CoordenaÃÃo de AperfeiÃoamento de Pessoal de NÃvel Superior / Conselho Nacional de Desenvolvimento CientÃfico e TecnolÃgico / Este trabalho à constituÃdo de duas partes. Na primeira parte estudamos mÃnimos nÃo negativos de funcionais elÃpticos degenerados, ∫ F (X, u, ∇u)dX → min, para nÃcleos variacionais F que sÃo descontÃnuos em u com descontinuidade de ordem ~ X{u>0}. A equaÃÃo de Euler-Lagrange à governada por uma equaÃÃo elÃptica degenerada e nÃo-homogÃnea, com fronteira livre entre as fases positiva e zero do mÃnimo. Mostraremos estimativa gradiente Ãtima e nÃo-degenerescÃncia do mÃnimo. TambÃm trataremos de propriedades de regularidade fracas e fortes de fronteira livre. Provaremos que o conjunto {u>0} tem localmente perÃmetro finito e que a fronteira livre reduzida ∂ red {u>0} tem medida Hn-1-total. Para problemas mais especÃficos que aparecem em Jet flows, provaremos que a fronteira livre reduzida à localmente o grÃfico de uma funÃÃo C1,y. Na segunda parte do trabalho forneceremos uma descriÃÃo bastante completa da teoria de regularidade Ãtima para uma famÃlia de problemas de fronteira livre de duas fases, heterogÃneos, y→ min, governados por operadores elÃpticos degenerados e nÃo-lineares. IncluÃdos em tal famÃlia estÃo os problemas de Jet flows heterogÃneos e os problemas de cavidades do tipo Prandtl-Batchelor, y = 0; equaÃÃes elÃpticas degeneradas singulares e sistemas do tipo obstÃculo y =1.VersÃes lineares destes problemas tÃm sido objeto de intensa pesquisa nas Ãltimas quatro dÃcadas ou mais. As contrapartidas nÃo-lineares tratadas neste trabalho introduzem novas e considerÃveis dificuldades, pois a maioria das teorias desenvolvidas anteriormente, tais como fÃrmulas de monotonicidade e de quase monotonicidade nÃo estÃo disponÃveis. Contudo, as soluÃÃes inovadoras desenvolvidas neste trabalho fornecem novas respostas mesmo no contexto clÃssico de equaÃÃes lineares e nÃo-degeneradas. / This work consists of two parts. In the first part we study nonnegative minimizers of general degenerate elliptic functionals, ∫ F (X, u, ∇u)dX → min, for variational kernels F that are discontinuous in ụ with discontinuity of order ~ X{u>0}. The Euler-Lagrange equation is therefore governed by a non-homogeneous, degenerate elliptic equation with free boundary between the positive and the zero phases of the minimizer. We show optimal gradient estimate and nondegeneracy of minima. We also address weak and strong regularity properties of free boundary, ∂ red {u>0}, has H n-1- total measure. For more specific problems that arise in jet flows, we show the reduced free boundary is locally the graph of a C1,y function. In the second part of work we provide a rather complete description of the sharp regularity theory for a family of heterogeneous, two-phase variational free boundary problems, y→ min, ruled by nonlinear, degenerate elliptic operators. Included in such family are heterogeneous jets and cavities problems of Prandtl-Batchelor type, y = 0; singular degenerate elliptic equations and obstacle type systems, y = 1. Linear versions of these problems have been subjects of intense research for the past four decades or so. The nonlinear counterparts treated in this present work introduce substantial new difficulties since the most of the classical theories developed earlier, such that as monotonicity and almost monotonicity formulae, are no longer available. Nonetheless, the innovative solutions designed in this work provide new answers even in the classical context of linear, nondegenerate equations.

Kyoto University (京都大学) / 0048 / 新制・課程博士 / 博士(工学) / 甲第17512号 / 工博第3671号 / 新制||工||1558(附属図書館) / 30278 / 京都大学大学院工学研究科機械理工学専攻 / (主査)教授 青木 一生, 教授 稲室 隆二, 教授 斧 髙一 / 学位規則第4条第1項該当

Philosophiae Doctor - PhD / Singularly perturbed problems have been studied extensively over the past few years from different perspectives. The recent research has focussed on the problems whose solutions possess interior layers. These interior layers appear in the interior of the domain, location of which is difficult to determine a-priori and hence making it difficult to investigate these problems analytically. This explains the need for approximation methods to gain some insight into the behaviour of the solution of such problems. Keeping this in mind, in this thesis we would like to explore a special class of numerical methods, namely, fitted finite difference methods to determine reliable solutions. As far as the fitted finite difference methods are concerned, they are grouped into two categories: fitted mesh finite difference methods (FMFDMs) and the fitted operator finite difference methods (FOFDMs). The aim of this thesis is to focus on the former. To this end, we note that FMFDMs have extensively been used for singularly perturbed two-point boundary value problems (TPBVPs) whose solutions possess boundary layers. However, they are not fully explored for problems whose solutions have interior layers. Hence, in this thesis, we intend firstly to design robust FMFDMs for singularly perturbed TPBVPs whose solutions possess interior layers and to improve accuracy of these approximation methods via methods like Richardson extrapolation. Then we extend these two ideas to solve such singularly perturbed TPBVPs with variable diffusion coefficients. The overall approach is further extended to parabolic singularly perturbed problems having constant as well as variable diffusion coefficients. / 2023-08-31

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

京都大学 / 0048 / 新制・課程博士 / 博士(理学) / 甲第20153号 / 理博第4238号 / 新制||理||1609(附属図書館) / 京都大学大学院理学研究科数学・数理解析専攻 / (主査)教授 坂上 貴之, 教授 上田 哲生, 教授 國府 寛司 / 学位規則第4条第1項該当 / Doctor of Science / Kyoto University / DFAM

On the first part, we consider nonlinear operators I depending on a family of nonlocal linear operators [mathematical equations]. We study the solutions of the Dirichlet initial and boundary value problems [mathematical equations]. We do not assume even symmetry for the kernels. The odd part bring some sort of nonlocal drift term, which in principle competes against the regularization of the solution. Existence and uniqueness is established for viscosity solutions. Several Hölder estimates are established for u and its derivatives under special assumptions. Moreover, the estimates remain uniform as the order of the equation approaches the second order case. This allows to consider our results as an extension of the classical theory of second order fully nonlinear equations. On the second part, we study two phase problems posed over a two dimensional cone generated by a smooth curve [mathematical symbol] on the unit sphere. We show that when [mathematical equation] the free boundary avoids the vertex of the cone. When [mathematical equation]we provide examples of minimizers such that the vertex belongs to the free boundary. / text

We study the regularity of weak solutions for the Stefan and Hele- Shaw problems with Gibbs-Thomson law under special conditions. The main result says that whenever the free boundary is Lipschitz in space and time it becomes (instantaneously) C[superscript 2,alpha] in space and its mean curvature is Hölder continuous. Additionally, a similar model related to the Signorini problem is introduced, in this case it is shown that for large times weak solutions converge to a stationary configuration. / text

The main purpose of this work is to prove short-time structural stability of compressible vortex sheets with surface tension. The main result can be summarised as follows. Assume we start with an initial vortex-sheet configuration which consists of two inviscid fluids with density bounded below flowing smoothly past each other, where a strictly positive fixed coefficient of surface tension produces a surface tension force across the common interface, balanced by the pressure jump. We assume the fluids are modelled by the compressible Euler equations in three space dimensions with a very general equation of state relating the pressure, entropy and density in each fluid such that the sound speed is positive. Then, for a short time, which may depend on the initial configuration, there exists a unique solution of the equations with the same structure, that is, two fluids with density bounded below flowing smoothly past each other, where the surface tension force across the common interface balances the pressure jump. The mathematical approach consists of introducing a carefully chosen artificial viscosity-type regularisation which allows one to linearise the system so as to obtain a collection of transport equations for the entropy, pressure and curl together with a parabolic-type equation for the velocity. We prove a high order energy estimate for the non-linear equations that is independent of the artificial viscosity parameter which allows us to send it to zero. This approach loosely follows that introduced by Shkoller et al in the setting of a compressible liquid-vacuum interface. Although already considered by Shkoller et al, we also make some brief comments on the case of a compressible liquid-vacuum interface, which is obtained from the vortex sheets problem by replacing one of the fluids by vacuum, where it is possible to obtain a structural stability result even without surface tension.

Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial products exists in the market, such as forwards, futures, swaps and options. Our main focus in this thesis is to use the numerical analysis tools to solve some option pricing problems. Depending upon the inter-relationship of the financial derivatives, the dimension of the associated problem increases drastically and hence conventional methods (for example, the finite difference methods or finite element methods) for solving them do not provide satisfactory results. To resolve this issue, we use a special class of numerical methods, namely, the mesh free methods. These methods are often better suited to cope with changes in the geometry of the domain of interest than classical discretization techniques. In this thesis, we apply these methods to solve problems that price standard and non-standard options. We then extend the proposed approach to solve Heston' volatility model. The methods in each of these cases are analyzed for stability and thorough comparative numerical results are provided.

Options are a special type of derivative securities because their values are derived from the value of some underlying security. Most options can be grouped into either of the two categories: European options which can be exercised only on the expiration date, and American options which can be exercised on or before the expiration date. American options are much harder to deal with than European ones. The reason being the optimal exercise policy of these options which led to free boundary problems. Ever since the seminal work of Black and Scholes [J. Pol. Econ. 81(3) (1973), 637-659], the differential equation approach in pricing options has attracted many researchers. Recently, numerical singular perturbation techniques have been used extensively for solving many differential equation models of sciences and engineering. In this thesis, we explore some of those methods which are based on spline approximations to solve the option pricing problems. We show a systematic construction and analysis of these methods to solve some European option problems and then extend the approach to solve problems of pricing American options as well as some exotic options. Proposed methods are analyzed for stability and convergence. Thorough numerical results are presented and compared with those seen in the literature.