Numerical algorithm for the time fractional Fokker–Planck equation

Anomalous diffusion is one of the most ubiquitous phenomena in nature, and it is present in a wide variety of physical situations, for instance, transport of fluid in porous media, diffusion of plasma, diffusion at liquid surfaces, etc. The fractional approach proved to be highly effective in a rich variety of scenarios such as continuous time random walk models, generalized Langevin equations, or the generalized master equation. To investigate the subdiffusion of anomalous diffusion, it would be useful to study a time fractional Fokker–Planck equation. In this paper, firstly the time fractional, the sense of Riemann–Liouville derivative, Fokker–Planck equation is transformed into a time fractional ordinary differential equation (FODE) in the sense of Caputo derivative by discretizing the spatial derivatives and using the properties of Riemann–Liouville derivative and Caputo derivative. Then combining the predictor–corrector approach with the method of lines, the algorithm is designed for numerically solving FODE with the numerical error O(k^min{1+2α,2})+O(h²), and the corresponding stability condition is got. The effectiveness of this numerical algorithm is evaluated by comparing its numerical results for α=1.0 with the ones of directly discretizing classical Fokker–Planck equation, some numerical results for time fractional Fokker–Planck equation with several different fractional orders are demonstrated and compared with each other, moreover for α=0.8 the convergent order in space is confirmed and the numerical results with different time step sizes are shown.     

Set Voronoi diagrams of 3D assemblies of aspherical particles

Abstract

Several approaches to quantitative local structure characterization for particulate assemblies, such as structural glasses or jammed packings, use the partition of space provided by the Voronoi diagram. The conventional construction for spherical mono-disperse particles, by which the Voronoi cell of a particle is that of its centre point, cannot be applied to configurations of aspherical or polydisperse particles. Here, we discuss the construction of a Set Voronoi diagram for configurations of aspherical particles in three-dimensional space. The Set Voronoi cell of a given particle is composed of all points in space that are closer to the surface (as opposed to the centre) of the given particle than to the surface of any other; this definition reduces to the conventional Voronoi diagram for the case of mono-disperse spheres. An algorithm for the computation of the Set Voronoi diagram for convex particles is described, as a special case of a Voronoi-based medial axis algorithm, based on a triangulation of the particles’ bounding surfaces. This algorithm is further improved by a pre-processing step based on morphological erosion, which improves the quality of the approximation and circumvents the problems associated with small degrees of particle–particle overlap that may be caused by experimental noise or soft potentials. As an application, preliminary data for the volume distribution of disordered packings of mono-disperse oblate ellipsoids, obtained from tomographic imaging, is computed.     

An O(N logN) alternating-direction finite difference method for two-dimensional fractional diffusion equations

Fractional diffusion equations model phenomena exhibiting anomalous diffusion that cannot be modeled accurately by the second-order diffusion equations. Because of the nonlocal property of fractional differential operators, the numerical methods for fractional diffusion equations often generate dense or even full coefficient matrices. Consequently, the numerical solution of these methods often require computational work of O(N³) per time step and memory of O(N²) for where N is the number of grid points.     

Comparison between smoothed dissipative particle dynamics and Voronoi fluid particle model in a shear stationary flow

We present a numerical comparison between two Lagrangian techniques for the simulation of fluids, smoothed dissipative particle dynamics (SDPD) and Voronoi fluid particle model. These methods reproduce the movement of the fluid with extensive particles. The main differences between these techniques are the volume definition and the implementation of the second derivatives. The Voronoi model is computationally more efficient than SDPD. For quasi-regular meshes, the Voronoi method is more accurate than SDPD but for arbitrary configurations its precision degrades. This means that the SDPD discrete versions of the second derivative operators are better than the ones used in the Voronoi method.     

Finite difference approximations for the fractional advection-diffusion equation

Fractional order diffusion equations are viewed as generalizations of classical diffusion equations, treating super-diffusive flow processes. In this Letter, in order to solve the two-sided fractional advection-diffusion equation, the fractional Crank-Nicholson method (FCN) is given, which is based on shifted Grünwald-Letnikov formula. It is shown that this method is unconditionally stable, consistent and convergent. The accuracy with respect to the time step is of order ²(Δt). A numerical example is presented to confirm the conclusions.     

用多项式和阶跃函数构造网格多涡卷混沌吸引子及其电路实现

提出一种利用多项式和阶跃函数构造N×M涡卷的构造方法.利用蔡氏电路,传统的利用多项式函数只能产生双涡卷、三涡卷,在此基础上,通过多项式平移得到相空间x方向的多涡卷,再通过多项式与阶跃函数组合来扩展相空间中指标2的鞍焦平衡点,使得多涡卷向y方向延伸,从而生成网格多涡卷混沌吸引子.该构造方法的主要特征是通过光滑曲线和非光滑曲线的组合生成网格多涡卷混沌吸引子,能通过调整自然数N和M的值实现平面网格任意涡卷混沌吸引子阵列.理论分析、数值模拟和电路仿真证实了方法的可行性. 关键词： 网格多涡卷混沌吸引子 蔡氏电路 阶跃函数 电路实现     

Shadow hybrid Monte Carlo: an efficient propagator in phase space of macromolecules

Shadow hybrid Monte Carlo (SHMC) is a new method for sampling the phase space of large molecules, particularly biological molecules. It improves sampling of hybrid Monte Carlo (HMC) by allowing larger time steps and system sizes in the molecular dynamics (MD) step. The acceptance rate of HMC decreases exponentially with increasing system size N or time step δt. This is due to discretization errors introduced by the numerical integrator. SHMC achieves an asymptotic O(N^1/4) speedup over HMC by sampling from all of phase space using high order approximations to a shadow or modified Hamiltonian exactly integrated by a symplectic MD integrator. SHMC satisfies microscopic reversibility and is a rigorous sampling method. SHMC requires extra storage, modest computational overhead, and a reweighting step to obtain averages from the canonical ensemble. This is validated by numerical experiments that compute observables for different molecules, ranging from a small n-alkane butane with four united atoms to a larger solvated protein with 14,281 atoms. In these experiments, SHMC achieves an order magnitude speedup in sampling efficiency for medium sized proteins. Sampling efficiency is measured by monitoring the rate at which different conformations of the molecules' dihedral angles are visited, and by computing ergodic measures of some observables.     

Efficient symmetric positive definite second-order accurate monolithic solver for fluid/solid interactions

We introduce a robust and efficient method to simulate strongly coupled (monolithic) fluid/rigid-body interactions. We take a fractional step approach, where the intermediate state variables of the fluid and of the solid are solved independently, before their interactions are enforced via a projection step. The projection step produces a symmetric positive definite linear system that can be efficiently solved using the preconditioned conjugate gradient method. In particular, we show how one can use the standard preconditioner used in standard fluid simulations to precondition the linear system associated with the projection step of our fluid/solid algorithm. Overall, the computational time to solve the projection step of our fluid/solid algorithm is similar to the time needed to solve the standard fluid-only projection step. The monolithic treatment results in a stable projection step, i.e. the kinetic energy does not increase in the projection step. Numerical results indicate that the method is second-order accurate in the L^∞-norm and demonstrate that its solutions agree quantitatively with experimental results.     

Lattice Boltzmann simulation of solid particles suspended in fluid

The lattice Boltzmann method, an alternative approach to solving a fluid flow system, is used to analyze the dynamics of particles suspended in fluid. The interaction rule between the fluid and the suspended particles is developed for real suspensions where the particle boundaries are treated as no-slip impermeable surfaces. This method correctly and accurately determines the dynamics of single particles and multi-particles suspended in the fluid. With this method, computational time scales linearly with the number of suspensions,N, a significant advantage over other computational techniques which solve the continuum mechanics equations, where the computational time scales asN ³. Also, this method solves the full momentum equations, including the inertia terms, and therefore is not limited to low particle Reynolds number.     

Time behaviour of the error when simulating finite-band periodic waves. The case of the KdV equation

This paper is devoted to study the error growth of numerical time integrators for N-phase or N-band quasi-periodic (in time) solutions of the periodic Korteweg–de Vries equation. It is shown that the preservation, through numerical time integration, of conserved quantities of the periodic problem of the equation, may be an element to take into account in the selection of the numerical method. We explain why the inclusion of these properties of conservation provides a better error propagation. In particular, we emphasize how the preservation of invariants makes influence in the simulation of some physical parameters of the waves.     

An order-by-order construction of low-temperature phase diagrams for classical lattice systems

An inductive algorithm is presented for the construction of phase diagrams by means of the low-temperature expansion technique. First the phase diagram is studied in the set of formal series. In each step, properties of this phase diagram are related to extremal elements of some family of convex sets. Approximations of the phase diagram in orderN are obtained by truncating all formal series at theNth term.This paper was presented at the Trebon, Czechoslovakia, Symposium September 1–6, 1986.     

Numerical solution of the conformable space-time fractional wave equation

In this paper, an efficient numerical method is considered for solving space-time fractional wave equation. The fractional derivatives are described in the conformable sense. The method is based on shifted Chebyshev polynomials of the second kind. Unknown function is written as Chebyshev series with the N term. The space-time fractional wave equation is reduced to a system of ordinary differential equations by using the properties of Chebyshev polynomials. The finite difference method is applied to solve this system of equations. Numerical results are provided to verify the accuracy and efficiency of the proposed approach.     

A guide to RBF-generated finite differences for nonlinear transport: Shallow water simulations on a sphere

The current paper establishes the computational efficiency and accuracy of the RBF-FD method for large-scale geoscience modeling with comparisons to state-of-the-art methods as high-order discontinuous Galerkin and spherical harmonics, the latter using expansions with close to 300,000 bases. The test cases are demanding fluid flow problems on the sphere that exhibit numerical challenges, such as Gibbs phenomena, sharp gradients, and complex vortical dynamics with rapid energy transfer from large to small scales over short time periods. The computations were possible as well as very competitive due to the implementation of hyperviscosity on large RBF stencil sizes (corresponding roughly to 6th to 9th order methods) with up to O(10⁵) nodes on the sphere. The RBF-FD method scaled as O(N) per time step, where N is the total number of nodes on the sphere. In Appendix A, guidelines are given on how to chose parameters when using RBF-FD to solve hyperbolic PDEs.     

Analysis of Millimeter Wave Scattering by the Infinite Plane Metallic Grating Using PCG-FFT Technique

In this paper, both fast Fourier transformation (FFT) and preconditioned CG technique are introduced into method of lines (MOL) to further enhance the computational efficiency of this semi-analytic method. Electromagnetic wave scattering by an infinite plane metallic grating is used as the examples to describe its implementation. For arbitrary incident wave, Helmholz equation and boundary condition are first transformed into new ones so that the impedance matrix elements are calculated by FFT technique. As a result, this Topelitz impedance matrix only requires O(N) memory storage for the conjugate gradient FFT method to solve the current distribution with the computational complexity O(N log N) . Our numerical results show that circulate matrix preconditioner can speed up CG-FFT method to converge in much smaller CPU time than the banded matrix preconditioner.     

Realization of 3D random Voronoi mosaic cell in hydrate phases of clathrate compositions

It is shown that the cages in water frameworks of clathrate structures of crystalline gas hydrates are characterized by averaged values of the numbers N _V (polyhedron vertices), N _E (polyhedron edges), N _F (polyhedron faces) and N _VF (vertices per face), close to the values calculated for the unit cell of a 3D random Voronoi mosaic.     

Lifshitz Tails for Random Schrödinger Operators¶with Negative Singular Poisson Potential

We develop a method of asymptotic study of the integrated density of states (IDS) N(E) of a random Schr?dinger operator with a non-positive (attractive) Poisson potential. The method is based on the periodic approximations of the potential instead of the Dirichlet-Neumann bracketing used before. This allows us to derive more precise bounds for the rate of approximations of the IDS by the IDS of respective periodic operators and to obtain rigorously for the first time the leading term of log N(E) as E→−∞ for the Poisson random potential with a singular single-site (impurity) potential, in particular, for the screened Coulomb impurities, dislocations, etc. Received: 18 November 1998 / Accepted: 9 March 1999     

Simple finite-difference algorithm for calculating waveguide modes

Abstact A simple algorithm for solving the finite-difference (FD) equations for the mode eigenvalues and field distributions of a linear waveguide is presented. By applying the discretized Helmholtz operator column-by-column to an index distribution defined on an N x N grid, a matrix whose size is only a few times N x N is obtained. This yields a reduction in computation time and space compared with the other classical FD approaches which involve an N ² x N ² matrix. Our method is tested against problems for which the exact solutions are known, and we find a high degree of accuracy. Despite the existence of fast algorithms for the treatment of the classical N ² x N ² matrix, our new algorithm presents some advantages over existing FD methods of comparable speed, including: the ability to find all the modes and associated field profiles, very high numerical stability, and no numerical approximations in the procedure. In addition, some general optimum expressions for the domain size and density of grid points which are consistent with the desired precision are provided, and apply to any FD method including ours.     

On the pressure-temperature phase diagram of intermediate valence compounds

The pressure-temperature (P, T) phase diagram of intermediate valence compounds has been calculated on the basis of the periodic Anderson model which was extended to include the interaction of 4f electrons with longitudinal optical phonons. It is shown that the positive slope (dP/dT>0) of the phase boundary between the insulating and the mixed valence phase as observed experimentally in Sm S and many other systems is determined by the behaviour of the electronic density of states of the interacting system as function ofP. Moreover, the observed anomalous thermal contraction in the insulating phase near the phase boundary and the anomalously large thermal expansion in the metallic phase are well described by numerical results for the extended periodic Anderson model.     

Classical limit of the quantized hyperbolic toral automorphisms

The canonical quantization of any hyperbolic symplectomorphismA of the 2-torus yields a periodic unitary operator on aN-dimenional Hilbert space,N=1/h. We prove that this quantum system becomes ergodic and mixing at the classical limit (N,N prime) which can be interchanged with the time-average limit. The recovery of the stochastic behaviour out of a periodic one is based on the same mechanism under which the uniform distribution of the classical periodic orbits reproduces the Lebesgue measure: the Wigner functions of the eigenstates, supported on the classical periodic orbits, are indeed proved to become uniformly speread in phase space.     

Artificial acoustic stiffness reduction in fully compressible,direct numerical simulation of combustion

A pseudo-compressibility method is proposed to modify the acoustic time step restriction found in fully compressible, explicit flow solvers. The method manipulates terms in the governing equations of orderMa², whereMais a characteristic flow Mach number. A decrease in the speed of acoustic waves is obtained by adding an extra term in the balance equation for total energy. This term is proportional to flow dilatation and uses a decomposition of the dilatational field into an acoustic component and a component due to heat transfer. The present method is a variation of the pressure gradient scaling (PGS) method proposed in Ramshawet al(1985 Pressure gradient scaling method for fluid flowwith nearly uniform pressureJ. Comput. Phys.58 361–76). It achieves gains in computational efficiencies similar to PGS: at the cost of a slightly more involved right-hand-side computation, the numerical time step increases by a full order of magnitude. It also features the added benefit of preserving the hydrodynamic pressure field. The original and modified PGS methods are implemented into a parallel direct numerical simulation solver developed for applications to turbulent reacting flows with detailed chemical kinetics. The performance of the pseudo-compressibility methods is illustrated in a series of test problems ranging from isothermal sound propagation to laminar premixed flame problems.