Time Fractional Advection-dispersion Equation Research Articles

Study on fuzzy fractional European option pricing model with Mittag-Leffler kernel

This research paper presents an innovative approach for modeling and analyzing complex systems with uncertain data. Our strategy leverages fuzzy calculus and time-fractional differential equations to achieve this goal. Specifically, we propose the utilization of the fuzzy Atangana-Baleanu time-fractional derivative, which incorporates non-singular kernels for fuzzy functions. This derivative type is particularly suitable for qualitative analysis of fractional differential equations in fuzzy space. We establish the existence and uniqueness of solutions for fuzzy linear time-fractional problems based on this differentiability concept. Additionally, we introduce a numerical solution method, namely the fuzzy homotopy perturbation transform method (FHPTM), to solve these problems. To demonstrate the effectiveness and practical applicability of our approach, we provide concrete examples such as the fuzzy time-fractional Advection-Dispersion equation, the fuzzy time-fractional Diffusion equation, and the fuzzy time-fractional Black-Scholes European option pricing problem. These examples not only illustrate the solution steps involved but also showcase the potential of our method in addressing real-world problems. The outcomes of our research underscore the significance of considering fuzzy calculus and time-fractional differential equations when modeling and analyzing intricate systems with uncertain data.

Upscaling solute transport in rough single-fractured media with matrix diffusion using a time fractional advection-dispersion equation

Complex structures in fractures and the rock matrix, which are difficult to map exhaustively at the local scale, can dominate contaminant transport in fractured aquifers. An upscaled model is therefore needed to effectively characterize solute transport in a heterogeneous fracture-matrix system on a large spatiotemporal scale. Most existing upscaling methods, however, do not specifically quantify the influence of matrix diffusion and fracture surface roughness on solute transport, and their upscaling parameters are usually difficult to obtain. To fill this knowledge gap, first, a time fractional advection–dispersion equation (t-FADE) model, which can accurately describe solute transport in straight fractured media, is proposed. Next, the influence of local roughness and tortuosity of fractures on transport is comprehensively considered by introducing trend lines. The t-FADE is used to characterize solute transport in each segment of rough fractures, and an upscaled model describing solute transport in rough fractures is established by averaging the governing equations of each segment. Finally, a time-dependent attenuation function is introduced into the convolutional function of the upscaled model to overcome the error caused by overlapping diffusion regions. Model comparison and analysis reveal that the rough wall of fractures strengthens matrix retention capacity, leading to a delayed peak of the breakthrough curve (BTC) with a lower peak concentration, which can be quantitatively characterized by the ratio of the actual fracture length to its longitudinal length; however, the fracture structure does not affect the solute BTC’s trailing concentration at the constant fracture mean flow velocity without considering mechanical dispersion, so the relatively simple straight fracture model can be used to describe the trailing stage of transport in rough-walled fracture media.

A Matrix Transform Technique for Distributed-Order Time-Fractional Advection–Dispersion Problems

Invoking the matrix transfer technique, we propose a novel numerical scheme to solve the time-fractional advection–dispersion equation (ADE) with distributed-order Riesz-space fractional derivatives (FDs). The method adopts the midpoint rule to reformulate the distributed-order Riesz-space FDs by means of a second-order linear combination of Riesz-space FDs. Then, a central difference approximation is used side by side with the matrix transform technique for approximating the Riesz-space FDs. Based on this, the distributed-order time-fractional ADE is transformed into a time-fractional ordinary differential equation in the Caputo sense, which has an equivalent Volterra integral form. The Simpson method is used to discretize the weakly singular kernel of the resulting Volterra integral equation. Stability, convergence, and error analysis are presented. Finally, simulations are performed to substantiate the theoretical findings.

An RBF-FD method for the time-fractional advection–dispersion equation with nonlinear source term

Fractional advection–dispersion equations have proved to be useful for modeling a wide range of problems in environmental and engineering sciences. In this work, we adapt a Radial Basis Function-generated Finite Difference (RBF-FD) method to obtain approximated numerical solutions of the initial-boundary value problem of the time-fractional advection–dispersion equation with variable coefficients and nonlinear source. We use a strategy of minimization of the local truncation error in approximating the initial condition to find appropriate local shape parameters for the Gaussian RBF. For discretizing the fractional time derivative, in the Caputo's sense, we use a scheme of (4−α)th-order, where α∈(0,1) is the order of the fractional derivative. We evaluate the performance of the RBF-FD method for different 2-dimensional problems on domains with complex geometries in which a high precision is exhibited of the solutions found. Particularly, we test our method for approximating solutions of Fisher’s equation with fractional time derivative, where the source that depends on the solution, is approximated by a linearization with respect to time, and we obtain a rate of convergence of second order in time.

Non-asymptotic Disturbances Estimation for Time Fractional Advection-Dispersion Equation

In this paper, a method for disturbance estimation for a class of non-homogeneous time fractional advection dispersion equation with general boundary conditions, is proposed. The disturbances are considered to affect the boundary conditions or the measurements or both. The proposed method is based on modulating functions. Numerical simulations are presented to illustrate the performance of the approach.

Upscaling Solute Transport in Rough Single-Fractured Media with Matrix Diffusion Using Time Fractional Advection-Dispersion Equation

Upscaling Solute Transport in Rough Single-Fractured Media with Matrix Diffusion Using Time Fractional Advection-Dispersion Equation

A Comparative Analysis of Fractional Space-Time Advection-Dispersion Equation via Semi-Analytical Methods

The approximate solutions of the time fractional advection-dispersion equation are presented in this article. The nonlocal nature of solute movement and the nonuniformity of fluid flow velocity in the advection-dispersion process lead to the formation of a heterogeneous system, which can be modeled using a fractional advection-dispersion equation, which generalizes the classical advection-dispersion equation and replaces the time derivative with the fractional Caputo derivative. Researchers use a variety of numerical techniques to study such fractional models, but the nonlocality of the derivative having fractional order leads to high computation complexity and complex calculations, so the task is to find an efficient technique that requires less computation and provides greater accuracy when numerically solving such models. A innovative techniques, homotopy perturbation method and new iteration method, are used in connection with the Elzaki transform to solve the “fractional advection-dispersion equation” which provides the solution in the convergent series form. When the homotopy perturbation method is used with the Elzaki transform, fast convergent series solutions can be obtained with less computation. By solving some cases of time-fractional advection-dispersion equation with varied initial conditions with the help of new iterative transform method and homotopy perturbation transform method demonstrates the usefulness of the proposed methods.

Applicability of the Time Fractional Derivative Model on Fickian and Non-Fickian Transport in the Single Fracture: An Experimental Investigation

The understanding of solute transport in rock fractures is of great importance in many engineering fields. In this study, two groups of experiments on artificial and natural single fractures with different fracture apertures and roughness were conducted to investigate the changes of solute transport regimes. The time fractional advection–dispersion equation (tFADE) as a promising model was applied to describe the anomalous transport. The performance of the classical advection-dispersion equation (ADE) and tFADE was compared according to the fitting precision of breakthrough curves (BTCs). The responses of the fitting parameters in the tFADE to the experimental conditions were also discussed. The results indicated that the non-Fickian transport more likely occurred in the short distance transport, and the larger Peclet number ( Pe ) led to the increase of the exponent of the power-law function in the phase of concentration decline. The tFADE was superior to ADE in capturing the non-Fickian transport especially the tailing behavior. The fractional order of time α in the tFADE was the key parameter to describe the anomalous transport process, and its responding mechanisms of were revealed: the best-fit α decreased with the increase of flow velocity and the decrease of the fracture aperture. The roughness of the single fracture which leads to a complex flow field had a significant effect on the best-fit α . The findings of this study can help for better understanding the effectiveness and physical significance of the tFADE.

Reference tracking problem for boundary controlled time fractional advection dispersion equation in the presence of disturbances

In this paper, the output regulation problem of the time fractional advection-dispersion equation is considered, in the presence of disturbances. A generalized backstepping method is designed to allow the output to track a desired trajectory by manipulating the system’s control input located at the boundary. In addition, the paper provides the fundamental solution of the considered problem and the proof of its uniqueness.

Three regularization methods for identifying the initial value of time fractional advection–dispersion equation

Three regularization methods for identifying the initial value of time fractional advection–dispersion equation

A novel finite difference based numerical approach for Modified Atangana- Baleanu Caputo derivative

<abstract><p>In this paper, a new approach is presented to investigate the time-fractional advection-dispersion equation that is extensively used to study transport processes. The present modified fractional derivative operator based on Atangana-Baleanu's definition of a derivative in the Caputo sense involves singular and non-local kernels. A numerical approximation of this new modified fractional operator is provided and applied to an advection-dispersion equation. Through Fourier analysis, it has been proved that the proposed scheme is unconditionally stable. Numerical examples are solved that validate the theoretical results presented in this paper and ensure the proficiency of the numerical scheme.</p></abstract>

Time fractional advection-dispersion model to study transportation of particles with time-memory for unsteady nonequilibrium suspension in open-channel turbulent flows

In this study, the effects of time-memory on the mixing and nonequilibrium transportation of particles in an unsteady turbulent flow are investigated. The memory effect of particles is captured through a time-fractional advection-dispersion equation rather than a traditional advection-dispersion equation. The time-fractional derivative is considered in Caputo sense which includes a power-law memory kernel that captures the power-law jumps of particles. The time-fractional model is solved using the Chebyshev collocation method. To make the solution procedure more robust three different kinds of Chebyshev polynomials are considered. The time-fractional derivative is approximated using the finite difference method at small time intervals and numerical solutions are obtained in terms of Chebyshev polynomials. The model solutions are compared with existing experimental data of traditional conditions and satisfactory results are obtained. Apart from this, the effects of time-memory are analyzed for bottom concentration and transient concentration distribution of particles. The results show that for uniform initial conditions, bottom concentration increases with time as the order of fractional derivative decreases. In the case of transient concentration, the value of concentration initially decreases when T < 1 and thereafter increases throughout the flow depth. The effects of time-memory are also analyzed under steady flow conditions. Results show that under steady conditions, transient concentration is more sensitive for linear, parabolic, and parabolic-constant models of sediment diffusivity rather than the constant model.

Recovering the aqueous concentration in a multi-layer porous media

In this paper, we consider an inverse problem for time-fractional advection-dispersion equation in a multi-layer composite medium. The main goal of our paper is to approximate the initial information, which is inaccessible for measurement, from the observation data at a certain point in second layer by constructing a regularized solution using a filter regularization method. Under appropriate regularity assumptions of the exact solution, we give convergence rate of the error between the reconstructed solution and the exact one. A numerical example is provided to illustrate the main results.

Fractional Derivative Modeling on Solute Non-Fickian Transport in a Single Vertical Fracture

Solute transport in a single vertical fracture (SVF) cannot be reliably described by the classical advection-dispersion equation (ADE) model, due to the heterogeneity nature of fracture. This study conducted a group of experiments to investigate chloride ion transport in the SVFs under different rough-walled conditions, and then applied a time fractional advection-dispersion equation (F-ADE) model to offer an accurate description. A comparison between F-ADE model and a classical ADE model in describing experimental data, was also carried out. Results show that the FADE model is better than the ADE model in describing the breakthrough curve and heavy-tail phenomenon of solute transport in the fracture. Especially in the experiments with lower flow rate and higher roughness fracture, the FADE model can offer an accurate description, indicating that it is a promising tool for characterizing solute transport heterogeneous vertical fracture.

Finite Difference/Finite Element Method for Tempered Time Fractional Advection–Dispersion Equation with Fast Evaluation of Caputo Derivative

In this paper, a class of fractional advection–dispersion equations with Caputo tempered fractional derivative are considered numerically. An efficient algorithm for the evaluation of Caputo tempered fractional derivative is proposed to sharply reduce the computational work and storage, and this is of great significance for large-scale problems. Based on the nonsmooth regularity assumptions, a semi-discrete form is obtained by finite difference method in time, and its stability and convergence are investigated. Then by finite element method, we derive the corresponding fully discrete scheme and discuss its convergence. At last, some numerical examples, based on different domains, are presented to demonstrate effectiveness of numerical schemes and confirm the theoretical analysis.

Applications of Laplace-Adomian decomposition method for solving time-fractional advection dispersion equation

In this paper, a space-time fractional partial differential equation, obtained from the standard partial differential equation by replacing the second order space-derivative by a fractional derivative of order β > 0 and the first order time-derivative by a fractional derivative of order α > 0 has been recently treated by a number of authors. A time fractional advection-dispersion equation is obtained from the standard advection-dispersion equation by replacing the first order derivative in time by a fractional derivative in time of order α (0 < α ≤ 1). In the present paper, the solution of the analytical dispersion equation is derived using Laplace-Adomian Decomposition Method (LADM). This method has higher convergences as the solutions both of fractional order and integral are obtained in the form of series. In this method the Caputo derivatives are used to define fractional order derivatives. To confirm validity of this method illustrative examples are given.

Transport of arsenic loaded by ferric humate colloid in saturated porous media

The transport behavior of arsenic (As(V)) loaded by ferric humate (HA-Fe) colloid, denoted as HA-Fe/As(V), moving in a saturated quartz sand column, was tested in the laboratory under varying pH values, ionic strengths, and HA and Fe(III) content. The time-fractional advection-dispersion equation (fADE) model was then employed to analyze the observed migration of HA-Fe/As(V). Results showed that the stability of the HA-Fe colloid exhibited an upward trend with an increasing pH and HA content. An increasing HA content led to a decrease in the particle size of the HA-Fe colloid. However, the effect of Fe(III) concentration on colloidal particle size exhibited the opposite phenomenon. The ability of the HA-Fe colloid to load As(V) gradually increased with the increase of the Fe(III) concentration. During the co-transport of the HA-Fe/As(V) colloid, transport of As(V) was promoted with increasing pH, increasing HA and Fe(III) content, and decreasing ionic strength in the saturated porous medium. The transport behavior of As(V) can be well fitted by the fADE model. The model analysis revealed that sub-diffusion of As(V) was weakened in the HA-Fe/As(V) colloid with high HA content. Sub-diffusion of As(V) in the low pH colloid was stronger than that of the high-pH colloid, and the molecular diffusion and mechanical dispersion were more weakened in the high-pH colloid than that of the low-pH colloid. When observing varying ionic strengths, As(V) exhibited stronger sub-diffusion in the HA-Fe/As(V) colloid with a higher ionic strength. As for the Fe(III) content, transport of As(V) was mainly affected by sub-diffusion in the HA-Fe/As(V) colloid with a low Fe(III) content. These findings provided direct and necessary insights into the effects of the HA-Fe colloid on the migration of As(V) throughout saturated porous media under different hydrochemical conditions found in natural environments.

An investigation on the fractional derivative model in characterizing sodium chloride transport in a single fracture⋆

Contaminant transport in a single fracture cannot be reliably captured by the classical advection-dispersion equation model, due to the heterogeneity nature of the fracture. This study applied a time fractional advection-dispersion equation (ADE) model to quantify chloride ion transport in a single fracture observed in the lab. We further explored the solute transport characteristics by comparing them with the simulation results using a classical ADE model and a space-time fractional ADE model. Comparison results show that the time fractional derivative model is better than the classical ADE model in describing the blocking process of solute transport in the fracture (the tailing phenomenon of the breakthrough curve or BTC). The space-time fractional ADE model is not needed to describe the observed BTC, because only time evolution of solute concentration is considered in this case. Experimental analysis also indicates that the order of the time fractional derivative increases with the fracture aperture, and sub-diffusion is enhanced by a slower flow velocity.

A numerical method for a time-fractional advection–dispersion equation with a nonlinear source term

In this paper we propose an implicit finite-difference scheme to approximate the solution of an initial-boundary value problem for a time-fractional advection–dispersion equation with variable coefficients and a nonlinear source term. The time fractional derivative is taken in the sense of Caputo. The method is unconditionally stable and convergent. Some numerical examples are included and the results confirm the theoretical analysis. One of the examples is the fractional Fisher equation of mathematical biology.

Comparison of Time Nonlocal Transport Models for Characterizing Non-Fickian Transport: From Mathematical Interpretation to Laboratory Application

Non-Fickian diffusion has been increasingly documented in hydrology and modeled by promising time nonlocal transport models. While previous studies showed that most of the time nonlocal models are identical with correlated parameters, fundamental challenges remain in real-world applications regarding model selection and parameter definition. This study compared three popular time nonlocal transport models, including the multi-rate mass transfer (MRMT) model, the continuous time random walk (CTRW) framework, and the tempered time fractional advection–dispersion equation (tt-fADE), by focusing on their physical interpretation and feasibility in capturing non-Fickian transport. Mathematical comparison showed that these models have both related parameters defining the memory function and other basic-transport parameters (i.e., velocity v and dispersion coefficient D) with different hydrogeologic interpretations. Laboratory column transport experiments and field tracer tests were then conducted, providing data for model applicability evaluation. Laboratory and field experiments exhibited breakthrough curves with non-Fickian characteristics, which were better represented by the tt-fADE and CTRW models than the traditional advection–dispersion equation. The best-fit velocity and dispersion coefficient, however, differ significantly between the tt-fADE and CTRW. Fitting exercises further revealed that the observed late-time breakthrough curves were heavier than the MRMT solutions with no more than two mass-exchange rates and lighter than the MRMT solutions with power-law distributed mass-exchange rates. Therefore, the time nonlocal models, where some parameters are correlated and exchangeable and the others have different values, differ mainly in their quantification of pre-asymptotic transport dynamics. In all models tested above, the tt-fADE model is attractive, considering its small fitting error and the reasonable velocity close to the measured flow rate.