Search results for: diffusion equation

Authors: Sachin Kumar

Abstract:

Fuzzy fractional diffusion equation is widely useful to depict different physical processes arising in physics, biology, and hydrology. The motive of this article is to deal with the fuzzy fractional diffusion equation. We study a mathematical model of fuzzy space-time fractional diffusion equation in which unknown function, coefficients, and initial-boundary conditions are fuzzy numbers. First, we find out a fuzzy operational matrix of Legendre polynomial of Caputo type fuzzy fractional derivative having a non-singular Mittag-Leffler kernel. The main advantages of this method are that it reduces the fuzzy fractional partial differential equation (FFPDE) to a system of fuzzy algebraic equations from which we can find the solution of the problem. The feasibility of our approach is shown by some numerical examples. Hence, our method is suitable to deal with FFPDE and has good accuracy.

Keywords: fractional PDE, fuzzy valued function, diffusion equation, Legendre polynomial, spectral method

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Authors: Shangerganesh Lingeshwaran

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In this presentation, we have performed numerical simulations for a reaction-diffusion equation with various nonlinear density-dependent diffusion operators and proliferation functions. The mathematical model represented by parabolic partial differential equation is considered to study the invasion of gliomas (the most common type of brain tumors) and to describe the growth of cancer cells and response to their treatment. The unknown quantity of the given reaction-diffusion equation is the density of cancer cells and the mathematical model based on the proliferation and migration of glioma cells. A standard Galerkin finite element method is used to perform the numerical simulations of the given model. Finally, important observations on the each of nonlinear diffusion functions and proliferation functions are presented with the help of computational results.

Keywords: glioma invasion, nonlinear diffusion, reaction-diffusion, finite eleament method

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Authors: Matheus Fernando Pereira, Varese Salvador Timoteo

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In this work, we have solved the two-dimensional advection-diffusion equation numerically for a spatially dependent solute dispersion along non-uniform flow with a pulse type source in order to make a systematic study on the influence of medium heterogeneity, initial flow velocity, and initial dispersion coefficient parameters on the solutions of the equation. The behavior of the solutions is then investigated as we change the three parameters independently. Our results show that even though the parameters represent different physical features of the system, the effect on their variation is very similar. We also observe that the effects caused by the parameters on the concentration depend on the distance from the source. Finally, our numerical results are in good agreement with the exact solutions for all values of the parameters we used in our analysis.

Keywords: advection-diffusion equation, dispersion, numerical methods, pulse-type source

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Authors: Kunpeng Wang, Hongchun, Wu, Liangzhi Cao, Chuanqi Zhao

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The distributions of homogeneous neutron flux within a node were expanded into a set of analytic basis functions which satisfy the diffusion equation at any point in a triangular-z node for each energy group, and nodes were coupled with each other with both the zero- and first-order partial neutron current moments across all the interfaces of the triangular prism at the same time. Based this method, a code TABFEN has been developed and applied to solve the neutron diffusion equation in a complicated geometry. In addition, after a series of numerical derivation, one can get the neutron adjoint diffusion equations in matrix form which is the same with the neutron diffusion equation; therefore, it can be solved by TABFEN, and the low-high scan strategy is adopted to improve the efficiency. Four benchmark problems are tested by this method to verify its feasibility, the results show good agreement with the references which demonstrates the efficiency and feasibility of this method.

Keywords: analytic basis function expansion method, arbitrary triangular-z node, adjoint neutron flux, complicated geometry

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Authors: Ali Safdari-Vaighani

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Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: basket option, jump diffusion, ‎radial basis function, RBF-PUM

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Authors: Raoul Ouambo Tobou, Alexis Kuitche, Marcel Edoun

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The FWM (Finite Window Method) is a new numerical meshfree technique for solving problems defined either in terms of PDEs (Partial Differential Equation) or by a set of conservation/equilibrium laws. The principle behind the FWM is that in such problem each element of the concerned domain is interacting with its neighbors and will always try to adapt to keep in equilibrium with respect to those neighbors. This leads to a very simple and robust problem solving scheme, well suited for transfer problems. In this work, we have applied the FWM to an unsteady scalar convection-diffusion equation. Despite its simplicity, it is well known that convection-diffusion problems can be challenging to be solved numerically, especially when convection is highly dominant. This has led researchers to set the scalar convection-diffusion equation as a benchmark one used to analyze and derive the required conditions or artifacts needed to numerically solve problems where convection and diffusion occur simultaneously. We have shown here that the standard FWM can be used to solve convection-diffusion equations in a robust manner as no adjustments (Upwinding or Artificial Diffusion addition) were required to obtain good results even for high Peclet numbers and coarse space and time steps. A comparison was performed between the FWM scheme and both a first order implicit Finite Volume Scheme (Upwind scheme) and a third order implicit Finite Volume Scheme (QUICK Scheme). The results of the comparison was that for equal space and time grid spacing, the FWM yields a much better precision than the used Finite Volume schemes, all having similar computational cost and conditioning number.

Keywords: Finite Window Method, Convection-Diffusion, Numerical Technique, Convergence

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Authors: Ilija Plecas, Dalibor Arbutina

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The leaching rate of 60Co from spent mix bead (anion and cation) exchange resins in a cement-bentonite matrix has been studied. Transport phenomena involved in the leaching of a radioactive material from a cement-bentonite matrix are investigated using three methods based on theoretical equations. These are: the diffusion equation for a plane source, an equation for diffusion coupled to a first order equation and an empirical method employing a polynomial equation. The results presented in this paper are from a 25-year mortar and concrete testing project that will influence the design choices for radioactive waste packaging for a future Serbian radioactive waste disposal center.

Keywords: cement, concrete, immobilization, leaching, permeability, radioactivity, waste

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Authors: Tudor Barbu

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We present a robust nonlinear parabolic partial differential equation (PDE)-based denoising scheme in this article. Our approach is based on a second-order anisotropic diffusion model that is described first. Then, a consistent and explicit numerical approximation algorithm is constructed for this continuous model by using the finite-difference method. Finally, our restoration experiments and method comparison, which prove the effectiveness of this proposed technique, are discussed in this paper.

Keywords: anisotropic diffusion, finite differences, image denoising and restoration, nonlinear PDE model, anisotropic diffusion, numerical approximation schemes

Procedia PDF Downloads 280

Authors: Kamel Al-Khaled

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Reaction-diffusion equations are commonly used in population biology to model the spread of biological species. In this paper, we propose a fractional reaction-diffusion equation, where the classical second derivative diffusion term is replaced by a fractional derivative of order less than two. Based on the symbolic computation system Mathematica, Adomian decomposition method, developed for fractional differential equations, is directly extended to derive explicit and numerical solutions of space fractional reaction-diffusion equations. The fractional derivative is described in the Caputo sense. Finally, the recent appearance of fractional reaction-diffusion equations as models in some fields such as cell biology, chemistry, physics, and finance, makes it necessary to apply the results reported here to some numerical examples.

Keywords: fractional partial differential equations, reaction-diffusion equations, adomian decomposition, biological species

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Authors: Ayan Chakraborty, BV. Rathish Kumar

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Off-late many models in viscoelasticity, signal processing or anomalous diffusion equations are formulated in fractional calculus. Tempered fractional calculus is the generalization of fractional calculus and in the last few years several important partial differential equations occurring in the different field of science have been reconsidered in this term like diffusion wave equations, Schr$\ddot{o}$dinger equation and so on. In the present paper, a time-dependent tempered fractional diffusion equation of order $\gamma \in (0,1)$ with forcing function is considered. Existence, uniqueness, stability, and regularity of the solution has been proved. Crank-Nicolson discretization is used in the time direction. B spline finite element approximation is implemented. Generally, B-splines basis are useful for representing the geometry of a finite element model, interfacing a finite element analysis program. By utilizing this technique a priori space-time estimate in finite element analysis has been derived and we proved that the convergent order is $\mathcal{O}(h²+T²)$ where $h$ is the space step size and $T$ is the time. A couple of numerical examples have been presented to confirm the accuracy of theoretical results. Finally, we conclude that the studied method is useful for solving tempered fractional diffusion equations.

Keywords: B-spline finite element, error estimates, Gronwall's lemma, stability, tempered fractional

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Authors: Adriano Valdes-Gomez, Francisco Javier Sevilla

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We devise a numerical algorithm to simulate the diffusion of a Brownian particle restricted to the surface of a three-dimensional sphere when the particle is under the effects of an external potential that is coupled linearly. It is obtained using elementary geometry, yet, it converges, in the weak sense, to the solutions to the Smoluchowski equation. Rotations on the sphere, which are the analogs of linear displacements in euclidean spaces, are calculated using algebraic operations and then by a proper scaling, which makes the algorithm efficient and quite simple, especially to what may be the short-time propagator approach. Our findings prove that the global effects of curvature are taken into account in both dynamic and stationary processes, and it is not restricted to work in configuration space, neither restricted to the overdamped limit. We have generalized it successfully to simulate the Kramers or the Ornstein-Uhlenbeck process, where it is necessary to work directly in phase space, and it may be adapted to other two dimensional surfaces with non-constant curvature.

Keywords: diffusion on the sphere, Fokker-Planck equation on the sphere, non equilibrium processes on the sphere, numerical methods for diffusion on the sphere

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Authors: Yusuf, S. I., Saba, A., Olaoye, D. O., Ibrahim J. A., Yahaya H. M., Jatto A. O

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Nuclear Magnetic Resonance (NMR) technology has been applied in several ways to provide vital information about petro-physical properties of reservoirs. However, due to the need to study the molecular behaviours of particles of the fluids in different restricted media, diffusion magnetic resonance equation is hereby applied in spherical coordinates and solved analytically using the method of separation of variables and solution of Legendre equation by Frobenius method. The viscous fluid considered in this research work is unused oil while the non-viscous fluid is water. The results obtained show that water begins to manifest appreciable change at radial adjustment value of 10 and Magnetization of 2.31191995400015x1014 and relaxes finally at 2.30x1014 at radial adjustment value of 1. On the other hand, unused engine oil begins to manifest its changes at radial adjustment value of 40 and Magnetization of 1.466557018x1014and relaxes finally at 1.48x1014 at radial adjustment value of 5.

Keywords: viscous and non-viscous fluid, restricted medium, relaxation times, coefficient of diffusion

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Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

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In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration-free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results are in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes. Semi-Lagrangian method, iteration-free method, nonlinear advection-diffusion equation, second-order backward difference formula

Keywords: Semi-Lagrangian method, iteration free method, nonlinear advection-diffusion equation, second-order backward difference formula

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Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati

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This paper presents a complete dynamic modeling of a membrane distillation process. The model contains two consistent dynamic models. A 2D advection-diffusion equation for modeling the whole process and a modified heat equation for modeling the membrane itself. The complete model describes the temperature diffusion phenomenon across the feed, membrane, permeate containers and boundary layers of the membrane. It gives an online and complete temperature profile for each point in the domain. It explains heat conduction and convection mechanisms that take place inside the process in terms of mathematical parameters, and justify process behavior during transient and steady state phases. The process is monitored for any sudden change in the performance at any instance of time. In addition, it assists maintaining production rates as desired, and gives recommendations during membrane fabrication stages. System performance and parameters can be optimized and controlled using this complete dynamic model. Evolution of membrane boundary temperature with time, vapor mass transfer along the process, and temperature difference between membrane boundary layers are depicted and included. Simulations were performed over the complete model with real membrane specifications. The plots show consistency between 2D advection-diffusion model and the expected behavior of the systems as well as literature. Evolution of heat inside the membrane starting from transient response till reaching steady state response for fixed and varying times is illustrated.

Keywords: membrane distillation, dynamical modeling, advection-diffusion equation, thermal equilibrium, heat equation

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Authors: Said Algarni

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The purpose of this study was to investigate selected numerical methods that demonstrate good performance in solving PDEs. We adapted alternative method that involve rational polynomials. Padé time stepping (PTS) method, which is highly stable for the purposes of the present application and is associated with lower computational costs, was applied. Furthermore, PTS was modified for our study which focused on diffusion equations. Numerical runs were conducted to obtain the optimal local error control threshold.

Keywords: Padé time stepping, finite difference, reaction diffusion equation, PDEs

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Authors: Yen-Ku Kuo, Chie-Bein Chen, Jyh-Yi Shih, Kuang-Yi Lin, Chien-Han Peng

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This study is primarily concerned with exploring what factors affect the consumer’s intention of using mobile phone e-book. In developing research structure, we adopted technology acceptance model (TAM) and Innovation Diffusion Theory (IDT) as a foundation. The analysis method of structural equation model (SEM) was used to carry out this study. Subjects were 261 users who are using or used the mobile phone e-book. The findings can be summed up as follows: (1) The subjective norm and job relevance has non-significant and positive influence to the perceived usefulness. This represents now the user are still in a small number and most of them used it in non-work related purpose. (2) The output quality, result demonstrability and perceived ease of use were confirmed to have positive and significant influence to the perceived usefulness. (3) The moderator “innovative diffusion” affects the relationship between the attitude and behavior intention. These findings could be a reference for the practice and future study to make further exploration.

Keywords: mobile phone e-book, technology acceptance model (TAM), innovation diffusion theory (IDT), structural equation model (SEM)

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Authors: Meng-Yu Lin, Wan-Ju Lee

Abstract:

Pore-water pressure, which mediates effective stress and shear strength at grain contacts, has a great influence on the motion of debris flow. The factors that control the diffusion of excess pore-water pressure play very important roles in the debris-flow motion. This research investigates these effects by solving the distribution of pore-water pressure numerically in an unsteady, surging motion of debris flow. The governing equations are the depth-averaged equations for the motion of debris-flow surges coupled with the one-dimensional diffusion equation for excess pore-water pressures. The pore-pressure diffusion equation is solved using a Fourier series, which may improve the accuracy of the solution. The motion of debris-flow surge is modelled using a Lagrangian particle method. From the computational results, the effects of pore-pressure diffusivities and the initial excess pore pressure on the formations of debris-flow surges are investigated. Computational results show that the presence of pore water can increase surge velocities and then changes the profiles of depth distribution. Due to the linear distribution of the vertical component of pore-water velocity, pore pressure dissipates rapidly near the bottom and forms a parabolic distribution in the vertical direction. Increases in the diffusivity of pore-water pressure cause the pore pressures decay more rapidly and then decrease the mobility of the surge.

Keywords: debris flow, diffusion, Lagrangian particle method, pore-pressure diffusivity, pore-water pressure

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Authors: Yaping Zhao

Abstract:

In the present study, the exact solutions for the steady response of quasi-linear systems under non-white wide-band random excitation are considered by means of the stochastic averaging method. The non linearity of the systems contains the power-law damping and the cross-product term of the power-law damping and displacement. The drift and diffusion coefficients of the Fokker-Planck-Kolmogorov (FPK) equation after averaging are obtained by a succinct approach. After solving the averaged FPK equation, the joint probability density function and the marginal probability density function in steady state are attained. In the process of resolving, the eigenvalue problem of ordinary differential equation is handled by integral equation method. Some new results are acquired and the novel method to deal with the problems in nonlinear random vibration is proposed.

Keywords: random vibration, stochastic averaging method, FPK equation, transition probability density

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Authors: Kritika Bansal, Akwinder Kaur, Shruti Gujral

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In this paper, the approach of denoising is solved by using a new hybrid technique which associates the different denoising methods. Wavelet thresholding and anisotropic diffusion filter are the two different filters in our hybrid techniques. The Wavelet thresholding removes the noise by removing the high frequency components with lesser edge preservation, whereas an anisotropic diffusion filters is based on partial differential equation, (PDE) to remove the speckle noise. This PDE approach is used to preserve the edges and provides better smoothing. So our new method proposes a combination of these two filtering methods which performs better results in terms of peak signal to noise ratio (PSNR), coefficient of correlation (COC) and equivalent no of looks (ENL).

Keywords: denoising, anisotropic diffusion filter, multiplicative noise, speckle, wavelets

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Authors: Michael Leo L. Dela Cruz, Khryslyn G. Arano, Eden May B. Dela Pena, Leslie Joy Diaz

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Arsenic adsorbents were continuously being researched to ease the detrimental impact of arsenic to human health. A comparative study on the adsorption mechanism of arsenic on iron modified nanoclays was undertaken. Iron intercalated montmorillonite (Fe-MMT) and montmorillonite supported zero-valent iron (ZVI-MMT) were the adsorbents investigated in this study. Fe-MMT was produced through ion-exchange by replacing the sodium intercalated ions in montmorillonite with iron (III) ions. The iron (III) in Fe-MMT was later reduced to zero valent iron producing ZVI-MMT. Adsorption study was performed by batch technique. Obtained data were fitted to intra-particle diffusion, pseudo-first order, and pseudo-second-order models and the Elovich equation to determine the kinetics of adsorption. The adsorption of arsenic on Fe-MMT followed the intra-particle diffusion model with intra-particle rate constant of 0.27 mg/g-min0.5. Arsenic was found to be chemically bound on ZVI-MMT as suggested by the pseudo-second order and Elovich equation. The derived pseudo-second order rate constant was 0.0027 g/mg-min with initial adsorption rate computed from the Elovich equation was 113 mg/g-min.

Keywords: adsorption mechanism, arsenic, montmorillonite, zero valent iron

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Authors: A. Seleem, M. Mortada, M. El-Morsi, M. Younan

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Diffusion stills have been effective in water desalination. The present work represents a model of the distillation process by using vertical single-effect diffusion stills. A semi-analytical model has been developed to model the process. A software computer code using Engineering Equation Solver EES software has been developed to solve the equations of the developed model. An experimental setup has been constructed, and used for the validation of the model. The model is also validated against former literature results. The results obtained from the present experimental test rig, and the data from the literature, have been compared with the results of the code to find its best range of validity. In addition, a parametric analysis of the system has been developed using the model to determine the effect of operating conditions on the system's performance. The dominant parameters that affect the productivity of the still are the hot plate temperature that ranges from (55-90 °C) and feed flow rate in range of (0.00694-0.0211 kg/m2-s).

Keywords: analytical model, solar distillation, sustainable water systems, vertical diffusion still

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Authors: Y. J. Song, Q. S. Xu, X. C. Wang, H. Wang, C. Q. Li

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The catalyst of copper oxide loaded on HZSM-5 was developed for nitrous oxide (N₂O) direct decomposition. The kinetic of nitrous oxide decomposition was studied for CuO/HZSM-5 catalyst prepared by incipient wetness impregnation method. The external and internal diffusion of catalytic reaction were considered in the investigation. Experiment results indicated that the external diffusion was basically eliminated when the reaction gas mixture gas hourly space velocity (GHSV) was higher than 9000h⁻¹ and the influence of the internal diffusion was negligible when the particle size of the catalyst CuO/HZSM-5 was small than 40-60 mesh. The experiment results showed that the kinetic of catalytic decomposition of N₂O was a first-order reaction and the activation energy and the pre-factor of the kinetic equation were 115.15kJ/mol and of 1.6×109, respectively.

Keywords: catalytic decomposition, CuO/HZSM-5, kinetic, nitrous oxide

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Authors: Mary Ann U. Baradi, Arnold R. Elepaño, Manuel Jose C. Regalado

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Aromatic rice has become popular and continues to command higher price than ordinary rice because of its distinctive scent that makes it special. Freshly harvested aromatic rice exhibits strong aromatic scent but decreases with time and conditions during storage. Of the many volatile compounds in aromatic rice, 2-acetyl-1-pyrroline (2AP) is a major compound that gives rice its popcorn-like aroma. The diffusion mechanism of 2AP in rice was investigated. Semi-empirical models explaining 2AP diffusion as affected by temperature and duration were developed. Storage time and temperature affected 2AP loss via diffusion. The amount of 2AP in rice decreased with time. Free 2AP, being volatile, is lost due to diffusion. Storage experiment indicated rapid 2AP loss during the first five weeks and subsequently leveled off afterwards; attaining level of starch bound 2AP. Decline of 2AP during storage followed exponential equation and exhibited four stages; i.e. the initial, second, third and final stage. Free 2AP is easily lost while bound 2AP is left, only to be released upon exposure to high temperature such as cooking. Both free and bound 2AP is found in endosperm while free 2AP is in the bran. Around 63–67% of total 2AP was lost in brown and milled rice of MS 6 paddy kept at ambient. Samples stored at higher temperature (27°C) recorded higher 2AP loss than those kept at lower temperature (15°C). The study should be able to guide processors in understanding and controlling parameters in storage to produce high quality rice.

Keywords: 2-acetyl-1-pyrroline, aromatic rice, diffusion mechanism, storage

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Authors: M. T. Ahn, J. H. Park, S. H. Park, S. H. Ha

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Diffusion bonding has been continuously studied. Temperature and pressure are the most important factors to increase the strength between diffusion bonded interfaces. Diffusion bonding is an important factor affecting the bonding strength of the lined pipe. The increase of the diffusion bonding force results in a high formability clad pipe. However, in the case of drawing, it is difficult to obtain a high pressure between materials due to a relatively small reduction in cross-section, and it is difficult to prevent elongation or to tear of material in hot drawing even if the reduction in the section is increased. In this paper, to increase the diffusion bonding force, we derive optimal temperature and pressure to suppress material stretching and realize precise thickness precision.

Keywords: diffusion bonding, temperature, pressure, drawing speed

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Authors: Asma A. Parlin, K. Nakamura, N. Watanabe, T. Komai

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Understanding the effective diffusion of benzene vapor in the soil-atmosphere interface is important as an intrusion of benzene into the atmosphere from the soil is largely driven by diffusion. To analyze the vertical one dimensional effective diffusion of benzene vapor in porous medium with high water content, diffusion experiments were conducted in soil columns using Andosol soil and Toyoura silica sand with different water content; for soil water content was from 0 to 30 wt.% and for sand it was from 0.06 to 10 wt.%. In soil, a linear relation was found between water content and effective diffusion coefficient while the effective diffusion coefficient didn’t change in the sand with increasing water. A numerical transport model following unsteady-state approaches based on Fick’s second law was used to match the required time for a steady state of the gas phase concentration profile of benzene to the experimentally measured concentration profile gas phase in the column. The result highlighted that both the water content and porosity might increase vertical diffusion of benzene vapor in soil.

Keywords: benzene vapor-phase, effective diffusion, subsurface soil medium, unsteady state

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Authors: Judith Stein, Elfriede Friedmann

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The injection of a drug into the vitreous body for the treatment of retinal diseases like wet aged-related macular degeneration (AMD) is the most common medical intervention worldwide. We develop mathematical models for drug transport in the vitreous body of a human eye to analyse the impact of different rheological models of the vitreous on drug distribution. In addition to the convection diffusion equation characterizing the drug spreading, we use porous media modeling for the healthy vitreous with a dense collagen network and include the steady permeating flow of the aqueous humor described by Darcy's law driven by a pressure drop. Additionally, the vitreous body in a healthy human eye behaves like a viscoelastic gel through the collagen fibers suspended in the network of hyaluronic acid and acts as a drug depot for the treatment of retinal diseases. In a completely liquefied vitreous, we couple the drug diffusion with the classical Navier-Stokes flow equations. We prove the global existence and uniqueness of the weak solution of the developed initial-boundary value problem describing the drug distribution in the healthy vitreous considering the permeating aqueous humor flow in the realistic three-dimensional setting. In particular, for the drug diffusion equation, results from the literature are extended from homogeneous Dirichlet boundary conditions to our mixed boundary conditions that describe the eye with the Galerkin's method using Cauchy-Schwarz inequality and trace theorem. Because there is only a small effective drug concentration range and higher concentrations may be toxic, the ability to model the drug transport could improve the therapy by considering patient individual differences and give a better understanding of the physiological and pathological processes in the vitreous.

Keywords: coupled PDE systems, drug diffusion, mixed boundary conditions, vitreous body

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Authors: Clarinda Vitorino Nhangumbe, Ercília Sousa

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Weather derivatives are financial products used to cover non catastrophic weather events with a weather index as the underlying asset. The rainfall weather derivative pricing model is modeled based in the assumption that the rainfall dynamics follows Ornstein-Uhlenbeck process, and the partial differential equation approach is used to derive the convection-diffusion two dimensional time dependent partial differential equation, where the spatial variables are the rainfall index and rainfall depth. To compute the approximation solutions of the partial differential equation, the appropriate boundary conditions are suggested, and an explicit numerical method is proposed in order to deal efficiently with the different choices of the coefficients involved in the equation. Being an explicit numerical method, it will be conditionally stable, then the stability region of the numerical method and the order of convergence are discussed. The model is tested for real precipitation data.

Keywords: finite differences method, ornstein-uhlenbeck process, partial differential equations approach, rainfall derivatives

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Authors: H. Oudira, A. Saifi

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The therapeutic utility of certain Auger emitters such as iodine-125 depends on their position within the cell nucleus . Or diagnostically, and to maintain as low as possible cell damage, it is preferable to have radionuclide localized outside the cell or at least the core. One solution to this problem is to consider markers capable of conveying anticancer drugs to the tumor site regardless of their location within the human body. The objective of this study is to simulate the impact of a complex such as bleomycin on single and double strand breaks in the DNA molecule. Indeed, this simulation consists of the following transactions: - Construction of BLM -Fe- DNA complex. - Simulation of the electron’s transport from the metastable state excitation of Fe 57 by the Monte Carlo method. - Treatment of chemical reactions in the considered environment by the diffusion equation. For physical, physico-chemical and finally chemical steps, the geometry of the complex is considered as a sphere of 50 nm centered on the binding site , and the mathematical method used is called step by step based on Monte Carlo codes.

Keywords: concentration, yield, radical species, bleomycin, excitation, DNA

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Authors: Alexander Norbach

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The script in this paper describes the use of advanced simulation environment using electronic systems (Microcontroller, Operational Amplifiers, and FPGA). The simulation may be used for all dynamic systems with the diffusion and the ionisation behaviour also. By additionally required observer structure, the system works with parallel real-time simulation based on diffusion model and the state-space representation for other dynamics. The proposed deposited model may be used for electrodynamic effects, including ionising effects and eddy current distribution also. With the script and proposed method, it is possible to calculate the spatial distribution of the electromagnetic fields in real-time. For further purpose, the spatial temperature distribution may be used also. With upon system, the uncertainties, unknown initial states and disturbances may be determined. This provides the estimation of the more precise system states for the required system, and additionally, the estimation of the ionising disturbances that occur due to radiation effects. The results have shown that a system can be also developed and adopted specifically for space systems with the real-time calculation of the radiation effects only. Electronic systems can take damage caused by impacts with charged particle flux in space or radiation environment. In order to be able to react to these processes, it must be calculated within a shorter time that ionising radiation and dose is present. All available sensors shall be used to observe the spatial distributions. By measured value of size and known location of the sensors, the entire distribution can be calculated retroactively or more accurately. With the formation, the type of ionisation and the direct effect to the systems and thus possible prevent processes can be activated up to the shutdown. The results show possibilities to perform more qualitative and faster simulations independent of kind of systems space-systems and radiation environment also. The paper gives additionally an overview of the diffusion effects and their mechanisms. For the modelling and derivation of equations, the extended current equation is used. The size K represents the proposed charge density drifting vector. The extended diffusion equation was derived and shows the quantising character and has similar law like the Klein-Gordon equation. These kinds of PDE's (Partial Differential Equations) are analytically solvable by giving initial distribution conditions (Cauchy problem) and boundary conditions (Dirichlet boundary condition). For a simpler structure, a transfer function for B- and E- fields was analytically calculated. With known discretised responses g₁(k·Ts) and g₂(k·Ts), the electric current or voltage may be calculated using a convolution; g₁ is the direct function and g₂ is a recursive function. The analytical results are good enough for calculation of fields with diffusion effects. Within the scope of this work, a proposed model of the consideration of the electromagnetic diffusion effects of arbitrary current 'waveforms' has been developed. The advantage of the proposed calculation of diffusion is the real-time capability, which is not really possible with the FEM programs available today. It makes sense in the further course of research to use these methods and to investigate them thoroughly.

Keywords: advanced observer, electrodynamics, systems, diffusion, partial differential equations, solver

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Authors: Himanshu Singh, Rishi Kant, Shantanu Bhattacharya

Abstract:

This paper adopts a top-down approach for mathematical modeling to predict the size reduction from micro to nano-scale through persistent etching. The process is simulated using a finite difference approach. Previously, various researchers have simulated the etching process for 1-D and 2-D substrates. It consists of two processes: 1) Convection-Diffusion in the etchant domain; 2) Chemical reaction at the surface of the particle. Since the process requires analysis along moving boundary, partial differential equations involved cannot be solved using conventional methods. In 1-D, this problem is very similar to Stefan's problem of moving ice-water boundary. A fixed grid method using finite volume method is very popular for modelling of etching on a one and two dimensional substrate. Other popular approaches include moving grid method and level set method. In this method, finite difference method was used to discretize the spherical diffusion equation. Due to symmetrical distribution of etchant, the angular terms in the equation can be neglected. Concentration is assumed to be constant at the outer boundary. At the particle boundary, the concentration of the etchant is assumed to be zero since the rate of reaction is much faster than rate of diffusion. The rate of reaction is proportional to the velocity of the moving boundary of the particle. Modelling of the above reaction was carried out using Matlab. The initial particle size was taken to be 50 microns. The density, molecular weight and diffusion coefficient of the substrate were taken as 2.1 gm/cm3, 60 and 10-5 cm2/s respectively. The etch-rate was found to decline initially and it gradually became constant at 0.02µ/s (1.2µ/min). The concentration profile was plotted along with space at different time intervals. Initially, a sudden drop is observed at the particle boundary due to high-etch rate. This change becomes more gradual with time due to declination of etch rate.

Keywords: particle size reduction, micromixer, FDM modelling, wet etching

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