Numerical Simulation for Solute Transport in Fractal Porous Media

A modified Fokker-Planck equation with continuous source for solute transport in fractal porous media is considered. The dispersion term of the governing equation uses a fractional-order derivative and the diffusion coefficient can be time and scale dependent. In this paper, numerical solution of the modified Fokker-Planck equation is proposed. The effects of different fractional orders and fractional power functions of time and distance are numerically investigated. The results show that motions with a heavy tailed marginal distribution can be modelled by equations that use fractional-order derivatives and/or time and scale dependent dispersivity

Numerical Investigation of a Two-Phase Nanofluid Model for Boundary Layer Flow Past a Variable Thickness Sheet

Abstract This paper investigates heat and mass transfer of nanofluid over a stretching sheet with variable thickness. The techniques of similarity transformation and homotopy analysis method are used to find solutions. Velocity, temperature, and concentration fields are examined with the variations of governing parameters. Local Nusselt number and Sherwood number are compared for different values of variable thickness parameter. The results show that there exists a critical value of thickness parameter β c (β c ≈0.7) where the Sherwood number achieves its maximum at the critical value β c . For β&gt;β c , the distribution of nanoparticle volume fraction decreases near the surface but exhibits an opposite trend far from the surface.</jats:p

Anomalous diffusion in rotating Casson fluid through a porous medium

This paper investigates the space-fractional anomalous diffusion in unsteady Casson fluid through a porous medium, based on an uncoupled continuous time random walk. The influences of binary chemical reaction and activation energy between two horizontal rotating parallel plates are taken into account. The governing equations of motion are reduced to a set of nonlinear differential equations by time derivatives discretization and generalized transformation, which are solved by bvp4c and implicit finite difference method (IFDM). Stability and convergence of IFDM are proved and some numerical comparisons to the previous study are presented with excellent agreement. The effects of involved physical parameters such as fractional derivative parameter, rotation parameter and time parameter are presented and analyzed through graphs. Results indicate that the increase of fractional derivative parameter triggers concentration increase near the lower plate, while it causes a reduction near the upper plate. It is worth mentioning that the decrease of heat transfer rate on the plate is observed with the higher time parameter.</p

Effects of fractional mass transfer and chemical reaction on MHD flow in a heterogeneous porous medium

This paper presents a study on space fractional anomalous convective-diffusion and chemical reaction in the magneto-hydrodynamic fluid over an unsteady stretching sheet. The fractional diffusion model is derived from decoupled continuous time random walks in a heterogeneous porous medium. A novel transformation which features time finite difference is introduced to reduce the governing equations into ordinary differential ones in each time level. Numerical solutions are established by an implicit finite difference scheme. The stability and convergence of the method are analyzed. Results show that increasing fractional derivative parameter enhances concentration near the surface while an opposite phenomenon occurs far away from the wall. There is a reduction of mass transfer rate on the sheet with an increase in the fractional derivative parameter. Moreover, the numerical solutions are compared with exact solutions and good agreement has been observed.</p

Parameter estimation for time-fractional Black-Scholes equation with S &P 500 index option

This paper aims to estimate the parameters of the time-fractional Black-Scholes (TFBS) partial differential equation with the Caputo fractional derivative by using the real option prices of the S &P 500 index options. First, the numerical solution is obtained by developing a high-order scheme with order () for the time discretisation. Some theoretical analyses such as stability and convergence are presented in order to verify the efficiency and accuracy of the proposed scheme. Secondly, we employ a modified hybrid Nelder-Mead simplex search and particle swarm optimization (MH-NMSS-PSO) to identify the fractional order and implied volatility of the TFBS equation, and explore the financial meanings of under extreme stock market conditions such as the Covid-19 and the 2008 global financial crisis. We analyse the values of and compare the mean squared errors of both the TFBS model and the BS model. Our empirical results show that may be regarded as a market fluctuation indicator for classifying financial environments, and the TFBS model is more capable of fitting real option data compared with the BS model, especially for put options during the economic downturn. In addition, we find and discuss an interesting relation between and from both the TFBS model and the BS model in three expressions, which could be an open problem for further research