This thesis consists of several problems concerning numerical approximations for stochastic differential equations, and is divided into three parts. The first one is on the integrability and asymptotic stability with respect to a certain class of Lyapunov functions, and the preservation of the comparison theorem for the explicit numerical schemes. In general, those properties of the original equation can be lost after discretisation, but it will be shown that by some suitable modification of the Euler scheme they can be preserved to some extent while keeping the strong convergence rate maintained. The second part focuses on the approximation of iterated stochastic integrals, which is the essential ingredient for the construction of higher-order approximations. The coupling method is adopted for that purpose, which aims at finding a random variable whose law is easy to generate and is close to the target distribution. The last topic is motivated by the simulation of equations driven by Lévy processes, for which the main difficulty is to generalise some coupling results for the one-dimensional central limit theorem to the multi-dimensional case.

We introduce random fluctuations on contact and recovery rates in three basic deterministic models in mathematical epidemiology and obtain stochastic counterparts. This paper addresses qualitative and quantitative analysis of stochastic SIS model with disease deaths and demographic effects, and stochastic SIR models with/without disease deaths and demographic effects. We prove the global existence of a unique strong solution and discuss stochastic asymptotic stability of disease free and endemic equilibria. We also investigate numerical properties of these models and prove the convergence of the Balanced Implicit Method approximation to the analytic solution. We simulate the models with fairly realistic parameters to visualize our conclusions.

The thesis focuses on the qualitative analysis of a general class of SEIRS models in periodic and non-periodic environments. The classical SEIRS model, with standard incidence function, is, first of all, extended to incorporate multiple infectious stages. Using Lyapunov function theory and LaSalle's Invariance Principle, the disease-free equilibrium (DFE) of the resulting SEIⁿRS model is shown to be globally-asymptotically stable whenever the associated reproduction number is less than unity. Furthermore, this model has a unique endemic equilibrium point (EEP), which is shown (using a non-linear Lyapunov function of Goh-Volterra type) to be globally-asymptotically stable for a special case. The SEIⁿRS model is further extended to incorporate arbitrary number of latent stages. A notable feature of the resulting SE^mIⁿRS model is that it uses gamma distribution assumptions for the average waiting times in the latent (m) and infectious (n) stages. Like in the case of the SEIⁿRS model, the SE^mIⁿRS model also has a globally-asymptotically stable DFE when its associated reproduction threshold is less than unity, and it has a unique EEP (which is globally-stable for a special case) when the threshold exceeds unity. The SE^mIⁿRS model is further extended to incorporate the effect of periodicity on the disease transmission dynamics. The resulting non-autonomous SE^mIⁿRS model is shown to have a globally-stable disease-free solution when the associated reproduction ratio is less than unity. Furthermore, the non-autonomous model has at least one positive (non-trivial) periodic solution when the reproduction ratio exceeds unity. It is shown (using persistence theory) that, for the non-autonomous model, the disease will always persist in the population whenever the reproduction ratio is greater than unity. One of the main mathematical contributions of this thesis is that it shows that adding multiple latent and infectious stages, gamma distribution assumptions (for the average waiting times in these stages) and periodicity to the classical SEIRS model (with standard incidence) does not alter the main qualitative dynamics (pertaining to the persistence or elimination of the disease from the population) of the SEIRS model.

The thesis focuses on the qualitative analysis of a general class of SEIRS models in periodic and non-periodic environments. The classical SEIRS model, with standard incidence function, is, first of all, extended to incorporate multiple infectious stages. Using Lyapunov function theory and LaSalle's Invariance Principle, the disease-free equilibrium (DFE) of the resulting SEIⁿRS model is shown to be globally-asymptotically stable whenever the associated reproduction number is less than unity. Furthermore, this model has a unique endemic equilibrium point (EEP), which is shown (using a non-linear Lyapunov function of Goh-Volterra type) to be globally-asymptotically stable for a special case. The SEIⁿRS model is further extended to incorporate arbitrary number of latent stages. A notable feature of the resulting SE^mIⁿRS model is that it uses gamma distribution assumptions for the average waiting times in the latent (m) and infectious (n) stages. Like in the case of the SEIⁿRS model, the SE^mIⁿRS model also has a globally-asymptotically stable DFE when its associated reproduction threshold is less than unity, and it has a unique EEP (which is globally-stable for a special case) when the threshold exceeds unity. The SE^mIⁿRS model is further extended to incorporate the effect of periodicity on the disease transmission dynamics. The resulting non-autonomous SE^mIⁿRS model is shown to have a globally-stable disease-free solution when the associated reproduction ratio is less than unity. Furthermore, the non-autonomous model has at least one positive (non-trivial) periodic solution when the reproduction ratio exceeds unity. It is shown (using persistence theory) that, for the non-autonomous model, the disease will always persist in the population whenever the reproduction ratio is greater than unity. One of the main mathematical contributions of this thesis is that it shows that adding multiple latent and infectious stages, gamma distribution assumptions (for the average waiting times in these stages) and periodicity to the classical SEIRS model (with standard incidence) does not alter the main qualitative dynamics (pertaining to the persistence or elimination of the disease from the population) of the SEIRS model.

Neste trabalho estudamos questões relativas a existência, unicidade, dependência contínua, continuidade, taxas de decaimento e comportamento assintótico de soluções para uma classe de equações de placas lineares e não lineares. No primeiro capítulo revisamos alguns conteúdos e colecionamos uma série de resultados provenientes da teoria geral de análise funcional, semigrupos lineares e atratores, os quais serão aplicados ao longo desta tese. Nos dois próximos capítulos abordamos uma equação da placa de quarta ordem dissipativa com perturbações não lineares do tipo p- Laplaciano e localmente Lipschitz e com memória. No segundo capítulo provamos a estabilidade exponencial de energia correspondente ao problema homogêneo com memória de segunda ordem. Em seguida, no terceiro capítulo estabelecemos resultados que comprovam a existência de um atrator global com dimensão fractal finita para o sistema dinâmico associado ao problema com história de deslocamento relativo que equivale ao problema original. Finalmente, no quarto capítulo tratamos um modelo viscoelástico de placas de Mindlin-Timoshenko de segunda ordem. Nesta ocasião, consideramos essecialmente dois casos, o primeiro quando o sistema é totalmente dissipativo e, em seguida, quando o sistema é parcialmente dissipativo. No primeiro caso, determinamos que o semigrupo linear associado ao problema é analítico e, como consequência, é exponencialmente estável. No segundo caso, mostramos que o semigrupo perde decaimento exponencial e analiticidade, no entanto, provamos que as soluções possuem decaimento do tipo polinomial / In this work we study some questions concerning with existence, uniqueness, continuous dependence, continuity, rates of decay and asymptotic behavior of solutions for a class of linear and nonlinear plate equations. In the first chapter we review some concepts and collect a series of results provided from general theory of functional analysis, linear semigroups and attractors which will be applied throughout this thesis. In the next two chapters we discuss a damped plate equation of fourth order with nonlinear perturbations of the lower order of p-Laplacian type and locally Lipschitz, and a memory term. In the second chapter we prove the exponential stability of energy corresponding to the homogeneous problem with memory of second order. Then in the third chapter we establish some results that allow us to prove the existence of a global attractor with finite fractal dimension for dynamical system associated to the problem with relative displacement history which is equivalent to the original problem. Finally, in the fourth chapter we deal with a viscoelastic Mindlin-Timoshenko plate model of second order. At this moment we consider essentially two cases. The first one when the system is fully damped, then when the system is partially damped. In the first case we show that the semigroup associated to the Mindlin-Timoskenko system is analytic, which in particular implies exponential decay. In the second case we show that such semigroup loses exponential decay, also loses analyticity. However, we prove in this last case that the solutions have decay of polynomial type

O objetivo deste trabalho é provar um Closing Lema Parcial para variedades bidimensionais compactas, orientáveis ou não--orientáveis. Para enunciá--lo, considere um campo vetorial \\linebreak $X\\in\\mathfrak^r(M)$, $r\\ge 2$, de classe $C^r$ em uma variedade bidimensional compacta $M$, e seja $\\Sigma$ um segmento transversal a $X$ passando por um ponto recorrente não--trivial $p$ de $X$. Seja $P:\\Sigma\\to\\Sigma$ a correspondente transformação de primeiro retorno. O primeiro resultado deste trabalho consiste em mostrar que se $P$ tem a propriedade de que para todo $n\\ge N$ e $x\\in{m dom}\\,(P^n)$, $\\vert DP^n(x)\\vert<\\lambda$, onde $N\\in\\N$ e $0<\\lambda<1$, então existe um campo vetorial $Y$ arbitrariamente próximo de $X$ na topologia $C^r$ tendo uma trajetória periódica passando por $p$. O segundo resultado consiste em apresentar condições, sobre os expoentes de Lyapunov de $P$, para que $\\vert DP^n\\vert<\\lambda$ para todo $n\\ge N$. Nesta tese, também incluímos um resultado sobre a estabilidade assintótica no infinito de campos planares diferenciáveis, mas não necessariamente de classe $C^1$. / The aim of this work is to provide a Partial $C^r$ Closing Lemma for compact surfaces, orientable or non--orientable. To state it, let $X\\in\\mathfrak^r(M)$, $r\\ge 2$, be a $C^r$ vector field on a compact surface $M$ and let $\\Sigma$ be a transverse segment to $X$ passing through a non--trivial recurrent point $p$ of $X$. Let $P:\\Sigma\\to\\Sigma$ be the corresponding first return map. The first result of this work consists in showing that if $P^n$ has the property that for all $n\\ge N$ and $x\\in{m dom}\\,(P^n)$, $\\vert DP^n(x)\\vert<\\lambda$, where $N\\in\\N$ e $0<\\lambda<1$, then there exists a vector field $Y$ arbitrarily close to $X$ in the $C^r$ topology such that $p$ is a periodic point of $Y$. The second result consists in presenting sufficient conditions, upon the Lyapunov exponents of $P$, so that $\\vert DP^n\\vert<\\lambda$ for all $n\\ge N$. In this thesis, we also include a result concerning the asymptotic stability at infinity of planar differentiable vector fields, not necessarily of class $C^1$.

Submitted by Rosivalda Pereira (mrs.pereira@ufma.br) on 2017-07-05T21:25:08Z No. of bitstreams: 1 AlanPaciencia.pdf: 382837 bytes, checksum: 5f9c9a1520895e9d9b37a6549ee31251 (MD5) / Made available in DSpace on 2017-07-05T21:25:08Z (GMT). No. of bitstreams: 1 AlanPaciencia.pdf: 382837 bytes, checksum: 5f9c9a1520895e9d9b37a6549ee31251 (MD5) Previous issue date: 2017-01-05 / In this work, we study situations involving the existence, uniqueness, decay rates and asymptotic behavior of solutions for a class of nonlinear equations cards and memory. In particular, in the first chapter we review some issues related to a number of results derived from the general theory of functional analysis, which will be applied during this dissertation. The next chapter will discuss an equation of the fourth order dissipative plate with nonlinear perturbations of type p - Laplacian and locally Lipschitz and memory. Continuing, we prove the exponential stability of energy corresponding to the homogeneous problem with second-order term of memory. / No presente trabalho, estudaremos situações relacionadas a existência, unicidade, taxas de decaimento e comportamentos assintóticos de soluções para uma classe de equações de placas não linear e com termo de memória. Em particular, no primeiro capítulo revisamos alguns assuntos relacionados a uma série de resultados oriundos da teoria geral da análise funcional, os quais ser˜ao aplicados no decorrer dessa dissertação. No capítulo seguinte, abordaremos uma equação da placa de quarta ordem dissipativa com pertubações não lineares do tipo p - Laplaciano e localmente Lipschitz e com termo memória. Continuando, provamos a estabilidade exponencial de energia correspondente ao problema homogêneo com termo de memória de segunda ordem.

The present thesis is devoted to the investigation of certain aspects of the large time behavior of the solutions of two nonlinear Schrödinger equations in dimension three in some suitable perturbative regimes. The first model consist in a Schrödinger equation with a concentrated nonlinearity obtained considering a {point} (or contact) interaction with strength $alpha$, which consists of a singular perturbation of the Laplacian described by a self adjoint operator $H_{alpha}$, and letting the strength $alpha$ depend on the wave function: $ifrac{du}{dt}= H_alpha u$, $alpha=alpha(u)$.It is well-known that the elements of the domain of a point interaction in three dimensions can be written as the sum of a regular function and a function that exhibits a singularity proportional to $|x - x_0|^{-1}$, where $x_0$is the location of the point interaction. If $q$ is the so-called charge of the domain element $u$, i.e. the coefficient of itssingular part, then, in order to introduce a nonlinearity, we let the strength $alpha$ depend on $u$ according to the law $alpha=-nu|q|^sigma$, with $nu > 0$. This characterizes the model as a focusing NLS with concentrated nonlinearity of power type. In particular, we study orbital and asymptotic stability of standing waves for such a model. We prove the existence of standing waves of the form $u (t)=e^{iomega t}Phi_{omega}$, which are orbitally stable in the range $sigma in (0,1)$, and orbitally unstable for $sigma geq 1.$ Moreover, we show that for $sigma in(0,frac{1}{sqrt 2}) cup left(frac{1}{sqrt{2}}, frac{sqrt{3} +1}{2sqrt{2}} right)$ every standing wave is asymptotically stable, in the following sense. Choosing an initial data close to the stationary state in the energy norm, and belonging to a natural weighted $L^p$ space which allows dispersive stimates, the following resolution holds: $u(t) =e^{iomega_{infty} t +il(t)} Phi_{omega_{infty}}+U_t*psi_{infty} +r_{infty}$, where $U_t$ is the free Schrödinger propagator,$omega_{infty} > 0$ and $psi_{infty}$, $r_{infty} inL^2(R^3)$ with $| r_{infty} |_{L^2} = O(t^{-p}) quadtextrm{as} ;; t right arrow +infty$, $p = frac{5}{4}$,$frac{1}{4}$ depending on $sigma in (0, 1/sqrt{2})$, $sigma in (1/sqrt{2}, 1)$, respectively, and finally $l(t)$ is a logarithmic increasing function that appears when $sigma in (frac{1}{sqrt{2}},sigma^*)$, for a certain $sigma^* in left(frac{1}{sqrt{2}}, frac{sqrt{3} +1}{2sqrt{2}} right]$. Notice that in the present model the admitted nonlinearities for which asymptotic stability of solitons is proved, are subcritical in the sense that it does not give rise to blow up, regardless of the chosen initial data. The second model is the energy critical focusing nonlinear Schrödinger equation $i frac{du}{dt}=-Delta u-|u|^4 u$. In this case we prove, for any $nu$ and $alpha_0$ sufficiently small, the existence of radial finite energy solutions of the form$u(t,x)=e^{ialpha(t)}lambda^{1/2}(t)W(lambda(t)x)+e^{iDeltat}zeta^*+o_{dot H^1} (1)$ as $tright arrow +infty$, where$alpha(t)=alpha_0ln t$, $lambda(t)=t^{nu}$,$W(x)=(1+frac13|x|^2)^{-1/2}$ is the ground state and $zeta^*$is arbitrarily small in $dot H^1$

O objetivo deste trabalho é provar um Closing Lema Parcial para variedades bidimensionais compactas, orientáveis ou não--orientáveis. Para enunciá--lo, considere um campo vetorial \\linebreak $X\\in\\mathfrak^r(M)$, $r\\ge 2$, de classe $C^r$ em uma variedade bidimensional compacta $M$, e seja $\\Sigma$ um segmento transversal a $X$ passando por um ponto recorrente não--trivial $p$ de $X$. Seja $P:\\Sigma\\to\\Sigma$ a correspondente transformação de primeiro retorno. O primeiro resultado deste trabalho consiste em mostrar que se $P$ tem a propriedade de que para todo $n\\ge N$ e $x\\in{m dom}\\,(P^n)$, $\\vert DP^n(x)\\vert<\\lambda$, onde $N\\in\\N$ e $0<\\lambda<1$, então existe um campo vetorial $Y$ arbitrariamente próximo de $X$ na topologia $C^r$ tendo uma trajetória periódica passando por $p$. O segundo resultado consiste em apresentar condições, sobre os expoentes de Lyapunov de $P$, para que $\\vert DP^n\\vert<\\lambda$ para todo $n\\ge N$. Nesta tese, também incluímos um resultado sobre a estabilidade assintótica no infinito de campos planares diferenciáveis, mas não necessariamente de classe $C^1$. / The aim of this work is to provide a Partial $C^r$ Closing Lemma for compact surfaces, orientable or non--orientable. To state it, let $X\\in\\mathfrak^r(M)$, $r\\ge 2$, be a $C^r$ vector field on a compact surface $M$ and let $\\Sigma$ be a transverse segment to $X$ passing through a non--trivial recurrent point $p$ of $X$. Let $P:\\Sigma\\to\\Sigma$ be the corresponding first return map. The first result of this work consists in showing that if $P^n$ has the property that for all $n\\ge N$ and $x\\in{m dom}\\,(P^n)$, $\\vert DP^n(x)\\vert<\\lambda$, where $N\\in\\N$ e $0<\\lambda<1$, then there exists a vector field $Y$ arbitrarily close to $X$ in the $C^r$ topology such that $p$ is a periodic point of $Y$. The second result consists in presenting sufficient conditions, upon the Lyapunov exponents of $P$, so that $\\vert DP^n\\vert<\\lambda$ for all $n\\ge N$. In this thesis, we also include a result concerning the asymptotic stability at infinity of planar differentiable vector fields, not necessarily of class $C^1$.

Neste trabalho estudamos questões relativas a existência, unicidade, dependência contínua, continuidade, taxas de decaimento e comportamento assintótico de soluções para uma classe de equações de placas lineares e não lineares. No primeiro capítulo revisamos alguns conteúdos e colecionamos uma série de resultados provenientes da teoria geral de análise funcional, semigrupos lineares e atratores, os quais serão aplicados ao longo desta tese. Nos dois próximos capítulos abordamos uma equação da placa de quarta ordem dissipativa com perturbações não lineares do tipo p- Laplaciano e localmente Lipschitz e com memória. No segundo capítulo provamos a estabilidade exponencial de energia correspondente ao problema homogêneo com memória de segunda ordem. Em seguida, no terceiro capítulo estabelecemos resultados que comprovam a existência de um atrator global com dimensão fractal finita para o sistema dinâmico associado ao problema com história de deslocamento relativo que equivale ao problema original. Finalmente, no quarto capítulo tratamos um modelo viscoelástico de placas de Mindlin-Timoshenko de segunda ordem. Nesta ocasião, consideramos essecialmente dois casos, o primeiro quando o sistema é totalmente dissipativo e, em seguida, quando o sistema é parcialmente dissipativo. No primeiro caso, determinamos que o semigrupo linear associado ao problema é analítico e, como consequência, é exponencialmente estável. No segundo caso, mostramos que o semigrupo perde decaimento exponencial e analiticidade, no entanto, provamos que as soluções possuem decaimento do tipo polinomial / In this work we study some questions concerning with existence, uniqueness, continuous dependence, continuity, rates of decay and asymptotic behavior of solutions for a class of linear and nonlinear plate equations. In the first chapter we review some concepts and collect a series of results provided from general theory of functional analysis, linear semigroups and attractors which will be applied throughout this thesis. In the next two chapters we discuss a damped plate equation of fourth order with nonlinear perturbations of the lower order of p-Laplacian type and locally Lipschitz, and a memory term. In the second chapter we prove the exponential stability of energy corresponding to the homogeneous problem with memory of second order. Then in the third chapter we establish some results that allow us to prove the existence of a global attractor with finite fractal dimension for dynamical system associated to the problem with relative displacement history which is equivalent to the original problem. Finally, in the fourth chapter we deal with a viscoelastic Mindlin-Timoshenko plate model of second order. At this moment we consider essentially two cases. The first one when the system is fully damped, then when the system is partially damped. In the first case we show that the semigroup associated to the Mindlin-Timoskenko system is analytic, which in particular implies exponential decay. In the second case we show that such semigroup loses exponential decay, also loses analyticity. However, we prove in this last case that the solutions have decay of polynomial type