Tesis sobre el tema "Differential Equation Method de Wormald"

Nous proposons une alternative à l’approche prévalente dans les algorithmes de mariage en ligne. Basés sur le choix d’un critère de mariage, nous construisons des algorithmes dits locaux. Ces algorithmes sont locaux dans le sens où chacun des individus est tour à tour soumis au critère de mariage choisi. Ce qui nous amène à démontrer que le nombre de sommets qui finissent mariés lorsque chaque individu adopte une stratégie prédéfinie est solution d’une équation différentielle ordinaire. Grâce à cette approche nous prédisons les performances et comparons deux algorithmes/stratégies. Pour émuler l'asymptotique des graphes, nous utilisons le modèle de configuration basé sur un échantillonnage de la distribution de degré du graphe d'intérêt. Et globalement notre méthode peut être vue comme une généralisation de la Differential Equation Method de Wormald. Il est à noter que l’approche en ligne se concentre principalement sur les graphes bipartis
The present thesis constructs an alternative framework to online matching algorithms on large graphs. Using the configuration model to mimic the degree distributions of large networks, we are able to build algorithms based on local matching policies for nodes. Thus, we are allowed to predict and approximate the performances of a class of matching policies given the degree distributions of the initial network. Towards this goal, we use a generalization of the differential equation method to measure valued processes. Through-out the text, we provide simulations and a comparison to the seminal work of Karp, Vazirani and Vazirani based on the prevailing viewpoint in online bipartite matching

This thesis presents the Differential Quadrature Method (DQM) for solving time-dependent or heat conduction problem. DQM discretizes the space derivatives giving a system of ordinary differential equations with respect to time and the fourth order Runge Kutta Method (RKM) is employed for solving this system. Stabilities of the ordinary differential equations system and RKM are considered and step sizes are arranged accordingly. The procedure is applied to several time dependent diffusion problems and the solutions are presented in terms of graphics comparing with the exact solutions. This method exhibits high accuracy and efficiency comparing to the other numerical methods.

The Burgers equation, and related partial differential equations (PDEs), can be numerically challenging for small values of the viscosity parameter. For example, these equations can develop discontinuous solutions (or solutions with large gradients) from smooth initial data. Aside from numerical stability issues, standard numerical methods can also give rise to spurious oscillations near these discontinuities. In this study, we consider an equivalent form of the Burgers equation given by Constantin and Iyer, whose solution can be written as the expected value of a stochastic differential equation. This equivalence is used to develop a numerical method for approximating solutions to Burgers equation. Our preliminary analysis of the algorithm reveals that it is a natural generalization of the method of characteristics and that it produces approximate solutions that actually improve as the viscosity parameter vanishes. We present three examples that compare our algorithm to a recently published reference method as well as the vanishing viscosity/entropy solution for decreasing values of the viscosity.
Master of Science
Burgers equation is a Partial Differential Equation (PDE) used to model how fluids evolve in time based on some initial condition and viscosity parameter. This viscosity parameter helps describe how the energy in a fluid dissipates. When studying partial differential equations, it is often hard to find a closed form solution to the problem, so we often approximate the solution with numerical methods. As our viscosity parameter approaches 0, many numerical methods develop problems and may no longer accurately compute the solution. Using random variables, we develop an approximation algorithm and test our numerical method on various types of initial conditions with small viscosity coefficients.

This thesis presents the Differential Quadrature Method (DQM) for solving Helmholtz, modified Helmholtz and Helmholtz eigenvalue-eigenvector equations. The equations are discretized by using Polynomial-based and Fourier-based differential quadrature technique wich use basically polynomial interpolation for the solution of differential equation.

Symmetry methods are important in the analysis of differential equation (DE) systems. In this thesis, we focus on two significant topics in symmetry analysis: nonlocally related partial differential equation (PDE) systems and the application of the nonclassical method. In particular, we introduce a new systematic symmetry-based method for constructing nonlocally related PDE systems (inverse potential systems). It is shown that each point symmetry of a given PDE system systematically yields a nonlocally related PDE system. Examples include applications to nonlinear reaction-diffusion equations, nonlinear diffusion equations and nonlinear wave equations. Moreover, it turns out that from these example PDEs, one can obtain nonlocal symmetries (including some previously unknown nonlocal symmetries) from some corresponding constructed inverse potential systems. In addition, we present new results on the correspondence between two potential systems arising from two nontrivial and linearly independent conservation laws (CLs) and the relationships between local symmetries of a PDE system and those of its potential systems. We apply the nonclassical method to obtain new exact solutions of the nonlinear Kompaneets (NLK) equation u_{t}=x^{-²}(x^{⁴}(\alpha u_{x}+\beta u+\gamma u^{ ²}))_{x}, where \alpha>0, \beta\geq0 and \gamma>0 are arbitrary constants. New time-dependent exact solutions for the NLK equation u_{t}=x^{-²}(x^{⁴}(\alpha u_{x}+\gamma u^{²}))_{x}, for arbitrary constants \alpha>0, \gamma>0 are obtained. Each of these solutions is expressed in terms of elementary functions. We also consider the behaviours of these new solutions for initial conditions of physical interest. More specifically, three of these families of solutions exhibit quiescent behaviour and the other two families of solutions exhibit blow-up behaviour in finite time. Consequently, it turns out that the corresponding nontrivial stationary solutions are unstable.

We propose a new discontinuous finite element method for higher-order initial value problems where the finite element solution exhibits an optimal convergence rate in the L2- norm. We further show that the q-degree discontinuous solution of a differential equation of order m and its first (m-1)-derivatives are strongly superconvergent at the end of each step. We also establish that the q-degree discontinuous solution is superconvergent at the roots of (q+1-m)-degree Jacobi polynomial on each step. Furthermore, we use these results to construct asymptotically correct a posteriori error estimates. Moreover, we design a new discontinuous Galerkin method to solve the wave equation by using a method of lines approach to separate the space and time where we first apply the classical finite element method using p-degree polynomials in space to obtain a system of second-order ordinary differential equations which is solved by our new discontinuous Galerkin method. We provide an error analysis for this new method to show that, on each space-time cell, the discontinuous Galerkin finite element solution is superconvergent at the tensor product of the shifted roots of the Lobatto polynomials in space and the Jacobi polynomial in time. Then, we show that the global L2 error in space and time is convergent. Furthermore, we are able to construct asymptotically correct a posteriori error estimates for both spatial and temporal components of errors. We validate our theory by presenting several computational results for one, two and three dimensions.
Ph. D.

The compositions of in-host microbial communities (microbiota) play a significant role in host health, and a better understanding of the microbiota's role in a host's transition from health to disease or vice versa could lead to novel medical treatments. One of the first steps toward this understanding is modeling interaction dynamics of the microbiota, which can be exceedingly challenging given the complexity of the dynamics and difficulties in collecting sufficient data. Methods such as principal differential analysis, dynamic flux estimation, and others have been developed to overcome these challenges for ordinary differential equation models. Despite their advantages, these methods are still vastly underutilized in mathematical biology, and one potential reason for this is their sophisticated implementation. While this work focuses on applying principal differential analysis to microbiota data, we also provide comprehensive details regarding the derivation and numerics of this method. For further validation of the method, we demonstrate the feasibility of principal differential analysis using simulation studies and then apply the method to intestinal and vaginal microbiota data. In working with these data, we capture experimentally confirmed dynamics while also revealing potential new insights into those dynamics. We also explore how we find the forward solution of the model differential equation in the context of principal differential analysis, which amounts to a least-squares finite element method. We provide alternative ideas for how to use the least-squares finite element method to find the forward solution and share the insights we gain from highlighting this piece of the larger parameter estimation problem.
Ph. D.

Magister Scientiae - MSc
Many chemical and physical problems are mathematically described by partial differential equations (PDEs). These PDEs are often highly nonlinear and therefore have no closed form solutions. Thus, it is necessary to recourse to numerical approaches to determine suitable approximations to the solution of such equations. For solutions possessing sharp spatial transitions (such as boundary or interior layers), standard numerical methods have shown limitations as they fail to capture large gradients. The method of lines (MOL) is one of the numerical methods used to solve PDEs. It proceeds by the discretization of all but one dimension leading to systems of ordinary di erential equations. In the case of time-dependent PDEs, the MOL consists of discretizing the spatial derivatives only leaving the time variable continuous. The process results in a system to which a numerical method for initial value problems can be applied. In this project we consider various types of singularly perturbed time-dependent PDEs. For each type, using the MOL, the spatial dimensions will be discretized in many different ways following fitted numerical approaches. Each discretisation will be analysed for stability and convergence. Extensive experiments will be conducted to confirm the analyses.

This work considers initial value problems (IVPs) for ordinary differential equations (ODEs) where some of the data is uncertain and given by intervals as is the case in many areas of science and engineering. Interval methods provide a way to approach these problems but they raise fundamental challenges in obtaining high accuracy and low computation costs. This work introduces a constraint satisfaction approach to these problems which enhances traditional interval methods with a pruning step based on a global relaxation of the ODE. The relaxation uses Hermite interpolation polynomials and enclosures of their error terms to approximate the ODE. Our work also shows how to find an evaluation time for the relaxation that minimizes its local error. Theoretical and experimental results show that the approach produces significant improvements in accuracy over the best interval methods for the same computation costs. The results also indicate that the new algorithm should be significantly faster when the ODE contains many operations.

In this thesis we study boundary value problems for the Laplace equation on do mains with smooth boundary. Central to our analysis is a relation, known as the global relation, that couples the boundary data for a given BVP. Previously, the global re lation has primarily been applied to elliptic PDEs defined on polygonal domains. In this thesis we extend the use of the global relation to domains with smooth boundary. This is done by introducing a new transform, denoted by F_p, that is an analogue of the Fourier transform on smooth convex curves. We show that the F_p-transform is a bounded and invertible integral operator. Following this, we show that the F_p-transform naturally arises in the global relation for the Laplace equation on domains with smooth boundary. Using properties of the F_p-transform, we show that the global relation defines a continuously invertible map between the Dirichlet and Neumann data for a given BVP for the Laplace equation. Following this, we construct a numerical method that uses the global relation to find the Neumann data, given the Dirichlet data, for a given BVP for the Laplace equation on a domain with smooth boundary.

In this paper I extend the method of mixed monotony, to construct monotone sequences that converge to the unique solution of an initial value delay differential equation.
En este artículo se prueba una generalización del método de monotonía mixta, para construir sucesiones monótonas que convergen a la solución única de una ecuación diferencial de retraso con valor inicial.

In this paper we develop a finite-difference scheme to approximate radially symmetric solutions of a dissipative nonlinear modified Klein-Gordon equation in an open sphere around the origin, with constant internal and external damping coefficients and nonlinear term of the form G' (w) = w ^p, with p an odd number greater than 1. We prove that our scheme is consistent of quadratic order, and provide a necessary condition for it to be stable order n. Part of our study will be devoted to study the effects of internal and external damping.

Le but de cette thèse est de développer une méthode numérique simple, robuste, efficace et précise pour résoudre des problèmes d'ingénierie de grande taille à partir de la méthode Taylor Meshless (TMM) et fournir de nouvelles idées principales de TMM est d'utiliser comme fonctions de forme des polynômes d'ordre élevé qui sont des solutions approchées de l'EDP. Ainsi la discrétisation ne concerne que la frontière. Les coefficients de ces fonctions de forme sont obtenus en discrétisant les conditions aux limites par des procédures de collocation associées à la méthode des moindres carrés. TMM est alors une véritable méthode sans maillage sans processus d'intégration, les conditions aux limites étant obtenues par collocation. Les principales contributions de cette thèse sont les suivantes: 1) Basé sur TMM, un algorithme général et efficace a été développé pour résoudre des EDP elliptiques tridimensionnelles; 2) Trois techniques de couplage pour des résolutions par morceaux ont été discutées dans des cas de problèmes à grande échelle: la méthode de collocation par les moindres carrés et deux méthodes de couplage basées sur les multiplicateurs de Lagrange; 3) Une méthode numérique générale pour résoudre les EDP non-linéaires a été proposée en combinant la méthode de Newton, la TMM et la technique de différentiation automatique. 4) Pour résoudre des problèmes avec un bord non régulier, des solutions singulières satisfaisant l'équation de contrôle sont introduites comme des fonctions de forme complémentaires, ce qui fournit une base théorique pour la résolution de problèmes singuliers
Based on Taylor Meshless Method (TMM), the aim of this thesis is to develop a simple, robust, efficient and accurate numerical method which is capable of solving large scale engineering problems and to provide a new idea for the follow-up study on meshless methods. To this end, the influence of the key factors in TMM has been studied by solving three-dimensional and non-linear Partial Differential Equations (PDEs). The main idea of TMM is to use high order polynomials as shape functions which are approximated solutions of the PDE and the discretization concerns only the boundary. To solve the unknown coefficients, boundary conditions are accounted by collocation procedures associated with least-square method. TMM that needs only boundary collocation without integration process, is a true meshless method. The main contributions of this thesis are as following: 1) Based on TMM, a general and efficient algorithm has been developed for solving three-dimensional PDEs; 2) Three coupling techniques in piecewise resolutions have been discussed and tested in cases of large-scale problems, including least-square collocation method and two coupling methods based on Lagrange multipliers; 3) A general numerical method for solving non-linear PDEs has been proposed by combining Newton Method, TMM and Automatic Differentiation technique; 4) To apply TMM for solving problems with singularities, the singular solutions satisfying the control equation are introduced as complementary shape functions, which provides a theoretical basis for solving singular problems

In this work, we study the application both of optimal control techniques and a numerical method to a system of partial differential equations arising from a problem in wound healing. Optimal control theory is a generalization of calculus of variations, as well as the method of Lagrange Multipliers. Both of these techniques have seen prevalent use in the modern theories of Physics, Economics, as well as in the study of Partial Differential Equations. The numerical method we consider is the method of lines, a prominent method for solving partial differential equations. This method uses finite difference schemes to discretize the spatial variable over an N-point mesh, thereby converting each partial differential equation into N ordinary differential equations. These equations can then be solved using numerical routines defined for ordinary differential equations.

This thesis investigates the possibility of approximating stationary solutions of stochastic differential equations using numerical methods. We consider a particular class of stochastic differential equations, which are known to generate random dynamical systems. The existence of stochastic stationary solution is proved using global attractor approach. Euler's numerical method, applied to the stochastic differential equation, is proved to generate a discrete random dynamical system. The existence of stationary solution is proved again using global attractor approach. At last we prove that the approximate stationary point converges in mean-square sense to the exact one as the time step of the numerical scheme diminishes.

The boundary element method (BEM) has become a powerful method for the numerical solution of boundary-value problems (BVPs), due to its ability (at least for problems with constant coefficients) of reducing a BVP for a linear partial differential equation (PDE) defined in a domain to an integral equation defined on the boundary, leading to a simplified discretisation process with boundary elements only. On the other hand, the coefficients in the mathematical model of a physical problem typically correspond to the material parameters of the problem. In many physical problems, the governing equation is likely to involve variable coefficients. The application of the BEM to these equations is hampered by the difficulty of finding a fundamental solution. The first part of this thesis will focus on the derivation of the boundary integral equation (BIE) for the Laplace equation, and numerical results are presented for some examples using constant elements. Then, the formulations of the boundary-domain integral or integro-differential equation (BDIE or BDIDE) for heat conduction problems with variable coefficients are presented using a parametrix (Levi function), which is usually available. The second part of this thesis deals with the extension of the BDIE and BDIDE formulations to the treatment of the two-dimensional Helmholtz equation with variable coefficients. Four possible cases are investigated, first of all when both material parameters and wave number are constant, in which case the zero-order Bessel function of the second kind is used as fundamental solution. Moreover, when the material parameters are variable (with constant or variable wave number), a parametrix is adopted to reduce the Helmholtz equation to a BDIE or a BDIDE. Finally, when material parameters are constant (with variable wave number), the standard fundamental solution for the Laplace equation is used in the formulation. In the third part, the radial integration method (RIM) is introduced and discussed in detail. Modifications are introduced to the RIM, particularly the fact that the radial integral is calculated by using a pure boundary-only integral which relaxes the “star-shaped” requirement of the RIM. Then, the RIM is used to convert the domain integrals appearing in both BDIE and BDIDE for heat conduction and Helmholtz equations to equivalent boundary integrals. For domain integrals consisting of known functions the transformation is straightforward, while for domain integrals that include unknown variables the transformation is accomplished with the use of augmented radial basis functions (RBFs). The most attractive feature of the method is that the transformations are very simple and have similar forms for both 2D and 3D problems. Finally, the application of the RIM is discussed for the diffusion equation, in which the parabolic PDE is initially reformulated as a BDIE or a BDIDE and the RIM is used to convert the resulting domain integrals to equivalent boundary integrals. Three cases have been investigated, for homogenous, non-homogeneous and variable coefficient diffusion problems.

Disertační práce formuluje asymptotické odhady řešení tzv. sublineárních a superlineárních diferenciálních rovnic se zpožděním. V těchto odhadech vystupuje řešení pomocných funkcionálních rovnic a nerovností. Dále práce pojednává o kvalitativních vlastnostech diferenčních rovnic se zpožděním, které vznikly diskretizací studovaných diferenciálních rovnic. Pozornost je věnována souvislostem asympotického chování řešení rovnic ve spojitém a diskrétním tvaru, a to v obecném i v konkrétních případech. Studována je rovněž stabilita numerické diskretizace vycházející z $\theta$-metody. Práce obsahuje několik příkladů ilustrujících dosažené výsledky.

In this thesis, we study the existence of stationary solutions for two cases. One is for random difference equations. For this, we prove the existence and uniqueness of the stationary solutions in a finite-dimensional Euclidean space Rd by applying the coupling method. The other one is for semi linear stochastic evolution equations. For this case, we follows Mohammed, Zhang and Zhao [25]'s work. In an infinite-dimensional Hilbert space H, we release the Lipschitz constant restriction by using Arzela-Ascoli compactness argument. And we also weaken the globally bounded condition for F by applying forward and backward Gronwall inequality and coupling method.

A method for trimming surfaces generated as solutions to Partial Differential Equations (PDEs) is presented. The work we present here utilises the 2D parameter space on which the trim curves are defined whose projection on the parametrically represented PDE surface is then trimmed out. To do this we define the trim curves to be a set of boundary conditions which enable us to solve a low order elliptic PDE on the parameter space. The chosen elliptic PDE is solved analytically, even in the case of a very general complex trim, allowing the design process to be carried out interactively in real time. To demonstrate the capability for this technique we discuss a series of examples where trimmed PDE surfaces may be applicable.

Baigiamajame darbe nagrinėjama paprastoji antros eilės diferencialinė lygtis. Jos sprendinių gavimui ir analizei naudojamas faktorizacijos metodas – ieškomosios funkcijos skaidymas dauginamaisiais bei kiti tradiciniai paprastųjų diferencialinių lygčių sprendimo metodai: nepriklausomo kintamojo keitimo metodas, konstantų varijavimo metodas.
In this work is analyzed second-order differential equation. I use factorization method and other traditional ordinary differential equations approaches as an example: independent variable exchange method, variation of constants method and direct integration, to find solutions of the equation.

In this thesis, we study the existence of random periodic solutions for both nonlinear dissipative stochastic functional differential equations (SFDEs) and semilinear nondissipative SFDEs in C([-r,0],R^d). Under some sufficient conditions for the existence of global semiflows for SFDEs, by using pullback-convergence technique to SFDE, we obtain a general theorem about the existence of random periodic solutions. By applying coupled forward-backward infinite horizon integral equations method, we perform the argument of the relative compactness of Wiener-Sobolev spaces in C([0,τ],C([-r,0]L²(Ω))) and the generalized Schauder's fixed point theorem to show the existence of random periodic solutions.

Submitted by Renata Lopes (renatasil82@gmail.com) on 2017-06-06T12:10:59Z No. of bitstreams: 1 luizmauriliodasilvamaciel.pdf: 11082986 bytes, checksum: ce05919ae5e2bd37882838427a25f4a3 (MD5)
Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2017-06-06T12:17:02Z (GMT) No. of bitstreams: 1 luizmauriliodasilvamaciel.pdf: 11082986 bytes, checksum: ce05919ae5e2bd37882838427a25f4a3 (MD5)
Made available in DSpace on 2017-06-06T12:17:02Z (GMT). No. of bitstreams: 1 luizmauriliodasilvamaciel.pdf: 11082986 bytes, checksum: ce05919ae5e2bd37882838427a25f4a3 (MD5) Previous issue date: 2014-02-27
CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
Identificar movimento em vídeos é uma tarefa fundamental a fim de analisar a sua infor-mação semântica. Uma das principais ferramentas para a identificação de movimento é o fluxo óptico, o qual estima a projeção da velocidade 3D dos objetos sobre o plano da câmera. Neste trabalho é proposto um método diferencial de fluxo óptico baseado na equação da onda. O fluxo óptico é calculado através da minimização de funcional de energia composto por dois termos: um termo de constância de brilho e um termo de energia da onda. O fluxo é então determinado através da resolução iterativa de um sistema de equações lineares. O desacoplamento entre os pixels na solução garante convergência rápida e torna o método adequado para a paralelização. No entanto, nossa abordagem não converge para todos os pontos de imagem, sendo apresentadas as suas condições de convergência. O fluxo proposto é aplicado no problema de reconhecimento de ação através da criação de um descritor global de vídeo baseado em histogramas de fluxo óptico (HOF). Apesar da sua esparsidade, o método proposto supera as abordagens clássicas. Também são avaliadas medidas de erro de fluxo óptico para algumas sequências de imagens conhecidas. Os erros encontrados são similares para o nosso método e as abordagens clássicas de fluxo óptico.
Identification of motion in videos is a fundamental task to analyse their semantic informa-tion. One of the main tools for motion identification is the optical flow, which estimates the projection of the 3D velocity of the objects onto the plane of the camera. In this work, we propose a differential optical flow method based on the wave equation. The optical flow is computed by minimizing a functional energy composed by two terms: brightness constancy and energy of the wave. The flow is then determined by solving iteratively a system of linear equations. The decoupling of the pixels in the solution ensures quick convergence and makes the method suitable for parallelization. However, our approach does not converge for all the image points and we present its convergence conditions. We apply our optical flow in the action recognition problem by creating a global video descriptor based on histograms of optical flow (HOF). Despite its sparsity, our method outperforms the classical approaches. We also evaluate optical flow error measures for some known image sequences. The errors found are similar for our method and the classical optical flow approaches.

In this thesis, our research focus on a weak second order stochastic Runge–Kutta method applied to a system of stochastic differential equations known as the Gatheral Model. We approximate numerical solutions to this system and investigate the rate of convergence of our method. Both call and put options are priced using Monte-Carlo simulation to investigate the order of convergence. The numerical results show that our method is consistent with the theoretical order of convergence of the Monte-Carlo simulation. However, in terms of the Runge-Kutta method, we cannot accept the consistency of our method with the theoretical order of convergence without further research.

[Truncated abstract] The study reported in this thesis extends the scaled boundary finite-element method to firstorder and second-order wave diffraction problems. The scaled boundary finite-element method is a newly developed semi-analytical technique to solve systems of partial differential equations. It works by employing a special local coordinate system, called scaled boundary coordinate system, to define the computational field, and then weakening the partial differential equation in the circumferential direction with the standard finite elements whilst keeping the equation strong in the radial direction, finally analytically solving the resulting system of equations, termed the scaled boundary finite-element equation. This unique feature of the scaled boundary finite-element method enables it to combine many of advantages of the finite-element method and the boundaryelement method with the features of its own. ... In this thesis, both first-order and second-order solutions of wave diffraction problems are presented in the context of scaled boundary finite-element analysis. In the first-order wave diffraction analysis, the boundary-value problems governed by the Laplace equation or by the Helmholtz equation are considered. The solution methods for bounded domains and unbounded domains are described in detail. The solution process is implemented and validated by practical numerical examples. The numerical examples examined include well benchmarked problems such as wave reflection and transmission by a single horizontal structure and by two structures with a small gap, wave radiation induced by oscillating bodies in heave, sway and roll motions, wave diffraction by vertical structures with circular, elliptical, rectangular cross sections and harbour oscillation problems. The numerical results are compared with the available analytical solutions, numerical solutions with other conventional numerical methods and experimental results to demonstrate the accuracy and efficiency of the scaled boundary finite-element method. The computed results show that the scaled boundary finite-element method is able to accurately model the singularity of velocity field near sharp corners and to satisfy the radiation condition with ease. It is worth nothing that the scaled boundary finite-element method is completely free of irregular frequency problem that the Green's function methods often suffer from. For the second-order wave diffraction problem, this thesis develops solution schemes for both monochromatic wave and bichromatic wave cases, based on the analytical expression of first-order solution in the radial direction. It is found that the scaled boundary finiteelement method can produce accurate results of second-order wave loads, due to its high accuracy in calculating the first-order velocity field.

Le calcul des efforts hydrodynamiques de premier ordre sur un ou plusieurs corps perçant la surface libre est aujourd'hui bien maîtrisé, et plusieurs codes de calcul implémentant la méthode des singularités (dite BEM ou méthode d'élément frontière) ont été développés. Le cadre est la théorie linéarisée des écoulements potentiels à une surface libre. Dans ces codes BEM, les singularités utilisées ont la propriété intrinsèque de satisfaire à la fois l'équation de Laplace dans le domaine fluide ainsi que la condition linéarisée de surface libre. Ces singularités, dites fonctions de Green à surface libre, dans le domaine fréquentiel en profondeur infinie et sans vitesse d'avance constituent le point focal de cette thèse. Tout d'abord, les expressions mathématiques existantes pour la fonction de Green de surface libre sont examinées. Douze expressions différentes sont passées en revue et analysées. Plusieurs méthodes numériques existantes sont comparées par rapport à leur temps de calcul et leur précision. Ensuite, une série d'équations différentielles ordinaires (ODEs) pour les fonctions de Green de surface libre dans le domaine temporel et le domaine fréquentiel et leur gradient est établie. Ces ODEs peuvent être utilisées pour mieux comprendre les propriétés de la fonction de Green et peuvent constituer un moyen alternatif de calculer ces fonctions de Green et leurs dérivées. Cependant, il est difficile de résoudre numériquement ces ODEs à cause de l'existence d'une singularité à l'origine. Cette difficulté est éliminée en modifiant les ODEs par l'utilisation de nouvelles fonctions sans singularité. Les nouvelles ODEs sont ensuite écrites sous forme canonique en utilisant une nouvelle définition de la fonction vectorielle. La forme canonique peut être résolue avec les conditions initiales à l'origine puisque tous les termes impliqués sont finis. Une méthode d'expansion basée sur une série de fonctions logarithmiques et de polynômes ordinaires, très efficace pour les problèmes de basse fréquence, a également été développée pour obtenir des solutions analytiques. Enfin, la méthode basée sur les ODE pour calculer la fonction de Green est implémentée et un nouveau solveur BEM est obtenu. L'élimination des fréquences irrégulières est incluse. Le nouveau solveur est validé par comparaison des coefficients hydrodynamiques à des solutions analytiques pour une hémisphère, ainsi qu'à des résultats numériques obtenus avec un solveur commercial pour un chaland parallèlépipédique et le porte-conteneurs KCS
The boundary element method (BEM) with constant panels is a common approach for wave-structure interaction problems. It is based on the linear potential-flow theory. It relies on the frequency-domain free-surface Green function, which is the focus of this thesis. First, the mathematical expressions and numerical methods for the frequency-domain free-surface Green function are investigated. Twelve different expressions are reviewed and analyzed. Several existing numerical methods are compared including their computational time and accuracies. Then, a series of ordinary differential equations (ODEs) for the time-domain and frequency-domain free-surface Green functions and their derivatives are derived. These ODEs can be used to better understand the properties of the Green function and can be an alternative way to calculate the Green functions and their derivatives. However, it is challenging to solve the ODEs for the frequency-domain Green function with initial conditions at the origin due to the singularity. This difficulty is removed by modifying the ODEs by using new functions free of singularity. The new ODEs are then transformed in their canonic form by using a novel definition of the vector functions. The canonic form can be solved with the initial conditions at the origin since all involved terms are finite. An expansion method based on series of logarithmic function together with ordinary polynomials which is very efficient for low frequency problems is also developed to obtain analytical solutions. Finally, the ODE-based method to calculate the Green function is implemented and an efficient BEM solver is obtained. The removal of irregular frequencies is included. The new solver is validated by comparison of hydrodynamic coefficients to analytical solutions for a heaving and surging hemisphere, and to numerical results obtained with a commercial solver for a box barge and the KCS container ship

Algebro-Differentialgleichungen (engl. differential-algebraic equations - DAEs) sind implizite singuläre gewöhnliche Differentialgleichungen, die restringierte dynamische Prozesse beschreiben. Sie unterscheiden sich von expliziten gewöhnlichen Differentialgleichungen dahingehend, dass Anfangswerte nicht beliebig vorgegeben werden können. Weiterhin sind in einer DAE neben Integrations- auch Differentiationsaufgaben involviert. Der Differentiationsindex gibt an, wieviele Differentiationen zur Lösung notwendig sind. Seit den 1980er Jahren wird vorwiegend an der Charakterisierung und Klassifizierung regulärer DAEs und der Konstruktion nebst Fundierung von Integrationsmethoden gearbeitet. I. Higueras, R. März und C. Tischendorf haben gezeigt, dass man lineare DAEs mit properem Hauptterm, A(t)(D(t)x(t))'' + B(t)x(t) = q(t), die regulär mit Traktabilitätsindex 2 sind, zuverlässig numerisch integrieren kann - im Unterschied zu linearen DAEs in Standardform. In Publikationen von R. Riaza und R. März wird die Klassifizierungen kritischer Punkten von linearen DAEs an die Verletzung bestimmter Rangbedingungen von Matrixfunktionen im Rahmen des Traktabilitätsindexes geknüpft. Im wesentlichen heißt ein kritischer Punkt harmlos, wenn der durch die inhärente Differentialgleichung beschriebene Fluß nicht tangiert ist. Gegenstand der vorliegenden Arbeit sind lineare quasi-proper formulierte DAEs. Es werden Index 2 DAEs mit harmlosen kritischen Punkten charakterisiert. Unter Verwendung von quasi-zulässigen Projektorfunktionen können neben DAEs, die fast überall gleiche charakteristische Werte haben, nun erstmalig auch solche mit Indexwechseln behandelt werden. Der Hauptteil der Arbeit besteht im Nachweis von Durchführbarkeit, Konvergenz und nur schwacher Instabilität von numerischen Integrationsmethoden (BDF, IRK(DAE)) für lineare Index 2 DAEs mit harmlosen kritischen Punkten, sowie in der Entwicklung von Fehlerschätzern und Schrittweitensteuerung.
Differential-algebraic equations (DAEs) are implicit singular ordinary differential equations, which describe dynamical processes that are restricted by some constraints. In contrast to explicit regular ordinary differential equations, for a DAE not any value can be imposed as an initial condition. Furthermore, DAEs involve not only integration problems but also differentiation problems. The differentiation index of a DAE indicates the number of differentiations required in order to solve a DAE. Since the 1980th, research focuses primarily on the characterization and classification of regular problem classes and the construction and foundation of integration methods for simulation software. I. Higueras, R. Maerz, and C. Tischendorf have shown that one can reliably integrate a general linear DAE with a properly stated leading term, A(t)(D(t)x(t))'' + B(t)x(t) = q(t), which is regular with tractability index 2 - in contrast to linear standard form DAEs. The first classification of critical points of linear DAEs has been published by R. Riaza and R. Maerz. Based on the tractability index, critical points are classified according to failures of certain rank conditions of matrix functions. Essentially, a critical point is said to be harmless, if the flow described by the inherent differential equation is not affected. The subject of this work are quasi-proper linear DAEs. Index-2 DAEs with harmless critical points are characterized. Under the application of quasi-admissible projector functions. Besides DAEs which have almost everywhere the same characteristic values, DAEs with index changes can now be discussed for the first time. The main part of the work is to provide a proof of feasibility, convergence, and only weak instability of numerical integration methods (BDF, IRK (DAE)) for linear index-2 DAEs with harmless critical points, as well as the development and testing of error estimators and stepsize control.

[EN] This thesis concerns the analysis of differential equations with uncertain input parameters, in the form of random variables or stochastic processes with any type of probability distributions. In modeling, the input coefficients are set from experimental data, which often involve uncertainties from measurement errors. Moreover, the behavior of the physical phenomenon under study does not follow strict deterministic laws. It is thus more realistic to consider mathematical models with randomness in their formulation. The solution, considered in the sample-path or the mean square sense, is a smooth stochastic process, whose uncertainty has to be quantified. Uncertainty quantification is usually performed by computing the main statistics (expectation and variance) and, if possible, the probability density function. In this dissertation, we study random linear models, based on ordinary differential equations with and without delay and on partial differential equations. The linear structure of the models makes it possible to seek for certain probabilistic solutions and even approximate their probability density functions, which is a difficult goal in general. A very important part of the dissertation is devoted to random second-order linear differential equations, where the coefficients of the equation are stochastic processes and the initial conditions are random variables. The study of this class of differential equations in the random setting is mainly motivated because of their important role in Mathematical Physics. We start by solving the randomized Legendre differential equation in the mean square sense, which allows the approximation of the expectation and the variance of the stochastic solution. The methodology is extended to general random second-order linear differential equations with analytic (expressible as random power series) coefficients, by means of the so-called Fröbenius method. A comparative case study is performed with spectral methods based on polynomial chaos expansions. On the other hand, the Fröbenius method together with Monte Carlo simulation are used to approximate the probability density function of the solution. Several variance reduction methods based on quadrature rules and multilevel strategies are proposed to speed up the Monte Carlo procedure. The last part on random second-order linear differential equations is devoted to a random diffusion-reaction Poisson-type problem, where the probability density function is approximated using a finite difference numerical scheme. The thesis also studies random ordinary differential equations with discrete constant delay. We study the linear autonomous case, when the coefficient of the non-delay component and the parameter of the delay term are both random variables while the initial condition is a stochastic process. It is proved that the deterministic solution constructed with the method of steps that involves the delayed exponential function is a probabilistic solution in the Lebesgue sense. Finally, the last chapter is devoted to the linear advection partial differential equation, subject to stochastic velocity field and initial condition. We solve the equation in the mean square sense and provide new expressions for the probability density function of the solution, even in the non-Gaussian velocity case.
[ES] Esta tesis trata el análisis de ecuaciones diferenciales con parámetros de entrada aleatorios, en la forma de variables aleatorias o procesos estocásticos con cualquier tipo de distribución de probabilidad. En modelización, los coeficientes de entrada se fijan a partir de datos experimentales, los cuales suelen acarrear incertidumbre por los errores de medición. Además, el comportamiento del fenómeno físico bajo estudio no sigue patrones estrictamente deterministas. Es por tanto más realista trabajar con modelos matemáticos con aleatoriedad en su formulación. La solución, considerada en el sentido de caminos aleatorios o en el sentido de media cuadrática, es un proceso estocástico suave, cuya incertidumbre se tiene que cuantificar. La cuantificación de la incertidumbre es a menudo llevada a cabo calculando los principales estadísticos (esperanza y varianza) y, si es posible, la función de densidad de probabilidad. En este trabajo, estudiamos modelos aleatorios lineales, basados en ecuaciones diferenciales ordinarias con y sin retardo, y en ecuaciones en derivadas parciales. La estructura lineal de los modelos nos permite buscar ciertas soluciones probabilísticas e incluso aproximar su función de densidad de probabilidad, lo cual es un objetivo complicado en general. Una parte muy importante de la disertación se dedica a las ecuaciones diferenciales lineales de segundo orden aleatorias, donde los coeficientes de la ecuación son procesos estocásticos y las condiciones iniciales son variables aleatorias. El estudio de esta clase de ecuaciones diferenciales en el contexto aleatorio está motivado principalmente por su importante papel en la Física Matemática. Empezamos resolviendo la ecuación diferencial de Legendre aleatorizada en el sentido de media cuadrática, lo que permite la aproximación de la esperanza y la varianza de la solución estocástica. La metodología se extiende al caso general de ecuaciones diferenciales lineales de segundo orden aleatorias con coeficientes analíticos (expresables como series de potencias), mediante el conocido método de Fröbenius. Se lleva a cabo un estudio comparativo con métodos espectrales basados en expansiones de caos polinomial. Por otro lado, el método de Fröbenius junto con la simulación de Monte Carlo se utilizan para aproximar la función de densidad de probabilidad de la solución. Para acelerar el procedimiento de Monte Carlo, se proponen varios métodos de reducción de la varianza basados en reglas de cuadratura y estrategias multinivel. La última parte sobre ecuaciones diferenciales lineales de segundo orden aleatorias estudia un problema aleatorio de tipo Poisson de difusión-reacción, en el que la función de densidad de probabilidad es aproximada mediante un esquema numérico de diferencias finitas. En la tesis también se tratan ecuaciones diferenciales ordinarias aleatorias con retardo discreto y constante. Estudiamos el caso lineal y autónomo, cuando el coeficiente de la componente no retardada i el parámetro del término retardado son ambos variables aleatorias mientras que la condición inicial es un proceso estocástico. Se demuestra que la solución determinista construida con el método de los pasos y que involucra la función exponencial retardada es una solución probabilística en el sentido de Lebesgue. Finalmente, el último capítulo lo dedicamos a la ecuación en derivadas parciales lineal de advección, sujeta a velocidad y condición inicial estocásticas. Resolvemos la ecuación en el sentido de media cuadrática y damos nuevas expresiones para la función de densidad de probabilidad de la solución, incluso en el caso de velocidad no Gaussiana.
[CAT] Aquesta tesi tracta l'anàlisi d'equacions diferencials amb paràmetres d'entrada aleatoris, en la forma de variables aleatòries o processos estocàstics amb qualsevol mena de distribució de probabilitat. En modelització, els coeficients d'entrada són fixats a partir de dades experimentals, les quals solen comportar incertesa pels errors de mesurament. A més a més, el comportament del fenomen físic sota estudi no segueix patrons estrictament deterministes. És per tant més realista treballar amb models matemàtics amb aleatorietat en la seua formulació. La solució, considerada en el sentit de camins aleatoris o en el sentit de mitjana quadràtica, és un procés estocàstic suau, la incertesa del qual s'ha de quantificar. La quantificació de la incertesa és sovint duta a terme calculant els principals estadístics (esperança i variància) i, si es pot, la funció de densitat de probabilitat. En aquest treball, estudiem models aleatoris lineals, basats en equacions diferencials ordinàries amb retard i sense, i en equacions en derivades parcials. L'estructura lineal dels models ens fa possible cercar certes solucions probabilístiques i inclús aproximar la seua funció de densitat de probabilitat, el qual és un objectiu complicat en general. Una part molt important de la dissertació es dedica a les equacions diferencials lineals de segon ordre aleatòries, on els coeficients de l'equació són processos estocàstics i les condicions inicials són variables aleatòries. L'estudi d'aquesta classe d'equacions diferencials en el context aleatori està motivat principalment pel seu important paper en Física Matemàtica. Comencem resolent l'equació diferencial de Legendre aleatoritzada en el sentit de mitjana quadràtica, el que permet l'aproximació de l'esperança i la variància de la solució estocàstica. La metodologia s'estén al cas general d'equacions diferencials lineals de segon ordre aleatòries amb coeficients analítics (expressables com a sèries de potències), per mitjà del conegut mètode de Fröbenius. Es duu a terme un estudi comparatiu amb mètodes espectrals basats en expansions de caos polinomial. Per altra banda, el mètode de Fröbenius juntament amb la simulació de Monte Carlo són emprats per a aproximar la funció de densitat de probabilitat de la solució. Per a accelerar el procediment de Monte Carlo, es proposen diversos mètodes de reducció de la variància basats en regles de quadratura i estratègies multinivell. L'última part sobre equacions diferencials lineals de segon ordre aleatòries estudia un problema aleatori de tipus Poisson de difusió-reacció, en què la funció de densitat de probabilitat és aproximada mitjançant un esquema numèric de diferències finites. En la tesi també es tracten equacions diferencials ordinàries aleatòries amb retard discret i constant. Estudiem el cas lineal i autònom, quan el coeficient del component no retardat i el paràmetre del terme retardat són ambdós variables aleatòries mentre que la condició inicial és un procés estocàstic. Es prova que la solució determinista construïda amb el mètode dels passos i que involucra la funció exponencial retardada és una solució probabilística en el sentit de Lebesgue. Finalment, el darrer capítol el dediquem a l'equació en derivades parcials lineal d'advecció, subjecta a velocitat i condició inicial estocàstiques. Resolem l'equació en el sentit de mitjana quadràtica i donem noves expressions per a la funció de densitat de probabilitat de la solució, inclús en el cas de velocitat no Gaussiana.
This work has been supported by the Spanish Ministerio de Economía y Competitividad grant MTM2017–89664–P. I acknowledge the doctorate scholarship granted by Programa de Ayudas de Investigación y Desarrollo (PAID), Universitat Politècnica de València.
Jornet Sanz, M. (2020). Mean square solutions of random linear models and computation of their probability density function [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/138394
TESIS

Computer simulation of electromagnetic behaviour of a device is a common practice in modern engineering. Maxwell's equations are solved on a computer with help of numerical methods. Contemporary devices constantly grow in size and complexity. Therefore, new numerical methods should be highly efficient. Many industrial and research applications of numerical methods need to account for the frequency dependent materials. The Finite-Difference Time-Domain (FDTD) method is one of the most widely adopted algorithms for the numerical solution of Maxwell's equations. A major drawback of the FDTD method is the interdependence of the spatial and temporal discretisation steps, known as the Courant-Friedrichs-Lewy (CFL) stability criterion. Due to the CFL condition the simulation of a large object with delicate geometry will require a high spatio-temporal resolution everywhere in the FDTD grid. Application of subgridding increases the efficiency of the FDTD method. Subgridding decomposes the simulation domain into several subdomains with different spatio-temporal resolutions. The research project described in this dissertation uses the Huygens Subgridding (HSG) method. The frequency dependence is included with the Auxiliary Differential Equation (ADE) approach based on the one-pole Debye relaxation model. The main contributions of this work are (i) extension of the one-dimensional (1D) frequency-dependent HSG method to three dimensions (3D), (ii) implementation of the frequency-dependent HSG method, termed the dispersive HSG, in Fortran 90, (iii) implementation of the radio environment setting from the PGM-files, (iv) simulation of the electromagnetic wave propagating from the defibrillator through the human torso and (v) analysis of the computational requirements of the dispersive HSG program.

A steepest descent method is constructed for the general setting of a linear differential equation paired with uniqueness-inducing conditions which might yield a generally overdetermined system. The method differs from traditional steepest descent methods by considering the conditions when defining the corresponding Sobolev space. The descent method converges to the unique solution to the differential equation so that change in condition values is minimal. The system has a solution if and only if the first iteration of steepest descent satisfies the system. The finite analogue of the descent method is applied to example problems involving finite difference equations. The well-posed problems include a singular ordinary differential equation and Laplace’s equation, each paired with respective Dirichlet-type conditions. The overdetermined problems include a first-order nonsingular ordinary differential equation with Dirichlet-type conditions and the wave equation with both Dirichlet and Neumann conditions. The method is applied in an investigation of the Tricomi equation, a long-studied equation which acts as a prototype of mixed partial differential equations and has application in transonic flow. The Tricomi equation has been studied for at least ninety years, yet necessary and sufficient conditions for existence and uniqueness of solutions on an arbitrary mixed domain remain unknown. The domains of interest are rectangular mixed domains. A new type of conditions is introduced. Ladder conditions take the uncommon approach of specifying information on the interior of a mixed domain. Specifically, function values are specified on the parabolic portion of a mixed domain. The remaining conditions are specified on the boundary. A conjecture is posed and states that ladder conditions are necessary and sufficient for existence and uniqueness of a solution to the Tricomi equation. Numerical experiments, produced by application of the descent method, provide strong evidence in support of the conjecture. Ladder conditions allow for a continuous deformation from Dirichlet conditions to initial-boundary value conditions. Such a deformation is applied to a class of Tricomi-type equations which transition from degenerate elliptic to degenerate hyperbolic. A conjecture is posed and states that each problem is uniquely solvable and the solutions vary continuously as the differential equation and corresponding conditions vary continuously. If the conjecture holds true, the result will provide a method of unifying elliptic Dirichlet problems and hyperbolic initial-boundary value problem. Numerical evidence in support of the conjecture is presented.

Disertační práce se zabývá asymptotickou stabilitou zpožděných diferenciálních rovnic a jejich diskretizací. V práci jsou uvažovány lineární zpožděné diferenciální rovnice s~konstantním i neohraničeným zpožděním. Jsou odvozeny nutné a postačující podmínky popisující oblast asymptotické stability jak pro exaktní, tak i diskretizovanou lineární neutrální diferenciální rovnici s konstantním zpožděním. Pomocí těchto podmínek jsou porovnány oblasti asymptotické stability odpovídajících exaktních a diskretizovaných rovnic a vyvozeny některé vlastnosti diskrétních oblastí stability vzhledem k měnícímu se kroku použité diskretizace. Dále se zabýváme lineární zpožděnou diferenciální rovnicí s neohraničeným zpožděním. Je uveden popis jejích exaktních a diskrétních oblastí asymptotické stability spolu s asymptotickým odhadem jejich řešení. V závěru uvažujeme lineární diferenciální rovnici s více neohraničenými zpožděními.

This paper considers the automation of the process of calculation the density and the surface tension of the melts according to the method of a recumbent drop. To solve the assigned task, it has been derived the empirical formulas of the analytical description of numeral solution Laplace’s differential equation for the contour of a drop. It has made possible to automate fully the calculation of thermodynamic characteristics.

Micromagnetics is a continuum mechanics theory of magnetic materials widely used in industry and academia. In this thesis we describe a complete numerical method, with a number of novel components, for the computational solution of dynamic micromagnetic problems by solving the Landau-Lifshitz-Gilbert (LLG) equation. In particular we focus on the use of the implicit midpoint rule (IMR), a time integration scheme which conserves several important properties of the LLG equation. We use the finite element method for spatial discretisation, and use nodal quadrature schemes to retain the conservation properties of IMR despite the weak-form approach. We introduce a novel, generally-applicable adaptive time step selection algorithm for the IMR. The resulting scheme selects error-appropriate time steps for a variety of problems, including the semi-discretised LLG equation. We also show that it retains the conservation properties of the fixed step IMR for the LLG equation. We demonstrate how hybrid FEM/BEM magnetostatic calculations can be coupled to the LLG equation in a monolithic manner. This allows the coupled solver to maintain all properties of the standard time integration scheme, in particular stability properties and the energy conservation property of IMR. We also develop a preconditioned Krylov solver for the coupled system which can efficiently solve the monolithic system provided that an effective preconditioner for the LLG sub-problem is available. Finally we investigate the effect of the spatial discretisation on the comparative effectiveness of implicit and explicit time integration schemes (i.e. the stiffness). We find that explicit methods are more efficient for simple problems, but for the fine spatial discretisations required in a number of more complex cases implicit schemes become orders of magnitude more efficient.

A Teoria das equações integrais, desde a segunda metade do século XX, tem assumido um papel cada vez maior no âmbito de problemas aplicados. Com isso, surge a necessidade do desenvolvimento de métodos numéricos cada vez mais eficazes para a resolução deste tipo de equação. Isso tem como consequência a possibilidade de resolução de uma gama cada vez maior de problemas. Nesse sentido, outros tipos de equações integrais estão sendo objeto de estudos, dentre elas as chamadas equações integro-diferenciais. O presente trabalho tem como objetivo o estudo das equações integro-diferenciais singulares lineares e não-lineares. Mais especificamente, no caso linear, apresentamos os principais resultados necessários para a obtenção de um método numérico e a formulação de suas propriedades de convergência. O caso não-linear é apresentado através de um modelo matemático para tubulações em um tipo específico de reator nuclear (LMFBR) no qual origina-se a equação integro-diferencial. A partir da equação integro-diferencial um modelo numérico é proposto com base nas condições físicas do problema
The theory of the integral equations, since the second half of the 20th century, has been assuming an ever more important role in the modelling of applied problems. Consequently, the development of new numerical methods for integral equations is called for and a larger range of problems has been possible to be solved by these new techniques. In this sense, many types of integral equations have been derived from applications and been the object of studies, among them the so called singular integro-differential equation. The present work has, as its main objective, the study of singular integrodifferential equations, both linear and non-linear. More specifically, in the linear case, we present our main results regarding the derivation of a numerical method and its uniform convergence properties. The non-linear case is introduced through the mathematical model of boiler tubes in a specific type of nuclear reactor (LMFBR) from which the integro-differential equation originates. For this integro-differential equation a numerical method is proposed based on the physical conditions of the problem

Generalisation de la methode iterative sous contrainte de regularite a des equations integrales non lineaires et singulieres, a des equations integrodifferentielles, differentielles et aux derivees partielles. Comparaison entre les resultats numeriques et les solutions theoriques. Insertion d'une contrainte supplementaire a la contrainte de regularite pour le traitement des problemes non lineaires a plusieurs solutions. Exemples numeriques

We apply some recent numerical solutions to diffusion bridges written in Iacus (2008). One is an approximate scheme from Bladt and S{\o}rensen (2007), another one, from  Beskos et al (2006), is an algorithm which is exact: no numerical error at given grid points!

There exist many numerical methods for numerical solutions of the systems of stochastic differential equations. We choose the method of deterministic quadrature formulae proposed by Müller–Gronbach, and Yaroslavtseva in 2016. The idea is to apply a simplified version of the cubature in Wiener space. We explain the method and check how good it works in the simplest case of the classical Black–Scholes model.

This thesis concerns the study of fourth-order elliptic boundary value problems and, in particular, qualitative properties of solutions. Such problems arise in various fields, from plate theory to conformal geometry and, compared to their second-order counterparts, they present intrinsic difficulties, mainly due to the lack of the maximum principle. In the first part of the thesis, we study the positivity of solutions in case of Steklov boundary conditions, which are intermediate between Dirichlet and Navier boundary conditions. They naturally appear in the study of the minimizers of the Kirchhoff-Love functional, which represents the energy of a hinged thin and loaded plate in dependence of a parameter. We establish sufficient conditions on the domain to obtain the positivity of the minimizers of the functional. Then, for such domains, we study a generalized version of the functional. Using variational techniques, we investigate existence and positivity of the ground states, as well as their asymptotic behaviour for the relevant values of the parameter. In the second part of the thesis we establish uniform a-priori bounds for a class of fourth-order semilinear problems in dimension 4 with exponential nonlinearities. We considered both Dirichlet and Navier boundary conditions and we suppose our nonlinearities positive and subcritical. Our arguments combine uniform estimates near the boundary and a blow-up analysis. Finally, by means of the degree theory, we obtain the existence of a positive solution.

Disertační práce se zabývá vyšetřováním kvalitativních vlastností diferenčních rovnic se zpožděním, které vznikly diskretizací příslušných diferenciálních rovnic se zpožděním pomocí tzv. $\Theta$-metody. Cílem je analyzovat asymptotické vlastnosti numerického řešení těchto rovnic a formulovat jeho horní odhady. Studována je rovněž stabilita vybraných numerických diskretizací. Práce obsahuje také srovnání s dosud známými výsledky a několik příkladů ilustrujících hlavní dosažené výsledky.

We investigate the simulations of the the Schrödinger equation using the onedimensional quantum lattice Boltzmann (QLB) scheme and the irregular behaviour of solution. We isolate error due to approximation of the Schrödinger solution with the non-relativistic limit of the Dirac equation and numerical error in solving the Dirac equation. Detailed analysis of the original scheme showed it to be first order accurate. By discretizing the Dirac equation consistently on both sides we derive a second order accurate QLB scheme with the same evolution algorithm as the original and requiring only a one-time unitary transformation of the initial conditions and final output. We show that initializing the scheme in a way that is consistent with the non-relativistic limit supresses the oscillations around the Schrödinger solution. However, we find the QLB scheme better suited to simulation of relativistic quantum systems governed by the Dirac equation and apply it to the Klein paradox. We reproduce the quantum tunnelling results of previous research and show second order convergence to the theoretical wave packet transmission probability. After identifying and correcting the error in the multidimensional extension of the original QLB scheme that produced asymmetric solutions, we expand our second order QLB scheme to multiple dimensions. Next we use the QLB scheme to simulate Klein tunnelling of massless charge carriers in graphene, compare with theoretical solutions and study the dependence of charge transmission on the incidence angle, wave packet and potential barrier shape. To do this we derive a representation of the Dirac-like equation governing charge carriers in graphene for the one-dimensional QLB scheme, and derive a two-dimensional second order graphene QLB scheme for more accurate simulation of wave packets. We demonstrate charge confinement in a graphene device using a configuration of multiple smooth potential barriers, thereby achieving a high ratio of on/off current with potential application in graphene field effect transistors for logic devices. To allow simulation in magnetic or pseudo-magnetic fields created by deformation of graphene, we expand the scheme to include vector potentials. In addition, we derive QLB schemes for bilayer graphene and the non-linear Dirac equation governing Bose-Einstein condensates in hexagonal optical lattices.

The thesis deals with numerical analysis of delay differential equations. Particularly, the -method is applied to the pantograph equation considering equidistant and quasi-geometric mesh. Qualitative properties of the numerical methods are demonstrated on several special cases of the pantograph equation.

The work describes techniques for solving systems of linear and differential equations. It explains the definition of conversion from system of linear to system of differential equations. The method of the elementary transmission and the transform algorithm are presented. Both of methods are demonstrated on simply examples and properties of conversion are shown. The work compares fast and accurate solutions of methods and algorithm. For computing examples and solving experiments following programs were used: TKSL and TKSL/C. The program TKSL/C was enriched with the graphic user interface which makes the conversion of systems and computing results easier.

Étude des méthodes de résolution numérique des équations non anticipatives. Méthodes à un pas (étude générale). Méthodes à pas multiples. Équations différentielles retardées avec retard non anticipatif

On calcule les solutions issues des lois de conservation scalaires non linéaires à l'aide d'éléments finis discontinus en dimension un ou en dimension supérieure. On utilise des approximations constantes par morceaux pour obtenir des schémas d'ordre un et on passe à l'ordre supérieur en augmentant le degré des polynômes d'approximation. On étudie la convergence des schémas stabilisés implicites ou explicites

The aim of this thesis is to develop a numerical method to find approximations to solutions of the double-slip and double-spin model for the deformation and flow of granular materials. The model incorporates the physical and kinematic concepts of yield, shearing motion on slip lines, dilatation and average grain rotation. The equations governing the model comprise a set of five first order partial differential equations for the five dependent variables comprising two stress variables, two velocity components and the density. For steady state flows, the model is hyperbolic and the characteristic directions and relations along the characteristics are presented. The numerical approximation for the rate of working of the stresses are also presented. The model is then applied to a number of granular flow problems using the numerical method.