Numerical Solutions of Space-Fractional Advection–Diffusion–Reaction Equations

Background: solute transport in highly heterogeneous media and even neutron diffusion in nuclear environments are among the numerous applications of fractional differential equations (FDEs), being demonstrated by field experiments that solute concentration profiles exhibit anomalous non-Fickian growth rates and so-called “heavy tails”. Methods: a nonlinear-coupled 3D fractional hydro-mechanical model accounting for anomalous diffusion (FD) and advection–dispersion (FAD) for solute flux is described, accounting for a Riesz derivative treated through the Grünwald–Letnikow definition. Results: a long-tailed solute contaminant distribution is displayed due to the variation of flow velocity in both time and distance. Conclusions: a finite difference approximation is proposed to solve the problem in 1D domains, and subsequently, two scenarios are considered for numerical computations.

A problem of non – linear deformation of five–layer conical shells with allowance for discrete ribs

A problem of non – linear deformation of multiplayer conical shells with allowance for discrete ribs under non – stationary loading is considered. The system of non – linear differential equations is based on the Timoshenko type theory of rods and shells. The Reissner’s variational principle is used for deductions of the motion equations. An efficient numerical method with using Richardson type finite difference approximation for solution of problems on nonstationary behaviour of multiplayer shells of revolution with allowance distcrete ribs which permit to realize solution of the investigated wave problems with the use of personal computers. As a numerical example, the problem of dynamic deformation of a five-layer conical shell with rigidly clamped ends under the action of an internal distributed load was considered.

Accelerated nonstandard finite difference method for singularly perturbed Burger-Huxley equations

Objective The main purpose of this paper is to present an accelerated nonstandard finite difference method for solving the singularly perturbed Burger-Huxley equation in order to produce more accurate solutions. Results The quasilinearization technique is used to linearize the nonlinear term. A nonstandard methodology of Mickens procedure is used in the spatial direction and also within the first order temporal direction that construct the first-order finite difference approximation to solve the considered problem numerically. To accelerate the rate of convergence from first to second-order, the Richardson extrapolation technique is applied. Numerical experiments were conducted to support the theoretical results.

Mathematical Model for Metal Transfer Study in Additive Manufacturing with Electron Beam Oscillation

A computer model has been developed to investigate the processes of heat and mass transfer under the influence of concentrated energy sources on materials with specified thermophysical characteristics, including temperature-dependent ones. The model is based on the application of the volume of fluid (VOF) method and finite-difference approximation of the Navier–Stokes differential equations formulated for a viscous incompressible medium. The “predictor-corrector” method has been used for the coordinated determination of the pressure field which corresponds to the continuity condition and the velocity field. The modeling technique of the free liquid surface and boundary conditions has been described. The method of calculating surface tension forces and vapor recoil pressure has been presented. The algorithm structure is given, the individual modules of which are currently implemented in the Microsoft Visual Studio environment. The model can be applied for studying the metal transfer during the deposition processes, including the processes with electron beam spatial oscillation. The model was validated by comparing the results of computational experiments and images obtained by a high-speed camera.

Interpolating Stabilized Element Free Galerkin Method for Neutral Delay Fractional Damped Diffusion-Wave Equation

A numerical solution for neutral delay fractional order partial differential equations involving the Caputo fractional derivative is constructed. In line with this goal, the drift term and the time Caputo fractional derivative are discretized by a finite difference approximation. The energy method is used to investigate the rate of convergence and unconditional stability of the temporal discretization. The interpolation of moving Kriging technique is then used to approximate the space derivative, yielding a meshless numerical formulation. We conclude with some numerical experiments that validate the theoretical findings.

A parameter-uniform finite difference scheme for singularly perturbed parabolic problem with two small parameters

A parameter-uniform finite difference scheme is constructed and analyzed for solving singularly perturbed parabolic problems with two parameters. The solution involves boundary layers at both the left and right ends of the solution domain. A numerical algorithm is formulated based on uniform mesh finite difference approximation for time variable and appropriate piecewise uniform mesh for the spatial variable. Parameter-uniform error bounds are established for both theoretical and experimental results and observed that the scheme is second-order convergent. Furthermore, the present method produces a more accurate solution than some methods existing in the literature.

Spectrally accurate option pricing under the time fractional Black-Scholes model

We propose a Legendre–Laguerre spectral approximation to price the European and double barrier options in the time-fractional framework. By choosing an appropriate basis function, the spectral discretization is used for the approximation of the spatial derivatives of the time-fractional Black–Scholes equation. For the time discretization, we consider the popular \(L1\) finite difference approximation, which converges with order \(\mathcal{O}((\Delta \tau)^{2-\alpha})\) for functions which are twice continuously differentiable. However, when using the \(L1\) scheme for problems with nonsmooth initial data, only the first-order accuracy in time is achieved. This low-order accuracy is also observed when solving the time-fractional Black–Scholes European and barrier option pricing problems for which the payoffs are all nonsmooth. To increase the temporal convergence rate, we therefore consider a Richardson extrapolation method, which when combined with the spectral approximation in space, exhibits higher order convergence such that high accuracies over the whole discretization grid are obtained. Compared with the traditional finite difference scheme, numerical examples clearly indicate that the spectral approximation converges exponentially over a small number of grid points. Also, as demonstrated, such high accuracies can be achieved in much fewer time steps using the extrapolation approach. doi:10.1017/S1446181121000286

Convergence Analysis of a Numerical Method for a Fractional Model of Fluid Flow in Fractured Porous Media

The present paper is devoted to the construction and study of numerical methods for solving an initial boundary value problem for a differential equation containing several terms with fractional time derivatives in the sense of Caputo. This equation is suitable for describing the process of fluid flow in fractured porous media under some physical assumptions, and has an important applied significance in petroleum engineering. Two different approaches to constructing numerical schemes depending on orders of the fractional derivatives are proposed. The semi-discrete and fully discrete numerical schemes for solving the problem are analyzed. The construction of a fully discrete scheme is based on applying the finite difference approximation to time derivatives and the finite element method in the spatial direction. The approximation of the fractional derivatives in the sense of Caputo is carried out using the L1-method. The convergence of both numerical schemes is rigorously proved. The results of numerical tests conducted for model problems are provided to confirm the theoretical analysis. In addition, the proposed computational method is applied to study the flow of oil in a fractured porous medium within the framework of the considered model. Based on the results of the numerical tests, it was concluded that the model reproduces the characteristic features of the fluid flow process in the medium under consideration.