The numerical solution of the convection-diffusion-reaction problem is considered in two and three dimensions. A stabilized finite element method of Galerkin/Least squares type accomodates diffusion-dominated as well as convection- and/or reaction- dominated situations. The resolution of boundary layers occuring in the singularly perturbed case is accomplished using anisotropic mesh refinement in boundary layer regions. In this paper, the standard analysis of the stabilized Galerkin method on isotropic meshes is extended to more general meshes with boundary layer refinement. Simplicial Lagrangian elements of arbitrary order are used.

The paper is concerned with the finite element resolution of layers appearing in singularly perturbed problems. A special anisotropic grid of Shishkin type is constructed for reaction diffusion problems. Estimates of the finite element error in the energy norm are derived for two methods, namely the standard Galerkin method and a stabilized Galerkin method. The estimates are uniformly valid with respect to the (small) diffusion parameter. One ingredient is a pointwise description of derivatives of the continuous solution. A numerical example supports the result. Another key ingredient for the error analysis is a refined estimate for (higher) derivatives of the interpolation error. The assumptions on admissible anisotropic finite elements are formulated in terms of geometrical conditions for triangles and tetrahedra. The application of these estimates is not restricted to the special problem considered in this paper.

In several mathematical models of physical or technical processes there are non-local boundary-value problems in terms of partial differential equations with integral conditions. In this article we consider hyperbolic differential equations of second order in the rectangle with some integral conditions and their relationship to boundary-value problems for some certain type of loaded equations. / Dieser Beitrag ist mit Zustimmung des Rechteinhabers aufgrund einer (DFG-geförderten) Allianz- bzw. Nationallizenz frei zugänglich.

The topic of this dissertation lies at the interface between the areas of Harmonic Analysis, Partial Differential Equations, and Geometric Measure Theory, with an emphasis on the study of singular integral operators associated with second and higher order elliptic boundary value problems in non-smooth domains. The overall aim of this work is to further the development of a systematic treatment of second and higher order elliptic boundary value problems using singular integral operators. This is relevant to the theoretical and numerical treatment of boundary value problems arising in the modeling of physical phenomena such as elasticity, incompressible viscous fluid flow, electromagnetism, anisotropic plate bending, etc., in domains which may exhibit singularities at all boundary locations and all scales. Since physical domains may exhibit asperities and irregularities of a very intricate nature, we wish to develop tools and carry out such an analysis in a very general class of non-smooth domains, which is in the nature of best possible from the geometric measure theoretic point of view. The dissertation will be focused on three main, interconnected, themes: A. A systematic study of the poly-Cauchy operator in uniformly rectifiable domains in $\mathbb{C}$; B. Solvability results for the Neumann problem for the bi-Laplacian in infinite sectors in ${\mathbb{R}}^2$; C. Connections between spectral properties of layer potentials associated with second-order elliptic systems and the underlying tensor of coefficients. Theme A is based on papers [16, 17, 18] and this work is concerned with the investigation of polyanalytic functions and boundary value problems associated with (integer) powers of the Cauchy-Riemann operator in uniformly rectifiable domains in the complex plane. The goal here is to devise a higher-order analogue of the existing theory for the classical Cauchy operator in which the salient role of the Cauchy-Riemann operator $\overline{\partial}$ is now played by $\overline{\partial}^m$ for some arbitrary fixed integer $m\in{\mathbb{N}}$. This analysis includes integral representation formulas, higher-order Fatou theorems, Calderón-Zygmund theory for the poly-Cauchy operators, radiation conditions, and higher-order Hardy spaces. Theme B is based on papers [3, 19] and this regards the Neumann problem for the bi-Laplacian with $L^p$ data in infinite sectors in the plane using Mellin transform techniques, for $p\in(1,\infty)$. We reduce the problem of finding the solvability range of the integrability exponent $p$ for the $L^{p}$ biharmonic Neumann problem to solving an equation involving quadratic polynomials and trigonometric functions employing the Mellin transform technique. Additionally, we provide the range of the integrability exponent for the existence of a solution to the $L^{p}$ biharmonic Neumann problem in two-dimensional infinite sectors. The difficulty we are overcoming has to do with the fact that the Mellin symbol involves hypergeometric functions. Finally regarding theme C, based on the ongoing work in [2], the emphasis is the investigation of coefficient tensors associated with second-order elliptic operators in two dimensional infinite sectors and properties of the corresponding singular integral operators, employing Mellin transform. Concretely, we explore the relationship between distinguished coefficient tensors and $L^{p}$ spectral and Hardy kernel properties of the associated singular integral operators. / Mathematics

This PhD thesis treats some problems concerning nonlinear differential equations. In the first two papers computer-assisted proofs are used. The differential equations there are rewritten as fixed point problems, and the existence of solutions are proved. The problem in the first paper is one-dimensional; with one boundary condition given by an integral. The problem in the second paper is three-dimensional, and Dirichlet boundary conditions are used. Both problems have their origins in fluid dynamics. Paper III describes an inverse problem for the heat equation. Given the solution, a solution dependent diffusion coefficient is estimated by intervals at a finite set of points. The method includes the construction of set-valued level curves and two-dimensional splines. In paper IV we prove that there exists a unique, globally attracting fixed point for a differential equation system. The differential equation system arises as the number of peers in a peer-to-peer network, which is described by a suitably scaled Markov chain, goes to infinity. In the proof linearization and Dulac's criterion are used.

This thesis deals with different computational techniques related to some classes of nonlinear response regimes of engineering interest. The work is mainly divided into two parts. In the first part different numeric-analytic integration techniques for nonlinear oscillators are developed. In the second part, procedures for handling arbitrarily large rotations are addressed and a few novel developments are reported in the process. To begin the first part, we have proposed an explicit numeric-analytic technique, based on the Adomian decomposition method, for integrating strongly nonlinear oscillators. Numerical experiments suggest that this method, like most other numerical techniques, is versatile and can accurately solve strongly nonlinear and chaotic systems with relatively larger step-sizes. It is then demonstrated that the procedure may also be effectively employed for solving two-point boundary value problems with the help of a shooting algorithm. This has been followed up with the derivation and numerical exploration of variants of a recently developed numeric-analytic technique, the multi-step transversal linearization (MTrL), in the context of nonlinear oscillators of relevance in engineering dynamics. A considerable generalization and improvement over the original form of a MTrL strategy is achieved in this study. Finally, we have used the concept of MTrL method on the nonlinear variational (rate) equation corresponding to a nonlinear oscillator and thus derive another family of numeric-analytic techniques, presently referred to as the multi-step tangential linearization (MTnL). A comparison of relative errors through the MTrL and MTnL techniques consistently indicate a superior quality of approximation via the MTrL route. In the second part of the thesis, a scheme for numerical integration of rigid body rotation is proposed using only rudimentary tensor analysis. The equations of motion are rewritten in terms of rotation vectors lying in same tangent spaces, thereby facilitating vector space operations consistent with the underlying geometric structure of rotation. One of the most important findings of this part of the dissertation is that the existing constant-preserving algorithms are not necessarily accurate enough and may not be ideally applicable to cases wherein numerical accuracy is of primary importance. In contrast, the proposed rotation-algorithms, the higher order ones in particular, are significantly more accurate for conservative rotational systems for reasonably long time. Similar accuracy is expected for dissipative rotational systems as well. The operators relating rotation variables corresponding to different tangent spaces are also investigated and this should provide further insight into the understanding of rotation vector parametrization. A rotation update is next proposed in terms of rotation vectors. This update, employed along with interpolation of relative rotations, gives a strain-objective and path independent finite element implementation of a geometrically exact beam. The method has the computational advantage of requiring considerably less nodal variables due to the use of rotation vector parametrization. We have proposed a new isoparametric interpolation of nodal quaternions for computing the rotation field within an element. This should be a computationally efficient alternative to the interpolation of local rotations. It has been proved that the proposed interpolation of rotation leads to the objectivity of strain measures. Several numerical experiments are conducted to demonstrate the frame invariance, path-independence and other superior aspects of the present approach vis-`a-vis the existing methods based on the rotation vector parametrization. It is emphasized that, in order to develop an objective finite element formulation, the use of relative rotation is not mandatory and an interpolation of total rotation variables conforming with the rotation manifold should suffice.

Όπως φαίνεται και από τον τίτλο της, ο σκοπός της Διπλωματικής αυτής Εργασίας είναι διπλός. Αφ’ ενός διαπραγματεύεται ένα κλασικό μαθηματικό πρόβλημα, το πρόβλημα Riemann-Hilbert (RH), που παρουσιάζεται και επιλύεται σε μια σειρά περιπτώσεων. Αφ’ ετέρου παρουσιάζεται η εφαρμογή του προβλήματος αυτού στη μελέτη προβλημάτων αρχικών ή αρχικών-συνοριακών τιμών για γραμμικές και μη γραμμικές μερικές διαφορικές εξισώσεις. Η εργασία διαρθρώνεται σε τεσσερα (4) κεφάλαια. Ακριβέστερα, η δομή των κεφαλαίων είναι η ακόλουθη. Το πρώτο κεφάλαιο αποτελεί την εισαγωγή της εργασίας και περιέχει, εκτός από μια εποπτική παρουσίαση του προβλήματος, μια σύντομη ιστορική αναδρομή καθώς και παράθεση των εφαρμογών του προβλήματος. Το δεύτερο κεφάλαιο τιτλοφορείται ‘Ολοκληρώματα τύπου Cauchy’ και είναι αφιερωμένο στην παρουσίαση του αναγκαίου υποβάθρου, με σκοπό να είναι η ακόλουθη παρουσίαση αυτάρκης. Τα θέματα που διαπραγματεύεται είναι: Oλοκληρώματα τύπου Cauchy, συναρτήσεις τύπου Hölder, ολοκληρώματα κύριας τιμής του Cauchy, θεώρημα των Plemelj-Sokhotski, ολοκληρωτικός τελεστής του Cauchy, ολοκληρώματα τύπου Cauchy στην πραγματική ευθεία. Το τρίτο κεφάλαιο, ‘Το πρόβλημα Riemann-Hilbert’, παρουσιάζει το πρόβλημα καθώς και την επίλυσή του σε μια σειρά περιπτώσεων. Στην πιο απλή διατύπωσή του, το πρόβλημα ζητά τον προσδιορισμό μιας τμηματικά ολόμορφης μιγαδικής συνάρτησης μιας μιγαδικής μεταβλητής η οποία παρουσιάζει δοσμένο άλμα κατά μήκος δοσμένης καμπύλης του μιγαδικού επιπέδου. Εστιαζόμαστε αποκλειστικά σε βαθμωτά προβλήματα. Επίσης, εργαζόμαστε με συνοριακές καμπύλες που έχουν την ιδιότητα να χωρίζουν το μιγαδικό επίπεδο σε δύο τμήματα: κλειστές καμπύλες, καθώς και την πραγματική ευθεία. Ειδικότερα, αναλύονται τα ακόλουθα προβλήματα: (i) Πρόβλημα Riemann-Hilbert (RH) για κλειστές καμπύλες: (1) Aθροιστικό (additive) πρόβλημα RH. (2) Πρόβλημα παραγοντοποίησης (factorization) RH. (3) Γενικό μη ομογενές πρόβλημα RH. (ii) Πρόβλημα RH επί της πραγματικής ευθείας: (1) Aθροιστικό (additive) πρόβλημα RH. (2) Πρόβλημα παραγοντοποίησης (factorization) RH. (3) Γενικό μη ομογενές πρόβλημα RH. Το τέταρτο κεφάλαιο τιτλοφορείται ‘Προβλήματα Αρχικών-Συνοριακών Τιμών για Γραμμικές και μη Γραμμικές Μερικές Διαφορικές Εξισώσεις’. Εδώ διαπραγματευόμαστε μερικές διαφορικές εξισώσεις (ΜΔΕ), τόσο γραμμικές όσο και μη γραμμικές, που έχουν την ιδιότητα να διαθέτουν ζεύγος Lax (Lax pair formulation): Aυτό σημαίνει ότι κάθε μία από αυτές τις ΜΔΕ μπορεί να γραφεί σαν η συνθήκη συμβατότητας (ολοκληρωσιμότητας) ενός ζεύγους γραμμικών ΜΔΕ, που περιέχει και μια ελεύθερη μιγαδική παράμετρο (φασματική παράμετρος). Τέτοιες ΜΔΕ χαρακτηρίζονται και σαν ολοκληρώσιμες (integrable) με τη μέθοδο της αντίστροφης σκέδασης (inverse scattering method). Η τελευταία αποτελεί μια μέθοδο επίλυσης του προβλήματος αρχικών τιμών, ή Cauchy, για εξελικτικές ΜΔΕ αυτού του είδους. Η νεότερη μέθοδος του ενοποιημένου φασματικού μετασχηματισμού (unified transform method), ή της ταυτόχρονης φασματικής ανάλυσης (simultaneous spectral analysis) του ζεύγους Lax, γενικεύει την προηγούμενη μέθοδο με τρόπο που να μπορεί να εφαρμοστεί και σε προβλήματα αρχικών-συνοριακών τιμών τέτοιων ΜΔΕ (και όχι μόνο). Στο κεφάλαιο αυτό της εργασίας μελετιούνται τα ακόλουθα προβλήματα. (i). Το πρόβλημα αρχικών τιμών (ΠΑΤ) για τη (γραμμική) ΜΔΕ της διάχυσης (ή θερμότητας) (heat (or diffusion) equation). Εδώ παρουσιάζεται η μέθοδος της αντίστροφης σκέδασης στην απλούστερή της μορφή. (ii). Ένα αρκετά γενικό φασματικό πρόβλημα, που μπορεί να αποτελέσει το χωρικό μέρος του ζευγαριού Lax για μια πλειάδα μη γραμμικών ΜΔΕ. Στη συνέχεια, η προσοχή μας εστιάζεται στο λεγόμενο φασματικό πρόβλημα των Zakharov-Shabat. Σαν εφαρμογή, μελετάται το ΠΑΤ για τη μη γραμμική Εξίσωση Schrodinger (Nonlinear Schrodinger, NLS). (iii). Το πρόβλημα αρχικών-συνοριακών τιμών (ΠΑΣΤ) για την εξίσωση της διάχυσης ορισμένη στην ημιευθεία της χωρικής μεταβλητής. Εδώ περιγράφεται η μέθοδος του ενοποιημένου φασματικού μετασχηματισμού στην απλούστερή της μορφή, εφαρμοζόμενη δηλαδή σε ένα γραμμικό πρόβλημα. H εργασία καταλήγει με την παράθεση της βιβλιογραφίας, σύμφωνα με τις αναφορές που προκύπτουν από το κείμενο. / As it is shown in its title, the purpose of this M.Sc.thesis is twofold. First, we discuss a classical mathematical problem, called the Riemann-Hilbert problem. This problem is presented and solved in a series of cases. Afterwards, we present the applications of this problem to the study of initial value problems and initial-boundary value problems for linear and nonlinear partial differential equations. The thesis is organized in four (4) chapters. More accurately, the structure of the four chapters is as follows. The first chapter constitutes of the Introduction to the thesis. It contains the presentation of the problem, a short historical retrospection of the problem, as well as a list of applications of the problem. The second chapter, entitled “Cauchy Type Integrals”, is dedicated to the presentation of the necessary background, so as to make the following presentation self-contained. The topics negotiated are: Cauchy type integrals, Hölder type functions, Cauchy principal value integrals, the Plemelj-Sokhotski theorem, the Cauchy integral operator, Cauchy type integrals on the real line. The third chapter, “The Riemann-Hilbert Problem”, presents the problem, as well s its solution, in a series of cases. The problem’s simplest formulation seeks for a sectionally holomorphic, complex valued function of a single complex variable, which undergoes a given (predetermined) jump along a given curve of the complex plane. We focus our attention exclusively on scalar Riemann-Hilbert problems. We work exclusively with discontinuity curves that have the property to divide the complex plane into two sections, and, in particular, with closed curves, as well as with the real line. In particular, we analyse the following problems: (i). The Riemann-Hilbert (RH) problem for closed curves: (1). Additive RH problem. (2). Factorization RH problem. (3). General non-homogeneous RH problem. (ii). RH problem on the real line. (1). Additive RH problem. (2). Factorization RH problem. (3). General non-homogeneous RH problem. The fourth chapter is entitled “Initial-Boundary Value Problems for Linear and Nonlinear Partial Differential Equations”. Here we negotiate with patial differential equations (PDE), linear as well as nolinear, which have the distinguishing property of possessing a so-called Lax pair formulation. By this we mean that, any of these PDEs is equivalent to the compatibility (integrability) condition of a proper pair of linear differential equations, the so-called Lax pair, that also contains a free complex parameter, termed to the spectral parameter. Such PDEs are also characterized as integrable by the inverse scattering method. The last method, also called the inverse spectral method, is a method for solving the initial value problem, or Cauchy problem, for evolutionary PDEs of this kind. The new method of simultaneous spectral analysis of the Lax pair, also called the unified transform method, generalizes the previous one in a manner that renders it applicable also to initial-boundary value problems for such PDEs. In this, fourth, chapter we study the following problems: (i). The initial value problem for the (linear) heat (or diffusion) equation. Here is presented the inverse scattering method in its simplest form. (ii). An adequately general spectral problem, which may constitute the spatial part of the Lax pair for many integrable nonlinear PDEs. We afterwards focus our attention to a specific case of this problem, the so-called Zakharov-Shabat spectral problem. As an application, we study the initial value problem for the so-called Nonlinear Schrodinger (NLS) equation. (iii). The initial-boundary value problem for the heat (or diffusion) equation posed on a semi-infinite interval of the spatial variable. Here we present the unified transform method in its simplest form, i.e., applied on a linear problem. The thesis terminates with the presentation of the bibliography, in accordance with the references that appear in the text.

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[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.