Linear Diffusion Equation Research Articles

On inverse problem for linear and semilinear diffusion equation with Caputo–Fabrizio derivative

We investigate a fractional time diffusion equation with Caputo–Fabrizio derivative instead of classical derivative. We set up the existence, uniqueness, and regularity of the mild solution and then consider the above problem in some various cases including linear and nonlinear source function. Thanks to applying some Sobolev embeddings, we derive the regularity of the mild solution for linear case. For nonlinear case, we apply the fixed point theory to obtain the existence of the mild solution.

A robust numerical approximation of advection diffusion equations with nonsingular kernel derivative

In this article we aim to approximate linear time fractional advection diffusion equations (TFADE) with Atangana-Baleanu- Caputo(ABC) derivative using local meshless method and Laplace transformation(LT). The method comprises of three steps. In the first step the the time variable is eliminated using LT. In the second step the reduced problem is solved using local meshless method. In the third step the solution of TFADE with ABC derivative is retrieved from local meshless methods solution by representing it as Bromwich integral. We then approximate the integral using some suitable quadrature rule. The stability and convergence of the method are discussed. The local meshless method is utilized to overcome the ill-conditioning issue of the interpolation matrices in global meshless methods and to over come the shape parameters sensitivity. Also in comparison with time stepping methods the LT is employed and contour integration technique is utilized to deal with the ABC derivative, which circumvent the calculation of costly convolution integrals in the approximation of ABC derivative, and also avoids the effect of time step on the stability and accuracy. Some test problems are considered in one and two dimensions to validate the proposed numerical method. The two dimensional problem is solved in regular and irregular domains. The computational experiments confirms that this method is computationally efficient and highly accurate for such type of problems.

Asymptotic stability of viscous shocks in the modular Burgers equation

Dynamics of viscous shocks is considered in the modular Burgers equation, where the time evolution becomes complicated due to singularities produced by the modular nonlinearity. We prove that the viscous shocks are asymptotically stable under odd and general perturbations. For the odd perturbations, the proof relies on the reduction of the modular Burgers equation to a linear diffusion equation on a half-line. For the general perturbations, the proof is developed by converting the time-evolution problem to a system of linear equations coupled with a nonlinear equation for the interface position. Exponential weights in space are imposed on the initial data of general perturbations in order to gain the asymptotic decay of perturbations in time. We give numerical illustrations of asymptotic stability of the viscous shocks under general perturbations.

An efficient diffusion generated motion method for wetting dynamics

By using the Onsager variational principle as an approximation tool, we develop a new diffusion generated motion method for wetting problems. The method uses a signed distance function to represent the interface between the liquid and vapor surface. In each iteration, a linear diffusion equation with a linear boundary condition is solved for one time step in addition to a simple re-distance step and a volume correction step. The method has a first-order convergence rate with respect to the time step size even in the vicinity three-phase contact points. Its energy stability property is analyzed by careful studies for some geometric flows on substrates. Numerical examples show that the method can be used to simulate complicated wetting problems on inhomogeneous surfaces.

Discrete fracture network model analysis of the effects of fluid transport on the morphology of a cluster of activated fractures.

Convective transport in low-permeability rocks can be enhanced by the injection of a pressurized fluid to activate preexisting weak planes (fractures). These fractures are initially closed, but fluid-pressure-induced slippage creates void space that allows for fluid flow. The Coulomb-Mohr criterion yields a critical pressure required to open each of the fractures. Due to the intrinsic porosity of the rock, the injected fluid can flow from the fractures' surfaces to the rock matrix through a process referred to as leakoff. Following this activation mechanism, the connectivity of the cluster of activated fractures is strongly dependent on the ratio F_{N} of the standard deviation of the critical pressures to the viscous pressure drop over a fracture's length. Recently, we proposed a continuum model to predict the effects of fluid transport on the morphology of the cluster of activated fractures formed by this process over a specific intermediate range of values of F_{N} [Alhashim and Koch, J. Fluid Mech. 847, 286 (2018)JFLSA70022-112010.1017/jfm.2018.313]. In this paper, the activation process of a discrete well-connected network of preexisting fractures embedded in a highly heterogeneous rock is modeled to analyze the effects of fluid transport on the resulting cluster's morphology for a wider range of F_{N} and show how the idealized averaged equation solution arises in a discrete system. We derive a length scale ξ_{ch}, which is a function of F_{N} above which the viscous pressure drop is important. This length scale, along with the radius of the cluster R and the average separation between the preexisting fractures ξ_{0}, can be used to define distinct growth regimes where different models can be used to describe the growth dynamics and predict the connectivity of the active network. When ξ_{0}∼ξ_{ch}≪R, the cluster is well connected and a linear pressure diffusion equation can be used to describe the cluster's growth. When ξ_{ch}≫R≫ξ_{0}, a fractal network is formed by an invasion percolation process. In an intermediate regime ξ_{0}≪ξ_{ch}≪R, percolation theory relates the porosity and permeability of the network to the local fluid pressure. For this regime, we validate the predictions of the continuum theory we recently developed to describe the cluster growth on length scales larger than ξ_{ch}.

Local and blowing-up solutions for an integro-differential diffusion equation and system

In the present paper initial problems for the semilinear integro-differential diffusion equation and system are considered. The analogue of Duhamel principle for the linear integro-differential diffusion equation is proved. The results on existence of local mild solutions and Fujita-type critical exponents to the semilinear integro-differential diffusion equation and system are presented.

Analysis of equilibrium dispersive model of liquid chromatography considering a quadratic-type adsorption isotherm

A single-component equilibrium dispersive model of liquid chromatography is solved analytically for a quadratic-type adsorption isotherm. The consideration of quadratic isotherm leads to a non-linear advection-diffusion PDE that hinders the derivation of analytical solution. To over come this difficulty, the Hopf-Cole and exponential transformation techniques are applied one after another to convert the given advection-diffusion PDE to a second order linear diffusion equation. These transformations are applied under the assumption of small non-linearity, or small volumes of injected concentrations, or both. Afterwards, the Fourier transform technique is applied to obtain the analytical solution of the resulting linear diffusion equation. For detailed analysis of the process, numerical temporal moments are obtained from the actual time domain solution. These moments are useful to observe the effects of transport parameters on the shape, height and spreading of the elution peak. A second-order accurate, high resolution semi-discrete finite volume scheme is also utilized to approximate the same model for non-linear Langmuir isotherms. Analytical and numerical results are compared for different case studies to gain knowledge about the ranges of kinetic parameters for which our analytical results are applicable. The effects of various parameters on the mechanism are analyzed under typical operating conditions available in the liquid chromatography literature.

Symbolic Explicit Solutions for 1‐Dimensional Linear Diffusive Wave Equation With Lateral Inflow and Their Applications

AbstractThe diffusive wave equation, a simplified form of the Saint‐Venant equations, is extensively used in flood routing. To solve the equation, numerous methods have been developed over the years. Most of them are numerical and hence their application generally requires case‐specific modeling and analysis to ensure stable solution. For many practical routing applications, however, simpler yet accurate methods are highly desirable that do not require problem‐specific numerical modeling. This work extends the previous analytical solutions with more flexible boundary conditions, presents two quasianalytical methods for solving the 1‐D linear diffusive wave equation on finite domains, and applies them to different types of routing problems. Referred to as the Symbolic Diffusive Wave Solutions, the proposed methods yield explicit symbolic expressions for time‐continuous solutions at discrete nodes in space and provide solutions that are accurate and computationally efficient. The methods are easy to implement and may be used in a variety of routing applications in which accurate explicit symbolic solutions for linear advection‐diffusion are desired for a set of discrete locations such as known river forecast points. This study describes the solutions and their application in different types of real‐world and synthetic routing problems.

Higher-Order Symmetries of a Time-Fractional Anomalous Diffusion Equation

Higher-order symmetries are constructed for a linear anomalous diffusion equation with the Riemann–Liouville time-fractional derivative of order α∈(0,1)∪(1,2). It is proved that the equation in question has infinite sequences of nontrivial higher-order symmetries that are generated by two local recursion operators. It is also shown that some of the obtained higher-order symmetries can be rewritten as fractional-order symmetries, and corresponding fractional-order recursion operators are presented. The proposed approach for finding higher-order symmetries is applicable for a wide class of linear fractional differential equations.

Peaceman Rachford Alternating Direct Implicitly Method for Linear Advection-Diffusion Equation and Its Application

In this paper, Peaceman-Rachford alternating direct implicitly methods presented and applied for solve linear advection-diffusion equation. First, the domain was discretized using the uniform mesh of step length and time step. Secondly, by applying the Taylor series methods, we discretize partial derivative of governing equation and we obtain the central difference equation for Partial differential equation of given governing equation in both duration. Then rearranging the obtained central difference equation; we write the two half scheme of the present method. From each half of these schemes, we obtain tri-diagonal coefficient matrices associated with the system of difference equation. Lastly by applying the Thomas algorithm and writing MATLAB code for the scheme we obtain solution of the governing linear advection diffusion equation. To validate the applicability of the proposed method, three model examples are considered and solved for different values of mesh sizes in both directions. The convergence has been shown in the sense of maximum absolute error (L₁-norm) and L₂-norm, numerical error and experimental order of convergence. The stability and convergence of the present numerical method are also guaranteed and the comparability of numerical solution and the stability of the present method are presented by using the graphical and tabular form. The numerical results presented in tables and graphs confirm that the approximate solution is in good agreement with the exact solution.

A class of new stable, explicit methods to solve the non‐stationary heat equation

AbstractWe present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do not approximate the time derivatives by finite differences, but use constant‐neighbor and linear‐neighbor approximations to decouple the ordinary differential equations and solve them analytically. During this process, the time step size appears not in polynomial, but in exponential form with negative exponents, which guarantees stability. We compare the performance of the new methods with analytical and numerical solutions. According to our results, the methods are first and second order in time and can be much faster than the commonly used explicit or implicit methods, especially in the case of extremely large stiff systems.

Uniqueness for an Inverse Source Problem of Determining a Space-Dependent Source in a Non-Autonomous Time-Fractional Diffusion Equation

Abstract We study uniqueness of a solution for an inverse source problem arising in linear time-fractional diffusion equations with time-dependent coefficients. We consider source term in a separated form h(t)f (x). The unknown source f (x) is recovered from the final time measurement u (x, T). A new uniqueness result is formulated in Theorem 3.1 under the assumption that h ∈ C ([0, T]) and 0 ≢ h ≥ 0. No monotonicity in time for h(t) and for coefficients of the differential operator is required.

Alluvial fan morphology: A self-similar free boundary problem description

Here we examine approximate geometrically self-similar solutions to a parabolic free boundary value problem applied to alluvial fan surface morphology and growth. Alluvial fans are fan- or cone-shaped sedimentary deposits caused by the rapid deposition of sediment from a canyon discharging onto a flatter plain. Longitudinal, topographic profiles of fans can be readily described by a seemingly time independent dimensionless profile (DeChant et al., 1999). However, because an alluvial fan can be expected to grow over time, it is clear that this “steady” profile is certainly time dependent and can be described using a space-time self-similar solution. In an experimental and theory-based study, Guerit et al. (2014) developed a self-similar (or as they describe it a self-affine) linear solution based upon an approximate first order small parameter expansion solution for a 1-d homogeneous nonlinear diffusion equation. Direct substitution of this result into a linear diffusion equation suggests that this first order expression may not fully satisfy the associated governing equation. In contrast, we develop a more complete solution based upon a modeled approximation for the axi-symmetric formulation such that the associated temporal behavior is consistent with a 1/3 time power-law as described by Reitz and Jerolmack (2014). The resulting expression is an exact solution to a linear heat equation. We emphasize that a small parameter is not inherent to the resulting profile result and is not included in our model development. Though developed using rather different approaches, the formal solution developed here is in good agreement with the simple polynomial described by DeChant et al. (1999) suggesting that this self-similar solution is a suitable time dependent representation of alluvial fan longitudinal profile form and improves on earlier work.

Inverting the variable fractional order in a variable-order space-fractional diffusion equation with variable diffusivity: analysis and simulation

Abstract Variable-order space-fractional diffusion equations provide very competitive modeling capabilities of challenging phenomena, including anomalously superdiffusive transport of solutes in heterogeneous porous media, long-range spatial interactions and other applications, as well as eliminating the nonphysical boundary layers of the solutions to their constant-order analogues. In this paper, we prove the uniqueness of determining the variable fractional order of the homogeneous Dirichlet boundary-value problem of the one-sided linear variable-order space-fractional diffusion equation with some observed values of the unknown solutions near the boundary of the spatial domain. We base on the analysis to develop a spectral-Galerkin Levenberg–Marquardt method and a finite difference Levenberg–Marquardt method to numerically invert the variable order. We carry out numerical experiments to investigate the numerical performance of these methods.

Spectral analysis of the Koopman operator for partial differential equations.

We provide an overview of the Koopman-operator analysis for a class of partial differential equations describing relaxation of the field variable to a stable stationary state. We introduce Koopman eigenfunctionals of the system and use the notion of conjugacy to develop spectral expansion of the Koopman operator. For linear systems such as the diffusion equation, the Koopman eigenfunctionals can be expressed as linear functionals of the field variable. The notion of inertial manifolds is shown to correspond to joint zero level sets of Koopman eigenfunctionals, and the notion of isostables is defined as the level sets of the slowest decaying Koopman eigenfunctional. Linear diffusion equation, nonlinear Burgers equation, and nonlinear phase-diffusion equation are analyzed as examples.

P.175 Orthologs of human monoamine oxidase flavin-containing A associated with variety of psychiatric disorders in Catarrhini

Removing wellbore storage (WBS) effects present in well test data is one of the long-standing problems in pressure transient analysis. The available (conventional) techniques for processing WBS distorted pressure transient data require accurate data of pressures and flow rates, which may not usually present in many tests.In this work, an approach for processing/deconvolving WBS distorted well test data using the robust deconvolution algorithm of von Schroeter is presented. The technique presented here can remove WBS effects inherent in well test pressure signal without requiring sandface rate measurements. In addition, the approach results in a longer pressure signal (extended over the entire test duration including drawdown and buildup periods) than previous WBS removal techniques. The developed technique is applicable to flow problems that obey linear diffusion equation (e.g. single-phase oil or water cases).Different simulated and field cases were used to validate the applicability of the proposed approach. The cases cover a wide variety of well/reservoir models with different levels of noise in data. The conventional deconvolution techniques were also applied to the same data. Comparison between conventional deconvolution techniques and this paper approach shows the superiority of the proposed technique.

Numerical study for time fractional stochastic semi linear advection diffusion equations

In this work, a stochastic fractional advection diffusion model with multiplicative noise is studied numerically. The Galerkin finite element method in space and finite difference in time are used, where the fractional derivative is in Caputo sense. The error analysis is investigated via Galerkin finite element method. In terms of the Mittag Leffler function, the mild solution is obtained. For the error estimates, the strong convergence for the semi and fully discrete schemes are proved in a semigroup structure. Finally, two numerical examples are given to confirm the theoretical results.

Two-step deconvolution approach for wellbore storage removal

Removing wellbore storage (WBS) effects present in well test data is one of the long-standing problems in pressure transient analysis. The available (conventional) techniques for processing WBS distorted pressure transient data require accurate data of pressures and flow rates, which may not usually present in many tests.In this work, an approach for processing/deconvolving WBS distorted well test data using the robust deconvolution algorithm of von Schroeter is presented. The technique presented here can remove WBS effects inherent in well test pressure signal without requiring sandface rate measurements. In addition, the approach results in a longer pressure signal (extended over the entire test duration including drawdown and buildup periods) than previous WBS removal techniques. The developed technique is applicable to flow problems that obey linear diffusion equation (e.g. single-phase oil or water cases).Different simulated and field cases were used to validate the applicability of the proposed approach. The cases cover a wide variety of well/reservoir models with different levels of noise in data. The conventional deconvolution techniques were also applied to the same data. Comparison between conventional deconvolution techniques and this paper approach shows the superiority of the proposed technique.

Variable-order space-fractional diffusion equations and a variable-order modification of constant-order fractional problems

ABSTRACT Fractional diffusion equations (FDEs) were shown to provide very competitive descriptions of challenging phenomena of anomalously diffusive transport or long-range interactions. However, FDEs introduce mathematical issues that are not common in the context of integer-order diffusion equations. For instance, the homogeneous Dirichlet boundary-value problems of linear elliptic FDEs with smooth data in one space dimension may generate solutions with singularities that do not seem physically relevant, which are in sharp contrast to their integer-order analogues do. We prove the wellposedness of the Dirichlet boundary-value problem of one dimensional variable-order linear space-fractional diffusion equations (sFDEs). We further prove that their solutions have the similar regularities as their integer-order analogues if the order has an integer limit at the boundary or have the same singularity near the boundary as their constant-order sFDE analogues if the order has a non-integer limit at the boundary. In particular, we prove that constant-order sFDEs with a variable-order modification indeed generate solutions with significantly improved regularities.

Self-similar grooving solutions to the Mullins’ equation

In 1957, Mullins proposed surface diffusion motion as a model for thermal grooving. By adopting a small slope approximation, he reduced the model to the Mullins’ linear surface diffusion equation, ( M E ) y t + B y x x x x = 0 , \begin{equation} \nonumber ({\mathrm {ME}})\quad \quad y_t + B y_{xxxx}=0, \end{equation} known also more simply as the Mullins’ equation. Mullins sought self-similar solutions to (ME) for planar initial conditions, prescribing boundary conditions at the thermal groove, as well as far field decay. He found explicit series solutions which are routinely used in analyzing thermal grooving to this day. While (ME) and the small slope approximation are physically reasonable, Mullins’ choice of boundary conditions is not always appropriate. Here we present an in depth study of self-similar solutions to the Mullins’ equation for general self-similar boundary conditions, explicitly identifying four linearly independent solutions defined on R ∖ { 0 } \mathbb {R}\setminus \{0\} ; among these four solutions, two exhibit unbounded growth and two exhibit asymptotic decay, far from the origin. We indicate how the full set of solutions can be used in analyzing the effective boundary conditions from experimental profiles and in evaluating the governing physical parameters.