Nonstandard methods for the convective‐dispersive transport equation with nonlinear reactions

A new nonstandard Eulerian‐Lagrangian method is constructed for the one‐dimensional, transient convective‐dispersive transport equation with nonlinear reaction terms. An “exact” difference scheme is applied to the convection‐reaction part of the equation to produce a semi‐discrete approximation with zero local truncation errors with respect to time. The spatial derivatives involved in the remaining dispersion term are then approximated using standard numerical methods. This approach leads to significant, qualitative improvements in the behavior of the numerical solution. It suppresses the numerical instabilities that arise from the incorrect modeling of derivatives and nonlinear reaction terms. Numerical experiments demonstrate the scheme's ability to model convection‐dominated, reactive transport problems. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 617–624, 1999     

Numerical solution of a thermomechanical coupled model governing glacier evolution

In this paper the numerical solution of a highly nonlinear model for the thermomechanical behavior of polythermal glaciers is presented. The modeling follows the shallow ice approximation (SIA) for glaciers introduced in Fowler (1997) [13]. The model has been extended to incorporate additional moving boundaries and other nonlinear features. Moreover, a fixed domain formulation is proposed to avoid the computational drawbacks of a time-dependent domain in the numerical simulation with front tracking methods. In this setting, the coupled problem is decomposed into different nonlinear problems which allow one to obtain sequentially the profile evolution, the velocity field, the glacier surface and atmospheric temperatures, basal magnitudes and the temperature distribution inside the ice mass. A fixed point iteration algorithm converges to the solution of the nonlinear coupled problem. Among different numerical methods involved in the solution of the subproblems, characteristic schemes for time discretization, finite elements for spatial discretization, duality methods for the nonlinearities associated to maximal monotone operators and a Newton scheme for the nonlinear viscous term are proposed. Several numerical simulation examples illustrate the performance of the numerical methods and the behavior of the involved physical magnitudes.     

Mixed-finite element and finite volume discretization for heavy brine simulations in groundwater

Recently, a new theory of high-concentration brine transport in groundwater has been developed. This approach is based on two nonlinear mass conservation equations, one for the fluid (flow equation) and one for the salt (transport equation), both having nonlinear diffusion terms. In this paper, we present and analyze a numerical technique for the solution of such a model. The approach is based on the mixed hybrid finite element method for the discretization of the diffusion terms in both the flow and transport equations, and a high-resolution TVD finite volume scheme for the convective term. This latter technique is coupled to the discretized diffusive flux by means of a time-splitting approach. A commonly used benchmark test (Elder problem) is used to verify the robustness and nonoscillatory behavior of the proposed scheme and to test the validity of two different formulations, one based on using pressure head ψ and concentration c as dependent variables, and one using pressure p and mass fraction ω as dependent variables. It is found that the latter formulation gives more accurate and reliable results, in particular, at large times. The numerical model is then compared against a semi-analytical solution and the results of a laboratory test. These tests are used to verify numerically the performance and robustness of the proposed numerical scheme when high-concentration gradients (i.e., the double nonlinearity) are present.     

NUMERICAL STUDY OF THE TWO-DIMENSIONAL SPRUCE BUDWORM REACTION-DIFFUSION EQUATION WITH DENSITY DEPENDENT DIFFUSION

The spruce budworm model is one of the interesting single species reaction-diffusion problems describing insect dispersal behavior. In this paper, we investigate a two-dimensional model with linear diffusion dependence and a convective wind. This system has been successfully solved using an operator splitting method for various domains and initial conditions. The numerical results show that populations can grow and diffuse in such a way as to produce steady state outbreak populations or steady state inhomogeneous spatial patterns in which they aggregate with low population densities.     

High order upwind scheme for modelling turbulent shallow water flow in hydraulic structures

An unstructured finite volume model for quasi-2D free surface flow with wet-dry fronts and turbulence modelling is presented. The convective flux is discretised with either a an hybrid second-order/first-order scheme, or a fully second order scheme, both of them upwind Godunov's schemes based on Roe's average. The hybrid scheme uses a second order discretisation for the two unit discharge components, whilst keeping a first order discretisation for the water depth [2]. In such a way the numerical diffusion is much reduced, without a significant reduction on the numerical stability of the scheme, obtaining in such a way accurate and stable results. It is important to keep the numerical diffusion to a minimum level without loss of numerical stability, specially when modelling turbulent flows, because the numerical diffusion may interfere with the real turbulent diffusion. In order to avoid spurious oscillations of the free surface when the bathymetry is irregular, an upwind discretisation of the bed slope source term [4] with second order corrections is used [2]. In this way a fully second order scheme which gives an exact balance between convective flux and bed slope in the hydrostatic case is obtained. The k – ε equations are solved with either an hybrid or a second order scheme. In all the numerical simulations the importance of using a second order upwind spatial discretisation has been checked [1]. A first order scheme may give rather good predictions for the water depth, but it introduces too much numerical diffusion and therefore, it excessively smooths the velocity profiles. This is specially important when comparing different turbulence models, since the numerical diffusion introduced by a first order upwind scheme may be of the same order of magnitude as the turbulent diffusion. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Global existence of weak solutions to a nonlocal Cahn–Hilliard–Navier–Stokes system

A well-known diffuse interface model consists of the Navier–Stokes equations nonlinearly coupled with a convective Cahn–Hilliard type equation. This system describes the evolution of an incompressible isothermal mixture of binary fluids and it has been investigated by many authors. Here we consider a variant of this model where the standard Cahn–Hilliard equation is replaced by its nonlocal version. More precisely, the gradient term in the free energy functional is replaced by a spatial convolution operator acting on the order parameter φ, while the potential F may have any polynomial growth. Therefore the coupling with the Navier–Stokes equations is difficult to handle even in two spatial dimensions because of the lack of regularity of φ. We establish the global existence of a weak solution. In the two-dimensional case we also prove that such a solution satisfies the energy identity and a dissipative estimate, provided that F fulfills a suitable coercivity condition.     

Implicit–explicit schemes for nonlinear nonlocal equations with a gradient flow structure in one space dimension

Nonlinear convection–diffusion equations with nonlocal flux and possibly degenerate diffusion arise in various contexts including interacting gases, porous media flows, and collective behavior in biology. Their numerical solution by an explicit finite difference method is costly due to the necessity of discretizing a local spatial convolution for each evaluation of the convective numerical flux, and due to the disadvantageous Courant–Friedrichs–Lewy (CFL) condition incurred by the diffusion term. Based on explicit schemes for such models devised in the study of Carrillo et al. a second‐order implicit–explicit Runge–Kutta (IMEX‐RK) method can be formulated. This method avoids the restrictive time step limitation of explicit schemes since the diffusion term is handled implicitly, but entails the necessity to solve nonlinear algebraic systems in every time step. It is proven that this method is well defined. Numerical experiments illustrate that for fine discretizations it is more efficient in terms of reduction of error versus central processing unit time than the original explicit method. One of the test cases is given by a strongly degenerate parabolic, nonlocal equation modeling aggregation in study of Betancourt et al. This model can be transformed to a local partial differential equation that can be solved numerically easily to generate a reference solution for the IMEX‐RK method, but is limited to one space dimension.     

An assessment of two models for the subgrid scale tensor in the rational LES model

In this paper, we develop computational methods for a three-dimensional model of competition for light between phytoplankton species. The competing phytoplankton populations are exposed to both horizontal and vertical mixing. The vertical light-dependence of phytoplankton photosynthesis implies that the three-dimensional model is formulated in terms of integro-partial differential equations that require an efficient numerical solution technique.Due to the stiffness of the discretized system we select an implicit integration method. However, the resulting implicit relations are extremely expensive to solve, caused by the strong coupling of the components. This coupling originates from the three spatial dimensions, the interaction of the various species and the integral term. To reduce the amount of work in the linear algebra part, we use an Approximate Matrix Factorization technique.The performance of the complete algorithm is demonstrated on the basis of two test examples. It turns out that unconditional stability (i.e., A-stability) is a very useful property for this application.     

Bayesian Analysis of Geostatistical Models With an Auxiliary Lattice

The Gaussian geostatistical model has been widely used for modeling spatial data. However, this model suffers from a severe difficulty in computation: it requires users to invert a large covariance matrix. This is infeasible when the number of observations is large. In this article, we propose an auxiliary lattice-based approach for tackling this difficulty. By introducing an auxiliary lattice to the space of observations and defining a Gaussian Markov random field on the auxiliary lattice, our model completely avoids the requirement of matrix inversion. It is remarkable that the computational complexity of our method is only O(n), where n is the number of observations. Hence, our method can be applied to very large datasets with reasonable computational (CPU) times. The numerical results indicate that our model can approximate Gaussian random fields very well in terms of predictions, even for those with long correlation lengths. For real data examples, our model can generally outperform conventional Gaussian random field models in both prediction errors and CPU times. Supplemental materials for the article are available online.     

A spatial-fractional thermal transport model for nanofluid in porous media

In this paper, a spatial fractional-order thermal transport equation with the Caputo derivative is proposed to describe convective heat transfer of nanofluids within disordered porous media in boundary layer flow. This equation arises naturally when the effect of anomalous migration of nanoparticles on heat transfer is considered. The numerical results show that local Nusselt numbers of four different kinds of nanofluids are all inversely proportional to the fractional derivative exponent β. Based on this finding, it is concluded that the anomalous diffusion of nanoparticles improves the convective heat transfer of nanofluids and the space fractional thermal transport equation may serve as a candidate model for studying nanofluids. Additionally, the effects of other involved physical parameters on temperature distribution and Nusselt number are presented and analyzed.     

Simulation of human ischemic stroke in realistic 3D geometry

In silico research in medicine is thought to reduce the need for expensive clinical trials under the condition of reliable mathematical models and accurate and efficient numerical methods. In the present work, we tackle the numerical simulation of reaction–diffusion equations modeling human ischemic stroke. This problem induces peculiar difficulties like potentially large stiffness which stems from the broad spectrum of temporal scales in the nonlinear chemical source term as well as from the presence of steep spatial gradients in the reaction fronts, spatially very localized. Furthermore, simulations on realistic 3D geometries are mandatory in order to describe correctly this type of phenomenon. The main goal of this article is to obtain, for the first time, 3D simulations on realistic geometries and to show that the simulation results are consistent with those obtain in experimental studies or observed on MRI images in stroke patients.For this purpose, we introduce a new resolution strategy based mainly on time operator splitting that takes into account complex geometry coupled with a well-conceived parallelization strategy for shared memory architectures. We consider then a high order implicit time integration for the reaction and an explicit one for the diffusion term in order to build a time operator splitting scheme that exploits efficiently the special features of each problem. Thus, we aim at solving complete and realistic models including all time and space scales with conventional computing resources, that is on a reasonably powerful workstation. Consequently and as expected, 2D and also fully 3D numerical simulations of ischemic strokes for a realistic brain geometry, are conducted for the first time and shown to reproduce the dynamics observed on MRI images in stroke patients. Beyond this major step, in order to improve accuracy and computational efficiency of the simulations, we indicate how the present numerical strategy can be coupled with spatial adaptive multiresolution schemes. Preliminary results in the framework of simple geometries allow to assess the proposed strategy for further developments.     

On a coupled finite element-finite volume method for convection-diffusion problems

In this paper we present and analyse a coupled finite element-finitevolume method for the numerical approximation of singularlyperturbed convection-diffusion problems. The idea is to couplea discretization for the convective term, based on the finitevolume (node-centred) method, and a standard continuous finiteelement approximation of the diffusive term. Such a method preservesconservation, fulfils consistence and enhances stability.     

二维非均匀水沙模型的多步特征-混合元数值模拟

通过对方程的对流部分采用沿着特征线方向向后两步差分格式进行离散,而对扩散部分采用混合有限元格式进行离散,从而利用多步特征-混合有限元方法对平面非均匀水沙模型进行了数值模拟,给出了相应的误差分析及数值算例.     

α Regularization of the POD-Galerkin dynamical systems of the Kuramoto-Sivashinsky equation

In order to improve the dynamics and stability of the POD-Galerkin models of strongly-stiff systems, an α-like regularization is suggested and assessed in the present article. In this method, the POD eigenmodes of the non-linear terms are replaced by their Helmholtz filtered counterparts, while the other terms are remained unchanged. As an example, the method is applied to the POD-Galerkin models of the one-dimensional Kuramoto-Sivashinsky (KS) equation in a full chaotic regime; and the fidelity of the original and regularized models to the direct numerical simulations (DNS) are investigated. Moreover, the effects of regularization on the dynamics of various terms, and whole of the systems, are analyzed via eigenvalue analysis of each term separately, and the total dynamical system as a whole. The numerical experiments show definite effectiveness of the method and excellent improvements in the predicted dynamics and stability, by minimum number of free parameters.     

Short-term recurrent chaos and role of Toxin Producing Phytoplankton (TPP) on chaotic dynamics in aquatic systems

We propose a new mathematical model for aquatic populations. This model incorporates mutual interference in all the three populations and an extra mortality term in zooplankton population and also taking into account the toxin liberation process of TPP population. The proposed model generalizes several other known models in the literature. The principal interest in this paper is in a numerical study of the model’s behaviour. It is observed that both types of food chains display same type of chaotic behaviour, short-term recurrent chaos, with different generating mechanisms. Toxin producing phytoplankton (TPP) reduces the grazing pressure of zooplankton. To observe the role of TPP, we consider Holling types I, II and III functional forms for this process. Our study suggests that toxic substances released by TPP population may act as bio-control by changing the state of chaos to order and extinction.     

Mixed boundary element solution for three-dimensional convection-diffusion problem with a velocity profile

A mixed boundary element formulation is presented for convection-diffusion problems with a velocity profile. In this formulation the convection-diffusion equation is considered as a nonlinear diffusion equation with inhomogeneous terms in which the convective term is involved additionally, because the spatial distribution of the drift velocity cannot be straightforwardly expressed in boundary integral form. Accordingly, a corresponding boundary integral equation may be described usually in the form of a so-called hybrid-type boundary integral equation.

In the present paper, mixed boundary elements are employed in a discrete model of the original convection-diffusion system. In the mixed element, potentials are approximated linearly, and their normal derivatives to boundaries are assumed constant. A simple iterative scheme is adopted in order to solve hybrid-type mixed boundary element equations. Simple three-dimensional models are dealt with in numerical experiments. The proposed approach gives more accurate and stable solutions compared with constant boundary elements which have been reported.     

An inverse finance problem for estimation of the volatility

Black-Scholes model, as a base model for pricing in derivatives markets has some deficiencies, such as ignoring market jumps, and considering market volatility as a constant factor. In this article, we introduce a pricing model for European-Options under jump-diffusion underlying asset. Then, using some appropriate numerical methods we try to solve this model with integral term, and terms including derivative. Finally, considering volatility as an unknown parameter, we try to estimate it by using our proposed model. For the purpose of estimating volatility, in this article, we utilize inverse problem, in which inverse problem model is first defined, and then volatility is estimated using minimization function with Tikhonov regularization.     

Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes

In this article, we construct a numerical method based on a nonstandard finite difference scheme to solve numerically a nonarbitrage liquidity model with observable parameters for derivatives. This nonlinear model considers that the parameters involved are observable from order book data. The proposed numerical method use a exact difference scheme in the linear convection‐reaction term, and the spatial derivative is approximated using a nonstandard finite difference scheme. It is shown that the proposed numerical scheme preserves the positivity as well as stability and consistence. To illustrate the accuracy of the method, the numerical results are compared with those produced by other methods. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 210‐221, 2014     

Analytical expressions for the concentrations of substrate,oxygen and mediator in an amperometric enzyme electrode

The theoretical model of Martens and Hall [N. Martens, E.A.H. Hall, Model for an immobilized oxidase enzyme electrode in the presence of two oxidants, Anal. Chem. 66 (1994) 2763–2770] in an immobilized oxidase enzyme electrodes is discussed. This model contains a non-linear term related to enzyme reaction system. In this paper, we obtain approximate analytical solutions for the non-linear equations under steady-state condition by using the homotopy perturbation method (HPM) and homotopy analysis method (HAM). Simple and approximate polynomial expressions for the concentration of substrate, oxygen, reduced mediator and current were obtained in terms of Thiele moduli and the normalized surface concentrations of species. Furthermore, in this work the numerical simulation of the problem is also reported using Scilab/Matlab program. An agreement between analytical and numerical results is noted.     

The forced convection flow of a uniform stream over a flat surface with a convective surface boundary condition

The forced convection heat transfer resulting from the flow of a uniform stream over a flat surface on which there is a convective boundary condition is considered. In previous papers [5], [6], [7], [8] it was assumed that the convective heat transfer parameter h_f associated with the hot surface depended on x, where x measures distance along the surface, so that problem could be reduced to similarity form. Here it is assumed that this heat transfer parameter h_f is a constant, with the result that the temperature profiles and overall heat transfer characteristics evolve as the solution develops from the leading edge. The heat transfer near the leading edge (small x), which we find to be dominated by the surface heat flux, the solution at large distances along the surface (large x), which dominated by the surface temperature, are discussed. A numerical solution to the full problem is then obtained for a range of values of the Prandtl number to join these two solution regimes.