A Green’s function formulation of nonlocal finite-difference schemes for reaction-diffusion equations

Reaction-diffusion equations are commonly used in different science and engineering fields to describe spatial patterns arising from the interaction of chemical or biochemical reactions and diffusive transport mechanisms. The aim of this work is to show that a Green’s function formulation of reaction-diffusion PDEs is a suitable framework to derive FD schemes incorporating both O(h²) accuracy and nonlocal approximations in the whole domain (including boundary nodes). By doing so, the approach departs from a Green’s function formulation of the boundary-value problem to pose an approximation problem based on a domain decomposition. Within each subdomain, the corresponding integral equation is forced to have zero residual at given grid points. Different FD schemes are obtained depending on the numerical scheme used for computing the Green’s integral over each subdomain. Dirichlet and Neumann boundary conditions are considered, showing that the FD scheme based on the Green’s function formulation incorporates, in a natural way, the effects of boundary nodes in the discretization approximation.     

On evolutionary equations with material laws containing fractional integrals

A well‐posedness result for a time‐shift invariant class of evolutionary operator equations involving material laws with fractional time‐integrals of order α ? ]0, 1[ is considered. The fractional derivatives are defined via a function calculus for the (time‐)derivative established as a normal operator in a suitable L² type space. Employing causality, we show that the fractional derivatives thus obtained coincide with the Riemann‐Liouville fractional derivative. We exemplify our results by applications to a fractional Fokker‐Planck equation, equations describing super‐diffusion and sub‐diffusion processes, and a Kelvin‐Voigt type model in fractional visco‐elasticity. Moreover, we elaborate a suitable perspective to deal with initial boundary value problems. Copyright © 2014 John Wiley & Sons, Ltd.     

The Broadwell model with a subsonic boundary

In this paper, we focus on the time-asymptotic behavior of an initial boundary value problem (IBVP) for the Broadwell model with a subsonic physical boundary. By using the Green’s function for the initial problem established in [C.-Y. Lan, H.-E. Lin, S.-H. Yu, The Green’s functions for the Broadwell model in half space problem, Netw. Heterog. Media 1 (1) (2006)] and the weighted energy estimates, we construct the Green’s function for IBVP and show that the solution converges pointwise to the equilibrium state when the perturbations are sufficiently small.     

New closed-form Green function and integral formula for a thermoelastic quadrant

In this study a new Green’s function and a new Green-type integral formula for a boundary value problem (BVP) in thermoelastostatics for a quadrant are derived in closed form. On the boundary semi-straight-lines twice mixed homogeneous mechanical boundary conditions (one boundary semi-straight-line is free of loadings and normal displacements and tangential stresses are prescribed on the other one) are prescribed. The thermoelastic displacements are subject by a heat source applied in the inner points of the quadrant and by mixed non-homogeneous boundary heat conditions (on one boundary semi-straight-line the temperature is prescribed and the heat flux is given on the other one). When thermoelastic Green’s function is derived the thermoelastic displacements are generated by an inner unit point heat source, described by δ Dirac’s function. All results are obtained in elementary functions that are formulated in a special theorem. A closed-form solution for a particular BVP of thermoelastostatics for a quadrant also is included. Using the proposed approach it is possible to extend the obtained for quadrant results to any other canonical Cartesian domain.     

Green’s function,temperature in a convectively cooled sphere with arbitrarily located spherical heat sources

Steady state heat conduction in a convectively cooled sphere having arbitrarily located spherical heat sources inside is treated with the method of Green’s function accompanied by a coordinate transform. Green’s function of the heat diffusion operator for a finite sphere with Robin boundary condition is obtained by spherical harmonics expansion. Verification of the analytical solution is exemplified in some generic cases related to the pebbles of South-African PBMR as of year 2000 with 268 MW thermal power. Analytical results for different sectors of the sphere (pebble) are compared with the results of computational fluid dynamics code FLUENT^™. This work is motivated through a modest effort to assess the stochastic effects of distribution and volumetric effects of fuel kernels within the pebbles of future-promising pebble bed reactors.     

On the Green’s function for the Helmholtz operator in an impedance circular cylindrical waveguide

This paper addresses the problem of finding a series representation for the Green’s function of the Helmholtz operator in an infinite circular cylindrical waveguide with impedance boundary condition. Resorting to the Fourier transform, complex analysis techniques and the limiting absorption principle (when the undamped case is analyzed), a detailed deduction of the Green’s function is performed, generalizing the results available in the literature for the case of a complex impedance parameter. Procedures to obtain numerical values of the Green’s function are also developed in this article.     

Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations

Stock exchange dynamics of fractional order are usually modeled as a non-random exponential growth process driven by a fractional Brownian motion. Here we propose to use rather a non-random fractional growth driven by a (standard) Brownian motion. The key is the Taylor’s series of fractional order where E_α(.) denotes the Mittag-Leffler function, and is the so-called modified Riemann-Liouville fractional derivative which we introduced recently to remove the effects of the non-zero initial value of the function under consideration. Various models of fractional dynamics for stock exchange are proposed, and their solutions are obtained. Mainly, the Itô’s lemma of fractional order is illustrated in the special case of a fractional growth with white noise. Prospects for the Merton’s optimal portfolio are outlined, the path probability density of fractional stock exchange dynamics is obtained, and two fractional Black-Scholes equations are derived. This approach avoids using fractional Brownian motion and thus is of some help to circumvent the mathematical difficulties so involved.     

Variational iteration method for elastodynamic Green’s functions

In this study, a new application of the variational iteration method is presented. We use this method to obtain approximations to 3D Green’s function for the dynamic system of anisotropic elasticity. The numerical results obtained from convolution of Green’s function and data of the Cauchy problem are compared with the exact solution for cubic media.     

Fundamental solution and discrete random walk model for a time-space fractional diffusion equation of distributed order

In this paper, we consider a time-space fractional diffusion equation of distributed order (TSFDEDO). The TSFDEDO is obtained from the standard advection-dispersion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α∈(0,1], the first-order and second-order space derivatives by the Riesz fractional derivatives of orders β ₁∈(0,1) and β ₂∈(1,2], respectively. We derive the fundamental solution for the TSFDEDO with an initial condition (TSFDEDO-IC). The fundamental solution can be interpreted as a spatial probability density function evolving in time. We also investigate a discrete random walk model based on an explicit finite difference approximation for the TSFDEDO-IC.     

A new fractional finite volume method for solving the fractional diffusion equation

The inherent heterogeneities of many geophysical systems often gives rise to fast and slow pathways to water and chemical movement. One approach to model solute transport through such media is by fractional diffusion equations with a space–time dependent variable coefficient. In this paper, a two-sided space fractional diffusion model with a space–time dependent variable coefficient and a nonlinear source term subject to zero Dirichlet boundary conditions is considered.Some finite volume methods to solve a fractional differential equation with a constant dispersion coefficient have been proposed. The spatial discretisation employs fractionally-shifted Grünwald formulas to discretise the Riemann–Liouville fractional derivatives at control volume faces in terms of function values at the nodes. However, these finite volume methods have not been extended to two-dimensional and three-dimensional problems in a natural manner. In this paper, a new weighted fractional finite volume method with a nonlocal operator (using nodal basis functions) for solving this two-sided space fractional diffusion equation is proposed. Some numerical results for the Crank–Nicholson fractional finite volume method are given to show the stability, consistency and convergence of our computational approach. This novel simulation technique provides excellent tools for practical problems even when a complex transition zone is involved. This technique can be extend to two-dimensional and three-dimensional problems with complex regions.     

Traveling waves for delayed non-local diffusion equations with crossing-monostability

This paper is concerned with the traveling waves for a class of delayed non-local diffusion equations with crossing-monostability. Based on constructing two associated auxiliary delayed non-local diffusion equations with quasi-monotonicity and a profile set in a suitable Banach space using the traveling wave fronts of the auxiliary equations, the existence of traveling waves is proved by Schauder’s fixed point theorem. The result implies that the traveling waves of the delayed non-local diffusion equations with crossing-monostability are persistent for all values of the delay τ?0.     

Analytical approximate solutions of Riesz fractional diffusion equation and Riesz fractional advection–dispersion equation involving nonlocal space fractional derivatives

In this paper, we consider the analytical solutions of fractional partial differential equations (PDEs) with Riesz space fractional derivatives on a finite domain. Here we considered two types of fractional PDEs with Riesz space fractional derivatives such as Riesz fractional diffusion equation (RFDE) and Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second‐order space derivative with the Riesz fractional derivative of order α∈(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first‐order and second‐order space derivatives with the Riesz fractional derivatives of order β∈(0,1] and of order α∈(1,2] respectively. Here the analytic solutions of both the RFDE and RFADE are derived by using modified homotopy analysis method with Fourier transform. Then, we analyze the results by numerical simulations, which demonstrate the simplicity and effectiveness of the present method. Here the space fractional derivatives are defined as Riesz fractional derivatives. Copyright © 2015 John Wiley & Sons, Ltd.     

An inverse problem for space‐fractional backward diffusion problem

In this paper, an inverse problem for space‐fractional backward diffusion equation, which is highly ill‐posed, is considered. This problem is obtained from the classical diffusion equation by replacing the second‐order space derivative with a Riesz–Feller derivative of order α ∈ (0,2]. We show that such a problem is severely ill‐posed, and further present a simplified Tikhonov regularization method to deal with this problem. Convergence estimate is presented under a priori choice of regularization parameter. Numerical experiments are given to illustrate the accuracy and efficiency of the proposed method. Copyright © 2013 John Wiley & Sons, Ltd.     

Obtuse cones in Hilbert spaces and applications to partial differential equations

The positive cone K in a partially ordered Hilbert space is said to be obtuse with respect to the inner product if the dual cone $\text{K}{}^1\text{? K}$. Obtuseness of cones with respect to non-symmetric bilinear forms is also defined and characterized. These results are applied to the generalized Sobolev space associated with an elliptic boundary value problem, in particular to the question of determining the non-negativity of the Green's function. A notion of strict obtuseness is defined, characterized and applied to the question of strict positivity of the Green's function. Applications to positivity preserving semi-groups are also given.     

On a Weyl-Titchmarsh theory for discrete symplectic systems on a half line

Recently, Bohner and Sun [9] introduced basic elements of a Weyl-Titchmarsh theory into the study of discrete symplectic systems. We extend this development through the introduction of Weyl-Titchmarsh functions together with a preliminary study of their properties. A limit point criterion is described and characterized. Green’s function for the half-line is introduced as a limit of such functions in the regular case and half-line solutions obtained are seen to satisfy λ-dependent boundary conditions at infinity.     

A numerical technique based on B-spline for a class of time-fractional diffusion equation

This paper presents an efficient numerical technique for solving a class of time-fractional diffusion equation. The time-fractional derivative is described in the Caputo form. The L1 scheme is used for discretization of Caputo fractional derivative and a collocation approach based on sextic B-spline basis function is employed for discretization of space variable. The unconditional stability of the fully-discrete scheme is analyzed. Two numerical examples are considered to demonstrate the accuracy and applicability of our scheme. The proposed scheme is shown to be sixth order accuracy with respect to space variable and (2 − α)-th order accuracy with respect to time variable, where α is the order of temporal fractional derivative. The numerical results obtained are compared with other existing numerical methods to justify the advantage of present method. The CPU time for the proposed scheme is provided.     

On positive solutions of a nonlocal fractional boundary value problem

In this paper, we investigate the existence and uniqueness of positive solutions for a nonlocal boundary value problem of fractional differential equation. Firstly, we give Green’s function and prove its positivity; secondly, the uniqueness of positive solution is obtained by the use of contraction map principle and some Lipschitz-type conditions; thirdly, by means of the fixed point index theory, we obtain some existence results of positive solution. The proofs are based upon the reduction of the problem considered to the equivalent Fredholm integral equation of second kind.     

B-spline collocation for solution of two-point boundary value problems

A numerical method based on B-spline is developed to solve the general nonlinear two-point boundary value problems up to order 6. The standard formulation of sextic spline for the solution of boundary value problems leads to non-optimal approximations. In order to derive higher orders of accuracy, high order perturbations of the problem are generated and applied to construct the numerical algorithm. The error analysis and convergence properties of the method are studied via Green’s function approach. O(h⁶) global error estimates are obtained for numerical solution of these classes of problems. Numerical results are given to illustrate the efficiency of the proposed method. Results of numerical experiments verify the theoretical behavior of the orders of convergence.     

On nonzero initial conditions in stochastic differential equations

The effect of nonzero initial conditions in Adomian's solution of linear, or nonlinear, stochastic differential equations is demonstrated for an Nth-order equation in which the decomposition of the linear part into L+R is made so as to simplify the Green's function.     

An inverse problem for a family of two parameters time fractional diffusion equations with nonlocal boundary conditions

The determination of a space‐dependent source term along with the solution for a 1‐dimensional time fractional diffusion equation with nonlocal boundary conditions involving a parameter β>0 is considered. The fractional derivative is generalization of the Riemann‐Liouville and Caputo fractional derivatives usually known as Hilfer fractional derivative. We proved existence and uniqueness results for the solution of the inverse problem while over‐specified datum at 2 different time is given. The over‐specified datum at 2 time allows us to avoid initial condition in terms of fractional integral associated with Hilfer fractional derivative.