Stable distributions and green’s functions for fractional diffusions

2019 ◽  
Vol 22 (1) ◽  
pp. 128-138
Author(s):  
John P. Nolan

Abstract Stable distributions are a class of distributions that have important uses in probability theory. They also have a applications in the theory of fractional diffusions: symmetric stable density functions are the Green’s functions of the fractional heat equation. We describe efficient numerical representations for these Green’s functions, enabling their use in numerical solutions of fractional heat equations. We also describe a new connection between stable laws and the Weyl fractional derivative.

2018 ◽  
Vol 39 (2) ◽  
pp. 607-625 ◽  
Author(s):  
Qiang Du ◽  
Yunzhe Tao ◽  
Xiaochuan Tian ◽  
Jiang Yang

AbstractNonlocal diffusion equations and their numerical approximations have attracted much attention in the literature as nonlocal modeling becomes popular in various applications. This paper continues the study of robust discretization schemes for the numerical solution of nonlocal models. In particular, we present quadrature-based finite difference approximations of some linear nonlocal diffusion equations in multidimensions. These approximations are able to preserve various nice properties of the nonlocal continuum models such as the maximum principle and they are shown to be asymptotically compatible in the sense that as the nonlocality vanishes, the numerical solutions can give consistent local limits. The approximation errors are proved to be of optimal order in both nonlocal and asymptotically local settings. The numerical schemes involve a unique design of quadrature weights that reflect the multidimensional nature and require technical estimates on nonconventional divided differences for their numerical analysis. We also study numerical approximations of nonlocal Green’s functions associated with nonlocal models. Unlike their local counterparts, nonlocal Green’s functions might become singular measures that are not well defined pointwise. We demonstrate how to combine a splitting technique with the asymptotically compatible schemes to provide effective numerical approximations of these singular measures.


2014 ◽  
Vol 136 (10) ◽  
Author(s):  
Robert L. McMasters ◽  
James V. Beck

There are many applications for problems involving thermal conduction in two-dimensional (2D) cylindrical objects. Experiments involving thermal parameter estimation are a prime example, including cylindrical objects suddenly placed in hot or cold environments. In a parameter estimation application, the direct solution must be run iteratively in order to obtain convergence with the measured temperature history by changing the thermal parameters. For this reason, commercial conduction codes are often inconvenient to use. It is often practical to generate numerical solutions for such a test, but verification of custom-made numerical solutions is important in order to assure accuracy. The present work involves the generation of an exact solution using Green's functions where the principle of superposition is employed in combining a one-dimensional (1D) cylindrical case with a 1D Cartesian case to provide a temperature solution for a 2D cylindrical. Green's functions are employed in this solution in order to simplify the process, taking advantage of the modular nature of these superimposed components. The exact solutions involve infinite series of Bessel functions and trigonometric functions but these series sometimes converge using only a few terms. Eigenvalues must be determined using Bessel functions and trigonometric functions. The accuracy of the solutions generated using these series is extremely high, being verifiable to eight or ten significant digits. Two examples of the solutions are shown as part of this work for a family of thermal parameters. The first case involves a uniform initial condition and homogeneous convective boundary conditions on all of the surfaces of the cylinder. The second case involves a nonhomogeneous convective boundary condition on a part of one of the planar faces of the cylinder and homogeneous convective boundary conditions elsewhere with zero initial conditions.


Author(s):  
Robert L. McMasters ◽  
James V. Beck

There are many applications for problems involving thermal conduction in two-dimensional cylindrical objects. Experiments involving thermal parameter estimation are a prime example, including cylindrical objects suddenly placed in hot or cold environments. In a parameter estimation application, the direct solution must be run iteratively in order to obtain convergence with the measured temperature history by changing the thermal parameters. For this reason, commercial conduction codes are often inconvenient to use. It is often practical to generate numerical solutions for such a test, but verification of custom-made numerical solutions is important in order to assure accuracy. The present work involves the generation of an exact solution using Green’s functions where the principle of superposition is employed in combining a one-dimensional cylindrical case with a one-dimensional Cartesian case to provide a temperature solution for a two-dimensional cylindrical. Green’s functions are employed in this solution in order to simplify the process, taking advantage of the modular nature of these superimposed components. The exact solutions involve infinite series of Bessel functions and trigonometric functions but these series sometimes converge using only a few terms. Eigenvalues must be determined using Bessel functions and trigonometric functions. The accuracy of the solutions generated using these series is extremely high, being verifiable to eight or ten significant digits. Two examples of the solutions are shown as part of this work for a family of thermal parameters. The first case involves a uniform initial condition and homogeneous convective boundary conditions on all of the surfaces of the cylinder. The second case involves a nonhomogeneous convective boundary condition on a part of one of the planar faces of the cylinder and homogeneous convective boundary conditions elsewhere with zero initial conditions.


2000 ◽  
Vol 21 (1) ◽  
pp. 49-58 ◽  
Author(s):  
Chen Rong ◽  
Xue Songtao ◽  
Chen Zhuchang ◽  
Chen Jun

1987 ◽  
Vol 54 (2) ◽  
pp. 403-408 ◽  
Author(s):  
E. Kausel ◽  
S. H. Seale

A solution is presented for Mindlin’s problem of point loads applied in the interior of a layered elastic halfspace. The algorithm described differes from available numerical solutions for this problem in that the displacement functions found are expressed explicitly in the spatial domain. Thus, no numerical transformations are necessary. Furthermore, since the resulting equations can readily be subjected to mathematical manipulations (such as derivations or integrals), they could be used without difficulty as Green’s functions in procedures in Elastomechanics such as the Boundary Integral Method.


Sign in / Sign up

Export Citation Format

Share Document