scholarly journals Stability and convergence of an implicit numerical method for the non-linear fractional reaction-subdiffusion process

2009 ◽  
Vol 74 (5) ◽  
pp. 645-667 ◽  
Author(s):  
P. Zhuang ◽  
F. Liu ◽  
V. Anh ◽  
I. Turner
Author(s):  
Qiang Yu ◽  
Fawang Liu ◽  
Ian Turner ◽  
Kevin Burrage

Fractional-order dynamics in physics, particularly when applied to diffusion, leads to an extension of the concept of Brownian motion through a generalization of the Gaussian probability function to what is termed anomalous diffusion. As magnetic resonance imaging is applied with increasing temporal and spatial resolution, the spin dynamics is being examined more closely; such examinations extend our knowledge of biological materials through a detailed analysis of relaxation time distribution and water diffusion heterogeneity. Here, the dynamic models become more complex as they attempt to correlate new data with a multiplicity of tissue compartments, where processes are often anisotropic. Anomalous diffusion in the human brain using fractional-order calculus has been investigated. Recently, a new diffusion model was proposed by solving the Bloch–Torrey equation using fractional-order calculus with respect to time and space. However, effective numerical methods and supporting error analyses for the fractional Bloch–Torrey equation are still limited. In this paper, the space and time fractional Bloch–Torrey equation (ST-FBTE) in both fractional Laplacian and Riesz derivative form is considered. The time and space derivatives in the ST-FBTE are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. Firstly, we derive an analytical solution for the ST-FBTE in fractional Laplacian form with initial and boundary conditions on a finite domain. Secondly, we propose an implicit numerical method (INM) for the ST-FBTE based on the Riesz form, and the stability and convergence of the INM are investigated. We prove that the INM for the ST-FBTE is unconditionally stable and convergent. Finally, we present some numerical results that support our theoretical analysis.


Author(s):  
Q. Yu ◽  
F. Liu ◽  
I. Turner ◽  
K. Burrage

Fractional order dynamics in physics, particularly when applied to diffusion, leads to an extension of the concept of Brownian motion through a generalization of the Gaussian probability function to what is termed anomalous diffusion. As MRI is applied with increasing temporal and spatial resolution, the spin dynamics are being examined more closely; such examinations extend our knowledge of biological materials through a detailed analysis of relaxation time distribution and water diffusion heterogeneity. Here the dynamic models become more complex as they attempt to correlate new data with a multiplicity of tissue compartments where processes are often anisotropic. Anomalous diffusion in the human brain using fractional order calculus has been investigated. Recently, a new diffusion model was proposed by solving the Bloch-Torrey equation using fractional order calculus with respect to time and space (see R.L. Magin et at, J. Magnetic Resonance, 190 (2008) 255–270). However effective numerical methods and supporting error analyses for the fractional Bloch-Torrey equation are still limited. In this paper, the space and time fractional Bloch-Torrey equation (ST-FBTE) is considered. The time and space derivatives in the ST-FBTE are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. Firstly, we derive an analytical solution for the ST-FBTE with initial and boundary conditions on a finite domain. Secondly, we propose an implicit numerical method (INM) for the ST-FBTE, and the stability and convergence of the INM are investigated. We prove that the implicit numerical method for the ST-FBTE is unconditionally stable and convergent. Finally, we present some numerical results that support our theoretical analysis.


2009 ◽  
Vol 131 (3) ◽  
Author(s):  
Mario Durán ◽  
Jean-Claude Nédélec ◽  
Sebastián Ossandón

An efficient numerical method, using integral equations, is developed to calculate precisely the acoustic eigenfrequencies and their associated eigenvectors, located in a given high frequency interval. It is currently known that the real symmetric matrices are well adapted to numerical treatment. However, we show that this is not the case when using integral representations to determine with high accuracy the spectrum of elliptic, and other related operators. Functions are evaluated only in the boundary of the domain, so very fine discretizations may be chosen to obtain high eigenfrequencies. We discuss the stability and convergence of the proposed method. Finally we show some examples.


Author(s):  
J. C. Jaeger

The object of this note is to indicate a numerical method for finding periodic solutions of a number of important problems in conduction of heat in which the boundary conditions are periodic in the time and may be linear or non-linear. One example is that of a circular cylinder which is heated by friction along the generators through a rotating arc of its circumference, the remainder of the surface being kept at constant temperature; here the boundary conditions are linear but mixed. Another example, which will be discussed in detail below, is that of the variation of the surface temperature of the moon during a lunation; in this case the boundary condition is non-linear. In all cases the thermal properties of the solid will be assumed to be independent of temperature. Only the semi-infinite solid will be considered here, though the method applies equally well to other cases.


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