comments on non linear formulations for travelling string and beam problems abstract kinematic aspects of non linear travelling structure problems are reviewed and clarified in this paper the description of the motion of a structure can be based on two different formulations eulerian or mixed eulerian lagrangian the mixed formulation leads to simpler equations but it requires comprehensive restrictions these restrictions and the formulation itself are considered and explained the inertia terms of the equations of motion are derived and are shown to be the same as those in the earlier papers

a second order accurate numerical approximation for the fractional diffusion equation fractional order diffusion equations are generalizations of classical diffusion equations treating super diffusive flow processes in this paper we examine a practical numerical method which is second order accurate in time and in space to solve a class of initial boundary value fractional diffusive equations with variable coefficients on a finite domain an approach based on the classical crank nicholson method combined with spatial extrapolation is used to obtain temporally and spatially second order accurate numerical estimates stability consistency and therefore convergence of the method are examined it is shown that the fractional crank nicholson method based on the shifted grunwald formula is unconditionally stable a numerical example is presented and compared with the exact analytical solution for its order of convergence

subordinated advection dispersion equation for contaminant transport a mathematical method called subordination broadens the applicability of the classical advection dispersion equation for contaminant transport in this method the time variable is randomized to represent the operational time experienced by different particles in a highly heterogeneous aquifer the operational time captures the fractal properties of the medium this leads to a simple parsimonious model of contaminant transport that exhibits many of the features heavy tails skewness and non fickian growth rate typically seen in real aquifers we employ a stable subordinator that derives from physical models of anomalous diffusion involving fractional derivatives applied to a one dimensional approximation of the made 2 data set the model shows excellent agreement

numerical solution of the space fractional fokker planck equation the traditional second order fokker planck equation may not adequately describe the movement of solute in an aquifer because of large deviation from the dynamics of brownian motion densities of stable type have been used to describe the probability distribution of these motions the resulting governing equation of these motions is similar to the traditional fokker planck equation except that the order of the highest derivative is fractional in this paper a space fractional fokker planck equation sffpe with instantaneous source is considered a numerical scheme for solving sffpe is presented using the riemann liouville and grunwald letnikov definitions of fractional derivatives the sffpe is transformed into a system of ordinary differential equations ode then the ode system is solved by a method of lines numerical results for sffpe with a constant diffusion coefficient are evaluated for comparison with the known analytical solution the numerical approximation of sffpe with a time dependent diffusion coefficient is also used to simulate levy motion with stable densities we will show that the numerical method of sffpe is able to more accurately model these heavy tailed motions

numerical methods for the solution of partial differential equations of fractional order anomalous diffusion is a possible mechanism underlying plasma transport in magnetically confined plasmas to model this transport mechanism fractional order space derivative operators can be used here the numerical properties of partial differential equations of fractional order 1 2 are studied two numerical schemes an explicit and a semi implicit one are used in solving these equations two different discretization methods of the fractional derivative operator have also been used the accuracy and stability of these methods are investigated for several standard types of problems involving partial differential equations of fractional order

fractional calculus and continuous time finance in this paper we present a rather general phenomenological theory of tick by tick dynamics in financial markets many well known aspects such as the levy scaling form follow as particular cases of the theory the theory fully takes into account the non markovian and non local character of financial time series predictions on the long time behaviour of the waiting time probability density are presented finally a general scaling form is given based on the solution of the fractional diffusion equation

the complexity of gentzen systems for propositional logic abstract examples are given of valid sequents of classical propositional logic involving only the biconditional which require exponentially long proofs in a cut free gentzen system the sequents have polynomial size proofs if the cut rule is allowed

numerical methods for solving a two dimensional variable order anomalous subdiffusion equation australian research council dp0559807 dp0986766 national natural science foundation of china 10271098 natural science foundation of fujian province 2009j01014

finite difference methods for two dimensional fractional dispersion equation fractional order partial differential equations as generalizations of classical integer order partial differential equations are increasingly used to model problems in fluid flow finance and other areas of application in this paper we discuss a practical alternating directions implicit method to solve a class of two dimensional initial boundary value fractional partial differential equations with variable coefficients on a finite domain first order consistency unconditional stability and therefore first order convergence of the method are proven using a novel shifted version of the classical grunwald finite difference approximation for the fractional derivatives a numerical example with known exact solution is also presented and the behavior of the error is examined to verify the order of convergence

the proof complexity of analytic and clausal tableaux it is widely believed that a family n of unsatisable formulae proposed by cook and reckhow in their landmark paper proc acm symp on theory of computing 1974 can be used to give a lower bound of 2 2 n on the proof size with analytic tableaux this claim plays a key role in the proof that tableaux cannot polynomially simulate tree resolution we exhibit an analytic tableau proof for n for whose size we prove an upper bound of o 2 n 2 which although not polynomial in the size o 2 n of the input formula is exponentially shorter than the claimed lower bound an analysis of the proofs published in the literature reveals that the pitfall is the blurring of n ary clausal and binary versions of tableaux a consequence of this analysis is that a second widely held belief falls too clausal tableaux are not just a more ecient notational variant of analytic tableaux for formulae in clausal normal form indeed clausal tableaux and thus model elimination without lemmaizing cannot polynomially simulate analytic tableaux c 2000 elsevier science b v all rights reserved

a second order accurate numerical method for the two dimensional fractional diffusion equation spatially fractional order diffusion equations are generalizations of classical diffusion equations which are used in modeling practical superdiffusive problems in fluid flow finance and others in this paper we present an accurate and efficient numerical method to solve a fractional superdiffusive differential equation this numerical method combines the alternating directions implicit adi approach with a crank nicolson discretization and a richardson extrapolation to obtain an unconditionally stable second order accurate finite difference method the stability and the consistency of the method are established numerical solutions for an example super diffusion equation with a known analytic solution are obtained and the behavior of the errors are analyzed to demonstrate the order of convergence of the method

tractability of cut free gentzen type propositional calculus with permutation inference ii in arai 1996 we introduced a new inference rule called permutation to propositional calculus and showed that cut free gentzen system lk gcnf with permutation 1 satisfies the feasible subformula property and 2 proves pigeonhole principle and k equipartition polynomially in this paper we survey more properties of our system first we prove that cut free lk permutation has polynomial size proofs for nonunique endnode principle bondy s theorem second we remark the fact that permutation inference has an advantage over renaming inference in automated theorem proving since gcnf renaming does not always satisfy the feasible subformula property finally we discuss on the relative efficiency of our system vs frege systems and show that frege polynomially simulates gcnf renaming if and only if frege polynomially simulates extended frege

a finite volume method for two dimensional riemann liouville space fractional diffusion equation and its efficient implementation abstract we develop a finite volume method based on crank nicolson time discretization for the two dimensional nonsymmetric riemann liouville space fractional diffusion equation stability and convergence are then carefully discussed we prove that the finite volume scheme is unconditionally stable and convergent with second order accuracy in time and min 1 1 order in space with respect to a weighted discrete norm here 0 1 are the space fractional order indexes in x and y directions respectively furthermore we rewrite the finite volume scheme into a matrix form and develop a matrix free preconditioned fast krylov subspace iterative method which only requires storage of o n and computational cost of o n log n per iteration without losing any accuracy compared to the direct gaussian elimination method here n is the total number of spatial unknowns consequently the fast finite volume method is particularly suitable for large scale modeling and simulation numerical experiments verify the theoretical results and show strong potential of the fast method

finite difference approximations for fractional advection dispersion flow equations fractional advection dispersion equations are used in groundwater hydrology to model the transport of passive tracers carried by fluid flow in a porous medium in this paper we develop practical numerical methods to solve one dimensional fractional advection dispersion equations with variable coefficients on a finite domain the practical application of these results is illustrated by modeling a radial flow problem use of the fractional derivative allows the model equations to capture the early arrival of tracer observed at a field site

multiscaling fractional advection dispersion equations and their solutions 1 the multiscaling fractional advection dispersion equation ade is a multidimensional model of solute transport that encompasses linear advection fickian dispersion and super fickian dispersion the super fickian term in these equations has a fractional derivative of matrix order that describes unique plume scaling rates in different directions the directions need not be orthogonal so the model can be applied to irregular noncontinuum fracture networks the statistical model underlying multiscaling fractional dispersion is a continuous time random walk ctrw in which particles have arbitrary jump length distributions and finite mean waiting time distributions the meaning of the parameters in a compound poisson process a subset of ctrws is used to develop a physical interpretation of the equation variables the green s function solutions are the densities of operator stable probability distributions the limit distributions of normalized sums of independent and identically distributed random vectors these densities can be skewed heavy tailed and scale nonlinearly resembling solute plumes in granular aquifers they can also have fingers in any direction resembling transport along discrete pathways such as fractures

preconditioned iterative methods for space time fractional advection diffusion equations in this paper we propose practical numerical methods for solving a class of initial boundary value problems of space time fractional advection diffusion equations first we propose an implicit method based on two sided grunwald formulae and discuss its stability and consistency then we develop the preconditioned generalized minimal residual preconditioned gmres method and preconditioned conjugate gradient normal residual preconditioned cgnr method with easily constructed preconditioners importantly because resulting systems are toeplitz like fast fourier transform can be applied to significantly reduce the computational cost we perform numerical experiments to demonstrate the efficiency of our preconditioners even in cases with variable coefficients

algorithms for the fractional calculus a selection of numerical methods many recently developed models in areas like viscoelasticity electrochemistry diffusion processes etc are formulated in terms of derivatives and integrals of fractional non integer order in this paper we present a collection of numerical algorithms for the solution of the various problems arising in this context we believe that this will give the engineer the necessary tools required to work with fractional models in an efficient way

an explicit finite difference method and a new von neumann type stability analysis for fractional diffusion equations a numerical method for solving the fractional diffusion equation which could also be easily extended to other fractional partial differential equations is considered in this paper we combine the forward time centered space ftcs method well known for the numerical integration of ordinary diffusion equations with the grunwald letnikov discretization of the riemann liouville derivative to obtain an explicit ftcs scheme for solving the fractional diffusion equation the stability analysis of this scheme is carried out by means of a powerful and simple new procedure close to the well known von neumann method for nonfractional partial differential equations the analytical stability bounds are in excellent agreement with numerical test a comparison between exact analytical solutions and numerical predictions is made

multidimensional advection and fractional dispersion extension of the fractional diffusion equation to two or three dimensions is not as simple as extension of the second order equation this is revealed by the solutions of the equations unlike the gaussian the most general stable vector cannot be generated with an atomistic measure on the coordinate axes a random combination of maximally skewed stable variables on the unit sphere generates a stable vector that is a general model of a diffusing particle subsets are symmetric stable vectors that have previously appeared in the literature and the well known multidimensional brownian motion a multidimensional fractional differential operator is defined in the process

operator levy motion and multiscaling anomalous diffusion the long term limit motions of individual heavy tailed power law particle jumps that characterize anomalous diffusion may have different scaling rates in different directions operator stable motions y t tg 0 are limits of d dimensional random jumps that are scale invariant according to c h y t y mathrm ct where h is a d ifmmode times else texttimes fi d matrix the eigenvalues of the matrix have real parts 1 ensuremath alpha j with each positive ensuremath alpha j l 2 in each of the j principle directions the random motion has a different fickian or super fickian diffusion dispersion rate proportional to t 1 ensuremath alpha j these motions have a governing equation with a spatial dispersion operator that is a mixture of fractional derivatives of different order in different directions subsets of the generalized fractional operator include i a fractional laplacian with a single order ensuremath alpha and a general directional mixing measure m ensuremath theta and ii a fractional laplacian with uniform mixing measure the riesz potential the motivation for the generalized dispersion is the observation that tracers in natural aquifers scale at different super fickian rates in the directions parallel and perpendicular to mean flow

spectral direction splitting methods for two dimensional space fractional diffusion equations a numerical method for a kind of time dependent two dimensional two sided space fractional diffusion equations is developed in this paper the proposed method combines a time scheme based on direction splitting approaches and a spectral method for the spatial discretization the direction splitting approach renders the underlying two dimensional equation into a set of one dimensional space fractional diffusion equations at each time step then these one dimensional equations are solved by using the spectral method based on weak formulations a time error estimate is derived for the semi discrete solution and the unconditional stability of the fully discretized scheme is proved some numerical examples are presented to validate the proposed method

fractional advection dispersion equation a classical mass balance with convolution fickian flux the classical form of the partial differential equation governing advective dispersive transport of a solute in idealized porous media is the advection dispersion equation ade this equation is built on a fickian constitutive theory that gives the local dispersive flux as the inner product of a constant dispersion tensor and the spatial gradient of the solute concentration over the past decade investigators in subsurface transport have been increasingly focused on anomalous i e non fickian dispersion in natural geologic formations it has been recognized that this phenomenon involves spatial and possibly temporal nonlocality in the constitutive theory describing the dispersive flux most recently several researchers have modeled anomalous dispersion using a constitutive theory that relies on fractional as opposed to integer derivatives of the concentration field the resulting ade itself is expressed in terms of fractional derivatives and they are described as fractional ades here we show that the fractional ade is obtained as a special case of the authors convolution fickian nonlocal ade cushman and ginn 1993 to obtain the fractional ade from the convolution fickian model requires only a judicial choice of the wave vector and frequency dependent dispersion tensor

computational aspects of fem approximation of fractional advection dispersion equations on bounded domains in r 2 in this paper we investigate the numerical approximation of the variational solution to the fractional advection dispersion equation fade on bounded domains in r2 more specifically we investigate the computational aspects of the galerkin approximation using continuous piecewise polynomial basis functions on a regular triangulation of the domain the computational challenges of approximating the solution to fractional differential equations using the finite element method stem from the fact that a fractional differential operator is a non local operator several numerical examples are given which demonstrate approximations to fades

fourth order compact scheme for space fractional advection diffusion reaction equations with variable coefficients abstract in this work a new fourth order compact approximation is derived for riemann liouville space fractional derivatives modified wave numbers are obtained for various approximations of fractional derivatives considering these modified wave numbers fourier analysis of differencing errors is presented to quantify the resolution characteristics of various approximations a novel fourth order compact scheme is developed for space fractional advection diffusion reaction equations with variable coefficients in one and two dimensions in the proposed compact scheme the second derivative approximation of unknowns is approximated using the value of these unknowns and their first derivative approximations this splitting of second derivative approximations allows us to obtain a similar system of linear equations as in zhao and tian 2017 which presents only second order accurate finite difference method for advection diffusion reaction equations in one dimension the stability of the proposed compact scheme is demonstrated numerically furthermore the proposed compact scheme is employed to space fractional black scholes equation for pricing european options as an application of fractional derivatives in mathematical finance numerical illustrations are presented to validate the theoretical claims

a generalized treatment of the energetics of translating continua part i strings and second order tensioned pipes the energetics of translating one dimensional uniform strings and highly tensioned pipes with vanishing bending stiffness and flowing fluid are analyzed for fixed free and damped boundary conditions the interaction between the translating continua and the boundary supports causes energy transfer at a fixed boundary the transverse component of tension does work and the coriolis forces at a free end cause energy flux into the second order continuum under a symmetric boundary configuration the total energy of free oscillation varies periodically at the fundamental natural frequency asymmetric boundary supports in the pipe fluid system lead to damped or self excited motions at a viscously damped boundary the condition for maximal energy dissipation the destabilizing effect of dissipation and the stabilizing effect of negative damping are examined analytically using travelling wave solutions the energies transferred at the different boundary supports are quantified by energy reflection coefficients which are determined completely by the boundary conditions numerical simulations verify the analytically predicted energy variations

principal parametric resonance of axially accelerating viscoelastic strings with an integral constitutive law the steady state transverse responses and the stability of an axially accelerating viscoelastic string are investigated the governing equation is derived from the eulerian equation of motion of a continuum which leads to the mote model for transverse motion the kirchhoff model is derived from the mote model by replacing the tension with the averaged tension over the string the method of multiple scales is applied to the two models in the case of principal parametric resonance closed form expressions of the amplitudes and the existence conditions of steady state periodical responses are presented the lyapunov linearized stability theory is employed to demonstrate that the first second non trivial steady state response is always stable unstable numerical calculations show that the two models are qualitatively the same but quantitatively different numerical results are also presented to highlight the effects of the mean axial speed the axial speed fluctuation amplitude and the viscoelastic parameters

a conserved quantity and the stability of axially moving nonlinear beams free nonlinear transverse vibration is investigated for an axially moving beam modeled by an integro partial differential equation based on the equation a conserved quantity is defined and confirmed for axially moving beams with pinned or clamped ends the conserved quantity is applied to demonstrate the lyapunov stability of the straight equilibrium configuration in transverse nonlinear of beam with a low axial speed

application of a fractional advection dispersion equation abstract a transport equation that uses fractional order dispersion derivatives hasfundamental solutions that are le vy s a stable densities these densities represent plumesthat spread proportional to time 1 a have heavy tails and incorporate any degree ofskewness the equation is parsimonious since the dispersion parameter is not a functionof time or distance the scaling behavior of plumes that undergo le vy motion isaccounted for by the fractional derivative a laboratory tracer test is described by adispersion term of order 1 55 while the cape cod bromide plume is modeled by anequation of order 1 65 to 1 8 1 introduction anomalous or non fickian dispersion has been an activearea of research in the physics community since the introduc tion of continuous time random walks ctrw by montrolland weiss 1965 these random walks extended the predictivecapability of models built on the stochastic process of brown ian motion which is the basis for the classical advection dispersion equation ade the ctrw assign a joint space time distribution called the transition density to individualparticle motions when the tails are heavy enough i e powerlaw non fickian dispersion results for all time scales andspace scales

exp time tableaux for alc abstract the last years have seen two major advances in knowledge representation and reasoning first many interesting problems ranging from semi structured data to linguistics were shown to be expressible in logics whose main deductive problems are exptime complete second experiments in automated reasoning have substantially broadened the meaning of practical tractability instances of realistic size for pspace complete problems are now within reach for implemented systems still there is a gap between the reasoning services needed by the expressive logics mentioned above and those provided by the current systems indeed the algorithms based on tree automata which are used to prove exptime completeness require exponential time and space even in simple cases on the other hand current algorithms based on tableau methods can take advantage of such cases but require double exponential time in the worst case we propose a tableau calculus for the description logic alc for checking the satisfiability of a concept with respect to a tbox with general axioms and transform it into the first simple tableau based decision procedure working in single exponential time to guarantee the ease of implementation we also discuss the effects that optimizations propositional backjumping simplification semantic branching etc might have on our complexity result and introduce a few optimizations ourselves

the intractability of resolution abstract we prove that for infinitely many disjunctive normal form propositional calculus tautologies the length of the shortest resolution proof of cannot be bounded by any polynomial of the length of the tautologies we use were introduced by cook and reckhow 1979 and encode the pigeonhole principle extended resolution can furnish polynomial length proofs of these formulas

on using random walks to solve the space fractional advection dispersion equations the solution of space fractional advection dispersion equations fade by random walks depends on the analogy between the fade and the forward equation for the associated markov process the forward equation which provides a lagrangian description of particles moving under specific markov processes is derived here by the adjoint method the fade however provides an eulerian description of solute fluxes there are two forms of the fade based on fractional flux ff ade and fractional divergence fd ade the ff ade is derived by taking the integer order mass conservation of non local diffusive flux while the fd ade is derived by taking the fractional order mass conservation of local diffusive flux the analogy between the fade and the forward equation depends on which form of the fade is used and on the spatial variability of the dispersion coefficient d in the fade if d does not vary in space then the fades can be solved by tracking particles following a markov process with a simple drift and an stable levy noise with index that corresponds to the fractional order of the fade if d varies smoothly in space and the solute concentration at the upstream boundary remains zero the fd ade can be solved by simulating a markov process with a simple drift an stable levy noise and an additional term with the dispersion gradient and an additional levy noise of order 1 however a non markov process might be needed to solve the ff ade with a space dependent d except for specific d such as a linear function of space

a proper hierarchy of propositional sequent calculi abstract it is known that lk a system of propositional sequent calculus without a cut rule written in tree form does not p simulate lk with a full cut rule written in tree form 1 6 it is also known that lk with a full cut rule in tree form p simulates lk in dag form in this paper we show that lk in tree form with a cut rule where the complexity of cut formulas is bounded by k 1 has an exponential speed up over the one bounded by k we also show that lk in tree form with a bounded complexity cut rule does not polynomially simulate cut free lk in dag form

the restaurant at the end of the random walk recent developments in the description of anomalous transport by fractional dynamics fractional dynamics has experienced a firm upswing during the past few years having been forged into a mature framework in the theory of stochastic processes a large number of research papers developing fractional dynamics further or applying it to various systems have appeared since our first review article on the fractional fokker planck equation metzler r and klafter j 2000a phys rep 339 1 77 it therefore appears timely to put these new works in a cohesive perspective in this review we cover both the theoretical modelling of sub and superdiffusive processes placing emphasis on superdiffusion and the discussion of applications such as the correct formulation of boundary value problems to obtain the first passage time density function we also discuss extensively the occurrence of anomalous dynamics in various fields ranging from nanoscale over biological to geophysical and environmental systems

fractional calculus and continuous time finance ii the waiting time distribution we complement the theory of tick by tick dynamics of financial markets based on a continuous time random walk ctrw model recently proposed by scalas et al 4 and we point out its consistency with the behaviour observed in the waiting time distribution for bund future prices traded at liffe london

the energetics and the stability of axially moving kirchhoff strings l the energetics and the stability of free transverse vibration of an axially moving string are investigated based on the kirchhoff nonlinear model the model is derived in a physically meaningful manner the time rate of the total mechanical energy associated with the vibration is calculated to show that the energy is not conserved it is proved that there exists a conserved quantity that remains a constant during the nonlinear vibration the conserved quantity is applied to verify the lyapunov stability of the axially moving kirchhoff string