Timothy J. Moroney

Stability and convergence of a finite volume method for the space fractional advection-dispersion equation

We consider the space fractional advection–dispersion equation, which is obtained from the classical advection–diffusion equation by replacing the spatial derivatives with a generalised derivative of fractional order. We derive a finite volume method that utilises fractionally-shifted Grunwald formulae for the discretisation of the fractional derivative, to numerically solve the equation on a finite domain with homogeneous Dirichlet boundary conditions. We prove that the method is stable and convergent when coupled with an implicit timestepping strategy. Results of numerical experiments are presented that support the theoretical analysis.

What is the apparent angle of a Kelvin ship wave pattern

While the half-angle which encloses a Kelvin ship wave pattern is commonly accepted to be 19.47 degrees, recent observations and calculations for sufficiently fast-moving ships suggest that the apparent wake angle decreases with ship speed. One explanation for this decrease in angle relies on the assumption that a ship cannot generate wavelengths much greater than its hull length. An alternative interpretation is that the wave pattern that is observed in practice is defined by the location of the highest peaks; for wakes created by sufficiently fast-moving objects, these highest peaks no longer lie on the outermost divergent waves, resulting in a smaller apparent angle. In this paper, we focus on the problems of free surface flow past a single submerged point source and past a submerged source doublet. In the linear version of these problems, we measure the apparent wake angle formed by the highest peaks, and observe the following three regimes: a small Froude number pattern, in which the divergent waves are not visible; standard wave patterns for which the maximum peaks occur on the outermost divergent waves; and a third regime in which the highest peaks form a V-shape with an angle much less than the Kelvin angle. For nonlinear flows, we demonstrate that nonlinearity has the effect of increasing the apparent wake angle so that some highly nonlinear solutions have apparent wake angles that are greater than Kelvins angle. For large Froude numbers, the effect on apparent wake angle can be more dramatic, with the possibility of strong nonlinearity shifting the wave pattern from the third regime to the second. We expect our nonlinear results will translate to other more complicated flow configurations, such as flow due to a steadily moving closed body such as a submarine.

A three-dimensional finite volume method based on radial basis functions for the accurate computational modelling of nonlinear diffusion equations

We investigate the effectiveness of a finite volume method incorporating radial basis functions for simulating nonlinear diffusion processes. Past work conducted in two dimensions is extended to produce a three-dimensional discretisation that employs radial basis functions (RBFs) as a means of local interpolation. When combined with Gaussian quadrature integration methods, the resulting finite volume discretisation leads to accurate numerical solutions without the need for very fine meshes, and the additional overheads they entail. The resulting nonlinear, algebraic system is solved efficiently using a Jacobian-free Newton-Krylov method. By employing the method as an extension of existing shape function-based approaches, the number of nonlinear iterations required to achieve convergence can be reduced while also permitting an effective preconditioning technique. Results highlight the improved accuracy offered by the new method when applied to three test problems. By successively refining the meshes, we are also able to demonstrate the increased order of the new method, when compared to a traditional shape function-based method. Comparing the resources required for both methods reveals that the new approach can be many times more efficient at producing a solution of a given accuracy.

Efficient solution of two-sided nonlinear space-fractional diffusion equations using fast Poisson preconditioners

Abstract We develop a fast Poisson preconditioner for the efficient numerical solution of a class of two-sided nonlinear space-fractional diffusion equations in one and two dimensions using the method of lines. Using the shifted Grunwald finite difference formulas to approximate the two-sided (i.e. the left and right Riemann–Liouville) fractional derivatives, the resulting semi-discrete nonlinear systems have dense Jacobian matrices owing to the non-local property of fractional derivatives. We employ a modern initial value problem solver utilising backward differentiation formulas and Jacobian-free Newton–Krylov methods to solve these systems. For efficient performance of the Jacobian-free Newton–Krylov method it is essential to apply an effective preconditioner to accelerate the convergence of the linear iterative solver. The key contribution of our work is to generalise the fast Poisson preconditioner, widely used for integer-order diffusion equations, so that it applies to the two-sided space-fractional diffusion equation. A number of numerical experiments are presented to demonstrate the effectiveness of the preconditioner and the overall solution strategy.

A banded preconditioner for the two-sided, nonlinear space-fractional diffusion equation

The method of lines is a standard method for advancing the solution of partial differential equations (PDEs) in time. In one sense, the method applies equally well to space-fractional PDEs as it does to integer-order PDEs. However, there is a significant challenge when solving space-fractional PDEs in this way, owing to the non-local nature of the fractional derivatives. Each equation in the resulting semi-discrete system involves contributions from every spatial node in the domain. This has important consequences for the efficiency of the numerical solver, especially when the system is large. First, the Jacobian matrix of the system is dense, and hence methods that avoid the need to form and factorise this matrix are preferred. Second, since the cost of evaluating the discrete equations is high, it is essential to minimise the number of evaluations required to advance the solution in time. In this paper, we show how an effective preconditioner is essential for improving the efficiency of the method of lines for solving a quite general two-sided, nonlinear space-fractional diffusion equation. A key contribution is to show, how to construct suitable banded approximations to the system Jacobian for preconditioning purposes that permit high orders and large stepsizes to be used in the temporal integration, without requiring dense matrices to be formed. The results of numerical experiments are presented that demonstrate the effectiveness of this approach.

Asymptotic and numerical results for a model of solvent-dependent drug diffusion through polymeric spheres

A model for drug diffusion from a spherical polymeric drug delivery device is considered. The model contains two key features. The first is that solvent diffuses into the polymer, which then transitions from a glassy to a rubbery state. The interface between the two states of polymer is modeled as a moving boundary, whose speed is governed by a kinetic law; the same moving boundary problem arises in the one-phase limit of a Stefan problem with kinetic undercooling. The second feature is that drug diffuses only through the rubbery region, with a nonlinear diffusion coefficient that depends on the concentration of solvent. We analyze the model using both formal asymptotics and numerical computation, the latter by applying a front-fixing scheme with a finite volume method. Previous results are extended and comparisons are made with linear models that work well under certain parameter regimes. Finally, a model for a multilayered drug delivery device is suggested, which allows for more flexible control of drug...

Jacobian-free Newton–Krylov methods with GPU acceleration for computing nonlinear ship wave patterns

Abstract The nonlinear problem of steady free-surface flow past a submerged source is considered as a case study for three-dimensional ship wave problems. Of particular interest is the distinctive wedge-shaped wave pattern that forms on the surface of the fluid. By reformulating the governing equations with a standard boundary-integral method, we derive a system of nonlinear algebraic equations that enforce a singular integro-differential equation at each midpoint on a two-dimensional mesh. Our contribution is to solve the system of equations with a Jacobian-free Newton–Krylov method together with a banded preconditioner that is carefully constructed with entries taken from the Jacobian of the linearised problem. Further, we are able to utilise graphics processing unit acceleration to significantly increase the grid refinement and decrease the run-time of our solutions in comparison to schemes that are presently employed in the literature. Our approach provides opportunities to explore the nonlinear features of three-dimensional ship wave patterns, such as the shape of steep waves close to their limiting configuration, in a manner that has been possible in the two-dimensional analogue for some time.

Including nonequilibrium interface kinetics in a continuum model for melting nanoscaled particles

The melting temperature of a nanoscaled particle is known to decrease as the curvature of the solid-melt interface increases. This relationship is most often modelled by a Gibbs–Thomson law, with the decrease in melting temperature proposed to be a product of the curvature of the solid-melt interface and the surface tension. Such a law must break down for sufficiently small particles, since the curvature becomes singular in the limit that the particle radius vanishes. Furthermore, the use of this law as a boundary condition for a Stefan-type continuum model is problematic because it leads to a physically unrealistic form of mathematical blow-up at a finite particle radius. By numerical simulation, we show that the inclusion of nonequilibrium interface kinetics in the Gibbs–Thomson law regularises the continuum model, so that the mathematical blow up is suppressed. As a result, the solution continues until complete melting, and the corresponding melting temperature remains finite for all time. The results of the adjusted model are consistent with experimental findings of abrupt melting of nanoscaled particles. This small-particle regime appears to be closely related to the problem of melting a superheated particle.

Wake angle for surface gravity waves on a finite depth fluid

Linear water wave theory suggests that wave patterns caused by a steadily moving disturbance are contained within a wedge whose half-angle depends on the depth-based Froude number FH. For the problem of flow past an axisymmetric pressure distribution in a finite-depth channel, we report on the apparent angle of the wake, which is the angle of maximum peaks. For moderately deep channels, the dependence of the apparent wake angle on the Froude number is very different to the wedge angle and varies smoothly as FH passes through the critical value FH = 1. For shallow water, the two angles tend to follow each other more closely, which leads to very large apparent wake angles for certain regimes.

A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices

The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction-diffusion equations with fractional Laplacian operators.We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton-Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.