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.

In this thesis, we develop preconditioned iterative methods for the solution of matrix systems arising from PDE-constrained optimization problems. In order to do this, we exploit saddle point theory, as this is the form of the matrix systems we wish to solve. We utilize well-known results on saddle point systems to motivate preconditioners based on effective approximations of the (1,1)-block and Schur complement of the matrices involved. These preconditioners are used in conjunction with suitable iterative solvers, which include MINRES, non-standard Conjugate Gradients, GMRES and BiCG. The solvers we use are selected based on the particular problem and preconditioning strategy employed. We consider the numerical solution of a range of PDE-constrained optimization problems, namely the distributed control, Neumann boundary control and subdomain control of Poisson's equation, convection-diffusion control, Stokes and Navier-Stokes control, the optimal control of the heat equation, and the optimal control of reaction-diffusion problems arising in chemical processes. Each of these problems has a special structure which we make use of when developing our preconditioners, and specific techniques and approximations are required for each problem. In each case, we motivate and derive our preconditioners, obtain eigenvalue bounds for the preconditioners where relevant, and demonstrate the effectiveness of our strategies through numerical experiments. The goal throughout this work is for our iterative solvers to be feasible and reliable, but also robust with respect to the parameters involved in the problems we consider.

Developments are reported of unstructured-mesh methods for simulating stratified, turbulent and shear flows. The numerical model employs nonoscillatory forward in-time integrators for anelastic and incompressible flow PDEs, built on Multidimensional Positive Definite Advection Transport Algorithm (MPDATA) and a preconditioned conjugate residual elliptic solver. Finite-volume spatial discretisation adopts an edge-based data structure. Tetrahedral-based and hybrid-based median-dual options for unstructured meshes are developed, enabling flexible spatial resolution. Viscous laminar and detached eddy simulation (DES) flow solvers are developed based on the edge-based NFT MPDATA scheme. The built-in implicit large eddy simulation (ILES) capability of the NFT scheme is also employed and extended to fully unstructured tetrahedral and hybrid meshes. Challenging atmospheric and engineering problems are solved numerically to validate the model and to demonstrate its applications. The numerical problems include simulations of stratified, turbulent and shear flows past obstacles involving complex gravity-wave phenomena in the lee, critical-level laminar-turbulence transitioning and various vortex structures in the wake. Qualitative flow patterns and quantitative data analysis are both presented in the current study.

Foot-and-mouth disease virus (FMDV) is a highly infectious virus affecting cloven-hoofed animals. The most prominent of its clinical signs is the development of vesicular lesions on the feet and in or around the mouth, which are a consequence of extensive FMDV-induced epithelial cell death. Currently, there is no certain biological knowledge on why extensive epithelial cell death occurs in some FMDV-infected tissues, but not in others. Using the epithelial tissues of tongue and dorsal soft palate as examples of a tissue where lesions occur and one that does not visibly exhibit FMDV-induced cell death, this work aims to identify the potential drivers of epithelial cell death and survival. A partial differential equation (PDE) model informed by experimental data on epithelial structure, is used to test epithelium thickness and cell layer structure as potential determinants. A second PDE model investigates FMDV-interferon (IFN) dynamics and their impact on the levels of cell death and survival, while an experimental study is undertaken to provide data for model validation. The work carried out casts light on the important role of a variety of factors including FMDV replication, IFN production and release, and IFN antiviral action.

This thesis deals with the optimal control of PDEs. After a brief introduction in the theory of elliptic and parabolic PDEs, we introduce a software that solves systems of PDEs by the finite elements method. In the second chapter we derive optimality conditions in terms of function spaces, i.e. a systems of PDEs coupled by some pointwise relations. Now we present algorithms to solve the optimality systems numerically and present some numerical test cases. A further chapter deals with the so called lack of adjointness, an issue of gradient methods applied on parabolic optimal control problems. However, since optimal control problems lead to large numerical schemes, model reduction becomes popular. We analyze the proper orthogonal decomposition method and apply it to our model problems. Finally, we apply all considered techniques to a real world problem.

This thesis develops efficient modeling frameworks via a Partial Differential Equation (PDE) approach for multi-factor financial derivatives, with emphasis on three-factor models, and studies highly efficient implementations of the numerical methods on novel high-performance computer architectures, with particular focus on Graphics Processing Units (GPUs) and multi-GPU platforms/clusters of GPUs. Two important classes of multi-factor financial instruments are considered: cross-currency/foreign exchange (FX) interest rate derivatives and multi-asset options. For cross-currency interest rate derivatives, the focus of the thesis is on Power Reverse Dual Currency (PRDC) swaps with three of the most popular exotic features, namely Bermudan cancelability, knockout, and FX Target Redemption. The modeling of PRDC swaps using one-factor Gaussian models for the domestic and foreign interest short rates, and a one-factor skew model for the spot FX rate results in a time-dependent parabolic PDE in three space dimensions. Our proposed PDE pricing framework is based on partitioning the pricing problem into several independent pricing subproblems over each time period of the swap's tenor structure, with possible communication at the end of the time period. Each of these subproblems requires a solution of the model PDE. We then develop a highly efficient GPU-based parallelization of the Alternating Direction Implicit (ADI) timestepping methods for solving the model PDE. To further handle the substantially increased computational requirements due to the exotic features, we extend the pricing procedures to multi-GPU platforms/clusters of GPUs to solve each of these independent subproblems on a separate GPU. Numerical results indicate that the proposed GPU-based parallel numerical methods are highly efficient and provide significant increase in performance over CPU-based methods when pricing PRDC swaps. An analysis of the impact of the FX volatility skew on the price of PRDC swaps is provided. In the second part of the thesis, we develop efficient pricing algorithms for multi-asset options under the Black-Scholes-Merton framework, with strong emphasis on multi-asset American options. Our proposed pricing approach is built upon a combination of (i) a discrete penalty approach for the linear complementarity problem arising due to the free boundary and (ii) a GPU-based parallel ADI Approximate Factorization technique for the solution of the linear algebraic system arising from each penalty iteration. A timestep size selector implemented efficiently on GPUs is used to further increase the efficiency of the methods. We demonstrate the efficiency and accuracy of the proposed GPU-based parallel numerical methods by pricing American options written on three assets.

[pt] Berger e Podolak apresentaram uma interpretação geométrica do resultado seminal de Ambrosetti e Prodi sobre o comportamento das soluções de certas equações diferenciais parciais elípticas semi-lineares. Consideram-se extensões deste ponto de vista, a partir das quais se desenvolve um algoritmo numérico para resolver as equações. / [en] Berger and Podolak obtained a geometric interpretation of the seminal result of Ambrosetti and Prodi regarding the behavior of solutions of certain semilinear elliptic partial differential equations. We consider extensions of such interpretation to develop a stable numerical algorithm that solves the equations.

Desenvolvemos novos resultados da teoria dos espaços FS e DFS (espaços de Fréchet-Schwartz e seus duais) e os empregamos ao estudo da seguinte questão: quando certas propriedades de regularidade de um operador diferencial parcial linear (entre fibrados vetoriais Gevrey sobre uma variedade Gevrey) implicam resolubilidade, no sentido de ultradistribuições, do operador transposto? Estudamos esta questão para uma classe de operadores abstratos que contém os operadores diferenciais parciais lineares com coeficientes Gevrey usuais, mas também certas classes de operadores pseudo-diferenciais em variedades compactas, além de certos tipos de operadores de ordem infinita. Neste contexto, obtemos uma nova demonstração de um resultado global em variedades compactas (em que hipoelipticidade Gevrey global de um operador implica resolubilidade global de seu transposto), assim como alguns resultados no caso não-compacto relacionados à propriedade de não-confinamento de singularidades. Na sequência apresentamos algumas aplicações concretas, em particular para operadores de Hörmander, operadores de força constante e sistemas localmente integráveis de campos vetoriais. Analisamos ainda algumas instâncias de uma conjectura levantada em um artigo recente de F. Malaspina e F. Nicola (2014), a qual afirma que, para certos complexos diferenciais naturalmente associados a estruturas localmente integráveis, resolubilidade local no sentido de ultradistribuições (perto de um ponto, em um grau fixado) implica resolubilidade local no sentido de distribuições. Estabelecemos a validade desta conjectura quando o fibrado estrutural cotangente é gerado pelo diferencial de uma única integral primeira. / We develop new techniques in the setting of FS and DFS spaces (Fréchet-Schwartz spaces and their strong duals) and apply them to the study of the following question: when regularity properties of a general linear differential operator (between Gevrey vector bundles over a Gevrey manifold) imply solvability of its transpose in the sense of ultradistributions? This question is studied for a class of abstract operators that encompasses the usual partial differential operators with Gevrey coefficients, but also some flavors of pseudodifferential operators on compact manifolds and some classes of operators with infinite order. In this setting, we obtain a new proof of a global result on compact manifolds (global Gevrey hypoellipticity of the operator implying global solvability of the transpose), as well as some results in the non-compact case by means of the so-called property of non-confinement of singularities. We then move to some concrete applications, especially for Hörmander operators, operators of constant strength and locally integrable systems of vector fields. We also analyze some instances of a conjecture stated in a recent paper of F. Malaspina and F. Nicola (2014), which asserts that, in differential complexes naturally arising from locally integrable structures, local solvability in the sense of ultradistributions (near a point, in some fixed degree) implies local solvability in the sense of distributions. We establish the validity of the conjecture when the cotangent structure bundle is spanned by the differential of a single first integral.

Desenvolvemos novos resultados da teoria dos espaços FS e DFS (espaços de Fréchet-Schwartz e seus duais) e os empregamos ao estudo da seguinte questão: quando certas propriedades de regularidade de um operador diferencial parcial linear (entre fibrados vetoriais Gevrey sobre uma variedade Gevrey) implicam resolubilidade, no sentido de ultradistribuições, do operador transposto? Estudamos esta questão para uma classe de operadores abstratos que contém os operadores diferenciais parciais lineares com coeficientes Gevrey usuais, mas também certas classes de operadores pseudo-diferenciais em variedades compactas, além de certos tipos de operadores de ordem infinita. Neste contexto, obtemos uma nova demonstração de um resultado global em variedades compactas (em que hipoelipticidade Gevrey global de um operador implica resolubilidade global de seu transposto), assim como alguns resultados no caso não-compacto relacionados à propriedade de não-confinamento de singularidades. Na sequência apresentamos algumas aplicações concretas, em particular para operadores de Hörmander, operadores de força constante e sistemas localmente integráveis de campos vetoriais. Analisamos ainda algumas instâncias de uma conjectura levantada em um artigo recente de F. Malaspina e F. Nicola (2014), a qual afirma que, para certos complexos diferenciais naturalmente associados a estruturas localmente integráveis, resolubilidade local no sentido de ultradistribuições (perto de um ponto, em um grau fixado) implica resolubilidade local no sentido de distribuições. Estabelecemos a validade desta conjectura quando o fibrado estrutural cotangente é gerado pelo diferencial de uma única integral primeira. / We develop new techniques in the setting of FS and DFS spaces (Fréchet-Schwartz spaces and their strong duals) and apply them to the study of the following question: when regularity properties of a general linear differential operator (between Gevrey vector bundles over a Gevrey manifold) imply solvability of its transpose in the sense of ultradistributions? This question is studied for a class of abstract operators that encompasses the usual partial differential operators with Gevrey coefficients, but also some flavors of pseudodifferential operators on compact manifolds and some classes of operators with infinite order. In this setting, we obtain a new proof of a global result on compact manifolds (global Gevrey hypoellipticity of the operator implying global solvability of the transpose), as well as some results in the non-compact case by means of the so-called property of non-confinement of singularities. We then move to some concrete applications, especially for Hörmander operators, operators of constant strength and locally integrable systems of vector fields. We also analyze some instances of a conjecture stated in a recent paper of F. Malaspina and F. Nicola (2014), which asserts that, in differential complexes naturally arising from locally integrable structures, local solvability in the sense of ultradistributions (near a point, in some fixed degree) implies local solvability in the sense of distributions. We establish the validity of the conjecture when the cotangent structure bundle is spanned by the differential of a single first integral.

Em decorrência ao grande crescimento e evolução dos processos de usinagem e a demanda para adequação ambiental, novos fluidos de corte tem sido aplicados. Uma comprovação de sua eficiência em refrigerar a peça, e a ferramenta melhorando a produtividade do processo ainda é necessária. O presente trabalho propõe o estudo e o desenvolvimento de um sistema para avaliar a eficácia de fluidos de corte em operações de usinagem. Inicia-se com uma abordagem matemática da modelagem do processo de dissipação de calor em operações de usinagem. Em seguida prossegue-se com uma investigação de diferentes maneiras de solução do modelo proposto. Experimentos práticos foram realizados no laboratório de Otimização de Processos de Fabricação - OPF. A partir dos dados obtidos foi realizada uma análise assintótica das equações diferencias parciais que governam o modelo. Finalizando, o modelo selecionado foi aplicado no fresamento do aço AISI 4340 endurecido usinado sob alta velocidade. / Due to the rapid growth and development of machining processes there has been a demand for environmental sustainability and news cutting fluids have been applied. A reliable assessment of their efficiency in cooling the workpiece, tools and improving productivity is still a requirement. The present thesis presents a theoretical study and a proposal of a system to assess the effectiveness of cutting fluids applied to machining operation. It begins using a mathematical approach to model the heat propagation during machining operations. Then, it continues with an investigation into different ways to solve the proposed theorical model. Machining experiments using realistic cutting operations were also conducted at the Laboratory for Optimization of Manufacturing Processes - OPF. From the experimental data, was carried out an asymptotic analysis of partial differential equations, which govern the mathematical model. Finally, the selected model will be applied to a milling operation using High Speed Machining (HSM) technique on hardened steel AISI 4340.