This thesis treats two essentially different subjects: V-cycle schemes are considered in Chapters 2-4, whereas the aggregation-based coarsening is analysed in Chapters 5-6. As a matter of paradox, these two multigrid ingredients, when combined together, can hardly lead to an optimal algorithm. Indeed, a V-cycle needs more accurate prolongations than the simple piecewise-constant one, associated to aggregation-based coarsening. On the other hand, aggregation-based approaches use almost exclusively piecewise constant prolongations, and therefore need more involved cycling strategies, K-cycle <a href=http://www3.interscience.wiley.com/journal/114286660/abstract?CRETRY=1&SRETRY=0>[Num.Lin.Alg.Appl., vol.15(2008), pp.473-487]</a> being an attractive alternative in this respect. <br> <br> Chapter 2 considers more precisely the well-known V-cycle convergence theories: the approximation property based analyses by Hackbusch (see [Multi-Grid Methods and Applications, 1985, pp.164-167]) and by McCormick [SIAM J.Numer.Anal., vol.22(1985), pp.634-643] and the successive subspace correction theory, as presented in [SIAM Review, vol.34(1992), pp.581-613] by Xu and in [Acta Numerica, vol.2(1993), pp.285-326.] by Yserentant. Under the constraint that the resulting upper bound on the convergence rate must be expressed with respect to parameters involving two successive levels at a time, these theories are compared. Unlike [Acta Numerica, vol.2(1993), pp.285-326.], where the comparison is performed on the basis of underlying assumptions in a particular PDE context, we compare directly the upper bounds. We show that these analyses are equivalent from the qualitative point of view. From the quantitative point of view, we show that the bound due to McCormick is always the best one. <br> <br> When the upper bound on the V-cycle convergence factor involves only two successive levels at a time, it can further be compared with the two-level convergence factor. Such comparison is performed in Chapter 3, showing that a nice two-grid convergence (at every level) leads to an optimal McCormick's bound (the best bound from the previous chapter) if and only if a norm of a given projector is bounded on every level. <br> <br> In Chapter 4 we consider the Fourier analysis setting for scalar PDEs and extend the comparison between two-grid and V-cycle multigrid methods to the smoothing factor. In particular, a two-sided bound involving the smoothing factor is obtained that defines an interval containing both the two-grid and V-cycle convergence rates. This interval is narrow when an additional parameter α is small enough, this latter being a simple function of Fourier components. <br> <br> Chapter 5 provides a theoretical framework for coarsening by aggregation. An upper bound is presented that relates the two-grid convergence factor with local quantities, each being related to a particular aggregate. The bound is shown to be asymptotically sharp for a large class of elliptic boundary value problems, including problems with anisotropic and discontinuous coefficients. <br> <br> In Chapter 6 we consider problems resulting from the discretization with edge finite elements of 3D curl-curl equation. The variables in such discretization are associated with edges. We investigate the performance of the Reitzinger and Schöberl algorithm [Num.Lin.Alg.Appl., vol.9(2002), pp.223-238], which uses aggregation techniques to construct the edge prolongation matrix. More precisely, we perform a Fourier analysis of the method in two-grid setting, showing its optimality. The analysis is supplemented with some numerical investigations.

<p>In recent years, there has been a great interest towards the higher order numerical methods for singularly perturbed problems. As compared to their lower order counterparts, they provide better accuracy with fewer mesh points. Construction and/or implementation of direct higher order methods is usually very complicated. Thus a natural choice is to use some convergence acceleration techniques, e.g., Richardson extrapolation, defect correction, etc. In this thesis, we will consider various classes of problems described by singularly perturbed ordinary and partial differential equations. For these problems, we design some novel numerical methods and attempt to increase their accuracy as well as the order of convergence. We also do the same for existing numerical methods in some instances. We &macr / nd that, even though the Richardson extrapolation technique always improves the accuracy, it does not perform equally well when applied to different methods for certain classes of problems. Moreover, while in some cases it improves the order of convergence, in other cases it does not. These issues are discussed in this thesis for linear and nonlinear singularly perturbed ODEs as well as PDEs. Extrapolation techniques are analyzed thoroughly in all the cases, whereas the limitations of the defect correction approach for certain problems is indicated at the end of the thesis</p>

In this thesis, we study these models and design and analyze robust numerical methods to solve them. To proceed in this direction, first we study the sub-models and then the full model. The first sub-model describes the transmission dynamics of HIV that accounts for behavior change. The impact of HIV educational campaigns is also studied. Further, we explore the effects of behavior change and different responses of individuals to educational campaigns in a situation where individuals may not react immediately to these campaigns. This is done by considering a distributed time delay in the HIV sub-model. This leads to Hopf bifurcations around the endemic equilibria of the model. These bifurcations correspond to the existence of periodic solutions that oscillate around the equilibria at given thresholds. Further, we show how the delay can result in more HIV infections causing more increase in the HIV prevalence. Part of this study is then extended to study a co-infection model of HIV-TB. A thorough bifurcation analysis is carried out for this model. Robust numerical methods are then designed and analyzed for these models. Comparative numerical results are also provided for each model.

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.

<p>The global impact of the converging dual epidemics of tuberculosis (TB) and human immunodeficiency virus (HIV) is one of the major public health challenges of our time, because in many countries, human immunodeficiency virus (HIV) and mycobacterium tuberculosis (TB) are among the leading causes of morbidity and mortality. It is found that infection with HIV increases the risk of reactivating latent TB infection, and HIV-infected individuals who acquire new TB infections have high rates of disease progression. Research has shown that these two diseases are enormous public health burden, and unfortunately, not much has been done in terms of modeling the dynamics of HIV-TB co-infection at a population level. In this thesis, we study these models and design and analyze robust numerical methods to solve them. To proceed in this direction, first we study the sub-models and then the full model. The first sub-model describes the transmission dynamics of HIV that accounts for behavior change. The impact of HIV educational campaigns is also studied. Further, we explore the effects of behavior change and different responses of individuals to educational campaigns in a situation where individuals may not react immediately to these campaigns. This is done by considering a distributed time delay in the HIV sub-model. This leads to Hopf bifurcations around the endemic equilibria of the model. These bifurcations correspond to the existence of periodic solutions that oscillate around the equilibria at given thresholds. Further, we show how the delay can result in more HIV infections causing more increase in the HIV prevalence. Part of this study is then extended to study a co-infection model of HIV-TB. A thorough bifurcation analysis is carried out for this model. Robust numerical methods are then designed and analyzed for these models.&nbsp / Comparative numerical results are also provided for each model.</p>

A class of Lagrange-Newton-SQP methods is investigated for optimal control problems governed by semilinear parabolic initial- boundary value problems. Distributed and boundary controls are given, restricted by pointwise upper and lower bounds. The convergence of the method is discussed in appropriate Banach spaces. Based on a weak second order sufficient optimality condition for the reference solution, local quadratic convergence is proved. The proof is based on the theory of Newton methods for generalized equations in Banach spaces.

The objective of this thesis is to improve the performance of real-time communication overa wireless channel, by means of specifically tailored channel coding. The deadlinedependent coding (DDC) communication protocol presented here lets the timeliness and thereliability of the delivered information constitute quality of service (QoS) parametersrequested by the application. The values of these QoS parameters are transformed intoactions taken by the link layer protocol in terms of adaptive coding strategies.Incremental redundancy hybrid automatic repeat request (IR-HARQ) schemes usingrate compatible punctured codes are appealing since no repetition of previously transmittedbits is made. Typically, IR-HARQ schemes treat the packet lengths as fixed and maximizethe throughput by optimizing the puncturing pattern, i.e. the order in which the coded bitsare transmitted. In contrast, we define an IR strategy as the maximum number of allowedtransmissions and the number of code bits to include in each transmission. An approach isthen suggested to find the optimal IR strategy that maximizes the average code rate, i.e., theoptimal partitioning of n-kparity bits over at most M transmissions, assuming a givenpuncturing pattern. Concatenated coding used in IR-HARQ schemes provides a new arrayof possibilities for adaptability in terms of decoding complexity and communication timeversus reliability. Hence, critical reliability and timing constraints can be readily evaluatedas a function of available system resources. This in turn enables quantifiable QoS and thusnegotiable QoS. Multiple concatenated single parity check codes are chosen as examplecodes due to their very low decoding complexity. Specific puncturing patterns for thesecomponent codes are obtained using union bounds based on uniform interleavers. Thepuncturing pattern that has the best performance in terms of frame error rate (FER) at a lowsignal-to-noise ratio (SNR) is chosen. Further, using extrinsic information transfer (EXIT)analysis, rate compatible puncturing ratios for the constituent component code are found.The puncturing ratios are chosen to minimize the SNR required for convergence.The applications targeted in this thesis are not necessarily replacement of cables inexisting wired systems. Instead the motivation lies in the new services that wireless real-time communication enables. Hence, communication within and between cooperatingembedded systems is typically the focus. The resulting IR-HARQ-DDC protocol presentedhere is an efficient and fault tolerant link layer protocol foundation using adaptiveconcatenated coding intended specifically for wireless real-time communications. / Doktorsavhandlingar vid Chalmers tekniska högskola. Ny serie, 2198, Technical report. D, 29,

<p>In recent years, there has been a great interest towards the higher order numerical methods for singularly perturbed problems. As compared to their lower order counterparts, they provide better accuracy with fewer mesh points. Construction and/or implementation of direct higher order methods is usually very complicated. Thus a natural choice is to use some convergence acceleration techniques, e.g., Richardson extrapolation, defect correction, etc. In this thesis, we will consider various classes of problems described by singularly perturbed ordinary and partial differential equations. For these problems, we design some novel numerical methods and attempt to increase their accuracy as well as the order of convergence. We also do the same for existing numerical methods in some instances. We &macr / nd that, even though the Richardson extrapolation technique always improves the accuracy, it does not perform equally well when applied to different methods for certain classes of problems. Moreover, while in some cases it improves the order of convergence, in other cases it does not. These issues are discussed in this thesis for linear and nonlinear singularly perturbed ODEs as well as PDEs. Extrapolation techniques are analyzed thoroughly in all the cases, whereas the limitations of the defect correction approach for certain problems is indicated at the end of the thesis</p>

<p>The global impact of the converging dual epidemics of tuberculosis (TB) and human immunodeficiency virus (HIV) is one of the major public health challenges of our time, because in many countries, human immunodeficiency virus (HIV) and mycobacterium tuberculosis (TB) are among the leading causes of morbidity and mortality. It is found that infection with HIV increases the risk of reactivating latent TB infection, and HIV-infected individuals who acquire new TB infections have high rates of disease progression. Research has shown that these two diseases are enormous public health burden, and unfortunately, not much has been done in terms of modeling the dynamics of HIV-TB co-infection at a population level. In this thesis, we study these models and design and analyze robust numerical methods to solve them. To proceed in this direction, first we study the sub-models and then the full model. The first sub-model describes the transmission dynamics of HIV that accounts for behavior change. The impact of HIV educational campaigns is also studied. Further, we explore the effects of behavior change and different responses of individuals to educational campaigns in a situation where individuals may not react immediately to these campaigns. This is done by considering a distributed time delay in the HIV sub-model. This leads to Hopf bifurcations around the endemic equilibria of the model. These bifurcations correspond to the existence of periodic solutions that oscillate around the equilibria at given thresholds. Further, we show how the delay can result in more HIV infections causing more increase in the HIV prevalence. Part of this study is then extended to study a co-infection model of HIV-TB. A thorough bifurcation analysis is carried out for this model. Robust numerical methods are then designed and analyzed for these models.&nbsp / Comparative numerical results are also provided for each model.</p>

In this thesis, we study these models and design and analyze robust numerical methods to solve them. To proceed in this direction, first we study the sub-models and then the full model. The first sub-model describes the transmission dynamics of HIV that accounts for behavior change. The impact of HIV educational campaigns is also studied. Further, we explore the effects of behavior change and different responses of individuals to educational campaigns in a situation where individuals may not react immediately to these campaigns. This is done by considering a distributed time delay in the HIV sub-model. This leads to Hopf bifurcations around the endemic equilibria of the model. These bifurcations correspond to the existence of periodic solutions that oscillate around the equilibria at given thresholds. Further, we show how the delay can result in more HIV infections causing more increase in the HIV prevalence. Part of this study is then extended to study a co-infection model of HIV-TB. A thorough bifurcation analysis is carried out for this model. Robust numerical methods are then designed and analyzed for these models. Comparative numerical results are also provided for each model.