Dissertations / Theses on the topic 'Multigrid methods (Numerical analysis)'

This thesis begins with a review on the topic of molecular electronics. The purpose of this review is to motivate the need for good theory to understand and predict molecular electronics behaviour. At present the most promising theoretical formalism for dealing with this problem is a combination of density functional theory and nonequilibrium Green's functions (NEGF-DFT). This formalism is especially attractive because it is an ab-initio technique, meaning that it is completely from first principles and does not require any empirical parameters. An implementation of this formalism has been developed by the research group of Hong Guo and is presented and explained here. A few other implementations which are similar but differ in some ways are also discussed briefly to highlight their various advantages and disadvantages.
One of the difficulties of ab-initio calculations is that they can be extremely costly in terms of the computing time and memory that they require. For this reason, in addition to using appropriate approximations, sophisticated numerical analysis tech niques need to be used. One of the bottlenecks in the NEGF-DFT method is solving the Poisson equation on a large real space grid. For studying systems incorporating a gate voltage it is required to be able to solve this problem with nonperiodic boundary conditions. In order to do this a technique called multigrid is used. This thesis examines the multigrid technique and develops an efficient implementation for the purpose of use in the NEGF-DFT formalism. For large systems, where it is necessary to use especially large real space grids, it is desirable to run simulations on parallel computing clusters to handle the memory requirements and make the code run faster. For this reason a parallel implementation of multigrid is developed and tested for performance. The multigrid tool is incorporated into the NEGF-DFT formalism and tested to ensure that it is properly implemented. A few calculations are made on a benzenedithiol system with gold leads to show the effect of an applied gate voltage.

This thesis concerns the analytical and practical aspects of applying the Closest Point Method to solve elliptic partial differential equations (PDEs) on smooth surfaces and domains with smooth boundaries. A new numerical scheme is proposed to solve surface elliptic PDEs and a novel geometric multigrid solver is constructed to solve the resulting linear system. The method is also applied to coupled bulk-surface problems. A new embedding equation in a narrow band surrounding the surface is formulated so that it agrees with the original surface PDE on the surface and has a unique solution which is constant along the normals to the surface. The embedding equation is then discretized using standard finite difference scheme and barycentric Lagrange interpolation. The resulting scheme has 2nd-order accuracy in practice and is provably 2nd-order convergent for curves without boundary embedded in ℝ². To apply the method to solve elliptic equations on surfaces and domains with boundaries, the "ghost" point approach is adopted to handle Dirichlet, Neumann and Robin boundary conditions. A systematic method is proposed to represent values of ghost points by values of interior points according to boundary conditions. A novel geometric multigrid method based on the closest point representation of the surface is constructed to solve the resulting large sparse linear systems. Multigrid solvers are designed for surfaces with or without boundaries and domains with smooth boundaries. Numerical results indicate that the convergence rate of the multigrid solver stays roughly the same as we refine the mesh, as is desired of a multigrid algorithm. Finally the above methods are combined to solve coupled bulk-surface PDEs with some applications to biology.

Various models are currently in existence for determining the deflection of lithospheric plates under an applied transverse load. The most popular models treat lithospheric plates as thin elastic or thin viscoelastic plates. The equations governing the deflection of such plates have been solved successfully in two dimensions using integral transform techniques. Three dimensional models have been solved using Fourier Series expansions assuming a sinusoidal variation for the load and deflection. In the engineering context, the finite element technique has also been employed. The current aim, however, is to develop an efficient solver for the three dimensional elastic and viscoelastic problems using finite difference techniques. A variety of loading functions may therefore be considered with minimum work involved in obtaining a solution for different forcing functions once the main program has been developed. The proposed method would therefore provide a valuable technique for assessing new models for the loading of lithospheric plates as well as a useful educational tool for use in geophysics laboratories. The multigrid method, which has proved to be a fast, efficient solver for elliptic partial differential equations, is examined as the basis for a solver of both the elastic and viscoelastic problems. The viscoelastic problem, being explicitly time-dependent, is the more challenging of the two and will receive particular attention. Multigrid proves to be a very effective method applicable to the solution of both the elastic and viscoelastic problems.
Science, Faculty of
Mathematics, Department of
Graduate

The objective of this thesis is to develop a more efficient solver for a large system of linear equations arising from finite element discretization on unstructured tetrahedral meshes for a scalar elliptic partial differential equation of second order for pressure in a commercial computational fluid dynamics (CFD) simulation. Segregated solution methods (or pressure correction type methods) are a widely used approach to obtain solutions of Navier-Stokes equations during numerical simulation by many commercial CFD codes. At each time step, these simulations usually require the approximate solution of a series of scalar equations for velocity, pressure and temperature. Even if the simulation does not require high-accuracy approximations, the large systems of linear equations for pressure may not be efficiently solved. The matrices of these systems of linear equations of real-life industry problems often strongly violate weak diagonal dominance and the numerical simulation often requires solutions of very large systems with over a few hundred thousands degrees of freedom. These conditions produce very ill-conditioned systems of linear equations. Therefore, it is very difficult to solve such systems of linear equations efficiently using most currently available common iterative solvers. A survey of solvers for systems of linear equations was undertaken to determine the preferred solution methodology. An algebraic multigrid preconditioned conjugate gradient (AMGPCG) method solver was chosen for these problems. This solver uses the algebraic multigrid (AMG) cycle as a preconditioner for the conjugate gradient (CG) method. The disadvantages of the conventional AMG method are an expensive setup time and large memory requirements, particularly for three dimensional problems. The disadvantage of an expensive setup time needs to be overcome because the simulation usually requires only low-accuracy approximations for pressure. Also it is important to overcome the disadvantage of the large memory requirements for use in commercial software. In this work, an efficient AMGPCG solver is developed by overcoming the disadvantages of the conventional AMG method. The robustness of AMGPCG is shown theoretically so that the solver is always convergent. Optimum or close to optimum rates of convergence behavior for the solver are shown numerically so that the number of necessary iterations to obtain the estimated solution is approximately independent of mesh resolution. Furthermore, numerical experiments of solving pressure for some industry problems were carried out and compared with other efficient solvers including a fast commercial AMGPCG solver (SAMG, release 20b1). It was found that the developed AMGPCG solver was the fastest among these solvers for solving these problems and its algorithm has been numerically proven to be efficient. In addition, the memory requirement is at an acceptable level for commercial CFD codes.

The effectiveness of the Additive Correction Multigrid (ACM) algorithm, a line-byline Tri-diagonal Matrix Algorithm (TDMA), and simple Gauss-Seidel (GS) iteration in numerical heat transfer analysis is investigated on a conventional single processor computer and on a distributed memory parallel computer. The performance of these methods is studied by solving a two-dimensional, steady heat conduction problem. The execution time of ACM on a single processor is proportional to the number of unknowns to the 1.5 power. This is in contrast to the execution time of the TDMA for which the execution time is proportional to the number of unknowns to the 2.0 power. The GS , TDMA and ACM algorithms are adapted to a model IPSC2 Intel hypercube which has a 32 processing nodes each with 8 MBytes oflocal memory. Because GS is a local method, it has almost perfect speed up, but it also converges more slowly than TDMA, The TDMA, on the other hand, is affected by domain decomposition to a greater extent than GS. As the number of processors used to solve the problem is increased, the execution times for GS and TDMA are essentially equal. Solving the model problem with 32 processors on a 192x192 grid resulted in parallel efficiencies of 95%, 80% and 78% for the GS, TDMA, and ACM algorithms, respectively. Though the parallel efficiency of ACM was the lowest of the three, the parallel ACM algorithm required an order of magnitude less time to solve the model than either parallel GS or parallel TDMA without multigrid.

This thesis treats two essentially different subjects: V-cycle schemes are considered in Chapters 2-4, whereas the aggregation-based coarsening is analysed in Chapters 5-6. As a matter of paradox, these two multigrid ingredients, when combined together, can hardly lead to an optimal algorithm. Indeed, a V-cycle needs more accurate prolongations than the simple piecewise-constant one, associated to aggregation-based coarsening. On the other hand, aggregation-based approaches use almost exclusively piecewise constant prolongations, and therefore need more involved cycling strategies, K-cycle [Num.Lin.Alg.Appl. vol.15(2008), pp.473-487] being an attractive alternative in this respect.

Chapter 2 considers more precisely the well-known V-cycle convergence theories: the approximation property based analyses by Hackbusch (see [Multi-Grid Methods and Applications, 1985, pp.164-167]) and by McCormick [SIAM J.Numer.Anal. vol.22(1985), pp.634-643] and the successive subspace correction theory, as presented in [SIAM Review, vol.34(1992), pp.581-613] by Xu and in [Acta Numerica, vol.2(1993), pp.285-326.] by Yserentant. Under the constraint that the resulting upper bound on the convergence rate must be expressed with respect to parameters involving two successive levels at a time, these theories are compared. Unlike [Acta Numerica, vol.2(1993), pp.285-326.], where the comparison is performed on the basis of underlying assumptions in a particular PDE context, we compare directly the upper bounds. We show that these analyses are equivalent from the qualitative point of view. From the quantitative point of view,

we show that the bound due to McCormick is always the best one.

When the upper bound on the V-cycle convergence factor involves only two successive levels at a time, it can further be compared with the two-level convergence factor. Such comparison is performed in Chapter 3, showing that a nice two-grid convergence (at every level) leads to an optimal McCormick's bound (the best bound from the previous chapter) if and only if a norm of a given projector is bounded on every level.

In Chapter 4 we consider the Fourier analysis setting for scalar PDEs and extend the comparison between two-grid and V-cycle multigrid methods to the smoothing factor. In particular, a two-sided bound involving the smoothing factor is obtained that defines an interval containing both the two-grid and V-cycle convergence rates. This interval is narrow when an additional parameter α is small enough, this latter being a simple function of Fourier components.

Chapter 5 provides a theoretical framework for coarsening by aggregation. An upper bound is presented that relates the two-grid convergence factor with local quantities, each being related to a particular aggregate. The bound is shown to be asymptotically sharp for a large class of elliptic boundary value problems, including problems with anisotropic and discontinuous coefficients.

In Chapter 6 we consider problems resulting from the discretization with edge finite elements of 3D curl-curl equation. The variables in such discretization are associated with edges. We investigate the performance of the Reitzinger and Schöberl algorithm [Num.Lin.Alg.Appl. vol.9(2002), pp.223-238], which uses aggregation techniques to construct the edge prolongation matrix. More precisely, we perform a Fourier analysis of the method in two-grid setting, showing its optimality. The analysis is supplemented with some numerical investigations.
Doctorat en Sciences de l'ingénieur
info:eu-repo/semantics/nonPublished

Scientists' ability to generate and store simulation results is outpacing their ability to analyze them via ad hoc programs. We observe that these programs exhibit an algebraic structure that can be used to facilitate reasoning and improve performance. In this dissertation, we present a formal data model that exposes this algebraic structure, then implement the model, evaluate it, and use it to express, optimize, and reason about data transformations in a variety of scientific domains. Simulation results are defined over a logical grid structure that allows a continuous domain to be represented discretely in the computer. Existing approaches for manipulating these gridded datasets are incomplete. The performance of SQL queries that manipulate large numeric datasets is not competitive with that of specialized tools, and the up-front effort required to deploy a relational database makes them unpopular for dynamic scientific applications. Tools for processing multidimensional arrays can only capture regular, rectilinear grids. Visualization libraries accommodate arbitrary grids, but no algebra has been developed to simplify their use and afford optimization. Further, these libraries are data dependent—physical changes to data characteristics break user programs. We adopt the grid as a first-class citizen, separating topology from geometry and separating structure from data. Our model is agnostic with respect to dimension, uniformly capturing, for example, particle trajectories (1-D), sea-surface temperatures (2-D), and blood flow in the heart (3-D). Equipped with data, a grid becomes a gridfield. We provide operators for constructing, transforming, and aggregating gridfields that admit algebraic laws useful for optimization. We implement the model by analyzing several candidate data structures and incorporating their best features. We then show how to deploy gridfields in practice by injecting the model as middleware between heterogeneous, ad hoc file formats and a popular visualization library. In this dissertation, we define, develop, implement, evaluate and deploy a model of gridded datasets that accommodates a variety of complex grid structures and a variety of complex data products. We evaluate the applicability and performance of the model using datasets from oceanography, seismology, and medicine and conclude that our model-driven approach offers significant advantages over the status quo.

Thesis (Ph.D)--Computing, Georgia Institute of Technology, 2009.
Committee Chair: Vuduc, Richard; Committee Member: Biros, George; Committee Member: Davatzikos, Christos; Committee Member: Tannenbaum, Allen; Committee Member: Zhou, Hao Min. Part of the SMARTech Electronic Thesis and Dissertation Collection.

Thesis (M.S.)--Nuclear and Radiological Engineering, Georgia Institute of Technology, 2008.
Committee Chair: Stacey, Weston M.; Committee Co-Chair: de Oliveira, Cassiano R.E.; Committee Member: Hertel, Nolan; Committee Member: van Rooijen, Wilfred F.G.

Orientador: Eduardo Cardoso de Abreu
Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica
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Resumo: O foco deste trabalho é aproximação numérica de problemas envolvendo equações diferenciais parciais (EDPs), de natureza elíptica, no contexto de aplicações em dinâmica de fluidos em meios porosos. Especificamente, a dissertação pretende contribuir com uma implementação de um algoritmo multiescala e multigrid, recentemente introduzido na literatura, para resolução aproximada de sistemas de equações lineares de grande porte e mal condicionados, proveniente dessa classe de EDPs, tipicamente associada a problemas de Poisson de pressão-velocidade com condições de contornos típicas de fluxo em meios porosos. O problema concreto de Poisson discutido neste trabalho será desacoplado do sistema de transporte de EDPs de convecção-difusão, com convecção dominante, e linearizado por meio do emprego de uma técnica de decomposição de operadores. A metodologia para a discretização do problema elíptico de Poisson é elementos finitos mistos híbridos. A resolução numérica do sistema linear resultante deste procedimento será realizado via um método do tipo Gradientes Conjugados com Pré-condicionamento (PCG) multiescala e multigrid. Combinamos as metodologias multi-escala e multigrid de modo a capturar os distintos comprimentos de onda associados aos diferentes comprimentos de onda do operador diferencial auto-adjunto de Poisson, fortemente influenciado pela heterogeneidade das propriedades geológicas do meio poroso, em particular da permeabilidade absoluta, que pode exibir flutuações em várias ordens de grandeza. Experimentos computacionais em aplicações de problemas de dinâmica de fluidos em meios porosos são apresentados e discutidos para verificação dos resultados obtidos
Abstract: The focus of this work is the numerical approximation of differential problems involving partial differential equations (PDE's) of elliptic nature, in the context of modelling and simulation in fluid dynamics in porous media. The dissertation aims to contribute with an implementation of a multiscale multigrid algorithm, recently introduced in the literature, designed for solving ill-conditioned large linear systems of equations derived from those classes of PDE's, typically associated with Poisson problems of pressure-velocity with boundary conditions typical of flow in porous media. The Poisson problem discussed here is identified from the coupled convection-diffusion transport system counterpart of PDE's, with dominated convection, and by a linearization by means the use of an operator splitting approach. The methodology used for the discretization of the Poisson elliptic problem is by mixed hybrid finite elements. The numerical solution of the resulting linear system will be addressed by a multiscale multigrid preconditioned conjugate gradient (PCG) method. We combine both methodologies in order to capture the distinct wavelengths associated with the different wavelengths from the assosiated self-adjoint Poisson operator, strongly influenced by the heterogeneity of the geological properties of the porous media, in particular to the absolute permeability tensor, which in turn might exhibit very large fluctuations of orders of magnitude. Numerical experiments in applications of fluid dynamics problems in porous media are presented and discussed for a verification of the results obtained by direct numerical simulations with the multiscale multigrid algorithm under consideration
Mestrado
Matematica Aplicada
Mestra em Matemática Aplicada

This thesis discusses properties arising when finite differences are implemented forsolving the two dimensional wave equation on media with various properties. Both homogeneous and heterogeneous surfaces are considered. The time derivative of the wave equation is discretised using a weighted central difference scheme, dependenton a variable parameter gamma. Stability and convergence properties are studied forsome different values of gamma. The report furthermore features an introduction to solving large sparse linear systems of equations, using so-called multigrid methods.The linear systems emerge from the finite difference discretisation scheme. Aconclusion is drawn stating that values of gamma in the unconditionally stable region provides the best computational efficiency. This holds true as the multigrid based numerical solver exhibits optimal or near optimal scaling properties.

In this dissertation, Richardson extrapolation and other computational techniques are used to develop a series of high accuracy high efficiency solution techniques for solving partial differential equations (PDEs). A Richardson extrapolation-based sixth-order method with multiple coarse grid (MCG) updating strategy is developed for 2D and 3D steady-state equations on uniform grids. Richardson extrapolation is applied to explicitly obtain a sixth-order solution on the coarse grid from two fourth-order solutions with different related scale grids. The MCG updating strategy directly computes a sixth-order solution on the fine grid by using various combinations of multiple coarse grids. A multiscale multigrid (MSMG) method is used to solve the linear systems resulting from fourth-order compact (FOC) discretizations. Numerical investigations show that the proposed methods compute high accuracy solutions and have better computational efficiency and scalability than the existing Richardson extrapolation-based sixth order method with iterative operator based interpolation. Completed Richardson extrapolation is explored to compute sixth-order solutions on the entire fine grid. The correction between the fourth-order solution and the extrapolated sixth-order solution rather than the extrapolated sixth-order solution is involved in the interpolation process to compute sixth-order solutions for all fine grid points. The completed Richardson extrapolation does not involve significant computational cost, thus it can reach high accuracy and high efficiency goals at the same time. There are three different techniques worked with Richardson extrapolation for computing fine grid sixth-order solutions, which are the iterative operator based interpolation, the MCG updating strategy and the completed Richardson extrapolation. In order to compare the accuracy of these Richardson extrapolation-based sixth-order methods, truncation error analysis is conducted on solving a 2D Poisson equation. Numerical comparisons are also carried out to verify the theoretical analysis. Richardson extrapolation-based high accuracy high efficiency computation is extended to solve unsteady-state equations. A higher-order alternating direction implicit (ADI) method with completed Richardson extrapolation is developed for solving unsteady 2D convection-diffusion equations. The completed Richardson extrapolation is used to improve the accuracy of the solution obtained from a high-order ADI method in spatial and temporal domains simultaneously. Stability analysis is given to show the effects of Richardson extrapolation on stable numerical solutions from the underlying ADI method.

Some real-world applications involve situations where different physical phenomena acting on very different time scales occur simultaneously. The partial differential equations (PDEs) governing such situations are categorized as "stiff" PDEs. Stiffness is a challenging property of differential equations (DEs) that prevents conventional explicit numerical integrators from handling a problem efficiently. For such cases, stability (rather than accuracy) requirements dictate the choice of time step size to be very small. Considerable effort in coping with stiffness has gone into developing time-discretization methods to overcome many of the constraints of the conventional methods. Recently, there has been a renewed interest in exponential integrators that have emerged as a viable alternative for dealing effectively with stiffness of DEs. Our attention has been focused on the explicit Exponential Time Differencing (ETD) integrators that are designed to solve stiff semi-linear problems. Semi-linear PDEs can be split into a linear part, which contains the stiffest part of the dynamics of the problem, and a nonlinear part, which varies more slowly than the linear part. The ETD methods solve the linear part exactly, and then explicitly approximate the remaining part by polynomial approximations. The first aspect of this project involves an analytical examination of the methods' stability properties in order to present the advantage of these methods in overcoming the stability constraints. Furthermore, we discuss the numerical difficulties in approximating the ETD coefficients, which are functions of the linear term of the PDE. We address ourselves to describing various algorithms for approximating the coefficients, analyze their performance and their computational cost, and weigh their advantages for an efficient implementation of the ETD methods. The second aspect is to perform a variety of numerical experiments to evaluate the usefulness of the ETD methods, compared to other competing stiff integrators, for integrating real application problems. The problems considered include the Kuramoto-Sivashinsky equation, the nonlinear Schrödinger equation and the nonlinear Thin Film equation, all in one space dimension. The main properties tested are accuracy, start-up overhead cost and overall computation cost, since these parameters play key roles in the overall efficiency of the methods.

Friction in hydrodynamic bearings are a major source of losses in car engines ([69]). The extreme loading conditions in those bearings lead to contact between the matching surfaces. In such conditions not only the overall geometry of the bearing is relevant, but also the small-scale topography of the surface determines the bearing performance. The possibility of shaping the surface of lubricated bearings down to the micrometer ([57]) opened the question of whether friction can be reduced by mean of micro-textures, with mixed results. This work focuses in the development of efficient numerical methods to solve thin film (lubrication) problems down to the roughness scale of measured surfaces. Due to the high velocities and the convergent-divergent geometries of hydrodynamic bearings, cavitation takes place. To treat cavitation in the lubrication problem the Elrod- Adams model is used, a mass-conserving model which has proven in careful numerical ([12]) and experimental ([119]) tests to be essential to obtain physically meaningful results. Another relevant aspect of the modeling is that the bearing inertial effects are considered, which is necessary to correctly simulate moving textures. As an application, the effects of micro-texturing the moving surface of the bearing were studied. Realistic values are assumed for the physical parameters defining the problems. Extensive fundamental studies were carried out in the hydrodynamic lubrication regime. Mesh-converged simulations considering the topography of real measured surfaces were also run, and the validity of the lubrication approximation was assessed for such rough surfaces.
O atrito em mancais hidrodinâmicos é uma fonte importante de perdas em motores de combustão ([69]). As condições extremas de carga induzem contato entre as superfícies dos mancais. Em tais condições não somente a macro-geometria do mancal é relevante, mas também são as escalas menores da superfície as que determinam o desempenho do mancal. A possibilidade de fabricar superfícies com detalhes na escala do micrometro ([57]) deixou em aberto a questão de se o atrito pode ser reduzido por meio de micro-texturas, até agora com resultados mistos. Este trabalho centra-se no desenvolvimento de métodos numéricos eficientes para resolver problemas de lubrificação na escala da rugosidade das superfícies. Devido às altas velocidades e a forma convergente-divergente dos mancais hidrodinâmicos o fluido cavita. Para tratar o fenômeno de cavitação empregamos o modelo de Elrod-Adams, um modelo conservativo que tem demonstrado em cuidadosos testes numéricos ([12]) e experimentais ([119]) ser essencial para obter resultados físicos significativos. Outro aspecto revelante do modelado é que os efeitos inerciais do mancal são considerados, o que é necessário para simular corretamente texturas em movimento. Como aplicação, os efeitos de micro-texturizar a superfície móvel do mancal foram estudados. Valores realistas são assumidos nos parâmetros físicos que definem o problema. Foram realizados extensivos estudos no regime de lubrificação hidrodinâmica. Também foram executadas simulações convergidas em malha, levando em conta a topografia real de superfícies medidas, e as hipóteses de lubrificação para superfícies rugosas foram avaliadas.

Velmi přesná následná astrometrie je nezbytným předpokladem sledování blízkozemních objektů, které mohou představovat riziko srážky se Zemí. Tato práce přináší ucelený přehled přesné astrometrie, obsahuje potřebnou matematickou teorii, postup předzpracování snímků v astronomii, a nastiňuje použití filtrů. Navrhuje nové metody pro vyrovnání pozadí snímků před provedením astrometrického měření pro případ, kdy nejsou dostupné kalibrační snímky. Tyto metody jsou založeny na vytvoření syntetického flatfieldu pomocí aplikování filtru na snímek a následné užití tohoto flatfieldu pro odstranění pozadí snímku. Metody byly otestovány na vzorových snímcích a vzápětí použity k získání astrometrických pozic prvního mezihvězdného objektu 1I/2017 U1 ('Oumuamua).

Multitud de problemas en ciencia e ingeniería se plantean como ecuaciones en derivadas parciales (EDPs). Si la frontera del recinto donde esas ecuaciones han de satisfacerse se desconoce a priori, se habla de "Problemas de frontera libre", propios de sistemas estacionarios no dependientes del tiempo, o bien de "Problemas de frontera móvil", asociados a problemas de evolución temporal, donde la frontera cambia con el tiempo. La solución a dichos problemas viene dada por la expresión de la(s) variable(s) dependiente(s) de la(s) EDP(s) junto con la función que determina la posición de la frontera. Dado que este tipo de problemas carece en la mayoría de los casos de solución analítica conocida, se hace preciso recurrir a métodos numéricos que permitan obtener una solución lo suficientemente aproximada, y que además mantenga propiedades cualitativas de la solución del modelo continuo de EDP(s). En este trabajo se ha abordado el estudio numérico de algunos problemas de frontera móvil provenientes de diversas disciplinas. La metodología aplicada consta de dos pasos sucesivos: aplicación de la transformación de Landau o "Front-fixing transformation" al modelo en EDP(s) con el fin de mantener inmóvil la frontera del dominio, y posterior discretización a través de un esquema en diferencias finitas. De ahí se obtienen esquemas numéricos que se implementan por medio de la herramienta MATLAB. Mediante un exhaustivo análisis numérico, se estudian propiedades del esquema y de la solución numérica (positividad, estabilidad, consistencia, monotonía, etc.). En el primer capítulo de este trabajo se revisa el estado del arte del campo objeto de estudio, se justifica la necesidad de disponer de métodos numéricos adaptados a este tipo de problemas y se describe brevemente la metodología empleada en nuestro enfoque. El Capítulo 2 se dedica a un problema perteneciente a la Biología Matemática y que consiste en determinar la evolución de la población de una especie invasora que se propaga en un hábitat. Este modelo consiste en una ecuación de difusión-reacción unida a una condición tipo Stefan. Los resultados del análisis numérico confirman la existencia de una dicotomía propagación-extinción en la evolución a largo plazo de la densidad de población de la especie invasora. En particular, se ha podido precisar el valor del coeficiente de la condición de Stefan que separa el comportamiento de propagación del de extinción. Los Capítulos 3 y 4 se centran en un problema de Química del Hormigón con interés en Ingeniería Civil: el proceso de carbonatación del hormigón, fenómeno evolutivo que lleva consigo la degradación progresiva de la estructura afectada y finalmente su ruina, si no se toman medidas preventivas. En el Capítulo 3 se considera un sistema de dos EDPs de tipo parabólico con dos incógnitas. Para su resolución, hay que considerar además las condiciones iniciales, las de contorno y las de tipo Stefan en la frontera. Los resultados numéricos confirman la tendencia de la ley de evolución de la frontera móvil hacia una función del tipo "raíz cuadrada del tiempo". En el Capítulo 4 se considera un modelo más general que el anterior, en el que intervienen seis especies químicas que se encuentran tanto en la zona carbonatada como en la no carbonatada. En el Capítulo 5 se aborda un problema de transmisión de calor que aparece en diversos procesos industriales; en este caso, en el enfriamiento durante la colada de metal fundido, donde la fase sólida avanza y la líquida se va extinguiendo. La frontera móvil (frente de solidificación) separa ambas fases, siendo su posición en cada instante la variable a determinar, junto con las temperaturas en cada fase. Después de la adecuada transformación y discretización, se implementa un esquema en diferencias finitas, subdividiendo el proceso en tres estadios temporales, a fin de tratar las singularidades asociadas a posicione
Many problems in science and engineering are formulated as partial differential equations (PDEs). If the boundary of the domain where these equations are to be solved is not known a priori, we face "Free-boundary problems", which are characteristic of non-time dependent stationary systems; besides, we have "Moving-boundary problems" in temporal evolution processes, where the border changes over time. The solution to these problems is given by the expression of the dependent variable(s) of PDE(s), together with the function that determines the position of the boundary. Since the analytical solution of this type of problems is lacked in most cases, it is necessary to resort to numerical methods that allow an accurate enough solution to be obtained, and which also maintain the qualitative properties of the solution(s) of the continuous model. This work approaches the numerical study of some moving-boundary problems that arise in different disciplines. The applied methodology consists of two successive steps: firstly, the so-called Landau transformation, or "Front-fixing transformation", which is used in the PDE(s) model to maintain the boundary of the domain immobile; later, we proceed to its discretization with a finite difference scheme. Different numerical schemes are obtained and implemented through the MATLAB computational tool. Properties of the scheme and the numerical solution (positivity, stability, consistency, monotonicity, etc.) are studied by an exhaustive numerical analysis. The first chapter of this work reports the state of the art of the field under study, justifies the need to adapt numerical methods to this type of problem, and briefly describes the methodology used in our approach. Chapter 2 presents a problem in Mathematical Biology that consists in determining over time the evolution of an invasive species population that spreads in a habitat. This problem is modelled by a diffusion-reaction equation linked to a Stefan-type condition. The results of the numerical analysis confirm the existence of a spreading-vanishing dichotomy in the long-term evolution of the population density of the invasive species. In particular, it is possible to determine the value of the coefficient of the Stefan condition that separates the propagation behaviour from extinction. Chapters 3 and 4 focus on a problem of Concrete Chemistry with an interest in Civil Engineering: the carbonation of concrete, an evolutionary phenomenon that leads to the progressive degradation of the affected structure and its eventual ruin if preventive measures are not taken. Chapter 3 considers a system of two parabolic type PDEs with two unknowns. For its resolution, the initial and boundary conditions have to be considered together with the Stefan conditions on the carbonation front. The numerical analysis results agree with those obtained in a previous theoretical study. The dynamics of the concentrations and the moving boundary confirm the long-term behaviour of the evolution law for the moving boundary as a "square root of time". Chapter 4 considers a more general model than the previous one, which includes six chemical species, defined in both the carbonated and non-carbonated zones, whose concentrations have to be found. Chapter 5 addresses a heat transfer problem that appears in various industrial processes; in this case, the solidification of metals in casting processes, where the solid phase advances and liquid reduces until it is depleted. The moving boundary (the solidification front) separates both phases. Its position in each instant is the variable to be determined together with the temperature profiles in both phases. After suitable transformation, discretization is carried out to obtain a finite difference scheme to be implemented. The process was subdivided into three temporal stages to deal with the singularities associated with the moving boundary position in the initialisation and depletion stages.
Multitud de problemes en ciència i enginyeria es plantegen com a equacions en derivades parcials (EDPs). Si la frontera del recinte on eixes equacions han de satisfer-se es desconeix a priori, es parla de "Problemas de frontera lliure", propis de sistemes estacionaris no dependents del temps, o bé de "Problemas de frontera mòbil", associats a problemes d'evolució temporal, on la frontera canvia amb el temps. Atés que este tipus de problemes manca en la majoria dels casos de solució analítica coneguda, es fa precís recórrer a mètodes numèrics que permeten obtindre una solució prou aproximada a l'exacta, i que a més mantinga propietats qualitatives de la solució del model continu d'EDP(s). En aquest treball s'ha abordat l'estudi numèric d'alguns problemes de frontera mòbil provinents de diverses disciplines. La metodologia aplicada consta de dos passos successius: en primer lloc, s'aplica l'anomenada transformació de Landau o "Front-fixing transformation" al model en EDP(s) a fi de mantindre immòbil la frontera del domini; posteriorment, es procedix a la seva discretització a través d'un esquema en diferències finites. D'ací s'obtenen esquemes numèrics que s'implementen per mitjà de la ferramenta informàtica MATLAB. Per mitjà d'una exhaustiva anàlisi numèrica, s'estudien propietats de l'esquema i de la solució numèrica (positivitat, estabilitat, consistència, monotonia, etc.). En el primer capítol d'aquest treball es revisa l'estat de l'art del camp objecte d'estudi, es justifica la necessitat de disposar de mètodes numèrics adaptats a aquest tipus de problemes i es descriu breument la metodologia emprada en el nostre enfocament. El Capítol 2 es dedica a un problema pertanyent a la Biologia Matemàtica i que consistix a determinar l'evolució en el temps de la distribució de la població d'una espècie invasora que es propaga en un hàbitat. Este model consistix en una equació de difusió-reacció unida a una condició tipus Stefan, que relaciona les funcions solució i frontera mòbil a determinar. Els resultats de l'anàlisi numèrica confirmen l'existència d'una dicotomia propagació-extinció en l'evolució a llarg termini de la densitat de població de l'espècie invasora. En particular, s'ha pogut precisar el valor del coeficient de la condició de Stefan que separa el comportament de propagació del d'extinció. Els Capítols 3 i 4 se centren en un problema de Química del Formigó amb interés en Enginyeria Civil: el procés de carbonatació del formigó, fenomen evolutiu que comporta la degradació progressiva de l'estructura afectada i finalment la seua ruïna, si no es prenen mesures preventives. En el Capítol 3 es considera un sistema de dos EDPs de tipus parabòlic amb dos incògnites. Per a la seua resolució, cal considerar a més, les condicions inicials, les de contorn i les de tipus Stefan en la frontera. Els resultats de l'anàlisi numèrica s'ajusten als obtinguts en un estudi teòric previ. S'han dut a terme experiments numèrics, comprovant la tendència de la llei d'evolució de la frontera mòbil cap a una funció del tipus "arrel quadrada del temps". En el Capítol 4 es considera un model més general, en el que intervenen sis espècies químiques les concentracions de les quals cal trobar, i que es troben tant en la zona carbonatada com en la no carbonatada. En el Capítol 5 s'aborda un problema de transmissió de calor que apareix en diversos processos industrials; en aquest cas, en el refredament durant la bugada de metall fos, on la fase sòlida avança i la líquida es va extingint. La frontera mòbil (front de solidificació) separa ambdues fases, sent la seua posició en cada instant la variable a determinar, junt amb les temperatures en cada una de les dos fases. Després de l'adequada transformació i discretització, s'implementa un esquema en diferències finites, subdividint el procés en tres estadis temporals, per tal de tractar les singularitats asso
Piqueras García, MÁ. (2018). Numerical Methods for Multidisciplinary Free Boundary Problems: Numerical Analysis and Computing [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/107948
TESIS

This thesis concerns numerical techniques for two phase flowsimulations; the two phases are immiscible and incompressible fluids. Strategies for accurate simulations are suggested. In particular, accurate approximations of the weakly discontinuousvelocity field, the discontinuous pressure, and the surface tension force and a new model for simulations of contact line dynamics are proposed. In two phase flow problems discontinuities arise in the pressure and the gradient of the velocity field due to surface tension forces and differences in the fluids' viscosity. In this thesis, a new finite element method which allows for discontinuities along an interface that can be arbitrarily located with respect to the mesh is presented. Using standard linear finite elements, the method is for an elliptic PDE proven to have optimal convergence order and a system matrix with condition number bounded independently of the position of the interface.The new finite element method is extended to the incompressible Stokes equations for two fluid systemsand enables accurate approximations of the weakly discontinuous velocity field and the discontinuous pressure. An alternative way to handle discontinuities is regularization. In this thesis, consistent regularizations of Dirac delta functions with support on interfaces are proposed. These regularized delta functions make it easy to approximate surface tension forces in level set methods. A new model for simulating contact line dynamics is also proposed. Capillary dominated flows are considered and it is assumed that contact line movement is driven by the deviation of the contact angle from its static value. This idea is used together with the conservative level set method. The need for fluid slip at the boundary is eliminated by providing a diffusive mechanism for contact line movement. Numerical experiments in two space dimensions show that the method is able to qualitatively correctly capture contact line dynamics.
QC 20110503

This dissertation presents a duality theorem of the Aubin-Nitsche type for discontinuous Petrov Galerkin (DPG) methods. This explains the numerically observed higher convergence rates in weaker norms. Considering the specific example of the mild-weak (or primal) DPG method for the Laplace equation, two further results are obtained. First, for triangular meshes, the DPG method continues to be solvable even when the test space degree is reduced, provided it is odd. Second, a non-conforming method of analysis is developed to explain the numerically observed convergence rates for a test space of reduced degree. Finally, for rectangular meshes, the test space is reduced, yet the convergence is recovered regardless of parity.

Very fine discretizations of differential operators often lead to large, sparse matrices A, where the condition number of A is large. Such ill-conditioning has well known effects on both solving linear systems and eigenvalue computations, and, in general, computing solutions with relative accuracy independent of the condition number is highly desirable. This dissertation is divided into two parts. In the first part, we discuss a method of preconditioning, developed by Ye, which allows solutions of Ax=b to be computed accurately. This, in turn, allows for accurate eigenvalue computations. We then use this method to develop discretizations that yield accurate computations of the smallest eigenvalue of the biharmonic operator across several domains. Numerical results from the various schemes are provided to demonstrate the performance of the methods. In the second part we address the role of the condition number of A in the context of multigrid algorithms. Under various assumptions, we use rigorous Fourier analysis on 2- and 3-grid iteration operators to analyze round off errors in floating point arithmetic. For better understanding of general results, we provide detailed bounds for a particular algorithm applied to the 1-dimensional Poisson equation. Numerical results are provided and compared with those obtained by the schemes discussed in part 1.

This thesis is concerned with a class of explicit numerical methods for multiscale differential equations, including the Heterogeneous Multiscale Methods (HMM) and Projective Integration (PI) methods. These techniques have been developed within the last decade and successfully applied to a wide range of multiscale problems. We examine the HMM and PI methods when applied to multiscale systems for which the dynamics converges rapidly to a lower dimensional manifold defined in terms of the slow degrees of freedom, and provide rigorous convergence results for the methods under these conditions. The analysis allows us to establish the differences between several formulations of HMM, as well as develop a PI method with slightly better accuracy and stability properties than existing PI formulations. We corroborate our results by numerical simulations. We then compare the HMM and PI methods, with insight on how to select numerical parameters, the difficulties faced by each method, and how one might bypass these difficulties.

During the epoch when the first collapsed structures formed (6<z<50) our Universe went through an extended period of changes. Some of the radiation from the first stars and accreting black holes in those structures escaped and changed the state of the Intergalactic Medium (IGM). The era of this global phase change in which the state of the IGM was transformed from cold and neutral to warm and ionized, is called the Epoch of Reionization.In this thesis we focus on numerical methods to calculate the effects of this escaping radiation. We start by considering the performance of the cosmological radiative transfer code C2-Ray. We find that although this code efficiently and accurately solves for the changes in the ionized fractions, it can yield inaccurate results for the temperature changes. We introduce two new elements to improve the code. The first element, an adaptive time step algorithm, quickly determines an optimal time step by only considering the computational cells relevant for this determination. The second element, asynchronous evolution, allows different cells to evolve with different time steps. An important constituent of methods to calculate the effects of ionizing radiation is the transport of photons through the computational domain or ``ray-tracing''. We devise a novel ray tracing method called PYRAMID which uses a new geometry - the pyramidal geometry. This geometry shares properties with both the standard Cartesian and spherical geometries. This makes it on the one hand easy to use in conjunction with a Cartesian grid and on the other hand ideally suited to trace radiation from a radially emitting source. A time-dependent photoionization calculation not only requires tracing the path of photons but also solving the coupled set of photoionization and thermal equations. Several different solvers for these equations are in use in cosmological radiative transfer codes. We conduct a detailed and quantitative comparison of four different standard solvers in which we evaluate how their accuracy depends on the choice of the time step. This comparison shows that their performance can be characterized by two simple parameters and that the C2-Ray generally performs best.

At the time of the doctoral defense, the following papers were unpublished and had a status as follows: Paper 2: Submitted. Paper 3: Submitted.

The approximate greatest descent (AGD) method and a two-phase AGD method (AGDN) are proposed as new methods for a nonlinear least squares problem. Numerical experiments show that these methods outperform existing methods including the Levenberg-Marquardt method. However, the AGDN method outperforms the AGD method with a faster convergence. If the AGDN method fails due to singularity of the Hessian matrix, the AGD method should be used.

The use of guided ultrasonic waves (GUW) has increased considerably in the fields of non-destructive (NDE) testing and structural health monitoring (SHM) due to their ability to perform long range inspections, to probe hidden areas as well as to provide a complete monitoring of the entire waveguide. Guided waves can be fully exploited only once their dispersive properties are known for the given waveguide. In this context, well stated analytical and numerical methods are represented by the Matrix family methods and the Semi Analytical Finite Element (SAFE) methods. However, while the former are limited to simple geometries of finite or infinite extent, the latter can model arbitrary cross-section waveguides of finite domain only. This thesis is aimed at developing three different numerical methods for modelling wave propagation in complex translational invariant systems. First, a classical SAFE formulation for viscoelastic waveguides is extended to account for a three dimensional translational invariant static prestress state. The effect of prestress, residual stress and applied loads on the dispersion properties of the guided waves is shown. Next, a two-and-a-half Boundary Element Method (2.5D BEM) for the dispersion analysis of damped guided waves in waveguides and cavities of arbitrary cross-section is proposed. The attenuation dispersive spectrum due to material damping and geometrical spreading of cavities with arbitrary shape is shown for the first time. Finally, a coupled SAFE-2.5D BEM framework is developed to study the dispersion characteristics of waves in viscoelastic waveguides of arbitrary geometry embedded in infinite solid or liquid media. Dispersion of leaky and non-leaky guided waves in terms of speed and attenuation, as well as the radiated wavefields, can be computed. The results obtained in this thesis can be helpful for the design of both actuation and sensing systems in practical application, as well as to tune experimental setup.

The use of guided ultrasonic waves (GUW) has increased considerably in the fields of non-destructive (NDE) testing and structural health monitoring (SHM) due to their ability to perform long range inspections, to probe hidden areas as well as to provide a complete monitoring of the entire waveguide. Guided waves can be fully exploited only once their dispersive properties are known for the given waveguide. In this context, well stated analytical and numerical methods are represented by the Matrix family methods and the Semi Analytical Finite Element (SAFE) methods. However, while the former are limited to simple geometries of finite or infinite extent, the latter can model arbitrary cross-section waveguides of finite domain only. This thesis is aimed at developing three different numerical methods for modelling wave propagation in complex translational invariant systems. First, a classical SAFE formulation for viscoelastic waveguides is extended to account for a three dimensional translational invariant static prestress state. The effect of prestress, residual stress and applied loads on the dispersion properties of the guided waves is shown. Next, a two-and-a-half Boundary Element Method (2.5D BEM) for the dispersion analysis of damped guided waves in waveguides and cavities of arbitrary cross-section is proposed. The attenuation dispersive spectrum due to material damping and geometrical spreading of cavities with arbitrary shape is shown for the first time. Finally, a coupled SAFE-2.5D BEM framework is developed to study the dispersion characteristics of waves in viscoelastic waveguides of arbitrary geometry embedded in infinite solid or liquid media. Dispersion of leaky and non-leaky guided waves in terms of speed and attenuation, as well as the radiated wavefields, can be computed. The results obtained in this thesis can be helpful for the design of both actuation and sensing systems in practical application, as well as to tune experimental setup.

The Finite Element Method (FEM) applied to wave scattering and quasi-static vector field problems in the frequency domain leads to sparse, complex-symmetric, linear systems of equations. For large problems with complicated geometries, most of the computer time and memory used by FEM goes to solving the matrix equation. Krylov subspace methods are widely used iterative methods for solving large sparse systems. They depend heavily on preconditioning to accelerate convergence. However, application of conventional preconditioners to the "curl-curl" operator which arises in vector electromagnetics does not result in a satisfactory performance and specialized preconditioning techniques are required. This thesis presents effective Multilevel and Algebraic Multigrid (AMG) preconditioning techniques for p-adaptive FEM analysis. In p-adaption, finite elements of different polynomial orders are present in the mesh and the system matrix can be structured into blocks corresponding to the orders of the basis functions. The new preconditioners are based on a p-type multilevel Schwarz (pMUS) approximate inversion of the block structured system. A V-cycle multilevel correction starts by applying Gauss-Seidel to the highest block level, then the next level down, and so on. On the other side of the V, Gauss-Seidel iterations are applied in the reverse order. At the bottom of the cycle is the lowest order system, which is usually solved exactly with a direct solver. The proposed alternative is to use Auxiliary Space Preconditioning (ASP) at the lowest level and continue the V-cycle downwards, first into a set of auxiliary, node-based spaces, then through a series of progressively smaller matrices generated by an Algebraic Multigrid (AMG). The algebraic coarsening approach is especially useful for problems with fine geometric details, requiring a very large mesh in which the bulk of the elements remain at low order. In addition, for wave problems, a "shifted Laplace" technique is applied, in which part of the ASP/AMG algorithm uses a perturbed, complex frequency. A significant convergence acceleration is achieved. The performance of Krylov algorithms is further enhanced during p-adaption by incorporation of a deflation technique. This projects out from the preconditioned system the eigenvectors corresponding to the smallest eigenvalues. The construction of the deflation subspace is based on efficient estimation of the eigenvectors from information obtained when solving the first problem in a p-adaptive sequence. Extensive numerical experiments have been performed and results are presented for both wave and quasi-static problems. The test cases considered are complicated to solve and the numerical results show the robustness and efficiency of the new preconditioners. Deflated Krylov methods preconditioned with the current Multilevel/ASP/AMG approach are always considerably faster than the reference methods and speedups of up to 10 are achieved for some test problems.
La méthode des éléments finis (FEM) appliquée à la dispersion des ondes et aux problèmes de champ de vecteurs quasi-statique dans le domaine fréquentiel mène à des systèmes d'équations linéaires rares, symétriques-complexes. Pour de grands problèmes ayant des géométries complexes, la plupart du temps et de la mémoire d'ordinateur utilisé par FEM va à la résolution de l'équation de la matrice. Les méthodes itératives de Krylov sont celles largement utilisées dans la résolution de grands systèmes creux. Elles dépendent fortement des préconditionnement qui accélèrent la convergence. Toutefois, l'application de préconditionnements conventionnels à l'opérateur "rot-rot" qui surgit en électromagnétisme vectoriel n'aboutit pas à des résultats satisfaisants et des techniques de préconditionnement spécialisés sont exigées.Cette thèse présente des techniques de préconditionnement efficaces multiniveau et multigrilles algébrique (AMG) pour l'analyse p-adaptative FEM. Dans la p-adaptation, des éléments finis de différents ordres polynomiaux sont présents dans le maillage et la matrice du système peut être structurée en blocs correspondant aux ordres des fonctions de base. Les nouveaux préconditionneurs sont basés sur un type d'inversion approximative à multiniveau p Schwarz (pMUS) du système structuré de bloc. Une correction à niveaux multiples en cycle V débute par l'application de Gauss-Seidel au niveau du bloc le plus élevé, suivi par le niveau inférieur, et ainsi de suite. De l'autre côté du V, des itérations de Gauss-Seidel sont appliquées en ordre inverse. Au bas du cycle se trouve le système d'ordre le plus bas, qui est habituellement résolu exactement avec un solveur direct. L'alternative proposée est d'utiliser l'espace auxiliaire de préconditionnement (ASP) au niveau le plus bas et de poursuivre le cycle en V vers le bas, d'abord en un ensemble d'auxiliaires, basé sur les espacements de nœuds, à travers une série de plus en plus petites de matrices générées par un multigrille algébrique (AMG). L'approche de grossissement algébrique est particulièrement utile aux problèmes ayant de fins détails géométriques, nécessitant une très grande maille dans laquelle la majeure partie des éléments restent à un niveau plus bas.En outre, pour des problèmes d'onde, la technique "décalé Laplace" est appliquée, dans laquelle une partie de l'algorithme ASP/AMG utilise une fréquence complexe perturbée. Une accélération de la convergence significative est atteinte. La performance des algorithmes de Krylov est davantage renforcée au cours du p-adaptation par l'incorporation d'une technique de déflation. Cette saillie fait dépasser hors du système préconditionné, les vecteurs propres correspondants aux plus petites valeurs propres. La construction du sous-espace de déflation est basée sur une estimation efficace des vecteurs propres à partir d'informations obtenues lors de la résolution du premier problème dans une séquence p-adaptatif. Des expériences numériques approfondies ont été effectuées et les résultats sont présentés à la fois aux problèmes d'onde et quasi-statiques. Les cas de test sont considérés comme compliqués à résoudre et les résultats numériques montrent la robustesse et l'efficacité des nouveaux préconditionnements. Les méthodes de Krylov de déflation préconditionnés par l'approche multiniveaux/ASP/AMG actuelle sont toujours considérablement plus rapides que les méthodes de référence et des accélérations allant jusqu'à 10 sont atteintes pour certains problèmes de test.

This thesis reports onreview and research work carried out on the numerical analysis of elastomers. The two numerical techniques investigated for this purpose are the finite and boundary element methods. The finite element method is studied so that existing theory is used to develop a finite element code both to review the finite element method as applied to the stress analysis of elastomers and to provide a comparison of results and numerical approach with the boundary element method. The research work supported on in this thesis covers the application of the boundary element method to the stress analysis of elastomers. To this end a simplified regularization approach is discussed for the removal of strong and hypersingularities generated in the system on non-linear boundary integral equations. The necessary programming details for the implementation of the boundary element method are discussed based on the code developed for this research. Both the finite and boundary element codes developed for this research use the Mooney-Rivlin material model as the strain energy based constitutive stress strain function. For validation purposes four test cases are investigated. These are the uni-axial patch test, pressurized thick wall cylinder, centrifugal loading of a rotating disk and the J-Integral evaluation for a centrally cracked plate. For the patch test and pressurized cylinder, both plane stress and strain have been investigated. For the centrifugal loading and centrally cracked plate test cases only plane stress has been investigated. For each test case the equivalent results for an equivalent FEM program mesh have been presented. The test results included in this thesis prove that the FE and BE derivations detailed in this work are correct. Specifically the simplified domain integral singular and hyper-singular regularization approach was shown to lead to accurate results for the test cases detailed. Various algorithm findings specific to the BEM implementation of the theory are also discussed.

This thesis is concerned with numerical techniques for resolving and continuing closed, compact invariant manifolds in parameter-dependent dynamical systems with specific emphasis on invariant tori under flows. In the first part, we review several numerical methods of continuing invariant tori and concentrate on one choice called the ``orthogonality condition'. We show that the orthogonality condition is equivalent to another condition on the smooth level and show that they both descend from the same geometrical relationship. Then we show that for hyperbolic, periodic orbits in the plane, the linearization of the orthogonality condition yields a scalar system whose characteristic multiplier is the same as the non-unity multiplier of the orbit. In the second part, we demonstrate that one class of discretizations of the orthogonality condition for periodic orbits represents a natural extension of collocation. Using this viewpoint, we give sufficient conditions for convergence of a periodic orbit. The stability argument does not extend to higher-dimensional tori, however, and we prove that the method is unconditionally unstable for some common types of two-tori embedded in R^3 with even numbers of points in both angular directions. In the third part, we develop several numerical examples and demonstrate that the convergence properties of the method and discretization can be quite complicated. In the fourth and final part, we extend the method to the general case of p-tori in R^n in a different way from previous implementations and solve the continuation problem for a three-torus embedded in R^8.

Thesis (Ph.D.)--City University of Hong Kong, 2009.
"Submitted to the Department of Building and Construction in partial fulfillment of the requirements for the degree of Doctor of Philosophy." Includes bibliographical references (leaves [170]-184)