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We study the effects of loop quantum gravity motivated corrections in classical systems. Computational methods are used to simulate black hole formation from the gravitational collapse of a massless scalar field in Painleve-Gullstrand coordinates. Singularities present in the classical case are resolved by a radiation-like phase in the quantum collapse. The evaporation is not complete but leaves behind an outward moving shell of mass that disperses to infinity. We reproduce Choptuik scaling showing the usual behaviour for the curvature scaling, while observing previously unseen behaviour in the mass scaling. The quantum corrections are found to impose a lower limit on black hole mass and generate a new universal power law scaling relationship. In a parallel study, we quantize the Hamiltonian for a particle in the singular $1/r^2$ potential, a form that appears frequently in black hole physics. In addition to conventional Schrodinger methods, the quantization is performed using full and semiclassical polymerization. The various quantization schemes are in excellent agreement for the highly excited states but differ for the low-lying states, and the polymer spectrum is bounded below even when the Schrodinger spectrum is not.

Herein a fully parallel, upwind and flux-split Finite-Volume Time-Domain (FVTD) numerical engine for solving Maxwell's Equations on unstructured grids is developed. The required background theory for solving Maxwell's Equations using FVTD is given in sufficient detail, including a description of both the temporal and spatial approximations used. The details of the local-time stepping strategy of Fumeaux et al. is included. A global mesh-truncation scheme using field integration over a Huygens' surface is also presented. The capabilities of the FVTD algorithm are augmented with thin-wire and subcell circuit models that permit very flexible and accurate simulations of circuit-driven wire structures. Numerical and experimental validation shows that the proposed models have a wide-range of applications. Specifically, it appears that the thin-wire and subcell circuit models may be very well suited to the simulation of radio-frequency coils used in magnetic resonance imaging systems. A parallelization scheme for the volumetric field solver, combined with the local-time stepping, global mesh-truncation and subcell models is developed that theoretically provides both linear time- and memory scaling in a distributed parallel environment. Finally, the FVTD code is converted to the frequency domain and the possibility of using different flux-reconstruction schemes to improve the iterative convergence of the Finite-Volume Frequency-Domain algorithm is investigated.

In Part I of this thesis we extend the Lanchester Ordinary Differential Equations and construct a new physically meaningful set of partial differential equations with the aim of more realistically representing soldier dynamics in order to enable a deeper understanding of the nature of conflict. Spatial force movement and troop interaction components are represented with both local and non-local terms, using techniques developed in biological aggregation modelling. A highly accurate flux limiter numerical method ensuring positivity and mass conservation is used, addressing the difficulties of inadequate methods used in previous research. We are able to reproduce crucial behaviour such as the emergence of cohesive density profiles and troop regrouping after suffering losses in both one and two dimensions which has not been previously achieved in continuous combat modelling. In Part II, we reproduce for the first time apparently complex cellular automaton behaviour with simple partial differential equations, providing an alternate mechanism through which to analyse this behaviour. Our PDE model easily explains behaviour observed in selected scenarios of the cellular automaton wargame ISAAC without resorting to anthropomorphisation of autonomous 'agents'. The insinuation that agents have a reasoning and planning ability is replaced with a deterministic numerical approximation which encapsulates basic motivational factors and demonstrates a variety of spatial behaviours approximating the mean behaviour of the ISAAC scenarios. All scenarios presented here highlight the dangers associated with attributing intelligent reasoning to behaviour shown, when this can be explained quite simply through the effects of the terms in our equations. A continuum of forces is able to behave in a manner similar to a collection of individual autonomous agents, and shows decentralised self-organisation and adaptation of tactics to suit a variety of combat situations. We illustrate the ability of our model to incorporate new tactics through the example of introducing a density tactic, and suggest areas for further research.

In Part I of this thesis we extend the Lanchester Ordinary Differential Equations and construct a new physically meaningful set of partial differential equations with the aim of more realistically representing soldier dynamics in order to enable a deeper understanding of the nature of conflict. Spatial force movement and troop interaction components are represented with both local and non-local terms, using techniques developed in biological aggregation modelling. A highly accurate flux limiter numerical method ensuring positivity and mass conservation is used, addressing the difficulties of inadequate methods used in previous research. We are able to reproduce crucial behaviour such as the emergence of cohesive density profiles and troop regrouping after suffering losses in both one and two dimensions which has not been previously achieved in continuous combat modelling. In Part II, we reproduce for the first time apparently complex cellular automaton behaviour with simple partial differential equations, providing an alternate mechanism through which to analyse this behaviour. Our PDE model easily explains behaviour observed in selected scenarios of the cellular automaton wargame ISAAC without resorting to anthropomorphisation of autonomous 'agents'. The insinuation that agents have a reasoning and planning ability is replaced with a deterministic numerical approximation which encapsulates basic motivational factors and demonstrates a variety of spatial behaviours approximating the mean behaviour of the ISAAC scenarios. All scenarios presented here highlight the dangers associated with attributing intelligent reasoning to behaviour shown, when this can be explained quite simply through the effects of the terms in our equations. A continuum of forces is able to behave in a manner similar to a collection of individual autonomous agents, and shows decentralised self-organisation and adaptation of tactics to suit a variety of combat situations. We illustrate the ability of our model to incorporate new tactics through the example of introducing a density tactic, and suggest areas for further research.

FIGUEIREDO, David de Oliveira. Dinâmica de colisão de multipartículas: simulando a hidrodinâmica de fluidos complexos através de uma aproximação de partículas. 2014. 78 f. Dissertação (Mestrado em Física) - Programa de Pós-Graduação em Física, Departamento de Física, Centro de Ciências, Universidade Federal do Ceará, Fortaleza, 2014. / Submitted by Edvander Pires (edvanderpires@gmail.com) on 2014-08-29T19:33:17Z No. of bitstreams: 1 2014_dis_dofigueiredo.pdf: 1288977 bytes, checksum: 5724ec7a504fa2b64c8f07cf0625e1da (MD5) / Approved for entry into archive by Edvander Pires(edvanderpires@gmail.com) on 2014-08-29T20:31:51Z (GMT) No. of bitstreams: 1 2014_dis_dofigueiredo.pdf: 1288977 bytes, checksum: 5724ec7a504fa2b64c8f07cf0625e1da (MD5) / Made available in DSpace on 2014-08-29T20:31:51Z (GMT). No. of bitstreams: 1 2014_dis_dofigueiredo.pdf: 1288977 bytes, checksum: 5724ec7a504fa2b64c8f07cf0625e1da (MD5) Previous issue date: 2014 / Simulation techniques with a strategy based on particle dynamics are an interesting alternative approach in describing the behavior of complex fluids. In these systems, phenomena occur typically in the range of mesoscopic size (nanometers to micrometers), where the energies are of the order of the thermal energy kT. In many phenomena the microscopic detail of the interaction between the constituents of the system is crucial for the correct description of the physical processes associated, so that a "coarse-graining" approximation, used in a continuous description based on the Navier-Stokes is not appropriate. It is in this context that the method presented here becomes important. Introduced by Malevanets and Kapral in 1999, the stochastic rotation dynamics, or multiparticle collision dynamics, is a simulation method for mesoscopic fluids; which basically consists of alternating streaming and collisions steps in an ensemble of point particles. The collisions are performed by grouping the particles into cells, in which there is conservation of mass, momentum and energy, in addition to meeting the hydrodynamic equations and taking into account the thermal fluctuations of the system. In this work we aim at presenting the multiparticle collision dynamics, through a discussion of its details, features and how the implementation is done in numerical simulations. Moreover, we present some classical hydrodynamics results, obtained from the method presented in this work. / Técnicas de simulação com uma abordagem fundamentada na dinâmica de partículas são uma alternativa interessante na descrição do comportamento de fluidos complexos. Nesses sistemas, fenômenos ocorrem tipicamente na escala de tamanho mesoscópica (nanometros a micrometros), onde as energias são da ordem da energia térmica kT. Em diversos fenômenos o detalhe microscópico da interação entre os constituintes do sistema é de fundamental importância para a descrição correta dos processos físicos associados, de modo que uma aproximação do tipo "coarse-graining", usada em uma descrição contínua baseada na equação de Navier-Stokes, não é adequada. É neste contexto que o método aqui apresentado se faz importante. Introduzido por Malevanets e Kapral em 1999, a dinâmica de rotação estocástica (stochastic rotation dynamics) ou dinâmica de colisão de multipartículas (multiparticle collision dynamics), é um método de simulação para fluidos mesoscópicos que basicamente consiste em alternar etapas de fluxo (streaming) e colisões num ensemble de partículas pontuais. As colisões são realizadas agrupando as partículas em células, nas quais há conservação de massa, momento linear e energia, além de satisfazer as equações hidrodinâmicas e levar em conta as flutuações térmicas do sistema. Neste trabalho temos como objetivo a apresentação da dinâmica de colisão de multipartículas, através de uma discussão sobre seus detalhes, particularidades e como é feita a implementação em simulações numéricas. Além disso, apresentamos como exemplo alguns resultados clássicos da hidrodinâmica, obtidos a partir do método abordado neste trabalho.

Orientador: Luiz Felipe Mendes de Moura / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecânica / Made available in DSpace on 2018-08-24T19:08:20Z (GMT). No. of bitstreams: 1 Campos_MarcoDonisetede_D.pdf: 12731674 bytes, checksum: de4ae78b0a17ad29927779fc24893a33 (MD5) Previous issue date: 2014 / Resumo: O presente trabalho tem como objetivo aplicar o método de diferenças finitas de alta ordem na solução de problemas bi e tridimensionais convectivo-difusivos transientes. As simulações numéricas foram realizadas para investigar, nos problemas lineares, o termo de dissipação viscosa na equação de transferência de calor bidimensional com ênfase, no caso tridimensional, na aplicação envolvendo troca de calor num canal retangular. Para problemas não lineares, o método de Newton para a linearização do termo convectivo foi usado para resolver a equação de Burgers bi e tridimensionais. O esquema desenvolvido mostrou-se simples, computacionalmente rápido, podendo ser aplicado para problemas bi e tridimensionais. Nas aplicações propostas, quando possível, as soluções analíticas disponíveis na revisão da literatura foram utilizadas para comparações com as soluções numéricas e validação do código, sendo a análise dos resultados feita a partir das normas L2 e L? / Abstract: The present study aims to apply the high-order Finite Difference Method to transient diffusive-convective problems in two and three dimensions. Numerical simulations have been undertaken to investigate, in the linear problems, the viscous dissipation term in the two-dimensional heat transfer equation with emphasis, in the three-dimensional case, on the application involving heat exchange in a rectangular channel. For nonlinear problems, the Newton's method for the linearization of the convective term was used for solving the two and three dimensional Burgers equation. This scheme is simple, computationally fast and can be applied for two or three-dimensional problems. For the proposed applications, whenever possible, the analytical solutions found in the literature review were used to compare with the numerical solutions. The analysis of results was done from the L2 and L? norms / Doutorado / Termica e Fluidos / Doutor em Engenharia Mecânica

>Magister Scientiae - MSc / With the development of technology seen in the last few decades, numerous solvers have been developed to provide adequate solutions to the problems that model different aspects of science and engineering. Quite often, these solvers are tailor-made for specific classes of problems. Therefore, more of such must be developed to accompany the growing need for mathematical models that help in the understanding of the contemporary world. This thesis treats two point boundary value singularly perturbed problems. The solution to this type of problem undergoes steep changes in narrow regions (called boundary or internal layer regions) thus rendering the classical numerical procedures inappropriate. To this end, robust numerical methods such as finite difference methods, in particular fitted mesh and fitted operator methods have extensively been used. While the former consists of transforming the continuous problem into a discrete one on a non-uniform mesh, the latter involves a special discretisation of the problem on a uniform mesh and are known to be more accurate. Both classes of methods are suitably designed to accommodate the rapid change(s) in the solution. Quite often, finite difference methods on piece-wise uniform meshes (of Shishkin-type) are adopted. However, methods based on such non-uniform meshes, though layer-resolving, are not easily extendable to higher dimensions. This work aims at investigating the possibility of capitalising on the advantages of both fitted mesh and fitted operator methods. Theoretical results are confirmed by extensive numerical simulations.

The valuation of weather derivatives is complex since the underlying temperature process has no negotiable price. This thesis introduces a selection of models for the valuation of weather derivative contracts, governed by a stochastic underlying temperature process. We then present a new weather pricing model, which is used to determine the fair hedging price of a weather derivative under the assumptions of mean self-financing. This model is then extended to incorporate a compensation (or market price of risk) awarded to investors who hold undiversifiable risks. This results in the derivation of a non-linear two-dimensional PDE, for which the numerical evaluation cannot be performed using standard finite-difference techniques. The numerical techniques applied in this thesis are based on a broad range of lattice based schemes, including enhancements to finite-differences, quadrature methods and binomial trees. Furthermore simulations of temperature processes are undertaken that involves the development of Monte Carlo based methods.

In this thesis, we consider second-order fully nonlinear partial differential equations of elliptic type. Our aim is to develop computational methods using convergent difference schemes for stationary Hamilton-Jacobi equations with Dirichlet and Neumann type boundary conditions in arbitrary two-dimensional domains. First, we introduce the notion of viscosity solutions in both continuous and discontinuous frameworks. Next, we review Barles-Souganidis approach using monotone, consistent, and stable schemes. In particular, we show that these schemes converge locally uniformly to the unique viscosity solution of the first-order Hamilton-Jacobi equations under mild assumptions. To solve the scheme numerically, we use Euler map with some initial guess. This iterative method gives the viscosity solution as a limit. Moreover, we illustrate our numerical approach in several two-dimensional examples.