Modulating Functions Based Algorithm for the Estimation of the Coefficients and Differentiation Order for a Space-Fractional Advection-Dispersion Equation

In this paper, a new method, based on the so-called modulating functions, is proposed to estimate average velocity, dispersion coefficient, and differentiation order in a space-fractional advection-dispersion equation, where the average velocity and the dispersion coefficient are space-varying. First, the average velocity and the dispersion coefficient are estimated by applying the modulating functions method, where the problem is transformed into a linear system of algebraic equations. Then, the modulating functions method combined with a Newton's iteration algorithm is applied to estimate the coefficients and the differentiation order simultaneously. The local convergence of the proposed method is proved. Numerical results are presented with noisy measurements to show the effectiveness and robustness of the proposed method. It is worth mentioning that this method can be extended to general fractional partial differential equations.

[1]  C. Kelley Iterative Methods for Linear and Nonlinear Equations , 1987 .

[2]  Hermann Brunner,et al.  Numerical simulations of 2D fractional subdiffusion problems , 2010, J. Comput. Phys..

[3]  Hongguang Sun,et al.  Use of a variable-index fractional-derivative model to capture transient dispersion in heterogeneous media. , 2014, Journal of contaminant hydrology.

[4]  T. Janiczek,et al.  Generalization of the modulating functions method into the fractional differential equations , 2010 .

[5]  Sridhar Ungarala,et al.  Batch scheme recursive parameter estimation of continuous-time systems using the modulating functions method , 1997, Autom..

[6]  Masahiro Yamamoto,et al.  Coefficient inverse problem for a fractional diffusion equation , 2013 .

[7]  Wen Chen,et al.  Boundary particle method for Laplace transformed time fractional diffusion equations , 2013, J. Comput. Phys..

[8]  Sridhar Ungarala,et al.  Time-varying system identification using modulating functions and spline models with application to bio-processes , 2000 .

[9]  William Rundell,et al.  An inverse problem for a one-dimensional time-fractional diffusion problem , 2012 .

[10]  Heinz A. Preisig,et al.  Theory and application of the modulating function method—I. Review and theory of the method and theory of the spline-type modulating functions , 1993 .

[11]  Sergei Fomin,et al.  Application of Fractional Differential Equations for Modeling the Anomalous Diffusion of Contaminant from Fracture into Porous Rock Matrix with Bordering Alteration Zone , 2010 .

[12]  F. Mainardi The fundamental solutions for the fractional diffusion-wave equation , 1996 .

[13]  Xianzheng Jia,et al.  Numerical inversions of a source term in the FADE with a Dirichlet boundary condition using final observations , 2011, Comput. Math. Appl..

[14]  T. Kaczorek,et al.  Fractional Differential Equations , 2015 .

[15]  Olivier Gibaru,et al.  Identification of fractional order systems using modulating functions method , 2013, 2013 American Control Conference.

[16]  D. Benson,et al.  Eulerian derivation of the fractional advection-dispersion equation. , 2001, Journal of contaminant hydrology.

[17]  Huiling Li,et al.  Numerical Identification of Multiparameters in the Space Fractional Advection Dispersion Equation by Final Observations , 2012, J. Appl. Math..

[18]  Wen Chen,et al.  A coupled method for inverse source problem of spatial fractional anomalous diffusion equations , 2010 .

[19]  Y. C. Hon,et al.  An inverse problem for fractional diffusion equation in 2-dimensional case: Stability analysis and regularization , 2012 .

[20]  D. S. Ivaschenko,et al.  Numerical methods for solving inverse problems for time fractional diffusion equation with variable coefficient , 2009 .

[21]  Rina Schumer,et al.  Fractional advection‐dispersion equations for modeling transport at the Earth surface , 2009 .

[22]  Mehdi Karrari,et al.  System identification of two-dimensional continuous-time systems using wavelets as modulating functions. , 2008, ISA transactions.

[23]  Arvet Pedas,et al.  Numerical solution of nonlinear fractional differential equations by spline collocation methods , 2014, J. Comput. Appl. Math..

[24]  A. Bondarenko,et al.  Generalized Sommerfeld problem for time fractional diffusion equation: analytical and numerical approach , 2009 .

[25]  Marvin Shinbrot On the analysis of linear and nonlinear dynamical systems from transient-response data , 1954 .

[26]  Taous-Meriem Laleg-Kirati,et al.  Robust fractional order differentiators using generalized modulating functions method , 2015, Signal Process..

[27]  William Rundell,et al.  The determination of an unknown boundary condition in a fractional diffusion equation , 2013 .

[28]  Giuseppe Fedele,et al.  A recursive scheme for frequency estimation using the modulating functions method , 2010, Appl. Math. Comput..

[29]  Olivier Gibaru,et al.  Non-asymptotic state estimation for a class of linear time-varying systems with unknown inputs , 2014 .

[30]  Olivier Gibaru,et al.  Parameters estimation of a noisy sinusoidal signal with time-varying amplitude , 2011, 2011 19th Mediterranean Conference on Control & Automation (MED).