within liquids. The equivalence between the proportionality constants for the Caputo and Riemann-Liouville type derivatives is established.

Spectral decomposition of nonlinear systems with memory

NASA Astrophysics Data System (ADS)

Svenkeson, Adam; Glaz, Bryan; Stanton, Samuel; West, Bruce J.

2016-02-01

We present an alternative approach to the analysis of nonlinear systems with long-term memory that is based on the Koopman operator and a Lévy transformation in time. Memory effects are considered to be the result of interactions between a system and its surrounding environment. The analysis leads to the decomposition of a nonlinear system with memory into modes whose temporal behavior is anomalous and lacks a characteristic scale. On average, the time evolution of a mode follows a Mittag-Leffler function, and the system can be described using the fractional calculus. The general theory is demonstrated on the fractional linear harmonic oscillator and the fractional nonlinear logistic equation. When analyzing data from an ill-defined (black-box) system, the spectral decomposition in terms of Mittag-Leffler functions that we propose may uncover inherent memory effects through identification of a small set of dynamically relevant structures that would otherwise be obscured by conventional spectral methods. Consequently, the theoretical concepts we present may be useful for developing more general methods for numerical modeling that are able to determine whether observables of a dynamical system are better represented by memoryless operators, or operators with long-term memory in time, when model details are unknown.

Vector calculus in non-integer dimensional space and its applications to fractal media

NASA Astrophysics Data System (ADS)

Tarasov, Vasily E.

2015-02-01

We suggest a generalization of vector calculus for the case of non-integer dimensional space. The first and second orders operations such as gradient, divergence, the scalar and vector Laplace operators for non-integer dimensional space are defined. For simplification we consider scalar and vector fields that are independent of angles. We formulate a generalization of vector calculus for rotationally covariant scalar and vector functions. This generalization allows us to describe fractal media and materials in the framework of continuum models with non-integer dimensional space. As examples of application of the suggested calculus, we consider elasticity of fractal materials (fractal hollow ball and fractal cylindrical pipe with pressure inside and outside), steady distribution of heat in fractal media, electric field of fractal charged cylinder. We solve the correspondent equations for non-integer dimensional space models.

Fractal electrodynamics via non-integer dimensional space approach

NASA Astrophysics Data System (ADS)

Tarasov, Vasily E.

2015-09-01

Using the recently suggested vector calculus for non-integer dimensional space, we consider electrodynamics problems in isotropic case. This calculus allows us to describe fractal media in the framework of continuum models with non-integer dimensional space. We consider electric and magnetic fields of fractal media with charges and currents in the framework of continuum models with non-integer dimensional spaces. An application of the fractal Gauss's law, the fractal Ampere's circuital law, the fractal Poisson equation for electric potential, and equation for fractal stream of charges are suggested. Lorentz invariance and speed of light in fractal electrodynamics are discussed. An expression for effective refractive index of non-integer dimensional space is suggested.

Quantum stochastic calculus associated with quadratic quantum noises

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr; Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in

2016-02-15

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculusmore » extends the Hudson-Parthasarathy quantum stochastic calculus.« less

More on a Functional Equation

ERIC Educational Resources Information Center

Deakin, Michael A. B.

2006-01-01

This classroom note presents a final solution for the functional equation: f(xy)=xf(y) + yf(x). The functional equation if formally similar to the familiar product rule of elementary calculus and this similarity prompted its study by Ren et al., who derived some results concerning it. The purpose of this present note is to extend these results and…

Fractional diffusion: recovering the distributed fractional derivative from overposed data

NASA Astrophysics Data System (ADS)

Rundell, W.; Zhang, Z.

2017-03-01

There has been considerable recent study in ‘subdiffusion’ models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one such is to realize that the order of the fractional derivative is related to the time scales of the underlying diffusion process. This raises the question of what order α of derivative should be taken and if a single value actually suffices. This has led to models that combine a finite number of these derivatives each with a different fractional exponent {αk} and different weighting value c k to better model a greater possible range of time scales. Ultimately, one wants to look at a situation that combines derivatives in a continuous way—the so-called distributional model with parameter μ ≤ft(α \\right) . However all of this begs the question of how one determines this ‘order’ of differentiation. Recovering a single fractional value has been an active part of the process from the beginning of fractional diffusion modeling and if this is the only unknown then the markers left by the fractional order derivative are relatively straightforward to determine. In the case of a finite combination of derivatives this becomes much more complex due to the more limited analytic tools available for such equations, but recent progress in this direction has been made, (Li et al 2015 Appl. Math. Comput. 257 381-97, Li and Yamamoto 2015 Appl. Anal. 94 570-9). This paper considers the full distributional model where the order is viewed as a function μ ≤ft(α \\right) on the interval (0, 1]. We show existence, uniqueness and regularity for an initial-boundary value problem including an important representation theorem in the case of a single spatial variable. This is then used in the inverse problem of recovering the distributional coefficient μ ≤ft(α \\right) from a time trace of the solution and a uniqueness result is proven.

Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations

NASA Astrophysics Data System (ADS)

Moghaderi, Hamid; Dehghan, Mehdi; Donatelli, Marco; Mazza, Mariarosa

2017-12-01

Fractional diffusion equations (FDEs) are a mathematical tool used for describing some special diffusion phenomena arising in many different applications like porous media and computational finance. In this paper, we focus on a two-dimensional space-FDE problem discretized by means of a second order finite difference scheme obtained as combination of the Crank-Nicolson scheme and the so-called weighted and shifted Grünwald formula. By fully exploiting the Toeplitz-like structure of the resulting linear system, we provide a detailed spectral analysis of the coefficient matrix at each time step, both in the case of constant and variable diffusion coefficients. Such a spectral analysis has a very crucial role, since it can be used for designing fast and robust iterative solvers. In particular, we employ the obtained spectral information to define a Galerkin multigrid method based on the classical linear interpolation as grid transfer operator and damped-Jacobi as smoother, and to prove the linear convergence rate of the corresponding two-grid method. The theoretical analysis suggests that the proposed grid transfer operator is strong enough for working also with the V-cycle method and the geometric multigrid. On this basis, we introduce two computationally favourable variants of the proposed multigrid method and we use them as preconditioners for Krylov methods. Several numerical results confirm that the resulting preconditioning strategies still keep a linear convergence rate.

Fractional calculus in biomechanics: a 3D viscoelastic model using regularized fractional derivative kernels with application to the human calcaneal fat pad.

PubMed

Freed, A D; Diethelm, K

2006-11-01

A viscoelastic model of the K-BKZ (Kaye, Technical Report 134, College of Aeronautics, Cranfield 1962; Bernstein et al., Trans Soc Rheol 7: 391-410, 1963) type is developed for isotropic biological tissues and applied to the fat pad of the human heel. To facilitate this pursuit, a class of elastic solids is introduced through a novel strain-energy function whose elements possess strong ellipticity, and therefore lead to stable material models. This elastic potential - via the K-BKZ hypothesis - also produces the tensorial structure of the viscoelastic model. Candidate sets of functions are proposed for the elastic and viscoelastic material functions present in the model, including two functions whose origins lie in the fractional calculus. The Akaike information criterion is used to perform multi-model inference, enabling an objective selection to be made as to the best material function from within a candidate set.

Relationship between the anomalous diffusion and the fractal dimension of the environment

NASA Astrophysics Data System (ADS)

Zhokh, Alexey; Trypolskyi, Andrey; Strizhak, Peter

2018-03-01

In this letter, we provide an experimental study highlighting a relation between the anomalous diffusion and the fractal dimension of the environment using the methanol anomalous transport through the porous solid pellets with various pores geometries and different chemical compositions. The anomalous diffusion exponent was derived from the non-integer order of the time-fractional diffusion equation that describes the methanol anomalous transport through the solid media. The surface fractal dimension was estimated from the nitrogen adsorption isotherms using the Frenkel-Halsey-Hill method. Our study shows that decreasing the fractal dimension leads to increasing the anomalous diffusion exponent, whereas the anomalous diffusion constant is independent on the fractal dimension. We show that the obtained results are in a good agreement with the anomalous diffusion model on a fractal mesh.

The Influence of Turbulent Coherent Structure on Suspended Sediment Transport

NASA Astrophysics Data System (ADS)

Huang, S. H.; Tsai, C.

2017-12-01

The anomalous diffusion of turbulent sedimentation has received more and more attention in recent years. With the advent of new instruments and technologies, researchers have found that sediment behavior may deviate from Fickian assumptions when particles are heavier. In particle-laden flow, bursting phenomena affects instantaneous local concentrations, and seems to carry suspended particles for a longer distance. Instead of the pure diffusion process in an analogy to Brownian motion, Levy flight which allows particles to move in response to bursting phenomena is suspected to be more suitable for describing particle movement in turbulence. And the fractional differential equation is a potential candidate to improve the concentration profile. However, stochastic modeling (the Differential Chapmen-Kolmogorov Equation) also provides an alternative mathematical framework to describe system transits between different states through diffusion/the jump processes. Within this framework, the stochastic particle tracking model linked with advection diffusion equation is a powerful tool to simulate particle locations in the flow field. By including the jump process to this model, a more comprehensive description for suspended sediment transport can be provided with a better physical insight. This study also shows the adaptability and expandability of the stochastic particle tracking model for suspended sediment transport modeling.

Continuous time anomalous diffusion in a composite medium.

PubMed

Stickler, B A; Schachinger, E

2011-08-01

The one-dimensional continuous time anomalous diffusion in composite media consisting of a finite number of layers in immediate contact is investigated. The diffusion process itself is described with the help of two probability density functions (PDFs), one of which is an arbitrary jump-length PDF, and the other is a long-tailed waiting-time PDF characterized by the waiting-time index β∈(0,1). The former is assumed to be a function of the space coordinate x and the time coordinate t while the latter is a function of x and the time interval. For such an environment a very general form of the diffusion equation is derived which describes the continuous time anomalous diffusion in a composite medium. This result is then specialized to two particular forms of the jump-length PDF, namely the continuous time Lévy flight PDF and the continuous time truncated Lévy flight PDF. In both cases the PDFs are characterized by the Lévy index α∈(0,2) which is regarded to be a function of x and t. It is possible to demonstrate that for particular choices of the indices α and β other equations for anomalous diffusion, well known from the literature, follow immediately. This demonstrates the very general applicability of the derivation and of the resulting fractional differential equation discussed here.

The Prediction of Nozzle Performance and Heat Transfer in Hydrogen/Oxygen Rocket Engines with Transpiration Cooling, Film Cooling, and High Area Ratios

NASA Technical Reports Server (NTRS)

Kacynski, Kenneth J.; Hoffman, Joe D.

1994-01-01

An advanced engineering computational model has been developed to aid in the analysis of chemical rocket engines. The complete multispecies, chemically reacting and diffusing Navier-Stokes equations are modelled, including the Soret thermal diffusion and Dufour energy transfer terms. Demonstration cases are presented for a 1030:1 area ratio nozzle, a 25 lbf film-cooled nozzle, and a transpiration-cooled plug-and-spool rocket engine. The results indicate that the thrust coefficient predictions of the 1030:1 nozzle and the film-cooled nozzle are within 0.2 to 0.5 percent, respectively, of experimental measurements. Further, the model's predictions agree very well with the heat transfer measurements made in all of the nozzle test cases. It is demonstrated that thermal diffusion has a significant effect on the predicted mass fraction of hydrogen along the wall of the nozzle and was shown to represent a significant fraction of the diffusion fluxes occurring in the transpiration-cooled rocket engine.

Alien calculus and a Schwinger-Dyson equation: two-point function with a nonperturbative mass scale

NASA Astrophysics Data System (ADS)

Bellon, Marc P.; Clavier, Pierre J.

2018-02-01

Starting from the Schwinger-Dyson equation and the renormalization group equation for the massless Wess-Zumino model, we compute the dominant nonperturbative contributions to the anomalous dimension of the theory, which are related by alien calculus to singularities of the Borel transform on integer points. The sum of these dominant contributions has an analytic expression. When applied to the two-point function, this analysis gives a tame evolution in the deep euclidean domain at this approximation level, making doubtful the arguments on the triviality of the quantum field theory with positive β -function. On the other side, we have a singularity of the propagator for timelike momenta of the order of the renormalization group invariant scale of the theory, which has a nonperturbative relationship with the renormalization point of the theory. All these results do not seem to have an interpretation in terms of semiclassical analysis of a Feynman path integral.

Validation of Normalizations, Scaling, and Photofading Corrections for FRAP Data Analysis

PubMed Central

Kang, Minchul; Andreani, Manuel; Kenworthy, Anne K.

2015-01-01

Fluorescence Recovery After Photobleaching (FRAP) has been a versatile tool to study transport and reaction kinetics in live cells. Since the fluorescence data generated by fluorescence microscopy are in a relative scale, a wide variety of scalings and normalizations are used in quantitative FRAP analysis. Scaling and normalization are often required to account for inherent properties of diffusing biomolecules of interest or photochemical properties of the fluorescent tag such as mobile fraction or photofading during image acquisition. In some cases, scaling and normalization are also used for computational simplicity. However, to our best knowledge, the validity of those various forms of scaling and normalization has not been studied in a rigorous manner. In this study, we investigate the validity of various scalings and normalizations that have appeared in the literature to calculate mobile fractions and correct for photofading and assess their consistency with FRAP equations. As a test case, we consider linear or affine scaling of normal or anomalous diffusion FRAP equations in combination with scaling for immobile fractions. We also consider exponential scaling of either FRAP equations or FRAP data to correct for photofading. Using a combination of theoretical and experimental approaches, we show that compatible scaling schemes should be applied in the correct sequential order; otherwise, erroneous results may be obtained. We propose a hierarchical workflow to carry out FRAP data analysis and discuss the broader implications of our findings for FRAP data analysis using a variety of kinetic models. PMID:26017223

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to the peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, both theory and applications. The main emphasise is placed on the numerical methods needed to solve such equations. It assumes an undergraduate background in mathematical methods typical of engineers and physicists, through many chapters begin with a descriptive summary which may be accessible to others who only require numerical recipes. To help the reader develop an intuitive understanding of the underlying mathematicals and hand-on numerical skills exercises and over 100 PC Exercises (PC-personal computer) are included. The stochastic Taylor expansion provides the key tool for the systematic derivation and investigation of discrete time numerical methods for stochastic differential equations. The book presents many new results on higher order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extrapolation and variance-reduction methods. Besides serving as a basic text on such methods. the book offers the reader ready access to a large number of potential research problems in a field that is just beginning to expand rapidly and is widely applicable.

Controllability of fractional higher order stochastic integrodifferential systems with fractional Brownian motion.

PubMed

Sathiyaraj, T; Balasubramaniam, P

2017-11-30

This paper presents a new set of sufficient conditions for controllability of fractional higher order stochastic integrodifferential systems with fractional Brownian motion (fBm) in finite dimensional space using fractional calculus, fixed point technique and stochastic analysis approach. In particular, we discuss the complete controllability for nonlinear fractional stochastic integrodifferential systems under the proved result of the corresponding linear fractional system is controllable. Finally, an example is presented to illustrate the efficiency of the obtained theoretical results. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Efficient computation of the Grünwald-Letnikov fractional diffusion derivative using adaptive time step memory

NASA Astrophysics Data System (ADS)

MacDonald, Christopher L.; Bhattacharya, Nirupama; Sprouse, Brian P.; Silva, Gabriel A.

2015-09-01

Computing numerical solutions to fractional differential equations can be computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In general, numerical approaches that depend on truncating part of the system history while efficient, can suffer from high degrees of error and inaccuracy. Here we present an adaptive time step memory method for smooth functions applied to the Grünwald-Letnikov fractional diffusion derivative. This method is computationally efficient and results in smaller errors during numerical simulations. Sampled points along the system's history at progressively longer intervals are assumed to reflect the values of neighboring time points. By including progressively fewer points backward in time, a temporally 'weighted' history is computed that includes contributions from the entire past of the system, maintaining accuracy, but with fewer points actually calculated, greatly improving computational efficiency.

Presymplectic current and the inverse problem of the calculus of variations

NASA Astrophysics Data System (ADS)

Khavkine, Igor

2013-11-01

The inverse problem of the calculus of variations asks whether a given system of partial differential equations (PDEs) admits a variational formulation. We show that the existence of a presymplectic form in the variational bicomplex, when horizontally closed on solutions, allows us to construct a variational formulation for a subsystem of the given PDE. No constraints on the differential order or number of dependent or independent variables are assumed. The proof follows a recent observation of Bridges, Hydon, and Lawson [Math. Proc. Cambridge Philos. Soc. 148(01), 159-178 (2010)] and generalizes an older result of Henneaux [Ann. Phys. 140(1), 45-64 (1982)] from ordinary differential equations (ODEs) to PDEs. Uniqueness of the variational formulation is also discussed.

An Introduction to Computational Physics

NASA Astrophysics Data System (ADS)

Pang, Tao

2010-07-01

Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.

Stabilizing a Bicycle: A Modeling Project

ERIC Educational Resources Information Center

Pennings, Timothy J.; Williams, Blair R.

2010-01-01

This article is a project that takes students through the process of forming a mathematical model of bicycle dynamics. Beginning with basic ideas from Newtonian mechanics (forces and torques), students use techniques from calculus and differential equations to develop the equations of rotational motion for a bicycle-rider system as it tips from…

Quantitative diffusion and swelling kinetic measurements using large-angle interferometric refractometry.

PubMed

Saunders, John E; Chen, Hao; Brauer, Chris; Clayton, McGregor; Chen, Weijian; Barnes, Jack A; Loock, Hans-Peter

2015-12-07

The uptake and release of sorbates into films and coatings is typically accompanied by changes of the films' refractive index and thickness. We provide a comprehensive model to calculate the concentration of the sorbate from the average refractive index and the film thickness, and validate the model experimentally. The mass fraction of the analyte partitioned into a film is described quantitatively by the Lorentz-Lorenz equation and the Clausius-Mosotti equation. To validate the model, the uptake kinetics of water and other solvents into SU-8 films (d = 40-45 μm) were explored. Large-angle interferometric refractometry measurements can be used to characterize films that are between 15 μm to 150 μm thick and, Fourier analysis, is used to determine independently the thickness, the average refractive index and the refractive index at the film-substrate interface at one-second time intervals. From these values the mass fraction of water in SU-8 was calculated. The kinetics were best described by two independent uptake processes having different rates. Each process followed one-dimensional Fickian diffusion kinetics with diffusion coefficients for water into SU-8 photoresist film of 5.67 × 10(-9) cm(2) s(-1) and 61.2 × 10(-9) cm(2) s(-1).

Decolonisation of fractional calculus rules: Breaking commutativity and associativity to capture more natural phenomena

NASA Astrophysics Data System (ADS)

Atangana, Abdon; Gómez-Aguilar, J. F.

2018-04-01

To answer some issues raised about the concept of fractional differentiation and integration based on the exponential and Mittag-Leffler laws, we present, in this paper, fundamental differences between the power law, exponential decay, Mittag-Leffler law and their possible applications in nature. We demonstrate the failure of the semi-group principle in modeling real-world problems. We use natural phenomena to illustrate the importance of non-commutative and non-associative operators under which the Caputo-Fabrizio and Atangana-Baleanu fractional operators fall. We present statistical properties of generator for each fractional derivative, including Riemann-Liouville, Caputo-Fabrizio and Atangana-Baleanu ones. The Atangana-Baleanu and Caputo-Fabrizio fractional derivatives show crossover properties for the mean-square displacement, while the Riemann-Liouville is scale invariant. Their probability distributions are also a Gaussian to non-Gaussian crossover, with the difference that the Caputo Fabrizio kernel has a steady state between the transition. Only the Atangana-Baleanu kernel is a crossover for the waiting time distribution from stretched exponential to power law. A new criterion was suggested, namely the Atangana-Gómez fractional bracket, that helps describe the energy needed by a fractional derivative to characterize a 2-pletic manifold. Based on these properties, we classified fractional derivatives in three categories: weak, mild and strong fractional differential and integral operators. We presented some applications of fractional differential operators to describe real-world problems and we proved, with numerical simulations, that the Riemann-Liouville power-law derivative provides a description of real-world problems with much additional information, that can be seen as noise or error due to specific memory properties of its power-law kernel. The Caputo-Fabrizio derivative is less noisy while the Atangana-Baleanu fractional derivative provides an excellent description, due to its Mittag-Leffler memory, able to distinguish between dynamical systems taking place at different scales without steady state. The study suggests that the properties of associativity and commutativity or the semi-group principle are just irrelevant in fractional calculus. Properties of classical derivatives were established for the ordinary calculus with no memory effect and it is a failure of mathematical investigation to attempt to describe more complex natural phenomena using the same notions.

Measurements and Modeling of Soot Formation and Radiation in Microgravity Jet Diffusion Flames. Volume 4

NASA Technical Reports Server (NTRS)

Ku, Jerry C.; Tong, Li; Greenberg, Paul S.

1996-01-01

This is a computational and experimental study for soot formation and radiative heat transfer in jet diffusion flames under normal gravity (1-g) and microgravity (0-g) conditions. Instantaneous soot volume fraction maps are measured using a full-field imaging absorption technique developed by the authors. A compact, self-contained drop rig is used for microgravity experiments in the 2.2-second drop tower facility at NASA Lewis Research Center. On modeling, we have coupled flame structure and soot formation models with detailed radiation transfer calculations. Favre-averaged boundary layer equations with a k-e-g turbulence model are used to predict the flow field, and a conserved scalar approach with an assumed Beta-pdf are used to predict gaseous species mole fraction. Scalar transport equations are used to describe soot volume fraction and number density distributions, with formation and oxidation terms modeled by one-step rate equations and thermophoretic effects included. An energy equation is included to couple flame structure and radiation analyses through iterations, neglecting turbulence-radiation interactions. The YIX solution for a finite cylindrical enclosure is used for radiative heat transfer calculations. The spectral absorption coefficient for soot aggregates is calculated from the Rayleigh solution using complex refractive index data from a Drude- Lorentz model. The exponential-wide-band model is used to calculate the spectral absorption coefficient for H20 and C02. It is shown that when compared to results from true spectral integration, the Rosseland mean absorption coefficient can provide reasonably accurate predictions for the type of flames studied. The soot formation model proposed by Moss, Syed, and Stewart seems to produce better fits to experimental data and more physically sound than the simpler model by Khan et al. Predicted soot volume fraction and temperature results agree well with published data for a normal gravity co-flow laminar flames and turbulent jet flames. Predicted soot volume fraction results also agree with our data for 1-g and 0-g laminar jet names as well as 1-g turbulent jet flames.

CO Diffusion into Amorphous H2O Ices

NASA Astrophysics Data System (ADS)

Lauck, Trish; Karssemeijer, Leendertjan; Shulenberger, Katherine; Rajappan, Mahesh; Öberg, Karin I.; Cuppen, Herma M.

2015-03-01

The mobility of atoms, molecules, and radicals in icy grain mantles regulates ice restructuring, desorption, and chemistry in astrophysical environments. Interstellar ices are dominated by H2O, and diffusion on external and internal (pore) surfaces of H2O-rich ices is therefore a key process to constrain. This study aims to quantify the diffusion kinetics and barrier of the abundant ice constituent CO into H2O-dominated ices at low temperatures (15-23 K), by measuring the mixing rate of initially layered H2O(:CO2)/CO ices. The mixed fraction of CO as a function of time is determined by monitoring the shape of the infrared CO stretching band. Mixing is observed at all investigated temperatures on minute timescales and can be ascribed to CO diffusion in H2O ice pores. The diffusion coefficient and final mixed fraction depend on ice temperature, porosity, thickness, and composition. The experiments are analyzed by applying Fick’s diffusion equation under the assumption that mixing is due to CO diffusion into an immobile H2O ice. The extracted energy barrier for CO diffusion into amorphous H2O ice is ˜160 K. This is effectively a surface diffusion barrier. The derived barrier is low compared to current surface diffusion barriers in use in astrochemical models. Its adoption may significantly change the expected timescales for different ice processes in interstellar environments.

Hydrodynamic theory of diffusion in two-temperature multicomponent plasmas

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ramshaw, J.D.; Chang, C.H.

Detailed numerical simulations of multicomponent plasmas require tractable expressions for species diffusion fluxes, which must be consistent with the given plasma current density J{sub q} to preserve local charge neutrality. The common situation in which J{sub q} = 0 is referred to as ambipolar diffusion. The use of formal kinetic theory in this context leads to results of formidable complexity. We derive simple tractable approximations for the diffusion fluxes in two-temperature multicomponent plasmas by means of a generalization of the hydrodynamical approach used by Maxwell, Stefan, Furry, and Williams. The resulting diffusion fluxes obey generalized Stefan-Maxwell equations that contain drivingmore » forces corresponding to ordinary, forced, pressure, and thermal diffusion. The ordinary diffusion fluxes are driven by gradients in pressure fractions rather than mole fractions. Simplifications due to the small electron mass are systematically exploited and lead to a general expression for the ambipolar electric field in the limit of infinite electrical conductivity. We present a self-consistent effective binary diffusion approximation for the diffusion fluxes. This approximation is well suited to numerical implementation and is currently in use in our LAVA computer code for simulating multicomponent thermal plasmas. Applications to date include a successful simulation of demixing effects in an argon-helium plasma jet, for which selected computational results are presented. Generalizations of the diffusion theory to finite electrical conductivity and nonzero magnetic field are currently in progress.« less

Anomalous diffusion associated with nonlinear fractional derivative fokker-planck-like equation: exact time-dependent solutions

PubMed

Bologna; Tsallis; Grigolini

2000-08-01

We consider the d=1 nonlinear Fokker-Planck-like equation with fractional derivatives ( partial differential/ partial differentialt)P(x,t)=D( partial differential(gamma)/ partial differentialx(gamma))[P(x,t)](nu). Exact time-dependent solutions are found for nu=(2-gamma)/(1+gamma)(-infinity

Poiseuille equation for steady flow of fractal fluid

NASA Astrophysics Data System (ADS)

Tarasov, Vasily E.

2016-07-01

Fractal fluid is considered in the framework of continuous models with noninteger dimensional spaces (NIDS). A recently proposed vector calculus in NIDS is used to get a description of fractal fluid flow in pipes with circular cross-sections. The Navier-Stokes equations of fractal incompressible viscous fluids are used to derive a generalization of the Poiseuille equation of steady flow of fractal media in pipe.

Fractional calculus model of articular cartilage based on experimental stress-relaxation

NASA Astrophysics Data System (ADS)

Smyth, P. A.; Green, I.

2015-05-01

Articular cartilage is a unique substance that protects joints from damage and wear. Many decades of research have led to detailed biphasic and triphasic models for the intricate structure and behavior of cartilage. However, the models contain many assumptions on boundary conditions, permeability, viscosity, model size, loading, etc., that complicate the description of cartilage. For impact studies or biomimetic applications, cartilage can be studied phenomenologically to reduce modeling complexity. This work reports experimental results on the stress-relaxation of equine articular cartilage in unconfined loading. The response is described by a fractional calculus viscoelastic model, which gives storage and loss moduli as functions of frequency, rendering multiple advantages: (1) the fractional calculus model is robust, meaning that fewer constants are needed to accurately capture a wide spectrum of viscoelastic behavior compared to other viscoelastic models (e.g., Prony series), (2) in the special case where the fractional derivative is 1/2, it is shown that there is a straightforward time-domain representation, (3) the eigenvalue problem is simplified in subsequent dynamic studies, and (4) cartilage stress-relaxation can be described with as few as three constants, giving an advantage for large-scale dynamic studies that account for joint motion or impact. Moreover, the resulting storage and loss moduli can quantify healthy, damaged, or cultured cartilage, as well as artificial joints. The proposed characterization is suited for high-level analysis of multiphase materials, where the separate contribution of each phase is not desired. Potential uses of this analysis include biomimetic dampers and bearings, or artificial joints where the effective stiffness and damping are fundamental parameters.

Pomeron calculus in zero transverse dimensions: Summation of pomeron loops and generating functional for multiparticle production processes

NASA Astrophysics Data System (ADS)

Levin, E.; Prygarin, A.

2008-02-01

In this paper we address two problems in pomeron calculus in zero transverse dimensions: the summation of the pomeron loops and the calculation of the processes of multiparticle generation. We introduce a new generating functional for these processes and obtain the evolution equation for it. We argue that in the kinematic range given by 1 ≪ln(1/α_{text{S}}2) ≪α_{text{S}} Y ≪1/α_{text{S}}, we can reduce the pomeron calculus to the exchange of non-interacting pomerons with the renormalized amplitude of their interaction with the target. Therefore, the summation of the pomeron loops can be performed using the Mueller Patel Salam Iancu approximation.

Example Solar Electric Propulsion System asteroid tours using variational calculus

NASA Technical Reports Server (NTRS)

Burrows, R. R.

1985-01-01

Exploration of the asteroid belt with a vehicle utilizing a Solar Electric Propulsion System has been proposed in past studies. Some of those studies illustrated multiple asteroid rendezvous with trajectories obtained using approximate methods. Most of the inadequacies of those approximations are overcome in this paper, which uses the calculus of variations to calculate the trajectories and associated payloads of four asteroid tours. The modeling, equations, and solution techniques are discussed, followed by a presentation of the results.

General Relativity

NASA Astrophysics Data System (ADS)

Hobson, M. P.; Efstathiou, G. P.; Lasenby, A. N.

2006-02-01

1. The spacetime of special relativity; 2. Manifolds and coordinates; 3. Vector calculus on manifolds; 4. Tensor calculus on manifolds; 5. Special relativity revisited; 6. Electromagnetism; 7. The equivalence principle and spacetime curvature; 8. The gravitational field equations; 9. The Schwarzschild geometry; 10. Experimental tests of general relativity; 11. Schwarzschild black holes; 12. Further spherically-symmetric geometries; 13. The Kerr geometry; 14. The Friedmann-Robertson-Walker geometry; 15. Cosmological models; 16. Inflationary cosmology; 17. Linearised general relativity; 18. Gravitational waves; 19. A variational approach to general relativity.

Example Solar Electric Propulsion System asteroid tours using variational calculus

NASA Astrophysics Data System (ADS)

Burrows, R. R.

1985-06-01

Exploration of the asteroid belt with a vehicle utilizing a Solar Electric Propulsion System has been proposed in past studies. Some of those studies illustrated multiple asteroid rendezvous with trajectories obtained using approximate methods. Most of the inadequacies of those approximations are overcome in this paper, which uses the calculus of variations to calculate the trajectories and associated payloads of four asteroid tours. The modeling, equations, and solution techniques are discussed, followed by a presentation of the results.

An Introduction to Computational Physics - 2nd Edition

NASA Astrophysics Data System (ADS)

Pang, Tao

2006-01-01

Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.

The Mathlet Toolkit: Creating Dynamic Applets for Differential Equations and Dynamical Systems

ERIC Educational Resources Information Center

Decker, Robert

2011-01-01

Dynamic/interactive graphing applets can be used to supplement standard computer algebra systems such as Maple, Mathematica, Derive, or TI calculators, in courses such as Calculus, Differential Equations, and Dynamical Systems. The addition of this type of software can lead to discovery learning, with students developing their own conjectures, and…

Gauge invariant fractional electromagnetic fields

NASA Astrophysics Data System (ADS)

Lazo, Matheus Jatkoske

2011-09-01

Fractional derivatives and integrations of non-integers orders was introduced more than three centuries ago but only recently gained more attention due to its application on nonlocal phenomenas. In this context, several formulations of fractional electromagnetic fields was proposed, but all these theories suffer from the absence of an effective fractional vector calculus, and in general are non-causal or spatially asymmetric. In order to deal with these difficulties, we propose a spatially symmetric and causal gauge invariant fractional electromagnetic field from a Lagrangian formulation. From our fractional Maxwell's fields arose a definition for the fractional gradient, divergent and curl operators.

Effective equilibrium states in mixtures of active particles driven by colored noise

NASA Astrophysics Data System (ADS)

Wittmann, René; Brader, J. M.; Sharma, A.; Marconi, U. Marini Bettolo

2018-01-01

We consider the steady-state behavior of pairs of active particles having different persistence times and diffusivities. To this purpose we employ the active Ornstein-Uhlenbeck model, where the particles are driven by colored noises with exponential correlation functions whose intensities and correlation times vary from species to species. By extending Fox's theory to many components, we derive by functional calculus an approximate Fokker-Planck equation for the configurational distribution function of the system. After illustrating the predicted distribution in the solvable case of two particles interacting via a harmonic potential, we consider systems of particles repelling through inverse power-law potentials. We compare the analytic predictions to computer simulations for such soft-repulsive interactions in one dimension and show that at linear order in the persistence times the theory is satisfactory. This work provides the toolbox to qualitatively describe many-body phenomena, such as demixing and depletion, by means of effective pair potentials.

The Marriage of Gas and Dust

NASA Astrophysics Data System (ADS)

Price, D. J.; Laibe, G.

2015-10-01

Dust-gas mixtures are the simplest example of a two fluid mixture. We show that when simulating such mixtures with particles or with particles coupled to grids a problem arises due to the need to resolve a very small length scale when the coupling is strong. Since this is occurs in the limit when the fluids are well coupled, we show how the dust-gas equations can be reformulated to describe a single fluid mixture. The equations are similar to the usual fluid equations supplemented by a diffusion equation for the dust-to-gas ratio or alternatively the dust fraction. This solves a number of numerical problems as well as making the physics clear.

Effect of hydrodynamic interactions on the diffusion of integral membrane proteins: diffusion in plasma membranes.

PubMed Central

Bussell, S J; Koch, D L; Hammer, D A

1995-01-01

Tracer diffusion coefficients of integral membrane proteins (IMPs) in intact plasma membranes are often much lower than those found in blebbed, organelle, and reconstituted membranes. We calculate the contribution of hydrodynamic interactions to the tracer, gradient, and rotational diffusion of IMPs in plasma membranes. Because of the presence of immobile IMPs, Brinkman's equation governs the hydrodynamics in plasma membranes. Solutions of Brinkman's equation enable the calculation of short-time diffusion coefficients of IMPs. There is a large reduction in particle mobilities when a fraction of them is immobile, and as the fraction increases, the mobilities of the mobile particles continue to decrease. Combination of the hydrodynamic mobilities with Monte Carlo simulation results, which incorporate excluded area effects, enable the calculation of long-time diffusion coefficients. We use our calculations to analyze results for tracer diffusivities in several different systems. In erythrocytes, we find that the hydrodynamic theory, when combined with excluded area effects, closes the gap between existing theory and experiment for the mobility of band 3, with the remaining discrepancy likely due to direct obstruction of band 3 lateral mobility by the spectrin network. In lymphocytes, the combined hydrodynamic-excluded area theory provides a plausible explanation for the reduced mobility of sIg molecules induced by binding concanavalin A-coated platelets. However, the theory does not explain all reported cases of "anchorage modulation" in all cell types in which receptor mobilities are reduced after binding by concanavalin A-coated platelets. The hydrodynamic theory provides an explanation of why protein lateral mobilities are restricted in plasma membranes and why, in many systems, deletion of the cytoplasmic tail of a receptor has little effect on diffusion rates. However, much more data are needed to test the theory definitively. We also predict that gradient and tracer diffusivities are the same to leading order. Finally, we have calculated rotational diffusion coefficients in plasma membranes. They decrease less rapidly than translational diffusion coefficients with increasing protein immobilization, and the results agree qualitatively with the limited experimental data available. PMID:7612825

Fem Simulation of Triple Diffusive Natural Convection Along Inclined Plate in Porous Medium: Prescribed Surface Heat, Solute and Nanoparticles Flux

NASA Astrophysics Data System (ADS)

Goyal, M.; Goyal, R.; Bhargava, R.

2017-12-01

In this paper, triple diffusive natural convection under Darcy flow over an inclined plate embedded in a porous medium saturated with a binary base fluid containing nanoparticles and two salts is studied. The model used for the nanofluid is the one which incorporates the effects of Brownian motion and thermophoresis. In addition, the thermal energy equations include regular diffusion and cross-diffusion terms. The vertical surface has the heat, mass and nanoparticle fluxes each prescribed as a power law function of the distance along the wall. The boundary layer equations are transformed into a set of ordinary differential equations with the help of group theory transformations. A wide range of parameter values are chosen to bring out the effect of buoyancy ratio, regular Lewis number and modified Dufour parameters of both salts and nanofluid parameters with varying angle of inclinations. The effects of parameters on the velocity, temperature, solutal and nanoparticles volume fraction profiles, as well as on the important parameters of heat and mass transfer, i.e., the reduced Nusselt, regular and nanofluid Sherwood numbers, are discussed. Such problems find application in extrusion of metals, polymers and ceramics, production of plastic films, insulation of wires and liquid packaging.

Presymplectic current and the inverse problem of the calculus of variations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Khavkine, Igor, E-mail: i.khavkine@uu.nl

2013-11-15

The inverse problem of the calculus of variations asks whether a given system of partial differential equations (PDEs) admits a variational formulation. We show that the existence of a presymplectic form in the variational bicomplex, when horizontally closed on solutions, allows us to construct a variational formulation for a subsystem of the given PDE. No constraints on the differential order or number of dependent or independent variables are assumed. The proof follows a recent observation of Bridges, Hydon, and Lawson [Math. Proc. Cambridge Philos. Soc. 148(01), 159–178 (2010)] and generalizes an older result of Henneaux [Ann. Phys. 140(1), 45–64 (1982)]more » from ordinary differential equations (ODEs) to PDEs. Uniqueness of the variational formulation is also discussed.« less

Estimation of the light field inside photosynthetic microorganism cultures through Mittag-Leffler functions at depleted light conditions

NASA Astrophysics Data System (ADS)

Fuente, David; Lizama, Carlos; Urchueguía, Javier F.; Conejero, J. Alberto

2018-01-01

Light attenuation within suspensions of photosynthetic microorganisms has been widely described by the Lambert-Beer equation. However, at depths where most of the light has been absorbed by the cells, light decay deviates from the exponential behaviour and shows a lower attenuation than the corresponding from the purely exponential fall. This discrepancy can be modelled through the Mittag-Leffler function, extending Lambert-Beer law via a tuning parameter α that takes into account the attenuation process. In this work, we describe a fractional Lambert-Beer law to estimate light attenuation within cultures of model organism Synechocystis sp. PCC 6803. Indeed, we benchmark the measured light field inside cultures of two different Synechocystis strains, namely the wild-type and the antenna mutant strain called Olive at five different cell densities, with our in silico results. The Mittag-Leffler hyper-parameter α that best fits the data is 0.995, close to the exponential case. One of the most striking results to emerge from this work is that unlike prior literature on the subject, this one provides experimental evidence on the validity of fractional calculus for determining the light field. We show that by applying the fractional Lambert-Beer law for describing light attenuation, we are able to properly model light decay in photosynthetic microorganisms suspensions.

Length-scale dependent transport properties of colloidal and protein solutions for prediction of crystal nucleation rates

NASA Astrophysics Data System (ADS)

Kalwarczyk, Tomasz; Sozanski, Krzysztof; Jakiela, Slawomir; Wisniewska, Agnieszka; Kalwarczyk, Ewelina; Kryszczuk, Katarzyna; Hou, Sen; Holyst, Robert

2014-08-01

We propose a scaling equation describing transport properties (diffusion and viscosity) in the solutions of colloidal particles. We apply the equation to 23 different systems including colloids and proteins differing in size (range of diameters: 4 nm to 1 μm), and volume fractions (10-3-0.56). In solutions under study colloids/proteins interact via steric, hydrodynamic, van der Waals and/or electrostatic interactions. We implement contribution of those interactions into the scaling law. Finally we use our scaling law together with the literature values of the barrier for nucleation to predict crystal nucleation rates of hard-sphere like colloids. The resulting crystal nucleation rates agree with existing experimental data.We propose a scaling equation describing transport properties (diffusion and viscosity) in the solutions of colloidal particles. We apply the equation to 23 different systems including colloids and proteins differing in size (range of diameters: 4 nm to 1 μm), and volume fractions (10-3-0.56). In solutions under study colloids/proteins interact via steric, hydrodynamic, van der Waals and/or electrostatic interactions. We implement contribution of those interactions into the scaling law. Finally we use our scaling law together with the literature values of the barrier for nucleation to predict crystal nucleation rates of hard-sphere like colloids. The resulting crystal nucleation rates agree with existing experimental data. Electronic supplementary information (ESI) available: Experimental and some analysis details. See DOI: 10.1039/c4nr00647j

Fractal pharmacokinetics.

PubMed

Pereira, Luis M

2010-06-01

Pharmacokinetics (PK) has been traditionally dealt with under the homogeneity assumption. However, biological systems are nowadays comprehensively understood as being inherently fractal. Specifically, the microenvironments where drug molecules interact with membrane interfaces, metabolic enzymes or pharmacological receptors, are unanimously recognized as unstirred, space-restricted, heterogeneous and geometrically fractal. Therefore, classical Fickean diffusion and the notion of the compartment as a homogeneous kinetic space must be revisited. Diffusion in fractal spaces has been studied for a long time making use of fractional calculus and expanding on the notion of dimension. Combining this new paradigm with the need to describe and explain experimental data results in defining time-dependent rate constants with a characteristic fractal exponent. Under the one-compartment simplification this strategy is straightforward. However, precisely due to the heterogeneity of the underlying biology, often at least a two-compartment model is required to address macroscopic data such as drug concentrations. This simple modelling step-up implies significant analytical and numerical complications. However, a few methods are available that make possible the original desideratum. In fact, exploring the full range of parametric possibilities and looking at different drugs and respective biological concentrations, it may be concluded that all PK modelling approaches are indeed particular cases of the fractal PK theory.

A Variational Assimilation Method for Satellite and Conventional Data: Development of Basic Model for Diagnosis of Cyclone Systems

NASA Technical Reports Server (NTRS)

Achtemeier, Gary L.; Scott, Robert W.; Chen, J.

1991-01-01

A summary is presented of the progress toward the completion of a comprehensive diagnostic objective analysis system based upon the calculus of variations. The approach was to first develop the objective analysis subject to the constraints that the final product satisfies the five basic primitive equations for a dry inviscid atmosphere: the two nonlinear horizontal momentum equations, the continuity equation, the hydrostatic equation, and the thermodynamic equation. Then, having derived the basic model, there would be added to it the equations for moist atmospheric processes and the radiative transfer equation.

Experimental studies and model analysis of noble gas fractionation in low-permeability porous media

NASA Astrophysics Data System (ADS)

Ding, Xin; Mack Kennedy, B.; Molins, Sergi; Kneafsey, Timothy; Evans, William C.

2017-05-01

Gas flow through the vadose zone from sources at depth involves fractionation effects that can obscure the nature of transport and even the identity of the source. Transport processes are particularly complex in low permeability media but as shown in this study, can be elucidated by measuring the atmospheric noble gases. A series of laboratory column experiments was conducted to evaluate the movement of noble gas from the atmosphere into soil in the presence of a net efflux of CO2, a process that leads to fractionation of the noble gases from their atmospheric abundance ratios. The column packings were designed to simulate natural sedimentary deposition by interlayering low permeability ceramic plates and high permeability beach sand. Gas samples were collected at different depths at CO2 fluxes high enough to cause extreme fractionation of the noble gases (4He/36Ar > 20 times the air ratio). The experimental noble gas fractionation-depth profiles were in good agreement with those predicted by the dusty gas (DG) model, demonstrating the applicability of the DG model across a broad spectrum of environmental conditions. A governing equation based on the dusty gas model was developed to specifically describe noble gas fractionation at each depth that is controlled by the binary diffusion coefficient, Knudsen diffusion coefficient and the ratio of total advection flux to total flux. Finally, the governing equation was used to derive the noble gas fractionation pattern and illustrate how it is influenced by soil CO2 flux, sedimentary sequence, thickness of each sedimentary layer and each layer's physical parameters. Three potential applications of noble gas fractionation are provided: evaluating soil attributes in the path of gas flow from a source at depth to the atmosphere, testing leakage through low permeability barriers used to isolate buried waste, and tracking biological methanogenesis and methane oxidation associated with hydrocarbon degradation.

Arbitrage with fractional Gaussian processes

NASA Astrophysics Data System (ADS)

Zhang, Xili; Xiao, Weilin

2017-04-01

While the arbitrage opportunity in the Black-Scholes model driven by fractional Brownian motion has a long history, the arbitrage strategy in the Black-Scholes model driven by general fractional Gaussian processes is in its infancy. The development of stochastic calculus with respect to fractional Gaussian processes allowed us to study such models. In this paper, following the idea of Shiryaev (1998), an arbitrage strategy is constructed for the Black-Scholes model driven by fractional Gaussian processes, when the stochastic integral is interpreted in the Riemann-Stieltjes sense. Arbitrage opportunities in some fractional Gaussian processes, including fractional Brownian motion, sub-fractional Brownian motion, bi-fractional Brownian motion, weighted-fractional Brownian motion and tempered fractional Brownian motion, are also investigated.

Geometric scaling behavior of the scattering amplitude for DIS with nuclei

NASA Astrophysics Data System (ADS)

Kormilitzin, Andrey; Levin, Eugene; Tapia, Sebastian

2011-12-01

The main question, that we answer in this paper, is whether the initial condition can influence on the geometric scaling behavior of the amplitude for DIS at high energy. We re-write the non-linear Balitsky-Kovchegov equation in the form which is useful for treating the interaction with nuclei. Using the simplified BFKL kernel, we find the analytical solution to this equation with the initial condition given by the McLerran-Venugopalan formula. This solution does not show the geometric scaling behavior of the amplitude deeply in the saturation region. On the other hand, the BFKL Pomeron calculus with the initial condition at x=1/mR given by the solution to Balitsky-Kovchegov equation, leads to the geometric scaling behavior. The McLerran-Venugopalan formula is the natural initial condition for the Color Glass Condensate (CGC) approach. Therefore, our result gives a possibility to check experimentally which approach: CGC or BFKL Pomeron calculus, is more satisfactory.

Prediction of heat release effects on a mixing layer

NASA Technical Reports Server (NTRS)

Farshchi, M.

1986-01-01

A fully second-order closure model for turbulent reacting flows is suggested based on Favre statistics. For diffusion flames the local thermodynamic state is related to single conserved scalar. The properties of pressure fluctuations are analyzed for turbulent flows with fluctuating density. Closure models for pressure correlations are discussed and modeled transport equations for Reynolds stresses, turbulent kinetic energy dissipation, density-velocity correlations, scalar moments and dissipation are presented and solved, together with the mean equations for momentum and mixture fraction. Solutions of these equations are compared with the experimental data for high heat release free mixing layers of fluorine and hydrogen in a nitrogen diluent.

An explicit dissipation-preserving method for Riesz space-fractional nonlinear wave equations in multiple dimensions

NASA Astrophysics Data System (ADS)

Macías-Díaz, J. E.

2018-06-01

In this work, we investigate numerically a model governed by a multidimensional nonlinear wave equation with damping and fractional diffusion. The governing partial differential equation considers the presence of Riesz space-fractional derivatives of orders in (1, 2], and homogeneous Dirichlet boundary data are imposed on a closed and bounded spatial domain. The model under investigation possesses an energy function which is preserved in the undamped regime. In the damped case, we establish the property of energy dissipation of the model using arguments from functional analysis. Motivated by these results, we propose an explicit finite-difference discretization of our fractional model based on the use of fractional centered differences. Associated to our discrete model, we also propose discretizations of the energy quantities. We establish that the discrete energy is conserved in the undamped regime, and that it dissipates in the damped scenario. Among the most important numerical features of our scheme, we show that the method has a consistency of second order, that it is stable and that it has a quadratic order of convergence. Some one- and two-dimensional simulations are shown in this work to illustrate the fact that the technique is capable of preserving the discrete energy in the undamped regime. For the sake of convenience, we provide a Matlab implementation of our method for the one-dimensional scenario.

Investigation into the optimum beam shape and fluence for selective ablation of dental calculus at lambda = 400 nm.

PubMed

Schoenly, Joshua E; Seka, Wolf; Rechmann, Peter

2010-01-01

A frequency-doubled Ti:sapphire laser is shown to selectively ablate dental calculus. The optimal transverse shape of the laser beam, including its variability under water-cooling, is determined for selective ablation of dental calculus. Intensity profiles under various water-cooling conditions were optically observed. The 400-nm laser was coupled into a multimode optical fiber using an f = 2.5-cm lens and light-shaping diffuser. Water-cooling was supplied coaxially around the fiber. Five human tooth samples (four with calculus and one pristine) were irradiated perpendicular to the tooth surface while the tooth was moved back and forth at 0.3 mm/second, varying between 20 and 180 iterations. The teeth were imaged before and after irradiation using light microscopy with a flashing blue light-emitting diode (LED). An environmental scanning electron microscope imaged each tooth after irradiation. High-order super-Gaussian intensity profiles are observed at the output of a fiber coiled around a 4-in. diameter drum. Super-Gaussian beams have a more-homogenous fluence distribution than Gaussian beams and have a higher energy efficiency for selective ablation. Coaxial water-cooling does not noticeably distort the intensity distribution within 1 mm from the optical fiber. In contrast, lasers focused to a Gaussian cross section (< or =50-microm diameter) without fiber propagation and cooled by a water spray are heavily distorted and may lead to variable ablation. Calculus is preferentially ablated at high fluences (> or =2 J/cm(2)); below this fluence, stalling occurs because of photo-bleaching of the calculus. Healthy dental hard tissue is not removed at fluences < or =3 J/cm(2). Supplying laser light to a tooth using an optical fiber with coaxial water-cooling is determined to be the most appropriate method when selectively removing calculus with a frequency-doubled Ti:sapphire laser. Fluences over 2 J/cm(2) are required to remove calculus efficiently since photo-bleaching stalls calculus removal below that value.

Investigation Into the Optimum Beam Shape and Fluence for Selective Ablation of Dental Calculus at lambda = 400 nm

DOE Office of Scientific and Technical Information (OSTI.GOV)

Schoenly, J.E.; Seka. W.; Rechmann, P.

A frequency-doubled Ti:sapphire laser is shown to selectively ablate dental calculus. The optimal transverse shape of the laser beam, including its variability under water-cooling, is determined for selective ablation of dental calculus. Intensity profiles under various water-cooling conditions were optically observed. The 400-nm laser was coupled into a multimode optical fiber using an f = 2.5-cm lens and light-shaping diffuser. Water-cooling was supplied coaxially around the fiber. Five human tooth samples (four with calculus and one pristine) were irradiated perpendicular to the tooth surface while the tooth was moved back and forth at 0.3 mm/second, varying between 20 and 180more » iterations. The teeth were imaged before and after irradiation using light microscopy with a flashing blue light-emitting diode (LED). An environmental scanning electron microscope imaged each tooth after irradiation. High-order super-Gaussian intensity profiles are observed at the output of a fiber coiled around a 4-in. diameter drum. Super-Gaussian beams have a morehomogenous fluence distribution than Gaussian beams and have a higher energy efficiency for selective ablation. Coaxial water-cooling does not noticeably distort the intensity distribution within 1 mm from the optical fiber. In contrast, lasers focused to a Gaussian cross section (<=50-mm diameter) without fiber propagation and cooled by a water spray are heavily distorted and may lead to variable ablation. Calculus is preferentially ablated at high fluences (>= 2 J/cm^2); below this fluence, stalling occurs because of photo-bleaching of the calculus. Healthy dental hard tissue is not removed at fluences <=3 J/cm^2. Supplying laser light to a tooth using an optical fiber with coaxial water-cooling is determined to be the most appropriate method when selectively removing calculus with a frequency-doubled Ti:sapphire laser. Fluences over 2 J/cm^2 are required to remove calculus efficiently since photo-bleaching stalls calculus removal below that value.« less

Climate Modeling in the Calculus and Differential Equations Classroom

ERIC Educational Resources Information Center

Kose, Emek; Kunze, Jennifer

2013-01-01

Students in college-level mathematics classes can build the differential equations of an energy balance model of the Earth's climate themselves, from a basic understanding of the background science. Here we use variable albedo and qualitative analysis to find stable and unstable equilibria of such a model, providing a problem or perhaps a…

Linear Ordinary Differential Equations with Constant Coefficients. Revisiting the Impulsive Response Method Using Factorization

ERIC Educational Resources Information Center

Camporesi, Roberto

2011-01-01

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of…

Dynamic stability and bifurcation analysis in fractional thermodynamics

NASA Astrophysics Data System (ADS)

Béda, Péter B.

2018-02-01

In mechanics, viscoelasticity was the first field of applications in studying geomaterials. Further possibilities arise in spatial non-locality. Non-local materials were already studied in the 1960s by several authors as a part of continuum mechanics and are still in focus of interest because of the rising importance of materials with internal micro- and nano-structure. When material instability gained more interest, non-local behavior appeared in a different aspect. The problem was concerned to numerical analysis, because then instability zones exhibited singular properties for local constitutive equations. In dynamic stability analysis, mathematical aspects of non-locality were studied by using the theory of dynamic systems. There the basic set of equations describing the behavior of continua was transformed to an abstract dynamic system consisting of differential operators acting on the perturbation field variables. Such functions should satisfy homogeneous boundary conditions and act as indicators of stability of a selected state of the body under consideration. Dynamic systems approach results in conditions for cases, when the differential operators have critical eigenvalues of zero real parts (dynamic stability or instability conditions). When the critical eigenvalues have non-trivial eigenspace, the way of loss of stability is classified as a typical (or generic) bifurcation. Our experiences show that material non-locality and the generic nature of bifurcation at instability are connected, and the basic functions of the non-trivial eigenspace can be used to determine internal length quantities of non-local mechanics. Fractional calculus is already successfully used in thermo-elasticity. In the paper, non-locality is introduced via fractional strain into the constitutive relations of various conventional types. Then, by defining dynamic systems, stability and bifurcation are studied for states of thermo-mechanical solids. Stability conditions and genericity conditions are presented for constitutive relations under consideration.

Fractional viscoelasticity of soft elastomers and auxetic foams

NASA Astrophysics Data System (ADS)

Solheim, Hannah; Stanisauskis, Eugenia; Miles, Paul; Oates, William

2018-03-01

Dielectric elastomers are commonly implemented in adaptive structures due to their unique capabilities for real time control of a structure's shape, stiffness, and damping. These active polymers are often used in applications where actuator control or dynamic tunability are important, making an accurate understanding of the viscoelastic behavior critical. This challenge is complicated as these elastomers often operate over a broad range of deformation rates. Whereas research has demonstrated success in applying a nonlinear viscoelastic constitutive model to characterize the behavior of Very High Bond (VHB) 4910, robust predictions of the viscoelastic response over the entire range of time scales is still a significant challenge. An alternative formulation for viscoelastic modeling using fractional order calculus has shown significant improvement in predictive capabilities. While fractional calculus has been explored theoretically in the field of linear viscoelasticity, limited experimental validation and statistical evaluation of the underlying phenomena have been considered. In the present study, predictions across several orders of magnitude in deformation rates are validated against data using a single set of model parameters. Moreover, we illustrate the fractional order is material dependent by running complementary experiments and parameter estimation on the elastomer VHB 4949 as well as an auxetic foam. All results are statistically validated using Bayesian uncertainty methods to obtain posterior densities for the fractional order as well as the hyperelastic parameters.

Simulations of high Mach number perpendicular shocks with resistive electrons

NASA Technical Reports Server (NTRS)

Quest, K. B.

1986-01-01

A simulation code which models the ions as microparticles and the electrons as a resistive massless fluid is employed to study the structure of high Mach number perpendicular shocks. It is found that stable stationary shock solutions can be obtained for Alfven Mach numbers (M sub A) between 5 and 60 for upstream plasmas where the ratio of the plasma pressure to the magnetic pressure is 1, providing that the upstream resistive diffusion length is much smaller than the ion inertial length. For much larger resistive diffusion lengths, the magnetic field overshoot is damped, and the imbalance in the electron momentum equation results in a periodic fluctuation of the fraction of reflected ions. In the limit of M sub A of less than 10, the magnetic overshoot and the fraction of reflected ions increase with increasing M sub A, while at higher Mach numbers the fraction of reflected ions peaks at about 40 percent and the magnetic field overshoot increases at a much slower rate. Electron inertial effects are also considered.

Alien calculus and non perturbative effects in Quantum Field Theory

NASA Astrophysics Data System (ADS)

Bellon, Marc P.

2016-12-01

In many domains of physics, methods for dealing with non-perturbative aspects are required. Here, I want to argue that a good approach for this is to work on the Borel transforms of the quantities of interest, the singularities of which give non-perturbative contributions. These singularities in many cases can be largely determined by using the alien calculus developed by Jean Écalle. My main example will be the two point function of a massless theory given as a solution of a renormalization group equation.

Invariance of Conjunctions of Polynomial Equalities for Algebraic Differential Equations

DTIC Science & Technology

2014-07-01

treatment of the general case as a future work. 3 Here ` is used, as in sequent calculus , to assert that whenever the constraint H (antecedent) is satisfied...clause and the rule becomes (Inv) F → C C → [ẋ = p &H ]C F → [ẋ = p &H ]C . In the following sections, we will be working in a proof calculus , rather...examples we used in our benchmarks originate from a num- ber of sources - many of them come from textbooks on Dynamical Systems; others have been hand

A new class of problems in the calculus of variations

NASA Astrophysics Data System (ADS)

Ekeland, Ivar; Long, Yiming; Zhou, Qinglong

2013-11-01

This paper investigates an infinite-horizon problem in the one-dimensional calculus of variations, arising from the Ramsey model of endogeneous economic growth. Following Chichilnisky, we introduce an additional term, which models concern for the well-being of future generations. We show that there are no optimal solutions, but that there are equilibrium strateges, i.e. Nash equilibria of the leader-follower game between successive generations. To solve the problem, we approximate the Chichilnisky criterion by a biexponential criterion, we characterize its equilibria by a pair of coupled differential equations of HJB type, and we go to the limit. We find all the equilibrium strategies for the Chichilnisky criterion. The mathematical analysis is difficult because one has to solve an implicit differential equation in the sense of Thom. Our analysis extends earlier work by Ekeland and Lazrak.

Speaking the same language in physics and math

NASA Astrophysics Data System (ADS)

Harvey, Marci

2012-02-01

"Hey, is that the same thing as a derivative from calculus?" "Isn't that a quadratic equation?" These are some of the math-related questions my physics students ask every year. Some students realize that determining velocity from a position-time graph is the same thing as taking the first derivative in calculus or they recognize a quadratic equation has a t2 term. Why can all students not make the connection between the two? I wonder if we, as teachers of two different subjects, are making this learning more difficult because we have different terminology for identical concepts. We have an opportunity to create a learning environment that offers multiple opportunities to improve student comprehension. Teachers can connect the concepts from various classes into a cohesive set of information that can be used for higher-level thinking and processing skills.

Complexity and the Fractional Calculus

DTIC Science & Technology

2013-01-01

these trajectories over the entire Lotka - Volterra cycle thereby generating the mistaken impression that the resulting average trajectory reaches...interpreted as a form of phase decor- relation process rather than one with friction. The fractional version of the popular Lotka - Volterra ecological...trajectory is an ordinary Lotka - Volterra cycle in the operational time . Transitioning from the operational time to the chronological time spreads

A new perspective on Quantum Finance using the Black-Scholes pricing model

NASA Astrophysics Data System (ADS)

Dieng, Lamine

2007-03-01

Options are known to be divided into two types, the first type is called a call option and the second type is called a put option and these options are offered to stock holders in order to hedge their positions against risky fluctuations of the stock price. It is important to mention that due to fluctuations of the stock price, options can be found sometimes deep in the money, at the money and out of the money. A deep in the money option is described when the option's holder has a positive expected payoff, at the money option is when the option's holder has a zero expected payoff and an out of the money option is when the payoff is negative. In this work, we will assume the stock price to be described by the well known Black-Scholes model or sometimes called the multiplicative model. Using Ito calculus, Martingale and supermartingale theories, we investigated the Black-Scholes pricing equation at the money (X(stock price)= K (strike price)) when the expected payoff of the options holder is zero. We also hedged the Black-Scholes pricing equation in the limit when delta is zero to obtain the non-relativistic time independent Schroedinger equation in quantum mechanics. We compared the two equations and found the diffusion constant to be a function of the stock price in contrast to the Bachelier model we have worked on earlier. We solved the Schroedinger equation and found a dependence between interest rate, volatility and strike price at the money.

Molecular dynamics at low time resolution.

PubMed

Faccioli, P

2010-10-28

The internal dynamics of macromolecular systems is characterized by widely separated time scales, ranging from fraction of picoseconds to nanoseconds. In ordinary molecular dynamics simulations, the elementary time step Δt used to integrate the equation of motion needs to be chosen much smaller of the shortest time scale in order not to cut-off physical effects. We show that in systems obeying the overdamped Langevin equation, it is possible to systematically correct for such discretization errors. This is done by analytically averaging out the fast molecular dynamics which occurs at time scales smaller than Δt, using a renormalization group based technique. Such a procedure gives raise to a time-dependent calculable correction to the diffusion coefficient. The resulting effective Langevin equation describes by construction the same long-time dynamics, but has a lower time resolution power, hence it can be integrated using larger time steps Δt. We illustrate and validate this method by studying the diffusion of a point-particle in a one-dimensional toy model and the denaturation of a protein.

Two-time scale subordination in physical processes with long-term memory

NASA Astrophysics Data System (ADS)

Stanislavsky, Aleksander; Weron, Karina

2008-03-01

We describe dynamical processes in continuous media with a long-term memory. Our consideration is based on a stochastic subordination idea and concerns two physical examples in detail. First we study a temporal evolution of the species concentration in a trapping reaction in which a diffusing reactant is surrounded by a sea of randomly moving traps. The analysis uses the random-variable formalism of anomalous diffusive processes. We find that the empirical trapping-reaction law, according to which the reactant concentration decreases in time as a product of an exponential and a stretched exponential function, can be explained by a two-time scale subordination of random processes. Another example is connected with a state equation for continuous media with memory. If the pressure and the density of a medium are subordinated in two different random processes, then the ordinary state equation becomes fractional with two-time scales. This allows one to arrive at the Bagley-Torvik type of state equation.

Effects of aging on the fraction distribution and bioavailability of selenium in three different soils.

PubMed

Li, Jun; Peng, Qin; Liang, Dongli; Liang, Sijie; Chen, Juan; Sun, Huan; Li, Shuqi; Lei, Penghui

2016-02-01

Aging refers to the processes by which the mobility and bioavailability of metals in soil decline with time. Although long-term aging is a key process that needs to be considered in risk assessment of metals, few investigations has been attempted to determine whether and how residence time influences the selenium (Se) fractions and bioavailability in soil. In this study, the fractions of Se in soils was evaluated, and bioavailability were assessed by measuring Se concentration in pak choi (Brassica chinensis L.). Results showed that the change of soil available Se in all tested soils divided into two phases: rapid decrease at the initial time (42 d) and slow decline thereafter. The second-order equation could describe the decrease processes of available Se in tested soils during the entire incubation time (R(2) > 0.99), while parabolic diffusion equation had less goodness of fit. Those results indicated that Se aging was controlled not only by diffusion process but also by other processes such as nucleation/precipitation, adsorption/desorption with soil component, occlusion by organic matter and reduction reaction. Soil available Se fractions tended to transform to more stable fractions during aging. The changes of Se concentration in pak choi were consistent with the variation in soil available Se content. In addition, 21 d could be reference for the time of Se aging reaching stabilization in krasnozems and fluvo-aquic soil, and 30 d for black soil. Results could provide theoretical basis to formulate environmental quality criterion and choose the equilibrium time before implementing a pot experiment in Se-spiked soils. Copyright © 2015 Elsevier Ltd. All rights reserved.

Diffusion mechanism of non-interacting Brownian particles through a deformed substrate

NASA Astrophysics Data System (ADS)

Arfa, Lahcen; Ouahmane, Mehdi; El Arroum, Lahcen

2018-02-01

We study the diffusion mechanism of non-interacting Brownian particles through a deformed substrate. The study is done at low temperature for different values of the friction. The deformed substrate is represented by a periodic Remoissenet-Peyrard potential with deformability parameter s. In this potential, the particles (impurity, adatoms…) can diffuse. We ignore the interactions between these mobile particles consider them merely as non-interacting Brownian particles and this system is described by a Fokker-Planck equation. We solve this equation numerically using the matrix continued fraction method to calculate the dynamic structure factor S(q , ω) . From S(q , ω) some relevant correlation functions are also calculated. In particular, we determine the half-width line λ(q) of the peak of the quasi-elastic dynamic structure factor S(q , ω) and the diffusion coefficient D. Our numerical results show that the diffusion mechanism is described, depending on the structure of the potential, either by a simple jump diffusion process with jump length close to the lattice constant a or by a combination of a jump diffusion model with jump length close to lattice constant a and a liquid-like motion inside the unit cell. It shows also that, for different friction regimes and various potential shapes, the friction attenuates the diffusion mechanism. It is found that, in the high friction regime, the diffusion process is more important through a deformed substrate than through a non-deformed one.

Finding Equations of Tangents to Conics

ERIC Educational Resources Information Center

Baloglou, George; Helfgott, Michel

2004-01-01

A calculus-free approach is offered for determining the equation of lines tangent to conics. Four types of problems are discussed: line tangent to a conic at a given point, line tangent to a conic passing through a given point outside the conic, line of a given slope tangent to a conic, and line tangent to two conics simultaneously; in each case,…

Existence results for degenerate p(x)-Laplace equations with Leray-Lions type operators

NASA Astrophysics Data System (ADS)

Ho, Ky; Sim, Inbo

2017-01-01

We show the various existence results for degenerate $p(x)$-Laplace equations with Leray-Lions type operators. A suitable condition on degeneracy is discussed and proofs are mainly based on direct methods and critical point theories in Calculus of Variations. In particular, we investigate the various situations of the growth rates between principal operators and nonlinearities.

Existence of weak solutions to degenerate p-Laplacian equations and integral formulas

NASA Astrophysics Data System (ADS)

Chua, Seng-Kee; Wheeden, Richard L.

2017-12-01

We study the problem of solving some general integral formulas and then apply the conclusions to obtain results about the existence of weak solutions of various degenerate p-Laplacian equations. We adapt Variational Calculus methods and the Mountain Pass Lemma without the Palais-Smale condition, and we use an abstract version of Lions' Concentration Compactness Principle II.

Langevin Equation on Fractal Curves

NASA Astrophysics Data System (ADS)

Satin, Seema; Gangal, A. D.

2016-07-01

We analyze random motion of a particle on a fractal curve, using Langevin approach. This involves defining a new velocity in terms of mass of the fractal curve, as defined in recent work. The geometry of the fractal curve, plays an important role in this analysis. A Langevin equation with a particular model of noise is proposed and solved using techniques of the Fα-Calculus.

A Fresh Look at Linear Ordinary Differential Equations with Constant Coefficients. Revisiting the Impulsive Response Method Using Factorization

ERIC Educational Resources Information Center

Camporesi, Roberto

2016-01-01

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations of any order based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as…

Surface Properties of PEMFC Gas Diffusion Layers

DOE Office of Scientific and Technical Information (OSTI.GOV)

WoodIII, David L; Rulison, Christopher; Borup, Rodney

2010-01-01

The wetting properties of PEMFC Gas Diffusion Layers (GDLs) were quantified by surface characterization measurements and modeling of material properties. Single-fiber contact-angle and surface energy (both Zisman and Owens-Wendt) data of a wide spectrum of GDL types is presented to delineate the effects of hydrophobic post-processing treatments. Modeling of the basic sessile-drop contact angle demonstrates that this value only gives a fraction of the total picture of interfacial wetting physics. Polar forces are shown to contribute 10-20 less than dispersive forces to the composite wetting of GDLs. Internal water contact angles obtained from Owens-Wendt analysis were measured at 13-19 highermore » than their single-fiber counterparts. An inverse relationship was found between internal contact angle and both Owens-Wendt surface energy and % polarity of the GDL. The most sophisticated PEMFC mathematical models use either experimentally measured capillary pressures or the standard Young-Laplace capillary-pressure equation. Based on the results of the Owens-Wendt analysis, an advancement to the Young-Laplace equation is proposed for use in these mathematical models, which utilizes only solid surface energies and fractional surface coverage of fluoropolymer. Capillary constants for the spectrum of analyzed GDLs are presented for the same purpose.« less

Effects of pressure and fuel dilution on coflow laminar methane-air diffusion flames: A computational and experimental study

NASA Astrophysics Data System (ADS)

Cao, Su; Ma, Bin; Giassi, Davide; Bennett, Beth Anne V.; Long, Marshall B.; Smooke, Mitchell D.

2018-03-01

In this study, the influence of pressure and fuel dilution on the structure and geometry of coflow laminar methane-air diffusion flames is examined. A series of methane-fuelled, nitrogen-diluted flames has been investigated both computationally and experimentally, with pressure ranging from 1.0 to 2.7 atm and CH4 mole fraction ranging from 0.50 to 0.65. Computationally, the MC-Smooth vorticity-velocity formulation was employed to describe the reactive gaseous mixture, and soot evolution was modelled by sectional aerosol equations. The governing equations and boundary conditions were discretised on a two-dimensional computational domain by finite differences, and the resulting set of fully coupled, strongly nonlinear equations was solved simultaneously at all points using a damped, modified Newton's method. Experimentally, chemiluminescence measurements of CH* were taken to determine its relative concentration profile and the structure of the flame front. A thin-filament ratio pyrometry method using a colour digital camera was employed to determine the temperature profiles of the non-sooty, atmospheric pressure flames, while soot volume fraction was quantified, after evaluation of soot temperature, through an absolute light calibration using a thermocouple. For a broad spectrum of flames in atmospheric and elevated pressures, the computed and measured flame quantities were examined to characterise the influence of pressure and fuel dilution, and the major conclusions were as follows: (1) maximum temperature increases with increasing pressure or CH4 concentration; (2) lift-off height decreases significantly with increasing pressure, modified flame length is roughly independent of pressure, and flame radius decreases with pressure approximately as P-1/2; and (3) pressure and fuel stream dilution significantly affect the spatial distribution and the peak value of the soot volume fraction.

Tornado-Shaped Curves

ERIC Educational Resources Information Center

Martínez, Sol Sáez; de la Rosa, Félix Martínez; Rojas, Sergio

2017-01-01

In Advanced Calculus, our students wonder if it is possible to graphically represent a tornado by means of a three-dimensional curve. In this paper, we show it is possible by providing the parametric equations of such tornado-shaped curves.

Teaching Mathematics to Civil Engineers

ERIC Educational Resources Information Center

Sharp, J. J.; Moore, E.

1977-01-01

This paper outlines a technique for teaching a rigorous course in calculus and differential equations which stresses applicability of the mathematics to problems in civil engineering. The method involves integration of subject matter and team teaching. (SD)

Phonological Interpretation into Preordered Algebras

NASA Astrophysics Data System (ADS)

Kubota, Yusuke; Pollard, Carl

We propose a novel architecture for categorial grammar that clarifies the relationship between semantically relevant combinatoric reasoning and semantically inert reasoning that only affects surface-oriented phonological form. To this end, we employ a level of structured phonology that mediates between syntax (abstract combinatorics) and phonology proper (strings). To notate structured phonologies, we employ a lambda calculus analogous to the φ-terms of [8]. However, unlike Oehrle's purely equational φ-calculus, our phonological calculus is inequational, in a way that is strongly analogous to the functional programming language LCF [10]. Like LCF, our phonological terms are interpreted into a Henkin frame of posets, with degree of definedness ('height' in the preorder that interprets the base type) corresponding to degree of pronounceability; only maximal elements are actual strings and therefore fully pronounceable. We illustrate with an analysis (also new) of some complex constituent-order phenomena in Japanese.

A Lagrangian model for soil water dynamics: can we step beyond Richard's equation while preserving capillarity as first order control?

NASA Astrophysics Data System (ADS)

Zehe, Erwin; Jackisch, Conrad

2016-04-01

Water storage in the unsaturated zone is controlled by capillary forces which increase nonlinearly with decreasing pore size, because water acts as a wetting fluid in soil. The standard approach to represent capillary and gravity controlled soil water dynamics is the Darcy-Richards equation in combination with suitable soil water characteristics. This continuum model essentially assumes capillarity controlled diffusive fluxes to dominate soil water dynamics under local thermodynamic equilibrium conditions. Today we know that the assumptions of local equilibrium conditions e.g. and a mainly diffusive flow are often not appropriate, particularly during rainfall events in structured soils. Rapid or preferential flow imply a strong local disequilibrium and imperfect mixing between a fast fraction of soil water, traveling in interconnected coarse pores or non-capillary macropores, and the slower diffusive flow in finer fractions of the pore space. Although various concepts have been proposed to overcome the inability of the Darcy - Richards concept to cope with not-well mixed preferential flow, we still lack an approach that is commonly accepted. Notwithstanding the listed short comings, one should not mistake the limitations of the Richards equation with non-importance of capillary forces in soil. Without capillarity infiltrating rainfall would drain into groundwater bodies, leaving an empty soil as the local equilibrium state - there would be no soil water dynamics at all, probably even no terrestrial vegetation without capillary forces. Better alternatives for the Darcy-Richards approach are thus highly desirable, as long they preserve the grain of "truth" about capillarity as first order control. Here we propose such an alternative approach to simulate soil moisture dynamics in a stochastic and yet physical way. Soil water is represented by particles of constant mass, which travel according to the Itô form of the Fokker Planck equation. The model concept builds on established soil physics by estimating the drift velocity and the diffusion term based on the soil water characteristics. A naive random walk, which assumes all water particles to move at the same drift velocity and diffusivity, overestimated depletion of soil moisture gradients compared to a Richards' solver within three distinctly different soils. This is because soil water and hence the corresponding water particles in smaller pores size fractions, are, due to the non-linear decrease of soil hydraulic conductivity with decreasing soil moisture, much less mobile. After accounting for this subscale variability of particle mobility, the particle model and a Richards' solver performed highly similar during simulated wetting and drying circles in three distinctly different soils. Alternatively, we tested a computational less approach, assuming only the 10 or 20% of the fastest particles as mobile, while treating the remaining particles located in smaller pores sizes as immobile. For instance in a sandy soil a mobile fraction of 20% revealed almost identical results as the full mobility model and performed even closer to the Richards solver. In this context we also compared the cases of perfect mixing and no mixing between mobile and immobile water particles between different time steps. The second option was clearly superior with respect to match simulations with the Richards' solver. The particle model is hence a suitable tool to "unmask" a) inherent implications of the Darcy-Richards concept on the fraction of soil water that actually contributes to soil water dynamics and b) the inherent very limited degrees of freedom for mixing between mobile and immobile water fractions. A main asset of the particle based approach is that the assumption of local equilibrium equation during infiltration may be easily released. We tested this idea in a straight forward manner, by treating infiltrating event water particles as second particle type which travel initially, mainly gravity driven, in the largest pore fraction at maximum drift, and yet experience a slow diffusive mixing with the pre-event water particles within a characteristic mixing time. Simulations with the particle model in the non-equilibrium mode were a) rather sensitive to the coefficient describing mixing of event water particles and b) clearly outperformed the Richards model with respect to match observed soil dynamics in a real world benchmark. The proposed non-linear random walk of water particles is, hence, an easy to implement alternative for simulating soil moisture dynamics in the unsaturated, which preserves the influence of capillarity and makes use of established soil physics. The approach is particularly promising to deal with preferential flow and transport of solutes and to explore transit time distributions.

A fractional calculus perspective of distributed propeller design

NASA Astrophysics Data System (ADS)

Tenreiro Machado, J.; Galhano, Alexandra M.

2018-02-01

A new generation of aircraft with distributed propellers leads to operational performances superior to those exhibited by standard designs. Computational simulations and experimental tests show a reduction of fuel consumption and noise. This paper proposes an analogy between aerodynamics and electrical circuits. The model reveals properties similar to those of fractional-order systems and gives a deeper insight into the dynamics of multi-propeller coupling.

Simplicial lattices in classical and quantum gravity: Mathematical structure and application

NASA Astrophysics Data System (ADS)

Lafave, Norman Joseph

1989-03-01

Geometrodynamics can be understood more clearly in the language of geometry than in the language of differential equations. This is the primary motivation for the development of calculational schemes based on Regge Calculus as an alternative to those schemes based on Ricci Calculus. The mathematics of simplicial lattices were developed to the same level of sophistication as the mathematics of pseudo--Riemannian geometry for continuum manifolds. This involves the definition of the simplicial analogues of several concepts from differential topology and differential geometry-the concept of a point, tangent spaces, forms, tensors, parallel transport, covariant derivatives, connections, and curvature. These simplicial analogues are used to define the Einstein tensor and the extrinsic curvature on a simplicial geometry. This mathematical formalism was applied to the solution of several outstanding problems in the development of a Regge Calculus based computational scheme for general geometrodynamic problems. This scheme is based on a 3 + 1 splitting of spacetime within the Regge Calculus prescription known as Null-Strut Calculus (NSC). NSC describes the foliation of spacetime into spacelike hypersurfaces built of tetrahedra. These hypersurfaces are coupled by light rays (null struts) to past and future momentum-like structures, geometrically dual to the tetrahedral lattice of the hypersurface. Avenues of investigation for NSC in quantum gravity are described.

Computer Algebra Systems in Undergraduate Instruction.

ERIC Educational Resources Information Center

Small, Don; And Others

1986-01-01

Computer algebra systems (such as MACSYMA and muMath) can carry out many of the operations of calculus, linear algebra, and differential equations. Use of them with sketching graphs of rational functions and with other topics is discussed. (MNS)

An introduction to tensor calculus, relativity and cosmology /3rd edition/

NASA Astrophysics Data System (ADS)

Lawden, D. F.

This textbook introduction to the principles of special relativity proceeds within the context of cartesian tensors. Newton's laws of motion are reviewed, as are the Lorentz transformations, Minkowski space-time, and the Fitzgerald contraction. Orthogonal transformations are described, and invariants, gradients, tensor derivatives, contraction, scalar products, divergence, pseudotensors, vector products, and curl are defined. Special relativity mechanics are explored in terms of mass, momentum, the force vector, the Lorentz transformation equations for force, calculations for photons and neutrinos, the development of the Lagrange and Hamilton equations, and the energy-momentum tensor. Electrodynamics is investigated, together with general tensor calculus and Riemmanian space. The General Theory of Relativity is presented, along with applications to astrophysical phenomena such as black holes and gravitational waves. Finally, analytical discussions of cosmological problems are reviewed, particularly Einstein, de Sitter, and Friedmann universes, redshifts, event horizons, and the redshift.

Anomalous subdiffusion in fluorescence photobleaching recovery: a Monte Carlo study.

PubMed Central

Saxton, M J

2001-01-01

Anomalous subdiffusion is hindered diffusion in which the mean-square displacement of a diffusing particle is proportional to some power of time less than one. Anomalous subdiffusion has been observed for a variety of lipids and proteins in the plasma membranes of a variety of cells. Fluorescence photobleaching recovery experiments with anomalous subdiffusion are simulated to see how to analyze the data. It is useful to fit the recovery curve with both the usual recovery equation and the anomalous one, and to judge the goodness of fit on log-log plots. The simulations show that the simplest approximate treatment of anomalous subdiffusion usually gives good results. Three models of anomalous subdiffusion are considered: obstruction, fractional Brownian motion, and the continuous-time random walk. The models differ significantly in their behavior at short times and in their noise level. For obstructed diffusion the approach to the percolation threshold is marked by a large increase in noise, a broadening of the distribution of diffusion coefficients and anomalous subdiffusion exponents, and the expected abrupt decrease in the mobile fraction. The extreme fluctuations in the recovery curves at and near the percolation threshold result from extreme fluctuations in the geometry of the percolation cluster. PMID:11566793

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stagg, Alan K; Yoon, Su-Jong

This report describes the Consortium for Advanced Simulation of Light Water Reactors (CASL) work conducted for completion of the Thermal Hydraulics Methods (THM) Level 3 Milestone THM.CFD.P11.02: Hydra-TH Extensions for Multispecies and Thermosolutal Convection. A critical requirement for modeling reactor thermal hydraulics is to account for species transport within the fluid. In particular, this capability is needed for modeling transport and diffusion of boric acid within water for emergency, reactivity-control scenarios. To support this need, a species transport capability has been implemented in Hydra-TH for binary systems (for example, solute within a solvent). A species transport equation is solved formore » the species (solute) mass fraction, and both thermal and solutal buoyancy effects are handled with specification of a Boussinesq body force. Species boundary conditions can be specified with a Dirichlet condition on mass fraction or a Neumann condition on diffusion flux. To enable enhanced species/fluid mixing in turbulent flow, the molecular diffusivity for the binary system is augmented with a turbulent diffusivity in the species transport calculation. The new capabilities are demonstrated by comparison of Hydra-TH calculations to the analytic solution for a thermosolutal convection problem, and excellent agreement is obtained.« less

On the constrained B-type Kadomtsev-Petviashvili hierarchy: Hirota bilinear equations and Virasoro symmetry

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shen, Hsin-Fu; Tu, Ming-Hsien

2011-03-15

We derive the bilinear equations of the constrained BKP hierarchy from the calculus of pseudodifferential operators. The full hierarchy equations can be expressed in Hirota's bilinear form characterized by the functions {rho}, {sigma}, and {tau}. Besides, we also give a modification of the original Orlov-Schulman additional symmetry to preserve the constrained form of the Lax operator for this hierarchy. The vector fields associated with the modified additional symmetry turn out to satisfy a truncated centerless Virasoro algebra.

Quantum diffusion during inflation and primordial black holes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pattison, Chris; Assadullahi, Hooshyar; Wands, David

We calculate the full probability density function (PDF) of inflationary curvature perturbations, even in the presence of large quantum backreaction. Making use of the stochastic-δ N formalism, two complementary methods are developed, one based on solving an ordinary differential equation for the characteristic function of the PDF, and the other based on solving a heat equation for the PDF directly. In the classical limit where quantum diffusion is small, we develop an expansion scheme that not only recovers the standard Gaussian PDF at leading order, but also allows us to calculate the first non-Gaussian corrections to the usual result. Inmore » the opposite limit where quantum diffusion is large, we find that the PDF is given by an elliptic theta function, which is fully characterised by the ratio between the squared width and height (in Planck mass units) of the region where stochastic effects dominate. We then apply these results to the calculation of the mass fraction of primordial black holes from inflation, and show that no more than ∼ 1 e -fold can be spent in regions of the potential dominated by quantum diffusion. We explain how this requirement constrains inflationary potentials with two examples.« less

Quantum diffusion during inflation and primordial black holes

NASA Astrophysics Data System (ADS)

Pattison, Chris; Vennin, Vincent; Assadullahi, Hooshyar; Wands, David

2017-10-01

We calculate the full probability density function (PDF) of inflationary curvature perturbations, even in the presence of large quantum backreaction. Making use of the stochastic-δ N formalism, two complementary methods are developed, one based on solving an ordinary differential equation for the characteristic function of the PDF, and the other based on solving a heat equation for the PDF directly. In the classical limit where quantum diffusion is small, we develop an expansion scheme that not only recovers the standard Gaussian PDF at leading order, but also allows us to calculate the first non-Gaussian corrections to the usual result. In the opposite limit where quantum diffusion is large, we find that the PDF is given by an elliptic theta function, which is fully characterised by the ratio between the squared width and height (in Planck mass units) of the region where stochastic effects dominate. We then apply these results to the calculation of the mass fraction of primordial black holes from inflation, and show that no more than ~ 1 e-fold can be spent in regions of the potential dominated by quantum diffusion. We explain how this requirement constrains inflationary potentials with two examples.

Towards a deterministic KPZ equation with fractional diffusion: the stationary problem

NASA Astrophysics Data System (ADS)

Abdellaoui, Boumediene; Peral, Ireneo

2018-04-01

In this work, we investigate by analysis the possibility of a solution to the fractional quasilinear problem: where is a bounded regular domain ( is sufficient), , 1  <  q and f is a measurable non-negative function with suitable hypotheses. The analysis is done separately in three cases: subcritical, 1  <  q  <  2s critical, q  =  2s and supercritical, q  >  2s. The authors were partially supported by Ministerio de Economia y Competitividad under grants MTM2013-40846-P and MTM2016-80474-P (Spain).

Similarity solutions of reaction–diffusion equation with space- and time-dependent diffusion and reaction terms

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ho, C.-L.; Lee, C.-C., E-mail: chieh.no27@gmail.com

2016-01-15

We consider solvability of the generalized reaction–diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction–diffusion equation is reduced to an ordinary differential equation. Matching the resulting ordinary differential equation with known exactly solvable equations, one can obtain corresponding exactly solvable reaction–diffusion systems. Several representative examples of exactly solvable reaction–diffusion equations are presented.

Lévy/Anomalous Diffusion as a Mean-Field Theory for 3D Cloud Effects in Shortwave Radiative Transfer: Empirical Support, New Analytical Formulation, and Impact on Atmospheric Absorption

NASA Astrophysics Data System (ADS)

Buldyrev, S.; Davis, A.; Marshak, A.; Stanley, H. E.

2001-12-01

Two-stream radiation transport models, as used in all current GCM parameterization schemes, are mathematically equivalent to ``standard'' diffusion theory where the physical picture is a slow propagation of the diffuse radiation by Gaussian random walks. The space/time spread (technically, the Green function) of this diffusion process is described exactly by a Gaussian distribution; from the statistical physics viewpoint, this follows from the convergence of the sum of many (rescaled) steps between scattering events with a finite variance. This Gaussian picture follows directly from first principles (the radiative transfer equation) under the assumptions of horizontal uniformity and large optical depth, i.e., there is a homogeneous plane-parallel cloud somewhere in the column. The first-order effect of 3D variability of cloudiness, the main source of scattering, is to perturb the distribution of single steps between scatterings which, modulo the ``1-g'' rescaling, can be assumed effectively isotropic. The most natural generalization of the Gaussian distribution is the 1-parameter family of symmetric Lévy-stable distributions because the sum of many zero-mean random variables with infinite variance, but finite moments of order q < α (0 < α < 2), converge to them. It has been shown on heuristic grounds that for these Lévy-based random walks the typical number of scatterings is now (1-g)τ α for transmitted light. The appearance of a non-rational exponent is why this is referred to as ``anomalous'' diffusion. Note that standard/Gaussian diffusion is retrieved in the limit α = 2-. Lévy transport theory has been successfully used in the statistical physics literature to investigate a wide variety of systems with strongly nonlinear dynamics; these applications range from random advection in turbulent fluids to the erratic behavior of financial time-series and, most recently, self-regulating ecological systems. We will briefly survey the state-of-the-art observations that offer compelling empirical support for the Lévy/anomalous diffusion model in atmospheric radiation: (1) high-resolution spectroscopy of differential absorption in the O2 A-band from ground; (2) temporal transient records of lightning strokes transmitted through clouds to a sensitive detector in space; and (3) the Gamma-distributions of optical depths derived from Landsat cloud scenes at 30-m resolution. We will then introduce a rigorous analytical formulation of Lévy/anomalous transport through finite media based on fractional derivatives and Sonin calculus. A remarkable result from this new theoretical development is an extremal property of the α = 1+ case (divergent mean-free-path), as is observed in the cloudy atmosphere. Finally, we will discuss the implications of anomalous transport theory for bulk 3D effects on the current enhanced absorption problem as well as its role as the basis of a next-generation GCM radiation parameterization.

Fractional Diffusion, Low Exponent Lévy Stable Laws, and 'Slow Motion' Denoising of Helium Ion Microscope Nanoscale Imagery.

PubMed

Carasso, Alfred S; Vladár, András E

2012-01-01

Helium ion microscopes (HIM) are capable of acquiring images with better than 1 nm resolution, and HIM images are particularly rich in morphological surface details. However, such images are generally quite noisy. A major challenge is to denoise these images while preserving delicate surface information. This paper presents a powerful slow motion denoising technique, based on solving linear fractional diffusion equations forward in time. The method is easily implemented computationally, using fast Fourier transform (FFT) algorithms. When applied to actual HIM images, the method is found to reproduce the essential surface morphology of the sample with high fidelity. In contrast, such highly sophisticated methodologies as Curvelet Transform denoising, and Total Variation denoising using split Bregman iterations, are found to eliminate vital fine scale information, along with the noise. Image Lipschitz exponents are a useful image metrology tool for quantifying the fine structure content in an image. In this paper, this tool is applied to rank order the above three distinct denoising approaches, in terms of their texture preserving properties. In several denoising experiments on actual HIM images, it was found that fractional diffusion smoothing performed noticeably better than split Bregman TV, which in turn, performed slightly better than Curvelet denoising.

Onset of fractional-order thermal convection in porous media

NASA Astrophysics Data System (ADS)

Karani, Hamid; Rashtbehesht, Majid; Huber, Christian; Magin, Richard L.

2017-12-01

The macroscopic description of buoyancy-driven thermal convection in porous media is governed by advection-diffusion processes, which in the presence of thermophysical heterogeneities fail to predict the onset of thermal convection and the average rate of heat transfer. This work extends the classical model of heat transfer in porous media by including a fractional-order advective-dispersive term to account for the role of thermophysical heterogeneities in shifting the thermal instability point. The proposed fractional-order model overcomes limitations of the common closure approaches for the thermal dispersion term by replacing the diffusive assumption with a fractional-order model. Through a linear stability analysis and Galerkin procedure, we derive an analytical formula for the critical Rayleigh number as a function of the fractional model parameters. The resulting critical Rayleigh number reduces to the classical value in the absence of thermophysical heterogeneities when solid and fluid phases have similar thermal conductivities. Numerical simulations of the coupled flow equation with the fractional-order energy model near the primary bifurcation point confirm our analytical results. Moreover, data from pore-scale simulations are used to examine the potential of the proposed fractional-order model in predicting the amount of heat transfer across the porous enclosure. The linear stability and numerical results show that, unlike the classical thermal advection-dispersion models, the fractional-order model captures the advance and delay in the onset of convection in porous media and provides correct scalings for the average heat transfer in a thermophysically heterogeneous medium.

Fluorescence correlation spectroscopy: the case of subdiffusion.

PubMed

Lubelski, Ariel; Klafter, Joseph

2009-03-18

The theory of fluorescence correlation spectroscopy is revisited here for the case of subdiffusing molecules. Subdiffusion is assumed to stem from a continuous-time random walk process with a fat-tailed distribution of waiting times and can therefore be formulated in terms of a fractional diffusion equation (FDE). The FDE plays the central role in developing the fluorescence correlation spectroscopy expressions, analogous to the role played by the simple diffusion equation for regular systems. Due to the nonstationary nature of the continuous-time random walk/FDE, some interesting properties emerge that are amenable to experimental verification and may help in discriminating among subdiffusion mechanisms. In particular, the current approach predicts 1), a strong dependence of correlation functions on the initial time (aging); 2), sensitivity of correlation functions to the averaging procedure, ensemble versus time averaging (ergodicity breaking); and 3), that the basic mean-squared displacement observable depends on how the mean is taken.

Statistical mechanics of an ideal active fluid confined in a channel

NASA Astrophysics Data System (ADS)

Wagner, Caleb; Baskaran, Aparna; Hagan, Michael

The statistical mechanics of ideal active Brownian particles (ABPs) confined in a channel is studied by obtaining the exact solution of the steady-state Smoluchowski equation for the 1-particle distribution function. The solution is derived using results from the theory of two-way diffusion equations, combined with an iterative procedure that is justified by numerical results. Using this solution, we quantify the effects of confinement on the spatial and orientational order of the ensemble. Moreover, we rigorously show that both the bulk density and the fraction of particles on the channel walls obey simple scaling relations as a function of channel width. By considering a constant-flux steady state, an effective diffusivity for ABPs is derived which shows signatures of the persistent motion that characterizes ABP trajectories. Finally, we discuss how our techniques generalize to other active models, including systems whose activity is modeled in terms of an Ornstein-Uhlenbeck process.

A Rate-Theory-Phase-Field Model of Irradiation-Induced Recrystallization in UMo Nuclear Fuels

NASA Astrophysics Data System (ADS)

Hu, Shenyang; Joshi, Vineet; Lavender, Curt A.

2017-12-01

In this work, we developed a recrystallization model to study the effect of microstructures and radiation conditions on recrystallization kinetics in UMo fuels. The model integrates the rate theory of intragranular gas bubble and interstitial loop evolutions and a phase-field model of recrystallization zone evolution. A first passage method is employed to describe one-dimensional diffusion of interstitials with a diffusivity value several orders of magnitude larger than that of fission gas xenons. With the model, the effect of grain sizes on recrystallization kinetics is simulated. The results show that (1) recrystallization in large grains starts earlier than that in small grains, (2) the recrystallization kinetics (recrystallization volume fraction) decrease as the grain size increases, (3) the predicted recrystallization kinetics are consistent with the experimental results, and (4) the recrystallization kinetics can be described by the modified Avrami equation, but the parameters of the Avrami equation strongly depend on the grain size.

Transversality of Electromagnetic Waves in the Calculus--Based Introductory Physics Course

NASA Astrophysics Data System (ADS)

Burko, Lior M.

2009-05-01

Introductory calculus--based physics textbooks state that electromagnetic waves are transverse and list many of their properties, but most such textbooks do not bring forth arguments why this is so. Both physical and theoretical arguments are at a level appropriate for students of courses based on such books, and could be readily used by instructors of such courses. Here, we discuss two physical arguments (based on polarization experiments and on lack of monopole electromagnetic radiation), and the full argument for the transversality of (plane) electromagnetic waves based on the integral Maxwell equations. We also show, at a level appropriate for the introductory course, why the electric and magnetic fields in a wave are in phase and the relation of their magnitudes. We have successfully integrated this approach in the calculus--based introductory physics course at the University of Alabama in Huntsville.

Generalized method calculating the effective diffusion coefficient in periodic channels.

PubMed

Kalinay, Pavol

2015-01-07

The method calculating the effective diffusion coefficient in an arbitrary periodic two-dimensional channel, presented in our previous paper [P. Kalinay, J. Chem. Phys. 141, 144101 (2014)], is generalized to 3D channels of cylindrical symmetry, as well as to 2D or 3D channels with particles driven by a constant longitudinal external driving force. The next possible extensions are also indicated. The former calculation was based on calculus in the complex plane, suitable for the stationary diffusion in 2D domains. The method is reformulated here using standard tools of functional analysis, enabling the generalization.

Fractional modeling of viscoelasticity in 3D cerebral arteries and aneurysms

NASA Astrophysics Data System (ADS)

Yu, Yue; Perdikaris, Paris; Karniadakis, George Em

2016-10-01

We develop efficient numerical methods for fractional order PDEs, and employ them to investigate viscoelastic constitutive laws for arterial wall mechanics. Recent simulations using one-dimensional models [1] have indicated that fractional order models may offer a more powerful alternative for modeling the arterial wall response, exhibiting reduced sensitivity to parametric uncertainties compared with the integer-calculus-based models. Here, we study three-dimensional (3D) fractional PDEs that naturally model the continuous relaxation properties of soft tissue, and for the first time employ them to simulate flow structure interactions for patient-specific brain aneurysms. To deal with the high memory requirements and in order to accelerate the numerical evaluation of hereditary integrals, we employ a fast convolution method [2] that reduces the memory cost to O (log ⁡ (N)) and the computational complexity to O (Nlog ⁡ (N)). Furthermore, we combine the fast convolution with high-order backward differentiation to achieve third-order time integration accuracy. We confirm that in 3D viscoelastic simulations, the integer order models strongly depends on the relaxation parameters, while the fractional order models are less sensitive. As an application to long-time simulations in complex geometries, we also apply the method to modeling fluid-structure interaction of a 3D patient-specific compliant cerebral artery with an aneurysm. Taken together, our findings demonstrate that fractional calculus can be employed effectively in modeling complex behavior of materials in realistic 3D time-dependent problems if properly designed efficient algorithms are employed to overcome the extra memory requirements and computational complexity associated with the non-local character of fractional derivatives.

Fractional modeling of viscoelasticity in 3D cerebral arteries and aneurysms

PubMed Central

Perdikaris, Paris; Karniadakis, George Em

2017-01-01

We develop efficient numerical methods for fractional order PDEs, and employ them to investigate viscoelastic constitutive laws for arterial wall mechanics. Recent simulations using one-dimensional models [1] have indicated that fractional order models may offer a more powerful alternative for modeling the arterial wall response, exhibiting reduced sensitivity to parametric uncertainties compared with the integer-calculus-based models. Here, we study three-dimensional (3D) fractional PDEs that naturally model the continuous relaxation properties of soft tissue, and for the first time employ them to simulate flow structure interactions for patient-specific brain aneurysms. To deal with the high memory requirements and in order to accelerate the numerical evaluation of hereditary integrals, we employ a fast convolution method [2] that reduces the memory cost to O(log(N)) and the computational complexity to O(N log(N)). Furthermore, we combine the fast convolution with high-order backward differentiation to achieve third-order time integration accuracy. We confirm that in 3D viscoelastic simulations, the integer order models strongly depends on the relaxation parameters, while the fractional order models are less sensitive. As an application to long-time simulations in complex geometries, we also apply the method to modeling fluid–structure interaction of a 3D patient-specific compliant cerebral artery with an aneurysm. Taken together, our findings demonstrate that fractional calculus can be employed effectively in modeling complex behavior of materials in realistic 3D time-dependent problems if properly designed efficient algorithms are employed to overcome the extra memory requirements and computational complexity associated with the non-local character of fractional derivatives. PMID:29104310

Characterization of the atrazine sorption process on Andisol and Ultisol volcanic ash-derived soils: kinetic parameters and the contribution of humic fractions.

PubMed

Báez, María E; Fuentes, Edwar; Espinoza, Jeannette

2013-07-03

Atrazine sorption was studied in six Andisol and Ultisol soils. Humic and fulvic acids and humin contributions were established. Sorption on soils was well described by the Freundlich model. Kf values ranged from 2.2-15.6 μg(1-1/n)mL(1/n)g⁻¹. The relevance of humic acid and humin was deduced from isotherm and kinetics experiments. KOC values varied between 221 and 679 mLg⁻¹ for these fractions. Fulvic acid presented low binding capacity. Sorption was controlled by instantaneous equilibrium followed by a time-dependent phase. The Elovich equation, intraparticle diffusion model, and a two-site nonequilibrium model allowed us to conclude that (i) there are two rate-limited phases in Andisols related to intrasorbent diffusion in organic matter and retarded intraparticle diffusion in the organo-mineral complex and that (ii) there is one rate-limited phase in Ultisols attributed to the mineral composition. The lower organic matter content of Ultisols and the slower sorption rate and mechanisms involved must be considered to assess the leaching behavior of atrazine.

Hourly global and diffuse radiation of Lagos, Nigeria-correlation with some atmospheric parameters

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chendo, M.A.C.; Maduekwe, A.A.L.

1994-03-01

The influence of four climatic parameters on the hourly diffuse fraction in Lagos, Nigeria, has been studied. Using data for two years, new correlations were established. The standard error of the Liu and Jordan-type equation was reduced by 12.83% when solar elevation, ambient temperature, and relative humidity were used together as predictor variables for the entire data set. Ambient temperature and relative humidity proved to be very important variables for predicting the diffuse fraction of the solar radiation passing through the humid atmosphere of the coastal and tropic city of Lagos. Seasonal analysis carried out with the data showed improvementsmore » on the standard errors for the new seasonal correlations. In the case of the dry season, the improvement was 18.37%, whole for the wet season, this was 12.37%. Comparison with existing correlations showed that the performance of the one parameter model (namely K[sub t]), of Orgill and Hollands and Reindl, Beckman, and Duffie were very different from the Liu and Jordan-type model obtained for Lagos.« less

Electromotive force and large-scale magnetic dynamo in a turbulent flow with a mean shear.

PubMed

Rogachevskii, Igor; Kleeorin, Nathan

2003-09-01

An effect of sheared large-scale motions on a mean electromotive force in a nonrotating turbulent flow of a conducting fluid is studied. It is demonstrated that in a homogeneous divergence-free turbulent flow the alpha effect does not exist, however a mean magnetic field can be generated even in a nonrotating turbulence with an imposed mean velocity shear due to a "shear-current" effect. A mean velocity shear results in an anisotropy of turbulent magnetic diffusion. A contribution to the electromotive force related to the symmetric parts of the gradient tensor of the mean magnetic field (the kappa effect) is found in nonrotating turbulent flows with a mean shear. The kappa effect and turbulent magnetic diffusion reduce the growth rate of the mean magnetic field. It is shown that a mean magnetic field can be generated when the exponent of the energy spectrum of the background turbulence (without the mean velocity shear) is less than 2. The shear-current effect was studied using two different methods: the tau approximation (the Orszag third-order closure procedure) and the stochastic calculus (the path integral representation of the solution of the induction equation, Feynman-Kac formula, and Cameron-Martin-Girsanov theorem). Astrophysical applications of the obtained results are discussed.

Enforcing realizability in explicit multi-component species transport

PubMed Central

McDermott, Randall J.; Floyd, Jason E.

2015-01-01

We propose a strategy to guarantee realizability of species mass fractions in explicit time integration of the partial differential equations governing fire dynamics, which is a multi-component transport problem (realizability requires all mass fractions are greater than or equal to zero and that the sum equals unity). For a mixture of n species, the conventional strategy is to solve for n − 1 species mass fractions and to obtain the nth (or “background”) species mass fraction from one minus the sum of the others. The numerical difficulties inherent in the background species approach are discussed and the potential for realizability violations is illustrated. The new strategy solves all n species transport equations and obtains density from the sum of the species mass densities. To guarantee realizability the species mass densities must remain positive (semidefinite). A scalar boundedness correction is proposed that is based on a minimal diffusion operator. The overall scheme is implemented in a publicly available large-eddy simulation code called the Fire Dynamics Simulator. A set of test cases is presented to verify that the new strategy enforces realizability, does not generate spurious mass, and maintains second-order accuracy for transport. PMID:26692634

Turbulent transport and mixing in transitional Rayleigh-Taylor unstable flow: A priori assessment of gradient-diffusion and similarity modeling

NASA Astrophysics Data System (ADS)

Schilling, Oleg; Mueschke, Nicholas J.

2017-12-01

Data from a 1152 ×760 ×1280 direct numerical simulation [N. J. Mueschke and O. Schilling, Phys. Fluids 21, 014106 (2009), 10.1063/1.3064120] of a Rayleigh-Taylor mixing layer modeled after a small-Atwood-number water-channel experiment is used to investigate the validity of gradient diffusion and similarity closures a priori. The budgets of the mean flow, turbulent kinetic energy, turbulent kinetic energy dissipation rate, heavy-fluid mass fraction variance, and heavy-fluid mass fraction variance dissipation rate transport equations across the mixing layer were previously analyzed [O. Schilling and N. J. Mueschke, Phys. Fluids 22, 105102 (2010), 10.1063/1.3484247] at different evolution times to identify the most important transport and mixing mechanisms. Here a methodology is introduced to systematically estimate model coefficients as a function of time in the closures of the dynamically significant terms in the transport equations by minimizing the L2 norm of the difference between the model and correlations constructed using the simulation data. It is shown that gradient-diffusion and similarity closures used for the turbulent kinetic energy K , turbulent kinetic energy dissipation rate ɛ , heavy-fluid mass fraction variance S , and heavy-fluid mass fraction variance dissipation rate χ equations capture the shape of the exact, unclosed profiles well over the nonlinear and turbulent evolution regimes. Using order-of-magnitude estimates [O. Schilling and N. J. Mueschke, Phys. Fluids 22, 105102 (2010), 10.1063/1.3484247] for the terms in the exact transport equations and their closure models, it is shown that several of the standard closures for the turbulent production and dissipation (destruction) must be modified to include Reynolds-number scalings appropriate for Rayleigh-Taylor flow at small to intermediate Reynolds numbers. The late-time, large Reynolds number coefficients are determined to be different from those used in shear flow applications and largely adopted in two-equation Reynolds-averaged Navier-Stokes (RANS) models of Rayleigh-Taylor turbulent mixing. In addition, it is shown that the predictions of the Boussinesq model for the Reynolds stress agree better with the data when additional buoyancy-related terms are included. It is shown that an unsteady RANS paradigm is needed to predict the transitional flow dynamics from early evolution times, analogous to the small Reynolds number modifications in RANS models of wall-bounded flows in which the production-to-dissipation ratio is far from equilibrium. Although the present study is specific to one particular flow and one set of initial conditions, the methodology could be applied to calibrations of other Rayleigh-Taylor flows with different initial conditions (which may give different results during the early-time, transitional flow stages, and perhaps asymptotic stage). The implications of these findings for developing high-fidelity eddy viscosity-based turbulent transport and mixing models of Rayleigh-Taylor turbulence are discussed.

Linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

NASA Astrophysics Data System (ADS)

Camporesi, Roberto

2011-06-01

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and the variation of constants method. The approach presented here can be used in a first course on differential equations for science and engineering majors.

Hot Electrons from Two-Plasmon Decay

NASA Astrophysics Data System (ADS)

Russell, D. A.; Dubois, D. F.

2000-10-01

We solve, self-consistently, the relativistic quasilinear diffusion equation and Zakharov's model equations of Langmuir wave (LW) and ion acoustic wave (IAW) turbulence, in two dimensions, for saturated states of the Two-Plasmon Decay instability. Parameters are those of the shorter gradient scale-length (50 microns) high temperature (4 keV) inhomogeneous plasmas anticipated at LLE’s Omega laser facility. We calculate the fraction of incident laser power absorbed in hot electron production as a function of laser intensity for a plane-wave laser field propagating parallel to the background density gradient. Two distinct regimes are identified: In the strong-turbulent regime, hot electron bursts occur intermittently in time, well correlated with collapse in the LW and IAW fields. A significant fraction of the incident laser power ( ~10%) is absorbed by hot electrons during a single burst. In the weak or convective regime, relatively constant rates of hot electron production are observed at much reduced intensities.

L{sup {infinity}} Variational Problems with Running Costs and Constraints

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aronsson, G., E-mail: gunnar.aronsson@liu.se; Barron, E. N., E-mail: enbarron@math.luc.edu

2012-02-15

Various approaches are used to derive the Aronsson-Euler equations for L{sup {infinity}} calculus of variations problems with constraints. The problems considered involve holonomic, nonholonomic, isoperimetric, and isosupremic constraints on the minimizer. In addition, we derive the Aronsson-Euler equation for the basic L{sup {infinity}} problem with a running cost and then consider properties of an absolute minimizer. Many open problems are introduced for further study.

Improved pedagogy for linear differential equations by reconsidering how we measure the size of solutions

NASA Astrophysics Data System (ADS)

Tisdell, Christopher C.

2017-11-01

For over 50 years, the learning of teaching of a priori bounds on solutions to linear differential equations has involved a Euclidean approach to measuring the size of a solution. While the Euclidean approach to a priori bounds on solutions is somewhat manageable in the learning and teaching of the proofs involving second-order, linear problems with constant co-efficients, we believe it is not pedagogically optimal. Moreover, the Euclidean method becomes pedagogically unwieldy in the proofs involving higher-order cases. The purpose of this work is to propose a simpler pedagogical approach to establish a priori bounds on solutions by considering a different way of measuring the size of a solution to linear problems, which we refer to as the Uber size. The Uber form enables a simplification of pedagogy from the literature and the ideas are accessible to learners who have an understanding of the Fundamental Theorem of Calculus and the exponential function, both usually seen in a first course in calculus. We believe that this work will be of mathematical and pedagogical interest to those who are learning and teaching in the area of differential equations or in any of the numerous disciplines where linear differential equations are used.

Radiative and Convective Heat Transfer over Ablating Composite Flat Surface in Hypersonic Flow Regime.

DTIC Science & Technology

1987-04-22

absorptivity in the presence of scatteringsc B Defined in equation (40) B wBE Diffuse surface radiosity C Mass fraction of injected species D. jiCoefficient of...Then 20 A eb)x 8 eb- (49) where B and B., are the surface radiosities . It follows invnediately that wX 0 T to d 2e (50) ~ f ~ b W 2 L 3 ( ) 2 1 - 1

Persistent random walk of cells involving anomalous effects and random death

NASA Astrophysics Data System (ADS)

Fedotov, Sergei; Tan, Abby; Zubarev, Andrey

2015-04-01

The purpose of this paper is to implement a random death process into a persistent random walk model which produces sub-ballistic superdiffusion (Lévy walk). We develop a stochastic two-velocity jump model of cell motility for which the switching rate depends upon the time which the cell has spent moving in one direction. It is assumed that the switching rate is a decreasing function of residence (running) time. This assumption leads to the power law for the velocity switching time distribution. This describes the anomalous persistence of cell motility: the longer the cell moves in one direction, the smaller the switching probability to another direction becomes. We derive master equations for the cell densities with the generalized switching terms involving the tempered fractional material derivatives. We show that the random death of cells has an important implication for the transport process through tempering of the superdiffusive process. In the long-time limit we write stationary master equations in terms of exponentially truncated fractional derivatives in which the rate of death plays the role of tempering of a Lévy jump distribution. We find the upper and lower bounds for the stationary profiles corresponding to the ballistic transport and diffusion with the death-rate-dependent diffusion coefficient. Monte Carlo simulations confirm these bounds.

Distribution of randomly diffusing particles in inhomogeneous media

NASA Astrophysics Data System (ADS)

Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A.

2017-09-01

Diffusion can be conceptualized, at microscopic scales, as the random hopping of particles between neighboring lattice sites. In the case of diffusion in inhomogeneous media, distinct spatial domains in the system may yield distinct particle hopping rates. Starting from the master equations (MEs) governing diffusion in inhomogeneous media we derive here, for arbitrary spatial dimensions, the deterministic lattice equations (DLEs) specifying the average particle number at each lattice site for randomly diffusing particles in inhomogeneous media. We consider the case of free (Fickian) diffusion with no steric constraints on the maximum particle number per lattice site as well as the case of diffusion under steric constraints imposing a maximum particle concentration. We find, for both transient and asymptotic regimes, excellent agreement between the DLEs and kinetic Monte Carlo simulations of the MEs. The DLEs provide a computationally efficient method for predicting the (average) distribution of randomly diffusing particles in inhomogeneous media, with the number of DLEs associated with a given system being independent of the number of particles in the system. From the DLEs we obtain general analytic expressions for the steady-state particle distributions for free diffusion and, in special cases, diffusion under steric constraints in inhomogeneous media. We find that, in the steady state of the system, the average fraction of particles in a given domain is independent of most system properties, such as the arrangement and shape of domains, and only depends on the number of lattice sites in each domain, the particle hopping rates, the number of distinct particle species in the system, and the total number of particles of each particle species in the system. Our results provide general insights into the role of spatially inhomogeneous particle hopping rates in setting the particle distributions in inhomogeneous media.

Anomalous transport in the crowded world of biological cells

NASA Astrophysics Data System (ADS)

Höfling, Felix; Franosch, Thomas

2013-04-01

A ubiquitous observation in cell biology is that the diffusive motion of macromolecules and organelles is anomalous, and a description simply based on the conventional diffusion equation with diffusion constants measured in dilute solution fails. This is commonly attributed to macromolecular crowding in the interior of cells and in cellular membranes, summarizing their densely packed and heterogeneous structures. The most familiar phenomenon is a sublinear, power-law increase of the mean-square displacement (MSD) as a function of the lag time, but there are other manifestations like strongly reduced and time-dependent diffusion coefficients, persistent correlations in time, non-Gaussian distributions of spatial displacements, heterogeneous diffusion and a fraction of immobile particles. After a general introduction to the statistical description of slow, anomalous transport, we summarize some widely used theoretical models: Gaussian models like fractional Brownian motion and Langevin equations for visco-elastic media, the continuous-time random walk model, and the Lorentz model describing obstructed transport in a heterogeneous environment. Particular emphasis is put on the spatio-temporal properties of the transport in terms of two-point correlation functions, dynamic scaling behaviour, and how the models are distinguished by their propagators even if the MSDs are identical. Then, we review the theory underlying commonly applied experimental techniques in the presence of anomalous transport like single-particle tracking, fluorescence correlation spectroscopy (FCS) and fluorescence recovery after photobleaching (FRAP). We report on the large body of recent experimental evidence for anomalous transport in crowded biological media: in cyto- and nucleoplasm as well as in cellular membranes, complemented by in vitro experiments where a variety of model systems mimic physiological crowding conditions. Finally, computer simulations are discussed which play an important role in testing the theoretical models and corroborating the experimental findings. The review is completed by a synthesis of the theoretical and experimental progress identifying open questions for future investigation.

Characterization of non-diffusive transport in plasma turbulence by means of flux-gradient integro-differential kernels

NASA Astrophysics Data System (ADS)

Alcuson, J. A.; Reynolds-Barredo, J. M.; Mier, J. A.; Sanchez, Raul; Del-Castillo-Negrete, Diego; Newman, David E.; Tribaldos, V.

2015-11-01

A method to determine fractional transport exponents in systems dominated by fluid or plasma turbulence is proposed. The method is based on the estimation of the integro-differential kernel that relates values of the fluxes and gradients of the transported field, and its comparison with the family of analytical kernels of the linear fractional transport equation. Although use of this type of kernels has been explored before in this context, the methodology proposed here is rather unique since the connection with specific fractional equations is exploited from the start. The procedure has been designed to be particularly well-suited for application in experimental setups, taking advantage of the fact that kernel determination only requires temporal data of the transported field measured on an Eulerian grid. The simplicity and robustness of the method is tested first by using fabricated data from continuous-time random walk models built with prescribed transport characteristics. Its strengths are then illustrated on numerical Eulerian data gathered from simulations of a magnetically confined turbulent plasma in a near-critical regime, that is known to exhibit superdiffusive radial transport

Evolution of a proto-neutron star with a nuclear many-body equation of state: Neutrino luminosity and gravitational wave frequencies

DOE PAGES

Camelio, Giovanni; Lovato, Alessandro; Gualtieri, Leonardo; ...

2017-08-30

In a core-collapse supernova, a huge amount of energy is released in the Kelvin-Helmholtz phase subsequent to the explosion, when the proto-neutron star cools and deleptonizes as it loses neutrinos. Most of this energy is emitted through neutrinos, but a fraction of it can be released through gravitational waves. We model the evolution of a proto-neutron star in the Kelvin-Helmholtz phase using a general relativistic numerical code, and a recently proposed finite temperature, many-body equation of state; from this we consistently compute the diffusion coefficients driving the evolution. To include the many-body equation of state, we develop a new fittingmore » formula for the high density baryon free energy at finite temperature and intermediate proton fraction. Here, we estimate the emitted neutrino signal, assessing its detectability by present terrestrial detectors, and we determine the frequencies and damping times of the quasinormal modes which would characterize the gravitational wave signal emitted in this stage.« less

Evolution of a proto-neutron star with a nuclear many-body equation of state: Neutrino luminosity and gravitational wave frequencies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Camelio, Giovanni; Lovato, Alessandro; Gualtieri, Leonardo

In a core-collapse supernova, a huge amount of energy is released in the Kelvin-Helmholtz phase subsequent to the explosion, when the proto-neutron star cools and deleptonizes as it loses neutrinos. Most of this energy is emitted through neutrinos, but a fraction of it can be released through gravitational waves. We model the evolution of a proto-neutron star in the Kelvin-Helmholtz phase using a general relativistic numerical code, and a recently proposed finite temperature, many-body equation of state; from this we consistently compute the diffusion coefficients driving the evolution. To include the many-body equation of state, we develop a new fittingmore » formula for the high density baryon free energy at finite temperature and intermediate proton fraction. Here, we estimate the emitted neutrino signal, assessing its detectability by present terrestrial detectors, and we determine the frequencies and damping times of the quasinormal modes which would characterize the gravitational wave signal emitted in this stage.« less

A mathematical model of the heat and fluid flows in direct-chill casting of aluminum sheet ingots and billets

NASA Astrophysics Data System (ADS)

Mortensen, Dag

1999-02-01

A finite-element method model for the time-dependent heat and fluid flows that develop during direct-chill (DC) semicontinuous casting of aluminium ingots is presented. Thermal convection and turbulence are included in the model formulation and, in the mushy zone, the momentum equations are modified with a Darcy-type source term dependent on the liquid fraction. The boundary conditions involve calculations of the air gap along the mold wall as well as the heat transfer to the falling water film with forced convection, nucleate boiling, and film boiling. The mold wall and the starting block are included in the computational domain. In the start-up period of the casting, the ingot domain expands over the starting-block level. The numerical method applies a fractional-step method for the dynamic Navier-Stokes equations and the “streamline upwind Petrov-Galerkin” (SUPG) method for mixed diffusion and convection in the momentum and energy equations. The modeling of the start-up period of the casting is demonstrated and compared to temperature measurements in an AA1050 200×600 mm sheet ingot.

[Clinical analysis of 41 children's urinary calculus and acute renal failure].

PubMed

Li, Lu-Ping; Fan, Ying-Zhong; Zhang, Qian; Zhang, Sheng-Li

2013-04-01

To analyze the treatment of acute renal failure caused by irrational drug use. Data of 41 cases of acute renal failure seen from July 2008 to June 2012 in our hospital were reviewed. Bilateral renal parenchymas diffuse echo was found enhanced by ultrasound in all cases. Calculus image was not found by X-ray. All children had medical history of using cephalosporins or others. Alkalinization of urine and antispasmodic treatment were given to all children immediately, 17 children were treated with hemodialysis and 4 children accepted intraureteral cannula placement. In 24 children who accepted alkalinization of urine and antispasmodic treatment micturition could be restored within 24 hours, in 11 children micturition recovered after only one hemodialysis treatment and 2 children gradually restored micturition after hemodialysis twice, 4 children who accepted intraureteral cannula immediately restored micturition. In all children micturition recovered gradually after a week of treatment. Ultrasound examination showed that 39 children's calculus disappeared totally and renal parenchymas echo recovered to normal. The residual calculi with diameter less than 5 mm were found in 2 children, but they had no symptoms. The children received potassium sodium hydrogen citrate granules per os and were discharged from hospital. Ultrasound showed calculus disappeared totally one month later. Irrational drug use can cause children urolithiasis combined with acute renal failure, while renal dysfunction can reverse by drug withdrawal and early alkalinization of urine, antispasmodic treatment, intraureteral cannula or hemodialysis when necessary, most calculus can be expelled after micturition recovered to normal.

Formulation, Implementation and Validation of a Two-Fluid model in a Fuel Cell CFD Code

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jain, Kunal; Cole, J. Vernon; Kumar, Sanjiv

2008-12-01

Water management is one of the main challenges in PEM Fuel Cells. While water is essential for membrane electrical conductivity, excess liquid water leads to flooding of catalyst layers. Despite the fact that accurate prediction of two-phase transport is key for optimal water management, understanding of the two-phase transport in fuel cells is relatively poor. Wang et. al. have studied the two-phase transport in the channel and diffusion layer separately using a multiphase mixture model. The model fails to accurately predict saturation values for high humidity inlet streams. Nguyen et. al. developed a two-dimensional, two-phase, isothermal, isobaric, steady state modelmore » of the catalyst and gas diffusion layers. The model neglects any liquid in the channel. Djilali et. al. developed a three-dimensional two-phase multicomponent model. The model is an improvement over previous models, but neglects drag between the liquid and the gas phases in the channel. In this work, we present a comprehensive two-fluid model relevant to fuel cells. Models for two-phase transport through Channel, Gas Diffusion Layer (GDL) and Channel-GDL interface, are discussed. In the channel, the gas and liquid pressures are assumed to be same. The surface tension effects in the channel are incorporated using the continuum surface force (CSF) model. The force at the surface is expressed as a volumetric body force and added as a source to the momentum equation. In the GDL, the gas and liquid are assumed to be at different pressures. The difference in the pressures (capillary pressure) is calculated using an empirical correlations. At the Channel-GDL interface, the wall adhesion affects need to be taken into account. SIMPLE-type methods recast the continuity equation into a pressure-correction equation, the solution of which then provides corrections for velocities and pressures. However, in the two-fluid model, the presence of two phasic continuity equations gives more freedom and more complications. A general approach would be to form a mixture continuity equation by linearly combining the phasic continuity equations using appropriate weighting factors. Analogous to mixture equation for pressure correction, a difference equation is used for the volume/phase fraction by taking the difference between the phasic continuity equations. The relative advantages of the above mentioned algorithmic variants for computing pressure correction and volume fractions are discussed and quantitatively assessed. Preliminary model validation is done for each component of the fuel cell. The two-phase transport in the channel is validated using empirical correlations. Transport in the GDL is validated against results obtained from LBM and VOF simulation techniques. The Channel-GDL interface transport will be validated against experiment and empirical correlation of droplet detachment at the interface.« less

Using carbon isotope fractionation for an improved quantification of CH4 oxidation efficiency in Arctic peatlands

NASA Astrophysics Data System (ADS)

Preuss, I.; Knoblauch, C.; Gebert, J.; Pfeiffer, E.-M.

2012-04-01

Much research effort is focused on identifying global CH4 sources and sinks to estimate their current and potential strength in response to land-use change and global warming. Aerobic CH4 oxidation is regarded as the key process reducing the strength of CH4 emissions in wetlands, but is hitherto difficult to quantify. Recent studies quantify the efficiency of CH4 oxidation based on CH4 stable isotope signatures. The approach utilizes the fact that a significant isotope fractionation occurs when CH4 is oxidized. Moreover, it also considers isotope fractionation by diffusion. For field applications the 'open-system equation' is applied to determine the CH4 oxidation efficiency: fox = (δE - δP)/ (αox - αtrans) where fox is the fraction of CH4 oxidized; δE is δ13C of emitted CH4; δP is δ13C of produced CH4; αox is the isotopic fractionation factor of oxidation; αtrans is the isotopic fractionation factor of transport. We quantified CH4 oxidation in polygonal tundra soils of Russia's Lena River Delta analyzing depth profiles of CH4 concentrations and stable isotope signatures. Therefore, both fractionation factors αox and αtrans were determined for three polygon centers with differing water table positions and a polygon rim. While most previous studies on landfill cover soils have assumed a gas transport dominated by advection (αtrans = 1), other CH4 transport mechanisms as diffusion have to be considered in peatlands and αtrans exceeds a value of 1. At our study we determined αtrans = 1.013 ± 0.003 for CH4 when diffusion is the predominant transport mechanism. Furthermore, results showed that αox differs widely between sites and horizons (αox = 1.013 ± 0.012) and has to be determined for each case. The impact of both fractionation factors on the quantification of CH4 oxidation was estimated by considering both the potential diffusion rate at different water contents and potential oxidation rates. Calculations for a water saturated tundra soil indicated a CH4 oxidation efficiency of 88% in the upper horizon. Using carbon isotope fractionation improves the in situ quantification of CH4 oxidation in wetlands and thus the assessment of current and potential CH4 sources and sinks in these ecosystems.

The Advanced Part of a Treatise on the Dynamics of a System of Rigid Bodies

NASA Astrophysics Data System (ADS)

Routh, Edward John

2013-03-01

Preface; 1. Moving axes and relative motion; 2. Oscillations about equilibrium; 3. Oscillations about a state of motion; 4. Motion of a body under no forces; 5. Motion of a body under any forces; 6. Nature of the motion given by linear equations and the conditions of stability; 7. Free and forced oscillations; 8. Determination of the constants of integration in terms of the initial conditions; 9. Calculus of finite differences; 10. Calculus of variations; 11. Precession and nutation; 12. Motion of the moon about its centre; 13. Motion of a string or chain; 14. Motion of a membrane; Notes.

Tree-manipulating systems and Church-Rosser theorems.

NASA Technical Reports Server (NTRS)

Rosen, B. K.

1973-01-01

Study of a broad class of tree-manipulating systems called subtree replacement systems. The use of this framework is illustrated by general theorems analogous to the Church-Rosser theorem and by applications of these theorems. Sufficient conditions are derived for the Church-Rosser property, and their applications to recursive definitions, the lambda calculus, and parallel programming are discussed. McCarthy's (1963) recursive calculus is extended by allowing a choice between call-by-value and call-by-name. It is shown that recursively defined functions are single-valued despite the nondeterminism of the evaluation algorithm. It is also shown that these functions solve their defining equations in a 'canonical' manner.

A structural equation modeling of executive functions, IQ and mathematical skills in primary students: Differential effects on number production, mental calculus and arithmetical problems.

PubMed

Arán Filippetti, Vanessa; Richaud, María Cristina

2017-10-01

Though the relationship between executive functions (EFs) and mathematical skills has been well documented, little is known about how both EFs and IQ differentially support diverse math domains in primary students. Inconsistency of results may be due to the statistical techniques employed, specifically, if the analysis is conducted with observed variables, i.e., regression analysis, or at the latent level, i.e., structural equation modeling (SEM). The current study explores the contribution of both EFs and IQ in mathematics through an SEM approach. A total of 118 8- to 12-year-olds were administered measures of EFs, crystallized (Gc) and fluid (Gf) intelligence, and math abilities (i.e., number production, mental calculus and arithmetical problem-solving). Confirmatory factor analysis (CFA) offered support for the three-factor solution of EFs: (1) working memory (WM), (2) shifting, and (3) inhibition. Regarding the relationship among EFs, IQ and math abilities, the results of the SEM analysis showed that (i) WM and age predict number production and mental calculus, and (ii) shifting and sex predict arithmetical problem-solving. In all of the SEM models, EFs partially or totally mediated the relationship between IQ, age and math achievement. These results suggest that EFs differentially supports math abilities in primary-school children and is a more significant predictor of math achievement than IQ level.

Measuring memory with the order of fractional derivative

NASA Astrophysics Data System (ADS)

Du, Maolin; Wang, Zaihua; Hu, Haiyan

2013-12-01

Fractional derivative has a history as long as that of classical calculus, but it is much less popular than it should be. What is the physical meaning of fractional derivative? This is still an open problem. In modeling various memory phenomena, we observe that a memory process usually consists of two stages. One is short with permanent retention, and the other is governed by a simple model of fractional derivative. With the numerical least square method, we show that the fractional model perfectly fits the test data of memory phenomena in different disciplines, not only in mechanics, but also in biology and psychology. Based on this model, we find that a physical meaning of the fractional order is an index of memory.

Peristaltic transport of a fractional Burgers' fluid with variable viscosity through an inclined tube

NASA Astrophysics Data System (ADS)

Rachid, Hassan

2015-12-01

In the present study,we investigate the unsteady peristaltic transport of a viscoelastic fluid with fractional Burgers' model in an inclined tube. We suppose that the viscosity is variable in the radial direction. This analysis has been carried out under low Reynolds number and long-wavelength approximations. An analytical solution to the problem is obtained using a fractional calculus approach. Figures are plotted to show the effects of angle of inclination, Reynolds number, Froude number, material constants, fractional parameters, parameter of viscosity and amplitude ratio on the pressure gradient, pressure rise, friction force, axial velocity and on the mechanical efficiency.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Prinja, A. K.

The Karhunen-Loeve stochastic spectral expansion of a random binary mixture of immiscible fluids in planar geometry is used to explore asymptotic limits of radiation transport in such mixtures. Under appropriate scalings of mixing parameters - correlation length, volume fraction, and material cross sections - and employing multiple- scale expansion of the angular flux, previously established atomic mix and diffusion limits are reproduced. When applied to highly contrasting material properties in the small cor- relation length limit, the methodology yields a nonstandard reflective medium transport equation that merits further investigation. Finally, a hybrid closure is proposed that produces both small andmore » large correlation length limits of the closure condition for the material averaged equations.« less

Development of a second order closure model for computation of turbulent diffusion flames

NASA Technical Reports Server (NTRS)

Varma, A. K.; Donaldson, C. D.

1974-01-01

A typical eddy box model for the second-order closure of turbulent, multispecies, reacting flows developed. The model structure was quite general and was valid for an arbitrary number of species. For the case of a reaction involving three species, the nine model parameters were determined from equations for nine independent first- and second-order correlations. The model enabled calculation of any higher-order correlation involving mass fractions, temperatures, and reaction rates in terms of first- and second-order correlations. Model predictions for the reaction rate were in very good agreement with exact solutions of the reaction rate equations for a number of assumed flow distributions.

A fresh look at the catenary

NASA Astrophysics Data System (ADS)

Behroozi, F.

2014-09-01

A hanging chain takes the familiar form known as the catenary which is one of the most ubiquitous curves students encounter in their daily life. Yet most introductory physics and mathematics texts ignore the subject entirely. In more advanced texts the catenary equation is usually derived as an application of the calculus of variations. Although the variational approach is mathematically elegant, it is suitable for more advanced students. Here we derive the catenary equation in special and rectangular coordinates by considering the equilibrium conditions for an element of the hanging chain and without resorting to the calculus of variations. One advantage of this approach is its simplicity which makes it accessible to undergraduate students; another is the concurrent derivation of a companion equation which gives the tension along the chain. These solutions provide an excellent opportunity for undergraduates to explore the underlying physics. One interesting result is that the shape of a hanging chain does not depend on its linear mass density or on the strength of the gravitational field. Therefore, within a scale factor, all catenaries are copies of the same universal curve. We give the functional dependence of the scale factor on the length and terminal angle of the hanging chain.

The prediction of nozzle performance and heat transfer in hydrogen/oxygen rocket engines with transpiration cooling, film cooling, and high area ratios

NASA Technical Reports Server (NTRS)

Kacynski, Kenneth J.; Hoffman, Joe D.

1993-01-01

An advanced engineering computational model has been developed to aid in the analysis and design of hydrogen/oxygen chemical rocket engines. The complete multi-species, chemically reacting and diffusing Navier-Stokes equations are modelled, finite difference approach that is tailored to be conservative in an axisymmetric coordinate system for both the inviscid and viscous terms. Demonstration cases are presented for a 1030:1 area ratio nozzle, a 25 lbf film cooled nozzle, and transpiration cooled plug-and-spool rocket engine. The results indicate that the thrust coefficient predictions of the 1030:1 nozzle and the film cooled nozzle are within 0.2 to 0.5 percent, respectively, of experimental measurements when all of the chemical reaction and diffusion terms are considered. Further, the model's predictions agree very well with the heat transfer measurements made in all of the nozzle test cases. The Soret thermal diffusion term is demonstrated to have a significant effect on the predicted mass fraction of hydrogen along the wall of the nozzle in both the laminar flow 1030:1 nozzle and the turbulent plug-and-spool rocket engine analysis cases performed. Further, the Soret term was shown to represent a significant fraction of the diffusion fluxes occurring in the transpiration cooled rocket engine.

Direct coordinate-free derivation of the compatibility equation for finite strains

NASA Astrophysics Data System (ADS)

Ryzhak, E. I.

2014-07-01

The compatibility equation for the Cauchy-Green tensor field (squared tensor of pure extensionwith respect to the reference configuration) is directly derived from the well-known relation expressing this tensor via the vector field determining the mapping (transformation) of the reference configuration into the actual one. The derivation is based on the use of the apparatus of coordinatefree tensor calculus and does not apply any notions and relations of Riemannian geometry at all. The method is illustrated by deriving the well-known compatibility equation for small strains. It is shown that when the obtained compatibility equation for finite strains is linearized, it becomes the compatibility equation for small strains which indirectly confirms its correctness.

Conditional Independence in Applied Probability.

ERIC Educational Resources Information Center

Pfeiffer, Paul E.

This material assumes the user has the background provided by a good undergraduate course in applied probability. It is felt that introductory courses in calculus, linear algebra, and perhaps some differential equations should provide the requisite experience and proficiency with mathematical concepts, notation, and argument. The document is…

The Legacy of Leonhard Euler--A Tricentennial Tribute

ERIC Educational Resources Information Center

Debnath, Lokenath

2009-01-01

This tricentennial tribute commemorates Euler's major contributions to mathematical and physical sciences. A brief biographical sketch is presented with his major contributions to certain selected areas of number theory, differential and integral calculus, differential equations, solid and fluid mechanics, topology and graph theory, infinite…

Underground Mathematics

ERIC Educational Resources Information Center

Hadlock, Charles R

2013-01-01

The movement of groundwater in underground aquifers is an ideal physical example of many important themes in mathematical modeling, ranging from general principles (like Occam's Razor) to specific techniques (such as geometry, linear equations, and the calculus). This article gives a self-contained introduction to groundwater modeling with…

A comparison/validation of a fractional derivative model with an empirical model of non-linear shock waves in swelling shales

NASA Astrophysics Data System (ADS)

Droghei, Riccardo; Salusti, Ettore

2013-04-01

Control of drilling parameters, as fluid pressure, mud weight, salt concentration is essential to avoid instabilities when drilling through shale sections. To investigate shale deformation, fundamental for deep oil drilling and hydraulic fracturing for gas extraction ("fracking"), a non-linear model of mechanic and chemo-poroelastic interactions among fluid, solute and the solid matrix is here discussed. The two equations of this model describe the isothermal evolution of fluid pressure and solute density in a fluid saturated porous rock. Their solutions are quick non-linear Burger's solitary waves, potentially destructive for deep operations. In such analysis the effect of diffusion, that can play a particular role in fracking, is investigated. Then, following Civan (1998), both diffusive and shock waves are applied to fine particles filtration due to such quick transients , their effect on the adjacent rocks and the resulting time-delayed evolution. Notice how time delays in simple porous media dynamics have recently been analyzed using a fractional derivative approach. To make a tentative comparison of these two deeply different methods,in our model we insert fractional time derivatives, i.e. a kind of time-average of the fluid-rocks interactions. Then the delaying effects of fine particles filtration is compared with fractional model time delays. All this can be seen as an empirical check of these fractional models.

Dynamics of single-bubble sonoluminescence. An alternative approach to the Rayleigh-Plesset equation

NASA Astrophysics Data System (ADS)

de Barros, Ana L. F.; Nogueira, Álvaro L. M. A.; Paschoal, Ricardo C.; Portes, Dirceu, Jr.; Rodrigues, Hilario

2018-03-01

Sonoluminescence is the phenomenon in which acoustic energy is (partially) transformed into light as a bubble of gas collapses inside a liquid medium. One particular model used to explain the motion of the bubble’s wall forced by acoustic pressure is expressed by the Rayleigh-Plesset equation, which can be obtained from the Navier-Stokes equation. In this article, we describe an alternative approach to derive the Rayleigh-Plesset equation based on Lagrangian mechanics. This work is addressed mainly to undergraduate students and teachers. It requires knowledge of calculus and of many concepts from various fields of physics at the intermediate level.

A fresh look at linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

NASA Astrophysics Data System (ADS)

Camporesi, Roberto

2016-01-01

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations of any order based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and variation of parameters. The approach presented here can be used in a first course on differential equations for science and engineering majors.

Solution of some types of differential equations: operational calculus and inverse differential operators.

PubMed

Zhukovsky, K

2014-01-01

We present a general method of operational nature to analyze and obtain solutions for a variety of equations of mathematical physics and related mathematical problems. We construct inverse differential operators and produce operational identities, involving inverse derivatives and families of generalised orthogonal polynomials, such as Hermite and Laguerre polynomial families. We develop the methodology of inverse and exponential operators, employing them for the study of partial differential equations. Advantages of the operational technique, combined with the use of integral transforms, generating functions with exponentials and their integrals, for solving a wide class of partial derivative equations, related to heat, wave, and transport problems, are demonstrated.

Hybrid diffusion-P3 equation in N-layered turbid media: steady-state domain.

PubMed

Shi, Zhenzhi; Zhao, Huijuan; Xu, Kexin

2011-10-01

This paper discusses light propagation in N-layered turbid media. The hybrid diffusion-P3 equation is solved for an N-layered finite or infinite turbid medium in the steady-state domain for one point source using the extrapolated boundary condition. The Fourier transform formalism is applied to derive the analytical solutions of the fluence rate in Fourier space. Two inverse Fourier transform methods are developed to calculate the fluence rate in real space. In addition, the solutions of the hybrid diffusion-P3 equation are compared to the solutions of the diffusion equation and the Monte Carlo simulation. For the case of small absorption coefficients, the solutions of the N-layered diffusion equation and hybrid diffusion-P3 equation are almost equivalent and are in agreement with the Monte Carlo simulation. For the case of large absorption coefficients, the model of the hybrid diffusion-P3 equation is more precise than that of the diffusion equation. In conclusion, the model of the hybrid diffusion-P3 equation can replace the diffusion equation for modeling light propagation in the N-layered turbid media for a wide range of absorption coefficients.

Activated dynamics in dense fluids of attractive nonspherical particles. II. Elasticity, barriers, relaxation, fragility, and self-diffusion

NASA Astrophysics Data System (ADS)

Tripathy, Mukta; Schweizer, Kenneth S.

2011-04-01

In paper II of this series we apply the center-of-mass version of Nonlinear Langevin Equation theory to study how short-range attractive interactions influence the elastic shear modulus, transient localization length, activated dynamics, and kinetic arrest of a variety of nonspherical particle dense fluids (and the spherical analog) as a function of volume fraction and attraction strength. The activation barrier (roughly the natural logarithm of the dimensionless relaxation time) is predicted to be a rich function of particle shape, volume fraction, and attraction strength, and the dynamic fragility varies significantly with particle shape. At fixed volume fraction, the barrier grows in a parabolic manner with inverse temperature nondimensionalized by an onset value, analogous to what has been established for thermal glass-forming liquids. Kinetic arrest boundaries lie at significantly higher volume fractions and attraction strengths relative to their dynamic crossover analogs, but their particle shape dependence remains the same. A limited universality of barrier heights is found based on the concept of an effective mean-square confining force. The mean hopping time and self-diffusion constant in the attractive glass region of the nonequilibrium phase diagram is predicted to vary nonmonotonically with attraction strength or inverse temperature, qualitatively consistent with recent computer simulations and colloid experiments.

Modelling thermal radiation in buoyant turbulent diffusion flames

NASA Astrophysics Data System (ADS)

Consalvi, J. L.; Demarco, R.; Fuentes, A.

2012-10-01

This work focuses on the numerical modelling of radiative heat transfer in laboratory-scale buoyant turbulent diffusion flames. Spectral gas and soot radiation is modelled by using the Full-Spectrum Correlated-k (FSCK) method. Turbulence-Radiation Interactions (TRI) are taken into account by considering the Optically-Thin Fluctuation Approximation (OTFA), the resulting time-averaged Radiative Transfer Equation (RTE) being solved by the Finite Volume Method (FVM). Emission TRIs and the mean absorption coefficient are then closed by using a presumed probability density function (pdf) of the mixture fraction. The mean gas flow field is modelled by the Favre-averaged Navier-Stokes (FANS) equation set closed by a buoyancy-modified k-ɛ model with algebraic stress/flux models (ASM/AFM), the Steady Laminar Flamelet (SLF) model coupled with a presumed pdf approach to account for Turbulence-Chemistry Interactions, and an acetylene-based semi-empirical two-equation soot model. Two sets of experimental pool fire data are used for validation: propane pool fires 0.3 m in diameter with Heat Release Rates (HRR) of 15, 22 and 37 kW and methane pool fires 0.38 m in diameter with HRRs of 34 and 176 kW. Predicted flame structures, radiant fractions, and radiative heat fluxes on surrounding surfaces are found in satisfactory agreement with available experimental data across all the flames. In addition further computations indicate that, for the present flames, the gray approximation can be applied for soot with a minor influence on the results, resulting in a substantial gain in Computer Processing Unit (CPU) time when the FSCK is used to treat gas radiation.

Random-order fractional bistable system and its stochastic resonance

NASA Astrophysics Data System (ADS)

Gao, Shilong; Zhang, Li; Liu, Hui; Kan, Bixia

2017-01-01

In this paper, the diffusion motion of Brownian particles in a viscous liquid suffering from stochastic fluctuations of the external environment is modeled as a random-order fractional bistable equation, and as a typical nonlinear dynamic behavior, the stochastic resonance phenomena in this system are investigated. At first, the derivation process of the random-order fractional bistable system is given. In particular, the random-power-law memory is deeply discussed to obtain the physical interpretation of the random-order fractional derivative. Secondly, the stochastic resonance evoked by random-order and external periodic force is mainly studied by numerical simulation. In particular, the frequency shifting phenomena of the periodical output are observed in SR induced by the excitation of the random order. Finally, the stochastic resonance of the system under the double stochastic excitations of the random order and the internal color noise is also investigated.

A procedure to construct exact solutions of nonlinear fractional differential equations.

PubMed

Güner, Özkan; Cevikel, Adem C

2014-01-01

We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions.

Editorial

NASA Astrophysics Data System (ADS)

Li, C. P.; Mainardi, F.

2011-03-01

Fractional calculus, in allowing integrals and derivatives of any positive real order (the term "fractional" is kept only for historical reasons), can be considered a branch of mathematical analysis which deals with integro-differential equations where the integrals are of convolution type and exhibit (weakly singular) kernels of power-law type. It has a history of at least three hundred years because it can be dated back to the letter from G.W. Leibniz to G.A. de L'Hôpital and J. Wallis, dated 30 September 1695, in which the meaning of the one-half order derivative was first discussed and were made some remarks about its possibility. Subsequent mention of fractional derivatives was made, in some context or the other by L. Euler (1730), J.L. Lagrange (1772), P.S. Laplace (1812), S.F. Lacroix (1819), J.B.J. Fourier (1822), N.H. Abel (1823), J. Liouville (1832), B. Riemann (1847), H.L. Greer (1859), H. Holmgren (1865), A.K. Grünwald (1867), A.V. Letnikov (1868), N.Ya. Sonin (1869), H. Laurent (1884), P.A. Nekrassov (1888), A. Krug (1890), O. Heaviside (1892), S. Pincherle (1902), H. Weyl (1919), P. Lévy (1923), A. Marchaud (1927), H.T. Davis (1936), A. Zygmund (1945), M. Riesz (1949), W. Feller (1952), just to cite some relevant contributors up the mid of the last century, see e.g. [1,2]. Recently, a poster illustrating the major contributors during the period 1695-1970 has been published [3].

Generalized Langevin equation with tempered memory kernel

NASA Astrophysics Data System (ADS)

Liemert, André; Sandev, Trifce; Kantz, Holger

2017-01-01

We study a generalized Langevin equation for a free particle in presence of a truncated power-law and Mittag-Leffler memory kernel. It is shown that in presence of truncation, the particle from subdiffusive behavior in the short time limit, turns to normal diffusion in the long time limit. The case of harmonic oscillator is considered as well, and the relaxation functions and the normalized displacement correlation function are represented in an exact form. By considering external time-dependent periodic force we obtain resonant behavior even in case of a free particle due to the influence of the environment on the particle movement. Additionally, the double-peak phenomenon in the imaginary part of the complex susceptibility is observed. It is obtained that the truncation parameter has a huge influence on the behavior of these quantities, and it is shown how the truncation parameter changes the critical frequencies. The normalized displacement correlation function for a fractional generalized Langevin equation is investigated as well. All the results are exact and given in terms of the three parameter Mittag-Leffler function and the Prabhakar generalized integral operator, which in the kernel contains a three parameter Mittag-Leffler function. Such kind of truncated Langevin equation motion can be of high relevance for the description of lateral diffusion of lipids and proteins in cell membranes.

A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations

PubMed Central

Güner, Özkan; Cevikel, Adem C.

2014-01-01

We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions. PMID:24737972

Incorporating Writing in an Integrated Calculus, Linear Algebra, and Differential Equations Sequence.

ERIC Educational Resources Information Center

Kelly, Susan E.; LeDocq, Rebecca Lewin

2001-01-01

Describes the specific courses in a sequence along with how the writing has been implemented in each course. Provides ideas for how to efficiently handle the additional paper load so students receive the necessary feedback while keeping the grading time reasonable. (Author/ASK)

Nonlinear Stochastic Markov Processes and Modeling Uncertainty in Populations

DTIC Science & Technology

2011-07-06

219–232. [26] I. Karatzas and S.E. Shreve, Brownian Motion and Stochastic Calculus, Second Edition, Springer, New York, 1991. [27] F. Klebaner...ubiquitous in mathematics and physics (e.g., particle transport, filtering), biology (population models), finance (e.g., Black-Scholes equations) among other

Introductory Life Science Mathematics and Quantitative Neuroscience Courses

ERIC Educational Resources Information Center

Duffus, Dwight; Olifer, Andrei

2010-01-01

We describe two sets of courses designed to enhance the mathematical, statistical, and computational training of life science undergraduates at Emory College. The first course is an introductory sequence in differential and integral calculus, modeling with differential equations, probability, and inferential statistics. The second is an…

A Novel Way To Practice Slope.

ERIC Educational Resources Information Center

Kennedy, Jane B.

1997-01-01

Presents examples of using a tic-tac-toe format to practice finding the slope and identifying parallel and perpendicular lines from various equation formats. Reports the successful use of this format as a review in both precalculus and calculus classes before students work with applications of analytic geometry. (JRH)

Distributed mean curvature on a discrete manifold for Regge calculus

NASA Astrophysics Data System (ADS)

Conboye, Rory; Miller, Warner A.; Ray, Shannon

2015-09-01

The integrated mean curvature of a simplicial manifold is well understood in both Regge Calculus and Discrete Differential Geometry. However, a well motivated pointwise definition of curvature requires a careful choice of the volume over which to uniformly distribute the local integrated curvature. We show that hybrid cells formed using both the simplicial lattice and its circumcentric dual emerge as a remarkably natural structure for the distribution of this local integrated curvature. These hybrid cells form a complete tessellation of the simplicial manifold, contain a geometric orthonormal basis, and are also shown to give a pointwise mean curvature with a natural interpretation as the fractional rate of change of the normal vector.

Laminar flamelets, conserved scalars, and non-unity Lewis numbers: What does this have to do with chemistry?

DOE Office of Scientific and Technical Information (OSTI.GOV)

Miller, H.J.; Marro, M.A.T.; Smooke, M.

1994-12-31

In general, computation of laminar flame structure involves the simultaneous solution of the conservation equations for mass, energy, momentum, and chemical species. It has been proposed and confirmed in numerous experiments that flame species concentrations can be considered as functions of a conserved scalar (a quantity such as elemental mass fraction, that has no chemical source term). One such conserved scalar is the mixture fraction which is normalized to be zero in the air stream and one in the fuel stream. This allows the species conservation equations to be rewritten as a function of the mixture fraction (itself a conservedmore » scalar) which significantly simplifies the calculation of flame structure. Despite the widespread acceptance that the conserved scalar description of diffusion flame structure has found in the combustion community, there has been surprisingly little effort expended in the development of a detailed evaluation of how well it actually works. In this presentation we compare the results of a {open_quotes}full{close_quotes} transport and chemical calculation performed by Smooke with the predictions of the conserved scalar approach. Our results show that the conserved scalar approach works because some species` concentrations are not dependent only on mixture fraction.« less

Experimental dehydration of natural obsidian and estimation of DH2O at low water contents

NASA Technical Reports Server (NTRS)

Jambon, A.; Zhang, Y.; Stolper, E. M.

1992-01-01

Water diffusion experiments were carried out by dehydrating rhyolitic obsidian from Valles Caldera (New Mexico, USA) at 510-980 degrees C. The starting glass wafers contained approximately 0.114 wt% total water, lower than any glasses previously investigated for water diffusion. Weight loss due to dehydration was measured as a function of experiment duration, which permits determination of mean bulk water diffusivity, mean Dw. These diffusivities are in the range of 2.6 to 18 X 10(-14) m2/s and can be fit with the following Arrhenius equation: ln mean Dw (m2/s) = -(25.10 +/- 1.29) - (46,480 +/- 11,400) (J/mol) / RT, except for two replicate runs at 510 degrees C which give mean Dw values much lower than that defined by the above equation. When interpreted according to a model of water speciation in which molecular H2O is the diffusing species with concentration-independent diffusivity while OH units do not contribute to the transport but react to provide H2O, the data (except for the 510 degrees C data) are in agreement with extrapolation from previous results and hence extend the previous data base and provide a test of the applicability of the model to very low water contents. Mean bulk water diffusivities are about two orders of magnitude less than molecular H2O diffusivities because the fraction of molecular H2O out of total water is very small at 0.114 wt% total water and less. The 510 degrees C experimental results can be interpreted as due to slow kinetics of OH to H2O interconversion at low temperatures.

Experimental dehydration of natural obsidian and estimation of DH2O at low water contents.

PubMed

Jambon, A; Zhang, Y; Stolper, E M

1992-01-01

Water diffusion experiments were carried out by dehydrating rhyolitic obsidian from Valles Caldera (New Mexico, USA) at 510-980 degrees C. The starting glass wafers contained approximately 0.114 wt% total water, lower than any glasses previously investigated for water diffusion. Weight loss due to dehydration was measured as a function of experiment duration, which permits determination of mean bulk water diffusivity, mean Dw. These diffusivities are in the range of 2.6 to 18 X 10(-14) m2/s and can be fit with the following Arrhenius equation: ln mean Dw (m2/s) = -(25.10 +/- 1.29) - (46,480 +/- 11,400) (J/mol) / RT, except for two replicate runs at 510 degrees C which give mean Dw values much lower than that defined by the above equation. When interpreted according to a model of water speciation in which molecular H2O is the diffusing species with concentration-independent diffusivity while OH units do not contribute to the transport but react to provide H2O, the data (except for the 510 degrees C data) are in agreement with extrapolation from previous results and hence extend the previous data base and provide a test of the applicability of the model to very low water contents. Mean bulk water diffusivities are about two orders of magnitude less than molecular H2O diffusivities because the fraction of molecular H2O out of total water is very small at 0.114 wt% total water and less. The 510 degrees C experimental results can be interpreted as due to slow kinetics of OH to H2O interconversion at low temperatures.

Fractional Order PIλDμ Control for Maglev Guiding System

NASA Astrophysics Data System (ADS)

Hu, Qing; Hu, Yuwei

To effectively suppress the external disturbances and parameter perturbation problem of the maglev guiding system, and improve speed and robustness, the electromagnetic guiding system is exactly linearized using state feedback method, Fractional calculus theory is introduced, the order of integer order PID control was extended to the field of fractional, then fractional order PIλDμ Controller was presented, Due to the extra two adjustable parameters compared with traditional PID controller, fractional order PIλDμ controllers were expected to show better control performance. The results of the computer simulation show that the proposed controller suppresses the external disturbances and parameter perturbation of the system effectively; the system response speed was increased; at the same time, it had flexible structure and stronger robustness.

Fractional-order gradient descent learning of BP neural networks with Caputo derivative.

PubMed

Wang, Jian; Wen, Yanqing; Gou, Yida; Ye, Zhenyun; Chen, Hua

2017-05-01

Fractional calculus has been found to be a promising area of research for information processing and modeling of some physical systems. In this paper, we propose a fractional gradient descent method for the backpropagation (BP) training of neural networks. In particular, the Caputo derivative is employed to evaluate the fractional-order gradient of the error defined as the traditional quadratic energy function. The monotonicity and weak (strong) convergence of the proposed approach are proved in detail. Two simulations have been implemented to illustrate the performance of presented fractional-order BP algorithm on three small datasets and one large dataset. The numerical simulations effectively verify the theoretical observations of this paper as well. Copyright © 2017 Elsevier Ltd. All rights reserved.

Short-time dynamics of monomers and dimers in quasi-two-dimensional colloidal mixtures.

PubMed

Sarmiento-Gómez, Erick; Villanueva-Valencia, José Ramón; Herrera-Velarde, Salvador; Ruiz-Santoyo, José Arturo; Santana-Solano, Jesús; Arauz-Lara, José Luis; Castañeda-Priego, Ramón

2016-07-01

We report on the short-time dynamics in colloidal mixtures made up of monomers and dimers highly confined between two glass plates. At low concentrations, the experimental measurements of colloidal motion agree well with the solution of the Navier-Stokes equation at low Reynolds numbers; the latter takes into account the increase in the drag force on a colloidal particle due to wall-particle hydrodynamic forces. More importantly, we find that the ratio of the short-time diffusion coefficient of the monomer and that of the center of mass of the dimmer is almost independent of both the dimer molar fraction, x_{d}, and the total packing fraction, ϕ, up to ϕ≈0.5. At higher concentrations, this ratio displays a small but systematic increase. A similar physical scenario is observed for the ratio between the parallel and the perpendicular components of the short-time diffusion coefficients of the dimer. This dynamical behavior is corroborated by means of molecular dynamics computer simulations that include explicitly the particle-particle hydrodynamic forces induced by the solvent. Our results suggest that the effects of colloid-colloid hydrodynamic interactions on the short-time diffusion coefficients are almost identical and factorable in both species.

The Dreaded "Work" Problems Revisited: Connections through Problem Solving from Basic Fractions to Calculus

ERIC Educational Resources Information Center

Shore, Felice S.; Pascal, Matthew

2008-01-01

This article describes several distinct approaches taken by preservice elementary teachers to solving a classic rate problem. Their approaches incorporate a variety of mathematical concepts, ranging from proportions to infinite series, and illustrate the power of all five NCTM Process Standards. (Contains 8 figures.)

Coefficient of restitution in fractional viscoelastic compliant impacts using fractional Chebyshev collocation

NASA Astrophysics Data System (ADS)

Dabiri, Arman; Butcher, Eric A.; Nazari, Morad

2017-02-01

Compliant impacts can be modeled using linear viscoelastic constitutive models. While such impact models for realistic viscoelastic materials using integer order derivatives of force and displacement usually require a large number of parameters, compliant impact models obtained using fractional calculus, however, can be advantageous since such models use fewer parameters and successfully capture the hereditary property. In this paper, we introduce the fractional Chebyshev collocation (FCC) method as an approximation tool for numerical simulation of several linear fractional viscoelastic compliant impact models in which the overall coefficient of restitution for the impact is studied as a function of the fractional model parameters for the first time. Other relevant impact characteristics such as hysteresis curves, impact force gradient, penetration and separation depths are also studied.

Finite element analysis of ion transport in solid state nuclear waste form materials

NASA Astrophysics Data System (ADS)

Rabbi, F.; Brinkman, K.; Amoroso, J.; Reifsnider, K.

2017-09-01

Release of nuclear species from spent fuel ceramic waste form storage depends on the individual constituent properties as well as their internal morphology, heterogeneity and boundary conditions. Predicting the release rate is essential for designing a ceramic waste form, which is capable of effectively storing the spent fuel without contaminating the surrounding environment for a longer period of time. To predict the release rate, in the present work a conformal finite element model is developed based on the Nernst Planck Equation. The equation describes charged species transport through different media by convection, diffusion, or migration. And the transport can be driven by chemical/electrical potentials or velocity fields. The model calculates species flux in the waste form with different diffusion coefficient for each species in each constituent phase. In the work reported, a 2D approach is taken to investigate the contributions of different basic parameters in a waste form design, i.e., volume fraction, phase dispersion, phase surface area variation, phase diffusion co-efficient, boundary concentration etc. The analytical approach with preliminary results is discussed. The method is postulated to be a foundation for conformal analysis based design of heterogeneous waste form materials.

Generalization of multifractal theory within quantum calculus

NASA Astrophysics Data System (ADS)

Olemskoi, A.; Shuda, I.; Borisyuk, V.

2010-03-01

On the basis of the deformed series in quantum calculus, we generalize the partition function and the mass exponent of a multifractal, as well as the average of a random variable distributed over a self-similar set. For the partition function, such expansion is shown to be determined by binomial-type combinations of the Tsallis entropies related to manifold deformations, while the mass exponent expansion generalizes the known relation τq=Dq(q-1). We find the equation for the set of averages related to ordinary, escort, and generalized probabilities in terms of the deformed expansion as well. Multifractals related to the Cantor binomial set, exchange currency series, and porous-surface condensates are considered as examples.

Stochastic differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sobczyk, K.

1990-01-01

This book provides a unified treatment of both regular (or random) and Ito stochastic differential equations. It focuses on solution methods, including some developed only recently. Applications are discussed, in particular an insight is given into both the mathematical structure, and the most efficient solution methods (analytical as well as numerical). Starting from basic notions and results of the theory of stochastic processes and stochastic calculus (including Ito's stochastic integral), many principal mathematical problems and results related to stochastic differential equations are expounded here for the first time. Applications treated include those relating to road vehicles, earthquake excitations and offshoremore » structures.« less

Optimal Assignment Problem Applications of Finite Mathematics to Business and Economics. [and] Difference Equations with Applications. Applications of Difference Equations to Economics and Social Sciences. [and] Selected Applications of Mathematics to Finance and Investment. Applications of Elementary Algebra to Finance. [and] Force of Interest. Applications of Calculus to Finance. UMAP Units 317, 322, 381, 382.

ERIC Educational Resources Information Center

Gale, David; And Others

Four units make up the contents of this document. The first examines applications of finite mathematics to business and economies. The user is expected to learn the method of optimization in optimal assignment problems. The second module presents applications of difference equations to economics and social sciences, and shows how to: 1) interpret…

Fractional Poisson-Nernst-Planck Model for Ion Channels I: Basic Formulations and Algorithms.

PubMed

Chen, Duan

2017-11-01

In this work, we propose a fractional Poisson-Nernst-Planck model to describe ion permeation in gated ion channels. Due to the intrinsic conformational changes, crowdedness in narrow channel pores, binding and trapping introduced by functioning units of channel proteins, ionic transport in the channel exhibits a power-law-like anomalous diffusion dynamics. We start from continuous-time random walk model for a single ion and use a long-tailed density distribution function for the particle jump waiting time, to derive the fractional Fokker-Planck equation. Then, it is generalized to the macroscopic fractional Poisson-Nernst-Planck model for ionic concentrations. Necessary computational algorithms are designed to implement numerical simulations for the proposed model, and the dynamics of gating current is investigated. Numerical simulations show that the fractional PNP model provides a more qualitatively reasonable match to the profile of gating currents from experimental observations. Meanwhile, the proposed model motivates new challenges in terms of mathematical modeling and computations.

Validation of a numerical method for interface-resolving simulation of multicomponent gas-liquid mass transfer and evaluation of multicomponent diffusion models

NASA Astrophysics Data System (ADS)

Woo, Mino; Wörner, Martin; Tischer, Steffen; Deutschmann, Olaf

2018-03-01

The multicomponent model and the effective diffusivity model are well established diffusion models for numerical simulation of single-phase flows consisting of several components but are seldom used for two-phase flows so far. In this paper, a specific numerical model for interfacial mass transfer by means of a continuous single-field concentration formulation is combined with the multicomponent model and effective diffusivity model and is validated for multicomponent mass transfer. For this purpose, several test cases for one-dimensional physical or reactive mass transfer of ternary mixtures are considered. The numerical results are compared with analytical or numerical solutions of the Maxell-Stefan equations and/or experimental data. The composition-dependent elements of the diffusivity matrix of the multicomponent and effective diffusivity model are found to substantially differ for non-dilute conditions. The species mole fraction or concentration profiles computed with both diffusion models are, however, for all test cases very similar and in good agreement with the analytical/numerical solutions or measurements. For practical computations, the effective diffusivity model is recommended due to its simplicity and lower computational costs.

Numerical Simulation of Hydrogen Air Supersonic Coaxial Jet

NASA Astrophysics Data System (ADS)

Dharavath, Malsur; Manna, Pulinbehari; Chakraborty, Debasis

2017-10-01

In the present study, the turbulent structure of coaxial supersonic H2-air jet is explored numerically by solving three dimensional RANS equations along with two equation k-ɛ turbulence model. Grid independence of the solution is demonstrated by estimating the error distribution using Grid Convergence Index. Distributions of flow parameters in different planes are analyzed to explain the mixing and combustion characteristics of high speed coaxial jets. The flow field is seen mostly diffusive in nature and hydrogen diffusion is confined to core region of the jet. Both single step laminar finite rate chemistry and turbulent reacting calculation employing EDM combustion model are performed to find the effect of turbulence-chemistry interaction in the flow field. Laminar reaction predicts higher H2 mol fraction compared to turbulent reaction because of lower reaction rate caused by turbulence chemistry interaction. Profiles of major species and temperature match well with experimental data at different axial locations; although, the computed profiles show a narrower shape in the far field region. These results demonstrate that standard two equation class turbulence model with single step kinetics based turbulence chemistry interaction can describe H2-air reaction adequately in high speed flows.

A Simple Interactive Software Package for Plotting, Animating, and Calculating

ERIC Educational Resources Information Center

Engelhardt, Larry

2012-01-01

We introduce a new open source (free) software package that provides a simple, highly interactive interface for carrying out certain mathematical tasks that are commonly encountered in physics. These tasks include plotting and animating functions, solving systems of coupled algebraic equations, and basic calculus (differentiating and integrating…

Constrained variational calculus for higher order classical field theories

NASA Astrophysics Data System (ADS)

Campos, Cédric M.; de León, Manuel; Martín de Diego, David

2010-11-01

We develop an intrinsic geometrical setting for higher order constrained field theories. As a main tool we use an appropriate generalization of the classical Skinner-Rusk formalism. Some examples of applications are studied, in particular to the geometrical description of optimal control theory for partial differential equations.

An Application of Calculus to Cinematography.

ERIC Educational Resources Information Center

Sworder, Steven C.

This paper presents a laboratory exercise in which an integration problem is applied to cinematography, without the need for apparatus. The problem situation is about the oscillation control of a camera platform to attain the contrast angular rate of objects. Wave equations for describing the oscillations are presented and an expression for…

Establishing an Explanatory Model for Mathematics Identity

ERIC Educational Resources Information Center

Cribbs, Jennifer D.; Hazari, Zahra; Sonnert, Gerhard; Sadler, Philip M.

2015-01-01

This article empirically tests a previously developed theoretical framework for mathematics identity based on students' beliefs. The study employs data from more than 9,000 college calculus students across the United States to build a robust structural equation model. While it is generally thought that students' beliefs about their own competence…

Hermann-Bernoulli-Laplace-Hamilton-Runge-Lenz Vector.

ERIC Educational Resources Information Center

Subramanian, P. R.; And Others

1991-01-01

A way for students to refresh and use their knowledge in both mathematics and physics is presented. By the study of the properties of the "Runge-Lenz" vector the subjects of algebra, analytical geometry, calculus, classical mechanics, differential equations, matrices, quantum mechanics, trigonometry, and vector analysis can be reviewed. (KR)

Maximum Pre-Angiogenic Tumor Size

ERIC Educational Resources Information Center

Erickson, Amy H. Lin

2010-01-01

This material has been used twice as an out-of-class project in a mathematical modeling class, the first elective course for mathematics majors. The only prerequisites for this course were differential and integral calculus, but all students had been exposed to differential equations, and the project was assigned during discussions about solving…

Controlling Population with Pollution

ERIC Educational Resources Information Center

Browne, Joseph

2010-01-01

Population models are often discussed in algebra, calculus, and differential equations courses. In this article we will use the human population of the world as our application. After quick looks at two common models we'll investigate more deeply a model which incorporates the negative effect that accumulated pollution may have on population.

If Gravity is Geometry, is Dark Energy just Arithmetic?

NASA Astrophysics Data System (ADS)

Czachor, Marek

2017-04-01

Arithmetic operations (addition, subtraction, multiplication, division), as well as the calculus they imply, are non-unique. The examples of four-dimensional spaces, R+4 and (- L/2, L/2)4, are considered where different types of arithmetic and calculus coexist simultaneously. In all the examples there exists a non-Diophantine arithmetic that makes the space globally Minkowskian, and thus the laws of physics are formulated in terms of the corresponding calculus. However, when one switches to the `natural' Diophantine arithmetic and calculus, the Minkowskian character of the space is lost and what one effectively obtains is a Lorentzian manifold. I discuss in more detail the problem of electromagnetic fields produced by a pointlike charge. The solution has the standard form when expressed in terms of the non-Diophantine formalism. When the `natural' formalsm is used, the same solution looks as if the fields were created by a charge located in an expanding universe, with nontrivially accelerating expansion. The effect is clearly visible also in solutions of the Friedman equation with vanishing cosmological constant. All of this suggests that phenomena attributed to dark energy may be a manifestation of a miss-match between the arithmetic employed in mathematical modeling, and the one occurring at the level of natural laws. Arithmetic is as physical as geometry.

A transformative model for undergraduate quantitative biology education.

PubMed

Usher, David C; Driscoll, Tobin A; Dhurjati, Prasad; Pelesko, John A; Rossi, Louis F; Schleiniger, Gilberto; Pusecker, Kathleen; White, Harold B

2010-01-01

The BIO2010 report recommended that students in the life sciences receive a more rigorous education in mathematics and physical sciences. The University of Delaware approached this problem by (1) developing a bio-calculus section of a standard calculus course, (2) embedding quantitative activities into existing biology courses, and (3) creating a new interdisciplinary major, quantitative biology, designed for students interested in solving complex biological problems using advanced mathematical approaches. To develop the bio-calculus sections, the Department of Mathematical Sciences revised its three-semester calculus sequence to include differential equations in the first semester and, rather than using examples traditionally drawn from application domains that are most relevant to engineers, drew models and examples heavily from the life sciences. The curriculum of the B.S. degree in Quantitative Biology was designed to provide students with a solid foundation in biology, chemistry, and mathematics, with an emphasis on preparation for research careers in life sciences. Students in the program take core courses from biology, chemistry, and physics, though mathematics, as the cornerstone of all quantitative sciences, is given particular prominence. Seminars and a capstone course stress how the interplay of mathematics and biology can be used to explain complex biological systems. To initiate these academic changes required the identification of barriers and the implementation of solutions.

A Transformative Model for Undergraduate Quantitative Biology Education

PubMed Central

Driscoll, Tobin A.; Dhurjati, Prasad; Pelesko, John A.; Rossi, Louis F.; Schleiniger, Gilberto; Pusecker, Kathleen; White, Harold B.

2010-01-01

The BIO2010 report recommended that students in the life sciences receive a more rigorous education in mathematics and physical sciences. The University of Delaware approached this problem by (1) developing a bio-calculus section of a standard calculus course, (2) embedding quantitative activities into existing biology courses, and (3) creating a new interdisciplinary major, quantitative biology, designed for students interested in solving complex biological problems using advanced mathematical approaches. To develop the bio-calculus sections, the Department of Mathematical Sciences revised its three-semester calculus sequence to include differential equations in the first semester and, rather than using examples traditionally drawn from application domains that are most relevant to engineers, drew models and examples heavily from the life sciences. The curriculum of the B.S. degree in Quantitative Biology was designed to provide students with a solid foundation in biology, chemistry, and mathematics, with an emphasis on preparation for research careers in life sciences. Students in the program take core courses from biology, chemistry, and physics, though mathematics, as the cornerstone of all quantitative sciences, is given particular prominence. Seminars and a capstone course stress how the interplay of mathematics and biology can be used to explain complex biological systems. To initiate these academic changes required the identification of barriers and the implementation of solutions. PMID:20810949

Laplace and the era of differential equations

NASA Astrophysics Data System (ADS)

Weinberger, Peter

2012-11-01

Between about 1790 and 1850 French mathematicians dominated not only mathematics, but also all other sciences. The belief that a particular physical phenomenon has to correspond to a single differential equation originates from the enormous influence Laplace and his contemporary compatriots had in all European learned circles. It will be shown that at the beginning of the nineteenth century Newton's "fluxionary calculus" finally gave way to a French-type notation of handling differential equations. A heated dispute in the Philosophical Magazine between Challis, Airy and Stokes, all three of them famous Cambridge professors of mathematics, then serves to illustrate the era of differential equations. A remark about Schrödinger and his equation for the hydrogen atom finally will lead back to present times.

Dirac delta representation by exact parametric equations.. Application to impulsive vibration systems

NASA Astrophysics Data System (ADS)

Chicurel-Uziel, Enrique

2007-08-01

A pair of closed parametric equations are proposed to represent the Heaviside unit step function. Differentiating the step equations results in two additional parametric equations, that are also hereby proposed, to represent the Dirac delta function. These equations are expressed in algebraic terms and are handled by means of elementary algebra and elementary calculus. The proposed delta representation complies exactly with the values of the definition. It complies also with the sifting property and the requisite unit area and its Laplace transform coincides with the most general form given in the tables. Furthermore, it leads to a very simple method of solution of impulsive vibrating systems either linear or belonging to a large class of nonlinear problems. Two example solutions are presented.

Surface Diffusion in Systems of Interacting Brownian Particles

NASA Astrophysics Data System (ADS)

Mazroui, M'hammed; Boughaleb, Yahia

The paper reviews recent results on diffusive phenomena in two-dimensional periodic potential. Specifically, static and dynamic properties are investigated by calculating different correlation functions. Diffusion process is first studied for one-dimensional system by using the Fokker-Planck equation which is solved numerically by the matrix continued fraction method in the case of bistable potential. The transition from hopping to liquid-like diffusion induced by variation of some parameters is discussed. This study will therefore serve to demonstrate the influence of this form of potential. Further, an analytical approximation for the dc-conductivity is derived for a wide damping range in the framework of the Linear Response Theory. On the basis of this expression, calculations of the ac conductivity of two-dimensional system with Frenkel-Kontorova pair interaction in the intermediate friction regime is performed by using the continued fraction expansion method. The dc-conductivity expression is used to determine the rest of the development. By varying the density of mobile ions we discuss commensurability effects. To get information about the diffusion mechanism, the full width at half maximum λω(q), of the quasi-elastic line of the dynamical structure factor S(q,ω) is computed. The calculations are extended up to large values of q covering several Brillouin zones. The analysis of λω(q) with different parameters shows that the most probable diffusion process in good two-dimensional superionic conductors consists of a competition between a back correlated hopping in one direction and forward correlated hopping in addition to liquid-like motions in the other direction.

On Riemann boundary value problems for null solutions of the two dimensional Helmholtz equation

NASA Astrophysics Data System (ADS)

Bory Reyes, Juan; Abreu Blaya, Ricardo; Rodríguez Dagnino, Ramón Martin; Kats, Boris Aleksandrovich

2018-01-01

The Riemann boundary value problem (RBVP to shorten notation) in the complex plane, for different classes of functions and curves, is still widely used in mathematical physics and engineering. For instance, in elasticity theory, hydro and aerodynamics, shell theory, quantum mechanics, theory of orthogonal polynomials, and so on. In this paper, we present an appropriate hyperholomorphic approach to the RBVP associated to the two dimensional Helmholtz equation in R^2 . Our analysis is based on a suitable operator calculus.

Cellular Automata for Spatiotemporal Pattern Formation from Reaction-Diffusion Partial Differential Equations

NASA Astrophysics Data System (ADS)

Ohmori, Shousuke; Yamazaki, Yoshihiro

2016-01-01

Ultradiscrete equations are derived from a set of reaction-diffusion partial differential equations, and cellular automaton rules are obtained on the basis of the ultradiscrete equations. Some rules reproduce the dynamical properties of the original reaction-diffusion equations, namely, bistability and pulse annihilation. Furthermore, other rules bring about soliton-like preservation and periodic pulse generation with a pacemaker, which are not obtained from the original reaction-diffusion equations.

Modified Regge calculus as an explanation of dark energy

NASA Astrophysics Data System (ADS)

Stuckey, W. M.; McDevitt, T. J.; Silberstein, M.

2012-03-01

Using the Regge calculus, we construct a Regge differential equation for the time evolution of the scale factor a(t) in the Einstein-de Sitter cosmology model (EdS). We propose two modifications to the Regge calculus approach: (1) we allow the graphical links on spatial hypersurfaces to be large, as in direct particle interaction when the interacting particles reside in different galaxies, and (2) we assume that luminosity distance DL is related to graphical proper distance Dp by the equation D_L = (1+z)\\sqrt{\\overrightarrow{D_p}\\cdot \\overrightarrow{D_p}}, where the inner product can differ from its usual trivial form. The modified Regge calculus model (MORC), EdS and ΛCDM are compared using the data from the Union2 Compilation, i.e. distance moduli and redshifts for type Ia supernovae. We find that a best fit line through log {\\big(\\frac{D_L}{{Gpc}}\\big)} versus log z gives a correlation of 0.9955 and a sum of squares error (SSE) of 1.95. By comparison, the best fit ΛCDM gives SSE = 1.79 using Ho = 69.2 km s-1 Mpc, ΩM = 0.29 and ΩΛ = 0.71. The best fit EdS gives SSE = 2.68 using Ho = 60.9 km s-1 Mpc. The best-fit MORC gives SSE = 1.77 and Ho = 73.9 km s-1 Mpc using R = A-1 = 8.38 Gcy and m = 1.71 × 1052 kg, where R is the current graphical proper distance between nodes, A-1 is the scaling factor from our non-trivial inner product, and m is the nodal mass. Thus, the MORC improves the EdS as well as ΛCDM in accounting for distance moduli and redshifts for type Ia supernovae without having to invoke accelerated expansion, i.e. there is no dark energy and the universe is always decelerating.

Enhanced Recovery in Tight Gas Reservoirs using Maxwell-Stefan Equations

NASA Astrophysics Data System (ADS)

Santiago, C. J. S.; Kantzas, A.

2017-12-01

Due to the steep production decline in unconventional gas reservoirs, enhanced recovery (ER) methods are receiving great attention from the industry. Wet gas or liquid rich reservoirs are the preferred ER candidates due to higher added value from natural gas liquids (NGL) production. ER in these reservoirs has the potential to add reserves by improving desorption and displacement of hydrocarbons through the medium. Nevertheless, analysis of gas transport at length scales of tight reservoirs is complicated because concomitant mechanisms are in place as pressure declines. In addition to viscous and Knudsen diffusion, multicomponent gas modeling includes competitive adsorption and molecular diffusion effects. Most models developed to address these mechanisms involve single component or binary mixtures. In this study, ER by gas injection is investigated in multicomponent (C1, C2, C3 and C4+, CO2 and N2) wet gas reservoirs. The competing effects of Knudsen and molecular diffusion are incorporated by using Maxwell-Stefan equations and the Dusty-Gas approach. This model was selected due to its superior properties on representing the physics of multicomponent gas flow, as demonstrated during the presented model validation. Sensitivity studies to evaluate adsorption, reservoir permeability and gas type effects are performed. The importance of competitive adsorption on production and displacement times is demonstrated. In the absence of adsorption, chromatographic separation is negligible. Production is merely dictated by competing effects between molecular and Knudsen diffusion. Displacement fronts travel rapidly across the medium. When adsorption effects are included, molecules with lower affinity to the adsorption sites will be produced faster. If the injected gas is inert (N2), an increase in heavier fraction composition occurs in the medium. During injection of adsorbing gases (CH4 and CO2), competitive adsorption effects will contribute to improved recovery of heavier fractions. In this case, displacement fronts will be delayed due to molecular interaction with pore walls. Therefore, a balance between competitive adsorption versus faster displacement will ultimately define which gas is more efficient for hydrocarbon recovery.

Examining End-Of-Chapter Problems Across Editions of an Introductory Calculus-Based Physics Textbook

NASA Astrophysics Data System (ADS)

Xiao, Bin

End-Of-Chapter (EOC) problems have been part of many physics education studies. Typically, only problems "localized" as relevant to a single chapter were used. This work examines how well this type of problem represents all EOC problems and whether EOC problems found in leading textbooks have changed over the past several decades. To investigate whether EOC problems have connections between chapters, I solved all problems of the E&M; chapters of the most recent edition of a popular introductory level calculus-based textbook and coded the equations used to solve each problem. These results were compared to the first edition of the same text. Also, several relevant problem features were coded for those problems and results were compared for sample chapters across all editions. My findings include two parts. The result of equation usage shows that problems in the E&M; chapters do use equations from both other E&M; chapters and non-E&M; chapters. This out-of-chapter usage increased from the first edition to the last edition. Information about the knowledge structure of E&M; chapters was also revealed. The results of the problem feature study show that most EOC problems have common features but there was an increase of diversity in some of the problem features across editions.

Variable order fractional Fokker-Planck equations derived from Continuous Time Random Walks

NASA Astrophysics Data System (ADS)

Straka, Peter

2018-08-01

Continuous Time Random Walk models (CTRW) of anomalous diffusion are studied, where the anomalous exponent β(x) ∈(0 , 1) varies in space. This type of situation occurs e.g. in biophysics, where the density of the intracellular matrix varies throughout a cell. Scaling limits of CTRWs are known to have probability distributions which solve fractional Fokker-Planck type equations (FFPE). This correspondence between stochastic processes and FFPE solutions has many useful extensions e.g. to nonlinear particle interactions and reactions, but has not yet been sufficiently developed for FFPEs of the "variable order" type with non-constant β(x) . In this article, variable order FFPEs (VOFFPE) are derived from scaling limits of CTRWs. The key mathematical tool is the 1-1 correspondence of a CTRW scaling limit to a bivariate Langevin process, which tracks the cumulative sum of jumps in one component and the cumulative sum of waiting times in the other. The spatially varying anomalous exponent is modelled by spatially varying β(x) -stable Lévy noise in the waiting time component. The VOFFPE displays a spatially heterogeneous temporal scaling behaviour, with generalized diffusivity and drift coefficients whose units are length2/timeβ(x) resp. length/timeβ(x). A global change of the time scale results in a spatially varying change in diffusivity and drift. A consequence of the mathematical derivation of a VOFFPE from CTRW limits in this article is that a solution of a VOFFPE can be approximated via Monte Carlo simulations. Based on such simulations, we are able to confirm that the VOFFPE is consistent under a change of the global time scale.

Kinetic isotopic fractionation during diffusion of ionic species in water

NASA Astrophysics Data System (ADS)

Richter, Frank M.; Mendybaev, Ruslan A.; Christensen, John N.; Hutcheon, Ian D.; Williams, Ross W.; Sturchio, Neil C.; Beloso, Abelardo D.

2006-01-01

Experiments specifically designed to measure the ratio of the diffusivities of ions dissolved in water were used to determine DLi/DK,D/D,D/D,D/D,andD/D. The measured ratio of the diffusion coefficients for Li and K in water (D Li/D K = 0.6) is in good agreement with published data, providing evidence that the experimental design being used resolves the relative mobility of ions with adequate precision to also be used for determining the fractionation of isotopes by diffusion in water. In the case of Li, we found measurable isotopic fractionation associated with the diffusion of dissolved LiCl (D/D=0.99772±0.00026). This difference in the diffusion coefficient of 7Li compared to 6Li is significantly less than that reported in an earlier study, a difference we attribute to the fact that in the earlier study Li diffused through a membrane separating the water reservoirs. Our experiments involving Mg diffusing in water found no measurable isotopic fractionation (D/D=1.00003±0.00006). Cl isotopes were fractionated during diffusion in water (D/D=0.99857±0.00080) whether or not the co-diffuser (Li or Mg) was isotopically fractionated. The isotopic fractionation associated with the diffusion of ions in water is much smaller than values we found previously for the isotopic fractionation of Li and Ca isotopes by diffusion in molten silicate liquids. A major distinction between water and silicate liquids is that water surrounds dissolved ions with hydration shells, which very likely play an important but still poorly understood role in limiting the isotopic fractionation associated with diffusion.

Integration through a Card-Sort Activity

ERIC Educational Resources Information Center

Green, Kris; Ricca, Bernard P.

2015-01-01

Learning to compute integrals via the various techniques of integration (e.g., integration by parts, partial fractions, etc.) is difficult for many students. Here, we look at how students in a college level Calculus II course develop the ability to categorize integrals and the difficulties they encounter using a card sort-resort activity. Analysis…

Pseudo Phase Plane and Fractional Calculus modeling of western global economic downturn

NASA Astrophysics Data System (ADS)

Tenreiro Machado, J. A.; Mata, Maria Eugénia

2015-05-01

This paper applies Pseudo Phase Plane (PPP) and Fractional Calculus (FC) mathematical tools for modeling world economies. A challenging global rivalry among the largest international economies began in the early 1970s, when the post-war prosperity declined. It went on, up to now. If some worrying threatens may exist actually in terms of possible ambitious military aggression, invasion, or hegemony, countries' PPP relative positions can tell something on the current global peaceful equilibrium. A global political downturn of the USA on global hegemony in favor of Asian partners is possible, but can still be not accomplished in the next decades. If the 1973 oil chock has represented the beginning of a long-run recession, the PPP analysis of the last four decades (1972-2012) does not conclude for other partners' global dominance (Russian, Brazil, Japan, and Germany) in reaching high degrees of similarity with the most developed world countries. The synergies of the proposed mathematical tools lead to a better understanding of the dynamics underlying world economies and point towards the estimation of future states based on the memory of each time series.

Distributed containment control of heterogeneous fractional-order multi-agent systems with communication delays

NASA Astrophysics Data System (ADS)

Yang, Hongyong; Han, Fujun; Zhao, Mei; Zhang, Shuning; Yue, Jun

2017-08-01

Because many networked systems can only be characterized with fractional-order dynamics in complex environments, fractional-order calculus has been studied deeply recently. When diverse individual features are shown in different agents of networked systems, heterogeneous fractional-order dynamics will be used to describe the complex systems. Based on the distinguishing properties of agents, heterogeneous fractional-order multi-agent systems (FOMAS) are presented. With the supposition of multiple leader agents in FOMAS, distributed containment control of FOMAS is studied in directed weighted topologies. By applying Laplace transformation and frequency domain theory of the fractional-order operator, an upper bound of delays is obtained to ensure containment consensus of delayed heterogenous FOMAS. Consensus results of delayed FOMAS in this paper can be extended to systems with integer-order models. Finally, numerical examples are used to verify our results.

Size effects in martensitic microstructures: Finite-strain phase field model versus sharp-interface approach

NASA Astrophysics Data System (ADS)

Tůma, K.; Stupkiewicz, S.; Petryk, H.

2016-10-01

A finite-strain phase field model for martensitic phase transformation and twinning in shape memory alloys is developed and confronted with the corresponding sharp-interface approach extended to interfacial energy effects. The model is set in the energy framework so that the kinetic equations and conditions of mechanical equilibrium are fully defined by specifying the free energy and dissipation potentials. The free energy density involves the bulk and interfacial energy contributions, the latter describing the energy of diffuse interfaces in a manner typical for phase-field approaches. To ensure volume preservation during martensite reorientation at finite deformation within a diffuse interface, it is proposed to apply linear mixing of the logarithmic transformation strains. The physically different nature of phase interfaces and twin boundaries in the martensitic phase is reflected by introducing two order-parameters in a hierarchical manner, one as the reference volume fraction of austenite, and thus of the whole martensite, and the second as the volume fraction of one variant of martensite in the martensitic phase only. The microstructure evolution problem is given a variational formulation in terms of incremental fields of displacement and order parameters, with unilateral constraints on volume fractions explicitly enforced by applying the augmented Lagrangian method. As an application, size-dependent microstructures with diffuse interfaces are calculated for the cubic-to-orthorhombic transformation in a CuAlNi shape memory alloy and compared with the sharp-interface microstructures with interfacial energy effects.

Fractional-order Viscoelasticity (FOV): Constitutive Development Using the Fractional Calculus: First Annual Report

NASA Technical Reports Server (NTRS)

Freed, Alan; Diethelm, Kai; Luchko, Yury

2002-01-01

This is the first annual report to the U.S. Army Medical Research and Material Command for the three year project "Advanced Soft Tissue Modeling for Telemedicine and Surgical Simulation" supported by grant No. DAMD17-01-1-0673 to The Cleveland Clinic Foundation, to which the NASA Glenn Research Center is a subcontractor through Space Act Agreement SAA 3-445. The objective of this report is to extend popular one-dimensional (1D) fractional-order viscoelastic (FOV) materials models into their three-dimensional (3D) equivalents for finitely deforming continua, and to provide numerical algorithms for their solution.

Transformed Fourier and Fick equations for the control of heat and mass diffusion

DOE Office of Scientific and Technical Information (OSTI.GOV)

Guenneau, S.; Petiteau, D.; Zerrad, M.

We review recent advances in the control of diffusion processes in thermodynamics and life sciences through geometric transforms in the Fourier and Fick equations, which govern heat and mass diffusion, respectively. We propose to further encompass transport properties in the transformed equations, whereby the temperature is governed by a three-dimensional, time-dependent, anisotropic heterogeneous convection-diffusion equation, which is a parabolic partial differential equation combining the diffusion equation and the advection equation. We perform two dimensional finite element computations for cloaks, concentrators and rotators of a complex shape in the transient regime. We precise that in contrast to invisibility cloaks for waves,more » the temperature (or mass concentration) inside a diffusion cloak crucially depends upon time, its distance from the source, and the diffusivity of the invisibility region. However, heat (or mass) diffusion outside cloaks, concentrators and rotators is unaffected by their presence, whatever their shape or position. Finally, we propose simplified designs of layered cylindrical and spherical diffusion cloaks that might foster experimental efforts in thermal and biochemical metamaterials.« less

Multi-charge-state molecular dynamics and self-diffusion coefficient in the warm dense matter regime

NASA Astrophysics Data System (ADS)

Fu, Yongsheng; Hou, Yong; Kang, Dongdong; Gao, Cheng; Jin, Fengtao; Yuan, Jianmin

2018-01-01

We present a multi-ion molecular dynamics (MIMD) simulation and apply it to calculating the self-diffusion coefficients of ions with different charge-states in the warm dense matter (WDM) regime. First, the method is used for the self-consistent calculation of electron structures of different charge-state ions in the ion sphere, with the ion-sphere radii being determined by the plasma density and the ion charges. The ionic fraction is then obtained by solving the Saha equation, taking account of interactions among different charge-state ions in the system, and ion-ion pair potentials are computed using the modified Gordon-Kim method in the framework of temperature-dependent density functional theory on the basis of the electron structures. Finally, MIMD is used to calculate ionic self-diffusion coefficients from the velocity correlation function according to the Green-Kubo relation. A comparison with the results of the average-atom model shows that different statistical processes will influence the ionic diffusion coefficient in the WDM regime.

Explicit expressions of self-diffusion coefficient, shear viscosity, and the Stokes-Einstein relation for binary mixtures of Lennard-Jones liquids

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ohtori, Norikazu, E-mail: ohtori@chem.sc.niigata-u.ac.jp; Ishii, Yoshiki

Explicit expressions of the self-diffusion coefficient, D{sub i}, and shear viscosity, η{sub sv}, are presented for Lennard-Jones (LJ) binary mixtures in the liquid states along the saturated vapor line. The variables necessary for the expressions were derived from dimensional analysis of the properties: atomic mass, number density, packing fraction, temperature, and the size and energy parameters used in the LJ potential. The unknown dependence of the properties on each variable was determined by molecular dynamics (MD) calculations for an equimolar mixture of Ar and Kr at the temperature of 140 K and density of 1676 kg m{sup −3}. The scalingmore » equations obtained by multiplying all the single-variable dependences can well express D{sub i} and η{sub sv} evaluated by the MD simulation for a whole range of compositions and temperatures without any significant coupling between the variables. The equation for D{sub i} can also explain the dual atomic-mass dependence, i.e., the average-mass and the individual-mass dependence; the latter accounts for the “isotope effect” on D{sub i}. The Stokes-Einstein (SE) relation obtained from these equations is fully consistent with the SE relation for pure LJ liquids and that for infinitely dilute solutions. The main differences from the original SE relation are the presence of dependence on the individual mass and on the individual energy parameter. In addition, the packing-fraction dependence turned out to bridge another gap between the present and original SE relations as well as unifying the SE relation between pure liquids and infinitely dilute solutions.« less

Two-dimensional simulation of GaAsSb/GaAs quantum dot solar cells

NASA Astrophysics Data System (ADS)

Kunrugsa, Maetee

2018-06-01

Two-dimensional (2D) simulation of GaAsSb/GaAs quantum dot (QD) solar cells is presented. The effects of As mole fraction in GaAsSb QDs on the performance of the solar cell are investigated. The solar cell is designed as a p-i-n GaAs structure where a single layer of GaAsSb QDs is introduced into the intrinsic region. The current density–voltage characteristics of QD solar cells are derived from Poisson’s equation, continuity equations, and the drift-diffusion transport equations, which are numerically solved by a finite element method. Furthermore, the transition energy of a single GaAsSb QD and its corresponding wavelength for each As mole fraction are calculated by a six-band k · p model to validate the position of the absorption edge in the external quantum efficiency curve. A GaAsSb/GaAs QD solar cell with an As mole fraction of 0.4 provides the best power conversion efficiency. The overlap between electron and hole wave functions becomes larger as the As mole fraction increases, leading to a higher optical absorption probability which is confirmed by the enhanced photogeneration rates within and around the QDs. However, further increasing the As mole fraction results in a reduction in the efficiency because the absorption edge moves towards shorter wavelengths, lowering the short-circuit current density. The influences of the QD size and density on the efficiency are also examined. For the GaAsSb/GaAs QD solar cell with an As mole fraction of 0.4, the efficiency can be improved to 26.2% by utilizing the optimum QD size and density. A decrease in the efficiency is observed at high QD densities, which is attributed to the increased carrier recombination and strain-modified band structures affecting the absorption edges.

Moving-Boundary Problems Associated with Lyopreservation

NASA Astrophysics Data System (ADS)

Gruber, Christopher Andrew

The work presented in this Dissertation is motivated by research into the preservation of biological specimens by way of vitrification, a technique known as lyopreservation. The operative principle behind lyopreservation is that a glassy material forms as a solution of sugar and water is desiccated. The microstructure of this glass impedes transport within the material, thereby slowing metabolism and effectively halting the aging processes in a biospecimen. This Dissertation is divided into two segments. The first concerns the nature of diffusive transport within a glassy state. Experimental studies suggest that diffusion within a glass is anomalously slow. Scaled Brownian motion (SBM) is proposed as a mathematical model which captures the qualitative features of anomalously slow diffusion while minimizing computational expense. This model is applied to several moving-boundary problems and the results are compared to a more well-established model, fractional anomalous diffusion (FAD). The virtues of SBM are based on the model's relative mathematical simplicity: the governing equation under FAD dynamics involves a fractional derivative operator, which precludes the use of analytical methods in almost all circumstances and also entails great computational expense. In some geometries, SBM allows similarity solutions, though computational methods are generally required. The use of SBM as an approximation to FAD when a system is "nearly classical'' is also explored. The second portion of this Dissertation concerns spin-drying, which is an experimental approach to biopreservation in a laboratory setting. A biospecimen is adhered to a glass wafer and this substrate is covered with sugar solution and rapidly spun on a turntable while water is evaporated from the film surface. The mathematical model for the spin-drying process includes diffusion, viscous fluid flow, and evaporation, among other contributions to the dynamics. Lubrication theory is applied to the model and an expansion in orthogonal polynomials is applied. The resulting system of equations is solved computationally. The influence of various experimental parameters upon the system dynamics is investigated, particularly the role of the spin rate. A convergence study of the solution verifies that the polynomial expansion method yields accurate results.

Exact solutions for STO and (3+1)-dimensional KdV-ZK equations using (G‧/G2) -expansion method

NASA Astrophysics Data System (ADS)

Bibi, Sadaf; Mohyud-Din, Syed Tauseef; Ullah, Rahmat; Ahmed, Naveed; Khan, Umar

This article deals with finding some exact solutions of nonlinear fractional differential equations (NLFDEs) by applying a relatively new method known as (G‧/G2) -expansion method. Solutions of space-time fractional Sharma-Tasso-Olever (STO) equation of fractional order and (3+1)-dimensional KdV-Zakharov Kuznetsov (KdV-ZK) equation of fractional order are reckoned to demonstrate the validity of this method. The fractional derivative version of modified Riemann-Liouville, linked with Fractional complex transform is employed to transform fractional differential equations into the corresponding ordinary differential equations.

Lie symmetries and conservation laws for the time fractional Derrida-Lebowitz-Speer-Spohn equation

NASA Astrophysics Data System (ADS)

Rui, Wenjuan; Zhang, Xiangzhi

2016-05-01

This paper investigates the invariance properties of the time fractional Derrida-Lebowitz-Speer-Spohn (FDLSS) equation with Riemann-Liouville derivative. By using the Lie group analysis method of fractional differential equations, we derive Lie symmetries for the FDLSS equation. In a particular case of scaling transformations, we transform the FDLSS equation into a nonlinear ordinary fractional differential equation. Conservation laws for this equation are obtained with the aid of the new conservation theorem and the fractional generalization of the Noether operators.