Submitted by Maike Costa (maiksebas@gmail.com) on 2016-03-29T13:33:49Z No. of bitstreams: 1 arquivo total.pdf: 5320246 bytes, checksum: 158dd460a20ce46c96d4a34623612264 (MD5) / Made available in DSpace on 2016-03-29T13:33:49Z (GMT). No. of bitstreams: 1 arquivo total.pdf: 5320246 bytes, checksum: 158dd460a20ce46c96d4a34623612264 (MD5) Previous issue date: 2011-08-25 / This work is mainly concerned with the existence and nonexistence of classical solution to the nonhomogeneous semilinear equation Δu + up + f(x) = 0 in Rn, u > 0 in Rn, when n 3, where f 0 is a Hölder continuous function. The nonexistence of classical solution is established when 1 < p n=(n 􀀀 2). For p > n=(n 􀀀 2) there may be both existence and nonexistence results depending on the asymptotic behavior of f at infinity. The existence results were obtained by employed sub and supersolutions techniques and fixed point theorem. For the nonexistence of classical solution we used a priori integral estimates obtained via averaging. / Neste trabalho, estamos interessados na existência e não existência de solução clássica para a equação não homogênea semilinear Δu + up + f(x) = 0 em Rn; u > 0 em Rn, n 3 onde f 0 é uma função Hölder contínua. A não existência de solução clássica é estabelecida quando 1 < p n=(n 􀀀 2). Para p > n=(n 􀀀 2), temos resultados de existência e não existência de solução clássica, dependendo do comportamento assin- tótico de f no infinito. Os resultados de existência foram obtidos usando o método de sub e supersolução e teoremas de ponto fixo. A não existência de solução clássica é obtida usando-se estimativas integrais a priori via média esférica.

Orientador: Heloisa Helena Marino Silva / Banca: Antonio Castelo Filho / Banca: Maurílio Boaventura / Resumo: O objetivo deste trabalho þe apresentar um estudo sobre a aplicação de métodos numéricos para a resolução do modelo proposto por Barcelos, Boaventura e Silva Jr. [7], para a eliminação de ruídos em imagens digitais por meio de uma equação diferencial parcial, e propor uma anþalise da estabilidade do mþetodo iterativo comumente aplicado a este modelo. Uma anþalise comparativa entre os vários mþetodos abordados þe realizada atravþes de resultados experimentais em imagens sintéticas e imagens da vida real. / Abstract: The purpose of this work is to present a study on the application of numerical methods for the resolution of model considered by Barcelos, Boaventura and Silva Jr [7], for image denoising through a partial di erential equation, and to consider a stability analysis of an iterative method usually applied to this model. A comparative analysis among various considered methods is carried out through experimental results for synthetic and real images. / Mestre

Submitted by Luanna Matias (lua_matias@yahoo.com.br) on 2015-05-15T18:05:08Z No. of bitstreams: 2 Dissertação - Ricardo da Silva Santos - 2015.pdf: 789332 bytes, checksum: 923307ee147a03d1a874647f6dcf4c9e (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Approved for entry into archive by Luanna Matias (lua_matias@yahoo.com.br) on 2015-05-15T18:08:48Z (GMT) No. of bitstreams: 2 Dissertação - Ricardo da Silva Santos - 2015.pdf: 789332 bytes, checksum: 923307ee147a03d1a874647f6dcf4c9e (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Made available in DSpace on 2015-05-15T18:09:06Z (GMT). No. of bitstreams: 2 Dissertação - Ricardo da Silva Santos - 2015.pdf: 789332 bytes, checksum: 923307ee147a03d1a874647f6dcf4c9e (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) Previous issue date: 2015-03-27 / This work was divided into three chapters , the rst we have some basic de nitions for the study of di erential equations, and basic results as Euler's formula and Wronskian . In the second chapter, we talked about Di erential Equations of First Order Linear, and commenting on PVI, and the Theorem of Existence and Uniqueness for ODEs. In the third and main chapter, we work with resolution methods Di erential Equations. In particular, we present a unnusual in mathematics literature to solve Linear Di erential Equations, which is by Equation Characteristic. / Este trabalho foi dividido em 3 capítulos. No primeiro temos algumas de finições básicas para o estudo de Equações Diferenciais, e resultados básicos como a fórmula de Euler e Wronskiano. No segundo capítulo, falamos sobre Equações Diferenciais Lineares de Primeira Ordem, além de comentarmos sobre o que vem a ser Problema do Valor Inicial (PVI), e o Teorema da Existência e Unicidade para EDO's. No terceiro e principal capítulo, trabalhamos com métodos de resolução de uma Equação Diferencial Ordinária Com Coe ficentes Constantes. Em especial, apresenta-mos um método não tão usual na literatura Matemática pra resolver EDOs Lineares, que é através da Derivação da Equação Caraterística.

Orientadores: Jose Mario Martinez, Sandra Augusta Santos / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-08-12T03:24:09Z (GMT). No. of bitstreams: 1 Pisnitchenko_Fedor_D.pdf: 2087061 bytes, checksum: a87c208fa0681c4ecec62408f70f29ae (MD5) Previous issue date: 2008 / Resumo: Em ciência e engenharia existe uma vasta classe de problemas que consistem em resolver um sistema de equações diferenciais parciais para encontrar as variáveis (como velocidade, temperatura, deslocamento, etc), dada a informação de decisão necessária (como domínio, condições iniciais e de contorno, etc). Entretanto, para os problemas reais são muito comuns situações em que a informação de decisão seja incompleta e contenha erros, e, por outro lado, exista alguma informação sobre as variáveis de estado, obtida de uma outra simulação ou de algum tipo de observação (dados observados). Uma forma natural de resolver esse tipo de problema, utilizando toda a informação de decisão, é interpretá-lo como um problema de otimização. Ou seja, minimizar alguma função objetivo escolhida como a distância entre os dados observados e as variáveis de estado, sujeito à discretização do sistema. Neste trabalho propomos um método Quase-Newton para resolver o problema EDP restrito utilizando como modelos a equação unidimensional de Rossby-Obukhov e a equação de Kortewegde Vries. Um aspecto muito importante do método é não ter restrição de estabilidade para escolha dos passos na discretização das equações diferenciais. Um outro é poder utilizar passos maiores, em comparação com os métodos tradicionais evolutivos como diferenças finitas. Foi realizado um grande número de testes computacionais. Os resultados obtidos foram muito promissores, mostrando a robustez do método e a possibilidade de resolver problemas de grande porte. / Abstract: In science and engeneering there is a wide class of problems that consist in solving a system of partial differential equations to find variables (such as velocity, temperature, displacement, etc.), given the necessary decision information (such as domain, initial and boundary conditions, etc.). However,it is very common for real problems that the decision information is incomplete and contains errors. On the other hand, there is some additional information about state variables, which come from other simulation or some kind of observations (observed data). A natural way to solve this kind of problem, using all the decision information, is to interpret it as an optimization problem. That is, minimize an objective function chosen such as distance between the observed data and the state variables, subject to the system discretization. In this work, we propose a Quasi-Newton method to solve the PDE-constrained problem using as models the unidimensional Rossby-Obukhov and Korteweg-de Vries equations. A very importante aspect of the method is that there is no stability restriction for the stepsize in the differential equations discretization. Another aspect is to be able to use stepsizes larger than the ones used in traditional evolutive methods such as finite differences. A large number of computational test was performed. The results were promising and showed the robustness of the method and its ability to solve large scale problems. / Doutorado / Otimização / Doutor em Matemática Aplicada

We investigate an explicit tamed Euler scheme of stochastic differential equation with random coefficients driven by Lévy noise, which has super-linear drift coefficient. The strong convergence property of the tamed Euler scheme is proved when drift coefficient satisfies one-sided local Lipschitz condition whereas diffusion and jump coefficients satisfy local Lipschitz conditions. A rate of convergence for the tamed Euler scheme is recovered when local Lipschitz conditions are replaced by global Lipschitz conditions and drift satisfies polynomial Lipschitz condition. These findings are consistent with those of the classical Euler scheme. New methodologies are developed to overcome challenges arising due to the jumps and the randomness of the coefficients. Moreover, as an application of these findings, a tamed Euler scheme is proposed for the stochastic delay differential equation driven by Lévy noise with drift coefficient that grows super-linearly in both delay and non-delay variables. The strong convergence property of the tamed Euler scheme for such SDDE driven by Lévy noise is studied and rate of convergence is shown to be consistent with that of the classical Euler scheme. Finally, an explicit tamed Milstein scheme with rate of convergence arbitrarily close to one is developed to approximate the stochastic differential equation driven by Lévy noise (without random coefficients) that has super-linearly growing drift coefficient.

Philosophiae Doctor - PhD / In this thesis, we consider some nonlinear differential models that govern unsteady magneto-hydrodynamic convective flow and mass transfer of viscous, incompressible,electrically conducting fluid past a porous plate with/without heat sources. The study focusses on the effect of a combination of a number of physical parameters (e.g., chemical reaction, suction, radiation, soret effect,thermophoresis and radiation absorption) which play vital role in these models.Non dimensionalization of these models gives us sets of differential equations. Reliable solutions of such differential equations can-not be obtained by standard numerical techniques. We therefore resorted to the use of the singular perturbation approaches. To proceed, each of these model problems is discretized in time by using a suitable time-stepping method and then by using a fitted operator finite difference method in spatial direction. The combined methods are then analyzed for stability and convergence. Aiming to study the robustness of the proposed numerical schemes with respect to change in the values of the key parame- ters, we present extensive numerical simulations for each of these models. Finally, we confirm theoretical results through a set of specificc numerical experiments.

In recent times, credit risk analysis has grown to become one of the most important problems dealt with in the mathematical finance literature. Fundamentally, the problem deals with estimating the probability that an obligor defaults on their debt in a certain time. To obtain such a probability, several methods have been developed which are regulated by the Basel Accord. This establishes a legal framework for dealing with credit and market risks, and empowers banks to perform their own methodologies according to their interests under certain criteria. Credit risk analysis is founded on the rating system, which is an assessment of the capability of an obligor to make its payments in full and on time, in order to estimate risks and make the investor decisions easier.Credit risk models can be classified into several different categories. In structural form models (SFM), that are founded on the Black & Scholes theory for option pricing and the Merton model, it is assumed that default occurs if a firm's market value is lower than a threshold, most often its liabilities. The problem is that this is clearly is an unrealistic assumption. The factors models (FM) attempt to predict the random default time by assuming a hazard rate based on latent exogenous and endogenous variables. Reduced form models (RFM) mainly focus on the accuracy of the probability of default (PD), to such an extent that it is given more importance than an intuitive economical interpretation. Portfolio reduced form models (PRFM) belong to the RFM family, and were developed to overcome the SFM's difficulties.Most of these models are based on the assumption of having an underlying Markovian process, either in discrete or continuous time. For a discrete process, the main information is containted in a transition matrix, from which we obtain migration probabilities. However, according to previous analysis, it has been found that this approach contains embedding problems. The continuous time Markov process (CTMP) has its main information contained in a matrix Q of constant instantaneous transition rates between states. Both approaches assume that the future depends only on the present, though previous empirical analysis has proved that the probability of changing rating depends on the time a firm maintains the same rating. In order to face this difficulty we approach the PD with the continuous time semi-Markov process (CTSMP), which relaxes the exponential waiting time distribution assumption of the Markovian analogue.In this work we have relaxed the constant transition rate assumption and assumed that it depends on the residence time, thus we have derived CTSMP forward integral and differential equations respectively and the corresponding equations for the particular cases of exponential, gamma and power law waiting time distributions, we have also obtained a numerical solution of the migration probability by the Monte Carlo Method and compared the results with the Markovian models in discrete and continuous time respectively, and the discrete time semi-Markov process. We have focused on firms from U.S.A. and Canada classified as financial sector according to Global Industry Classification Standard and we have concluded that the gamma and Weibull distribution are the best adjustment models.

Computer simulation of electromagnetic behaviour of a device is a common practice in modern engineering. Maxwell's equations are solved on a computer with help of numerical methods. Contemporary devices constantly grow in size and complexity. Therefore, new numerical methods should be highly efficient. Many industrial and research applications of numerical methods need to account for the frequency dependent materials. The Finite-Difference Time-Domain (FDTD) method is one of the most widely adopted algorithms for the numerical solution of Maxwell's equations. A major drawback of the FDTD method is the interdependence of the spatial and temporal discretisation steps, known as the Courant-Friedrichs-Lewy (CFL) stability criterion. Due to the CFL condition the simulation of a large object with delicate geometry will require a high spatio-temporal resolution everywhere in the FDTD grid. Application of subgridding increases the efficiency of the FDTD method. Subgridding decomposes the simulation domain into several subdomains with different spatio-temporal resolutions. The research project described in this dissertation uses the Huygens Subgridding (HSG) method. The frequency dependence is included with the Auxiliary Differential Equation (ADE) approach based on the one-pole Debye relaxation model. The main contributions of this work are (i) extension of the one-dimensional (1D) frequency-dependent HSG method to three dimensions (3D), (ii) implementation of the frequency-dependent HSG method, termed the dispersive HSG, in Fortran 90, (iii) implementation of the radio environment setting from the PGM-files, (iv) simulation of the electromagnetic wave propagating from the defibrillator through the human torso and (v) analysis of the computational requirements of the dispersive HSG program.

Le pseudo-groupe de Malgrange d'un champ de vecteurs défini sur une variété est la sous-pro-variété de l'espace des jets de biholomorphismes locaux de cette variété obtenue en prenant la clôture de Zariski des flots du champ de vecteurs. Une équation différentielle ordinaire d'ordre 2 définit un champ de vecteurs sur une variété de dimension 3. Le pseudogroupe de Malgrange de ce dernier est de type différentiel d'ordre inférieur ou égal à 2. Une équation différentielle ordinaire d'ordre 2 est dite irréductible si ses solutions générales ne peuvent pas être exprimées à l'aide de solutions d'équations algébriques, différentielles linéaires ou différentielles d'ordre 1. Si le type différentiel du pseudo-groupe de Malgrange d'une équation d'ordre 2 est exactement 2 alors cette dernière est irréductible. Nous donnons plusieurs définitions du pseudo-groupe de Malgrange d'un champ de vecteurs équivalentes à la définition originale donnée par Bernard Malgrange. La définition du premier paragraphe nous permet d'appliquer un théorème de semi-continuité de la dimension des clôtures de Zariski des feuilles d'un feuilletage holomorphe de Philippe Bonnet. Nous obtenons le résultat suivant concernant les équations différentielles ordinaires dépendant de paramètres. Si le type différentiel du pseudo-groupe de Malgrange de l'équation spécialisée en une valeur des paramètres est à exactement 2 alors il en sera de même pour les pseudo-groupes de Malgrange de l'équation spécialisée en des valeurs générales des paramètres. Une première application de ce résultat est de redémontrer l'irréductibilité des équations de Painlevé pour des valeurs générales des paramètres. Une seconde application est de déterminer complètement les pseudo-groupes de Malgrange de ces équations pour des valeurs générales des paramètres. Les définitions du pseudo-groupe de Malgrange et les résultats de spécialisations s'adaptent aux équations aux q-différences. En appliquant ces résultats aux équations de Painlevé discrètes, nous obtenons le pseudo-groupe de Malgrange de ces dernières pour des valeurs générales des paramètres. / The Malgrange pseudogroup of a vector field on a variety is the sub-pro-variety of the jet space of local biholomorphisms of this variety obtained by taking the Zariski closure of the flow of the vector field. A second-order ordinary differential equation defines a vector field on a variety of dimension 3. The differential type of the Malgrange pseudogroup of this one is at most 2. A second-order ordinary differential equation is said to be irreductible if its general solutions can not be expressed using solutions of algebraic equations, linear differential equations or differential equations of order 1. If the differential type of the Malgrange pseudogroup of a second-order differential equation is exactly 2 then the latter is irreductible. We give several definitions of the Malgrange pseudogroup of a vector field which are equivalent to the original definition given by Bernard Malgrange. The definition of the first paragraph leads us to apply a semi-continuity theorem of the dimension of the Zariski closure of the leaves of a holomorphic foliation given by Philippe Bonnet. We obtain the following result about the ordinary differential equations which depend on parameters. If the differential type of the Malgrange pseudogroup of the equation specialized in one value of parameters is exactly two then it will be the same for the Malgrange pseudogroup of the equation specialized in a general value of parameters. A first application of this result is an other proof of the irreductibility of the Painlevé equations for general value of parameters. A second application is to fully determined the Malgrange pseudogroups of this equations for general value of parameters. The definitions of the Malgrange pseudogroup of a vector field and the specialisation results can be adapted the q-difference equations. By applying this results to the discret Painlevé equations, we fully determined the Malgrange pseudogroup of the latters for general value of parameters.

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