Time Fractional Diffusion: A Discrete Random Walk Approach

The time fractional diffusion equation is obtained from the standarddiffusion equation by replacing the first-order time derivative with afractional derivative of order (0, 1). From a physicalview-point this generalized diffusion equation is obtained from afractional Fick law which describes transport processes with longmemory. The fundamental solution for the Cauchy problem is interpretedas a probability density of a self-similar non-Markovian stochasticprocess related to a phenomenon of slow anomalous diffusion. By adoptinga suitable finite-difference scheme of solution, we generate discretemodels of random walk suitable for simulating random variables whosespatial probability density evolves in time according to this fractionaldiffusion equation.     

Discrete and Continuous Random Walk Models for Space-Time Fractional Diffusion

A 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. A more general approach is however provided by the integral equation for the so-called continuous time random walk (CTRW), which can be understood as a random walk subordinated to a renewal process. We show how this integral equation reduces to our fractional diffusion equations by a properly scaled passage to the limit of compressed waiting times and jumps. The essential assumption is that the probabilities for waiting times and jumps behave asymptotically like powers with negative exponents related to the orders of the fractional derivatives. Illustrating examples are given, numerical results and plots of simulations are displayed.     

Up-scaling Flow in Fractured Media: Equivalence Between the Large Scale Averaging Theory and the Continuous Time Random Walk Method

In a recent paper, (McNabb, 1978), we set up a method allowing to compute both the transient and steady-state exchange terms between the matrix and fractured regions of a naturally fractured porous medium using the continuous time random walk method (CTRW). In particular, the exchange coefficient parametrizing the large-scale exchange term was computed on physical grounds using a time integration of the so-called time correlation function corresponding to the particle presence in the fractures. On the other hand, the large scale averaging theory (LSAT) as developed by Quintard and Whitaker (Quintard and Whitaker, 1996) gives another definition for this exchange coefficient . It also provides a so-called closure problem allowing to compute from the solution of a well-defined steady state boundary value problem, to be solved over a representative volume of the high resolution fractured map. The goal of the present paper is to show analytically that both definitions coincide, yielding a unique and well defined value of the coefficient. This provides an unification of two approaches whose respective backgrounds are very different at the first glance.     

Concentration distribution of fractional anomalous diffusion caused by an instantaneous point source

The Fox function expression and the analytic expression for the concentration distribution of fractional anomalous diffusion caused by an instantaneous point source in n-dimensional space (n= 1, 2 or 3) are derived by means of the condition of mass conservation , the time-space similarity of the solution , Mellin transform and the properties of the Fox function . And the asymptotic behaviors for the solutions are also given .     

Perfectly plastic stress field at a rapidly propagating plane-stress crack tip

Under the condition that all the perfectly plastic stress components at a crack tip are the functions of only, making use of the Treasca yield condition, steady-state moving equations and elastic perfectly-plastic constitutive equations, we derive the generally analytical expressions of perfectly palstic stress field at a rapidly propagating plane-stress crack tip. Applying these generally analytical expressions to the concrete crack, we obtain the analytical expressions of perfectly plastic stress field at the rapidly propagating tips of models I and II plane-stress cracks.     

MHD of a fractional viscoelastic fluid in a circular tube

We investigate the effect of a transverse magnetic field on the unsteady flow of a generalized second grade fluid through a porous medium in a circular tube. Using fractional partial differential equations, we are able to describe the velocity and stress fields of the flow. We also obtain exact analytic solutions of these differential equations in terms of the Fox’s H-function.     

Hausdorff Dimension of Invariant Sets for Random Dynamical Systems

Suppose X() is a compact random set, invariant with respect to a continuously differentiable random dynamical system (RDS) on a separable Hilbert space. It is shown that the Hausdorff dimension dim _H (X()) is an invariant random variable, and it is bounded by d, provided the RDS contracts d-dimensional volumes exponentially fast. Both exponential decrease of d-volumes as well as the approximation of the RDS by its linearization are assumed to hold uniformly in . The results are applied to reaction diffusion equations with additive noise and to two-dimensional Navier–Stokes equations with bounded real noise.     

Computation of Fractional Order Derivative and Integral via Power Series Expansion and Signal Modelling

The three techniques of s-to-z transform, power series expansion (PSE) and signal modelling are combined to develop a new procedure for efficiently computing the fractional order derivatives and integrals of discrete-time signals. A mapping function between the s-plane and the z-plane is first chosen, and then a PSE of this mapping function raised to fractional order is performed to get the desired infinite impulse response of the ideal digital fractional operator. Finally, the desired impulse response is modelled as the impulse response of a linear invariant system whose rational transfer function is determined using deterministic signal modelling techniques. Three non-iterative techniques, namely Padé, Prony and Shanks’ methods have been considered in this paper. Using Al-Alaoui’s rule as s-to-z transform, computation examples show that both Prony and Shanks’ method can achieve more accurate fractional differentiation and integration than Padé method which is equivalent to continued fraction expansion technique.     

RCM‐TVD hybrid scheme for hyperbolic conservation laws

We describe a hybrid method for the solution of hyperbolic conservation laws. A third‐order total variation diminishing (TVD) finite difference scheme is conjugated with a random choice method (RCM) in a grid‐based adaptive way. An efficient multi‐resolution technique is used to detect the high gradient regions of the numerical solution in order to capture the shock with RCM while the smooth regions are computed with the more efficient TVD scheme. The hybrid scheme captures correctly the discontinuities of the solution and saves CPU time. Numerical experiments with one‐ and two‐dimensional problems are presented. Copyright © 2007 John Wiley & Sons, Ltd.     

High accuracy time and space transform method for advection–diffusion equation in an unbounded domain

A new numerical method called high accuracy time and space transform method (TSTM) is introduced to solve the advection–diffusion equation in an unbounded domain. By a spatial transform, the advection–diffusion equation in the unbounded domain Rⁿ is converted to one on the bounded domain [?1, 1]ⁿ, and the Laplace transform is applied to eliminate time dependency. The consequent boundary value problem is solved by collocation on Chebyshev points. To face the well‐known computational challenge represented by the numerical inversion of the Laplace transform, Talbot's method is applied, consisting of numerically integrating the Bromwich integral on a special contour by means of trapezoidal or midpoint rules. Numerical experiments illustrate that TSTM has exponential rate in time and space. Copyright © 2008 John Wiley & Sons, Ltd.