Li Jing. / "June 2004." / Thesis (Ph.D.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (p. 66-71). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Mode of access: World Wide Web. / Abstracts in English and Chinese.

First, a regularity property for global solutions of some superlinear parabolic problems is established. We obtain some new a priori estimates on the global classical solutions. Applying this property to the blow-up problem, we obtain a general criterion for the occurrence of blow-up. When applied to the study of global weak solutions, we obtain some regularity results, which answers some open questions in this topic. / In this thesis, we obtain some new results on the formation of singularities for parabolic problems. We are interested in two typical singularities in parabolic evolution problems: blow-up and quenching. / Second, dichotomy properties for some porous medium equations and some semilinear parabolic equations are discussed. Some conditions on universal quenching are also obtained. When the space dimension is one, we establish a new, strong dichotomy property. Bifurcation analysis of some stationary solutions in high dimension is also investigated. / by Zheng Gaofeng. / "June 2005." / Adviser: Chou Kai-Seng. / Source: Dissertation Abstracts International, Volume: 67-01, Section: B, page: 0310. / Thesis (Ph.D.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references (p. 84-89). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. [Ann Arbor, MI] : ProQuest Information and Learning, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstract in English and Chinese. / School code: 1307.

Zhou Yong. / "July 2004." / Thesis (Ph.D.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (p. 105-112). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Mode of access: World Wide Web. / Abstracts in English and Chinese.

Ng, Chit Yu. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 89-90). / Abstracts in English and Chinese.

Stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) play an important role in many areas of engineering and applied sciences such as atmospheric sciences, mechanical and aerospace engineering, geosciences, and finance. Equilibrium statistics and long-time solutions of these equations are pertinent to many applications. Typically, these models contain several uncertain parameters which need to be propagated in order to facilitate uncertainty quantification and prediction. Correspondingly, in this thesis, we propose a generalization of the Polynomial Chaos (PC) framework for long-time solutions of SDEs and SPDEs driven by Brownian motion forcing. Polynomial chaos expansions (PCEs) allow us to propagate uncertainties in the coefficients of these equations to the statistics of their solutions. Their main advantages are: (i) they replace stochastic equations by systems of deterministic equations; and (ii) they provide fast convergence. Their main challenge is that the computational cost becomes prohibitive when the dimension of the parameters modeling the stochasticity is even moderately large. In particular, for equations with Brownian motion forcing, the long-time simulation by PC-based methods is notoriously difficult as the dimension of stochastic variables increases with time. With the goal in mind to deliver computationally efficient numerical algorithms for stochastic equations in the long time, our main strategy is to leverage the intrinsic sparsity in the dynamics by identifying the influential random parameters and construct spectral approximations to the solutions in terms of those relevant variables. Once this strategy is employed dynamically in time, using online constructions, approximations can retain their sparsity and accuracy; even for long times. To this end, exploiting Markov property of Brownian motion, we present a restart procedure that allows PCEs to expand the solutions at future times in terms of orthogonal polynomials of the measure describing the solution at a given time and the future Brownian motion. In case of SPDEs, the Karhunen-Loeve expansion (KLE) is applied at each restart to select the influential variables and keep the dimensionality minimal. Using frequent restarts and low degree polynomials, the algorithms are able to capture long-time solutions accurately. We will also introduce, using the same principles, a similar algorithm based on a stochastic collocation method for the solutions of SDEs. We apply the methods to the numerical simulation of linear and nonlinear SDEs, and stochastic Burgers and Navier-Stokes equations with white noise forcing. Our methods also allow us to incorporate time-independent random coefficients such as a random viscosity. We propose several numerical simulations, and show that the algorithms compare favorably with standard Monte Carlo methods in terms of accuracy and computational times. To demonstrate the efficiency of the algorithms for long-time simulations, we compute invariant measures of the solutions when they exist.

No description available.

Finally, we prove a blow up criterion for the full compressible Navier-Stokes equations just in terms of the gradient of the velocity. / In this thesis, the author study the blowup of solutions for strong and classical solutions to the compressible Navier-Stokes equations. In the first part, we prove a blow up criterion for strong solutions to the compressible Navier-Stokes equations, similar to the Beal-Kato-Majda criterion for the ideal incompressible flows. / The same criterion for classical solutions to the compressible Navier-Stokes equations is established in the second part of this thesis. In addition, initial vacuum is allowed in both cases. / Huang, Xiangdi. / Adviser: Zhouping Xin. / Source: Dissertation Abstracts International, Volume: 73-09(E), Section: B. / Thesis (Ph.D.)--Chinese University of Hong Kong, 2009. / Includes bibliographical references (leaves 90-96). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. Ann Arbor, MI : ProQuest Information and Learning Company, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstract also in Chinese.

In the study of differential equations there are two fundamental questions: is there a solution? and what is it? One of the most elegant ways to prove that an equation has a solution is to pose it as a fixed point problem, that is, to find a function f such that x is a solution if and only if f (x) = x. Results from fixed point theory can then be employed to show that f has a fixed point. However, the results of fixed point theory are often nonconstructive: they guarantee that a fixed point exists but do not help in finding the fixed point. Thus these methods tend to answer the first question, but not the second. One such result is Schauder’s fixed point theorem. This theorem is broadly applicable in proving the existence of solutions to differential equations, including the Navier-Stokes equations under certain conditions. Recently a semi-constructive proof of Schauder’s theorem was developed in Rizzolo and Su (2007). In this thesis we go through the construction in detail and show how it can be used to search for multiple solutions. We then apply the method to a selection of differential equations.

This thesis investigates the small time asymptotics of solutions of stochastic equations in infinite dimensions. In this abstract H denotes a separable Hilbert space, A denotes a linear operator on H generating a strongly continuous semigroup and (W(t))t???0 denotes a separable Hilbert space-valued Wiener process. In chapter 2 we consider the mild solution (Xx(t))t???[0,1] of a stochastic initial value problem dX = AX dt + dW t ??? (0, 1] X(0) = x ??? H , where the equation has an invariant measure ??. Under some conditions L(Xx(t)) has a density k(t, x, ??) with respect to ?? and we can find the limit limt???0 t ln k(t, x, y). For infinite dimensional H this limit only provides the lower bound of a large deviation principle (LDP) for the family of continuous trajectory-valued random variables { t ??? [0, 1] ??? Xx(??t) : ?? ??? (0, 1]}. In each of chapters 3, 4 and 5 we find an LDP which describes the small time asymptotics of the continuous trajectories of the solution of a stochastic initial value problem. A crucial role is played by the LDP associated with the Gaussian trajectory-valued random variable of the noise. Chapter 3 considers the initial value problem dX(t) = (AX(t) + F(t,X(t))) dt + G(X(t)) dW(t) t ??? (0, 1] X(0) = x ??? H, where drift function F(t, ??) is Lipschitz continuous on H uniformly in t ??? [0, 1] and diffusion function G is Lipschitz continuous, taking values that are Hilbert-Schmidt operators. Chapter 4 considers an equation with dissipative drift function F defined on a separable Banach space continuously embedded in H; the solution has continuous trajectories in the Banach space. Chapter 5 considers a linear initial value problem with fractional Brownian motion noise. In chapter 6 we return to equations with Wiener process noise and find a lower bound for liminft???0 t ln P{X(0) ??? B,X(t) ??? C} for arbitrary L(X(0)) and Borel subsets B and C of H. We also obtain an upper bound for limsupt???0 t ln P{X(0) ??? B,X(t) ??? C} when the equation has an invariant measure ??, L(X(0)) is absolutely continuous with respect to ?? and the transition semigroup is holomorphic.

Thesis (M.S.)--University of Nevada, Reno, 2005. / "May 2005." Includes bibliographical references (leaves 27-28). Online version available on the World Wide Web.