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Calculating the mean exit time (MET) for models of diffusion is a classical problem in statistical physics, with various applications in biophysics, economics and heat and mass transfer. While many exact results for MET are known for diffusion in simple geometries involving homogeneous materials, calculating MET for diffusion in realistic geometries involving heterogeneous materials is typically limited to repeated stochastic simulations or numerical solutions of the associated boundary value problem (BVP). In this work we derive exact solutions for the MET in irregular annular domains, including some applications where diffusion occurs in heterogenous media. These solutions are obtained by taking the exact results for MET in an annulus, and then constructing various perturbation solutions to account for the irregular geometries involved. These solutions, with a range of boundary conditions, are implemented symbolically and compare very well with averaged data from repeated stochastic simulations and with numerical solutions of the associated BVP. Software to implement the exact solutions is available at https://github.com/ProfMJSimpson/Exit_time., 18 pages, 6 figures, accepted version

Motivated by practical applications in heat conduction and contaminant transport, we consider heat and mass diffusion across a perturbed interface separating two finite regions of distinct diffusivity. Under the assumption of continuity of the solution and diffusive flux at the interface, we use perturbation theory to develop an asymptotic expansion of the solution valid for small perturbations. Each term in the asymptotic expansion satisfies an initial-boundary value problem on the unperturbed domain subject to interface conditions depending on the previously determined terms in the asymptotic expansion. Demonstration of the perturbation solution is carried out for a specific, practically-relevant set of initial and boundary conditions with semi-analytical solutions of the initial-boundary value problems developed using standard Laplace transform and eigenfunction expansion techniques. Results for several choices of the perturbed interface confirm the perturbation solution is in good agreement with a standard numerical solution., 14 pages, 3 figures, accepted version of paper published in Communications in Nonlinear Science and Numerical Simulation

Many problems in physics, biology, and economics depend upon the duration of time required for a diffusing particle to cross a boundary. As such, calculations of the distribution of first passage time, and in particular the mean first passage time, is an active area of research relevant to many disciplines. Exact results for the mean first passage time for diffusion on simple geometries, such as lines, discs and spheres, are well--known. In contrast, computational methods are often used to study the first passage time for diffusion on more realistic geometries where closed--form solutions of the governing elliptic boundary value problem are not available. Here, we develop a perturbation solution to calculate the mean first passage time on irregular domains formed by perturbing the boundary of a disc or an ellipse. Classical perturbation expansion solutions are then constructed using the exact solutions available on a disc and an ellipse. We apply the perturbation solutions to compute the mean first exit time on two naturally--occurring irregular domains: a map of Tasmania, an island state of Australia, and a map of Taiwan. Comparing the perturbation solutions with numerical solutions of the elliptic boundary value problem on these irregular domains confirms that we obtain a very accurate solution with a few terms in the series only. Matlab software to implement all calculations is available on GitHub., 31pages, 12 figures

Key message: Increment cores can provide improved predictive capabilities of the modulus of elasticity (MOE) of sawn boards. Multiple increment cores collected at different heights in a tree provide marginally increased accuracy over a single breast-height core, with higher labour costs. Approximately 50% of the variability of the static bending MOE of individual boards is explained by the predicted MOE obtained from a single increment core taken at breast height. Context: Prediction of individual board MOE can lead to accurate optimisation of the value extracted from forest resources, and enhanced decision-making on the management and allocation of the resource to different processors, and improve the processors ability to optimise grade allocation. Aims: The objective of this study is to predict the MOE of individual sawn boards from the MOE measured from cores collected from standing trees. Methods: A five-parameter logistic (5PL) function and radial basis function interpolants are used to obtain a continuous distribution of MOE throughout a log. By developing a “virtual sawing” methodology, we predict the individual board MOE for sixty-eight trees consisting of locally developed F1 and F2 hybrid pines (Pinus caribaea var. hondurensis × Pinuselliottii var. elliottii). Results: Moderate correlations for individual board predictions are observed, with R2 values ranging from 0.47 to 0.53. Good correlations between average predicted board MOE and average measured MOE are also observed, with R2 ≈ 0.83. A pseudo-three-dimensional approach, accounting for variation in height in the tree, affords marginally greater accuracy and predictive capability at the cost of increased data collection and processing. By using a single breast-height core, we can obtain a similar level of prediction of individual board MOE. Conclusion: We have presented a novel non-destructive evaluation approach to predict the MOE of individual boards sawn from trees. This approach can be adapted to other wood properties, and other wood products obtained from trees.

Multispecies contaminant transport in the Earth's subsurface is commonly modelled using advection-dispersion equations coupled via first-order reactions. Analytical and semi-analytical solutions for such problems are highly sought after but currently limited to either one species, homogeneous media, certain reaction networks, specific boundary conditions or a combination thereof. In this paper, we develop a semi-analytical solution for the case of a heterogeneous layered medium and a general first-order reaction network. Our approach combines a transformation method to decouple the multispecies equations with a recently developed semi-analytical solution for the single-species advection-dispersion-reaction equation in layered media. The generalized solution is valid for arbitrary numbers of species and layers, general Robin-type conditions at the inlet and outlet and accommodates both distinct retardation factors across layers or distinct retardation factors across species. Four test cases are presented to demonstrate the solution approach with the reported results in agreement with previously published results and numerical results obtained via finite volume discretisation. MATLAB code implementing the generalized semi-analytical solution is made available., 15 pages, 3 figures, accepted version of paper published in Applied Mathematical Modelling

Mathematical models of diffusive transport underpin our understanding of chemical, biochemical and biological transport phenomena. Analysis of such models often focusses on relatively simple geometries and deals with diffusion through highly idealised homogeneous media. In contrast, practical applications of diffusive transport theory inevitably involve dealing with more complicated geometries as well as dealing with heterogeneous media. One of the most fundamental properties of diffusive transport is the concept of mean particle lifetime or mean exit time, which are particular applications of the concept of first passage time, and provide the mean time required for a diffusing particle to reach an absorbing boundary. Most formal analysis of mean particle lifetime applies to relatively simple geometries, often with homogeneous (spatially-invariant) material properties. In this work, we present a general framework that provides exact mathematical insight into the mean particle lifetime, and higher moments of particle lifetime, for point particles diffusing in heterogeneous discs and spheres with radial symmetry. Our analysis applies to geometries with an arbitrary number and arrangement of distinct layers, where transport in each layer is characterised by a distinct diffusivity. We obtain exact closed-form expressions for the mean particle lifetime for a diffusing particle released at an arbitrary location and we generalise these results to give exact, closed-form expressions for any higher-order moment of particle lifetime for a range of different boundary conditions. Finally, using these results we construct new homogenization formulae that provide an accurate simplified description of diffusion through heterogeneous discs and spheres., 19 pages, 3 figures, accepted version of paper published in The Journal of Chemical Physics

We study methods for calculating the thermal diffusivity of solids from laser flash experiments. This experiment involves subjecting the front surface of a small sample of the material to a heat pulse and recording the resulting temperature rise on the opposite (rear) surface. Recently, a method was developed for calculating the thermal diffusivity from the rear-surface temperature rise, which was shown to produce improved estimates compared with the commonly used half-time approach. This so-called rear-surface integral method produced a formula for calculating the thermal diffusivity of homogeneous samples under the assumption that the heat pulse is instantaneously absorbed uniformly into a thin layer at the front surface. In this paper, we show how the rear-surface integral method can be applied to a more physically realistic heat flow model involving the actual heat pulse shape from the laser flash experiment. New thermal diffusivity formulas are derived for handling arbitrary pulse shapes for either a homogeneous sample or a heterogeneous sample comprising two layers of different materials. Presented numerical experiments confirm the accuracy of the new formulas and demonstrate how they can be applied to the kinds of experimental data arising from the laser flash experiment., 10 pages, 3 figures, accepted version

The diffusion of molecules in complex intracellular environments can be strongly influenced by spatial heterogeneity and stochasticity. A key challenge when modelling such processes using stochastic random walk frameworks is that negative jump coefficients can arise when transport operators are discretized on heterogeneous domains. Often this is dealt with through homogenization approximations by replacing the heterogeneous medium with an $\textit{effective}$ homogeneous medium. In this work, we present a new class of homogenization approximations by considering a stochastic diffusive transport model on a one-dimensional domain containing an arbitrary number of layers with different jump rates. We derive closed form solutions for the $k$th moment of particle lifetime, carefully explaining how to deal with the internal interfaces between layers. These general tools allow us to derive simple formulae for the effective transport coefficients, leading to significant generalisations of previous homogenization approaches. Here, we find that different jump rates in the layers gives rise to a net bias, leading to a non-zero advection, for the entire homogenized system. Example calculations show that our generalized approach can lead to very different outcomes than traditional approaches, thereby having the potential to significantly affect simulation studies that use homogenization approximations., 9 pages, 2 figures, accepted version of paper published in The Journal of Chemical Physics

We study measures of the amount of time required for transient flow in heterogeneous porous media to effectively reach steady state, also known as the response time. Here, we develop a new approach that extends the concept of mean action time. Previous applications of the theory of mean action time to estimate the response time use the first two central moments of the probability density function associated with the transition from the initial condition, at $t=0$, to the steady state condition that arises in the long time limit, as $t \to \infty$. This previous approach leads to a computationally convenient estimation of the response time, but the accuracy can be poor. Here, we outline a powerful extension using the first $k$ raw moments, showing how to produce an extremely accurate estimate by making use of asymptotic properties of the cumulative distribution function. Results are validated using an existing laboratory-scale data set describing flow in a homogeneous porous medium. In addition, we demonstrate how the results also apply to flow in heterogeneous porous media. Overall, the new method is: (i) extremely accurate; and (ii) computationally inexpensive. In fact, the computational cost of the new method is orders of magnitude less than the computational effort required to study the response time by solving the transient flow equation. Furthermore, the approach provides a rigorous mathematical connection with the heuristic argument that the response time for flow in a homogeneous porous medium is proportional to $L^2/D$, where $L$ is a relevant length scale, and $D$ is the aquifer diffusivity. Here, we extend such heuristic arguments by providing a clear mathematical definition of the proportionality constant., 22 pages, 3 figures, accepted version of paper published in Journal of Hydrology

International audience; A robust mathematical model was developed to simulate the heat and mass transfer process that evolves during vacuum-drying of four commercially important Australian native hardwood species. The hardwood species investigated were spotted gum (Corymbia citriodora), blackbutt (Eucalyptus pilularis), jarrah (Eucalyptus marginata), and messmate (Eucalyptus obliqua). These species provide a good test for the model based on their extreme diversity between wood properties and drying characteristics. The model uses boundary condition data from a series of vacuum-drying trials, which were also used to validate predictions. By using measured diffusion coefficient values to calibrate empirical formula, the accuracy of the model was greatly improved. Results of a sensitivity analysis showed that the model outputs provide excellent agreement with experimental observation despite the large range of species behaviour and variation in wood properties. This study confirms that the drying rate is significantly improved as a direct result of the enhanced convective and diffusive transfer along the board thickness. Contrary to softwood, it appears that longitudinal migration provides only a secondary effect. Not only is the model able to predict the heat and mass transfer behaviour of a range of hardwood species, it is also flexible enough to predict the behaviour for both conventional and vacuum-drying scenarios. The outcomes of this work provide the hardwood industry with a well-calibrated predictive drying tool that can be used to optimise drying schedules.

Highlights - We study the boundary conditions (BCs) in a macroscale model of layered diffusion. - A set of corrected macroscale BCs are derived using the method of volume averaging. - For example: a Dirichlet BC at the microscale leads to a Robin BC at the macroscale. - Resulting macroscale field more accurately captures averaged microscale field. - Resulting reconstructed field is in excellent agreement with true microscale field. Abstract This paper investigates the form of the boundary conditions (BCs) used in macroscale models of PDEs with coefficients that vary over a small length-scale (microscale). Specifically, we focus on the one-dimensional multilayer diffusion problem, a simple prototype problem where an analytical solution is available. For a given microscale BC (e.g., Dirichlet, Neumann, Robin, etc.) we derive a corrected macroscale BC using the method of volume averaging. For example, our analysis confirms that a Robin BC should be applied on the macroscale if a Dirichlet BC is specified on the microscale. The macroscale field computed using the corrected BCs more accurately captures the averaged microscale field and leads to a reconstructed microscale field that is in excellent agreement with the true microscale field. While the analysis and results are presented for one-dimensional multilayer diffusion only, the methodology can be extended to and has implications on a broader class of problems.

International audience; A Jacobian-free variable-stepsize method is developed for the numerical integration of the large, stiff systems of differential equations encountered when simulating transport in heterogeneous porous media. Our method utilises the exponential Rosenbrock-Euler method, which is explicit in nature and requires a matrix-vector product involving the exponential of the Jacobian matrix at each step of the integration process. These products can be approximated using Krylov subspace methods, which permit a large integration stepsize to be utilised without having to precondition the iterations. This means that our method is truly "Jacobian-free" - the Jacobian need never be formed or factored during the simulation. We assess the performance of the new algorithm for simulating the drying of softwood. Numerical experiments conducted for both low and high temperature drying demonstrates that the new approach outperforms (in terms of accuracy and efficiency) existing simulation codes that utilise the backward Euler method via a preconditioned Newton-Krylov strategy.

International audience; A new dual-scale modeling approach is presented for simulating the drying of a wet hygroscopic porous material that couples the porous medium (macroscale) with the underlying pore structure (microscale). The proposed model is applied to the convective drying of wood at low temperatures and is valid in the so-called hygroscopic range, where hygroscopically held liquid water is present in the solid phase and water exits only as vapor in the pores. Coupling between scales is achieved by imposing the macroscopic gradients of moisture content and temperature on the microscopic field using suitably defined periodic boundary conditions, which allows the macroscopic mass and thermal fluxes to be defined as averages of the microscopic fluxes over the unit cell. This novel formulation accounts for the intricate coupling of heat and mass transfer at the microscopic scale but reduces to a classical homogenization approach if a linear relationship is assumed between the microscopic gradient and flux. Simulation results for a sample of spruce wood highlight the potential and flexibility of the new dual-scale approach. In particular, for a given unit cell configuration it is not necessary to propose the form of the macroscopic fluxes prior to the simulations because these are determined as a direct result of the dual-scale formulation.Read More: http://epubs.siam.org/doi/abs/10.1137/120873005

International audience; An improved mesoscopic model is presented for simulating the drying of porous media. The aim of this model is to account for two scales simultaneously: the scale of the whole product and the scale of the heterogeneities of the porous medium. The innovation of this method is the utilization of a new mass-conservative scheme based on the Control-Volume Finite-Element (CV-FE) method that partitions the moisture content field over the individual sub-control volumes surrounding each node within the mesh. Although the new formulation has potential for application across a wide range of transport processes in heterogeneous porous media, the focus here is on applying the model to the drying of small sections of softwood consisting of several growth rings. The results conclude that, when compared to a previously published scheme, only the new mass-conservative formulation correctly captures the true moisture content evolution in the earlywood and latewood components of the growth rings during drying.