This work is dedicated to the local and global well-possednes study of Cauchy s Problem associated to the nonlinear Schrödinger equation, to the initial data nonzero at infinity. / Conselho Nacional de Desenvolvimento Científico e Tecnológico / Este trabalho é dedicado ao estudo da boa colocação local e global do Problema de Cauchy associado à equação não linear de Schrödinger, com dado inicial não nulo no infinito.

Submitted by Fabio Sobreira Campos da Costa (fabio.sobreira@ufpe.br) on 2017-05-30T13:29:28Z No. of bitstreams: 2 license_rdf: 811 bytes, checksum: e39d27027a6cc9cb039ad269a5db8e34 (MD5) Tese Filipe Andrade.pdf: 827988 bytes, checksum: 2b48a1cdaad11619e56c67a685d04671 (MD5) / Made available in DSpace on 2017-05-30T13:29:28Z (GMT). No. of bitstreams: 2 license_rdf: 811 bytes, checksum: e39d27027a6cc9cb039ad269a5db8e34 (MD5) Tese Filipe Andrade.pdf: 827988 bytes, checksum: 2b48a1cdaad11619e56c67a685d04671 (MD5) Previous issue date: 2016-01-15 / CNPQ / Nesse trabalho estaremos interessados em estudar propriedades relacionadas as soluções brandas para certos tipos de equações de evoluções. Dentre tais propriedades estudamos a existência de tais soluções assim como questões de periodicidade, para o problema de Cauchy abstrato com retardo dependendo do estado e para o problema com semigrupo exponencialmente estável. E para a equação que modela a dinâmica das estruturas flexíveis, esturademos a propriedade de Kneser. / In the present study, we focused on properties related to mild solutions to certain types of evolution equations. Among such properties, we studied the existence of these solutions as well as periodicity problems to the abstract Cauchy problem with state dependent delay and to the hyperbolic semigroup problem. In addition, for the equation that models the dynamic of flexible structures we studied the Kneser property.

Orientadores: Pedro José Catuogno, Johannes Michael Antonius Maria van Neerven / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-22T15:55:30Z (GMT). No. of bitstreams: 1 AbreuJunior_JamilGomesde_D.pdf: 1681574 bytes, checksum: 280ab5f7ecf646a3ab11f04ca34664e3 (MD5) Previous issue date: 2013 / Resumo: Nesta tese tratamos o problema de caracterizar a existência de medida invariante para equações de evolução estocásticas lineares com ruído aditivo em termos do resolvente associado ao gerador da equação. Este problema foi proposto recentemente na literatura como uma versão estocástica da célebre conjectura de Weiss em teoria de controle para sistemas lineares, que consiste em relacionar admissibilidade de operadores de controle a certas estimativas envolvendo o resolvente do gerador infinitesimal. No contexto estocástico, e no caso em que o gerador da equação é analítico e admite um cálculo funcional do tipo Dunford-Schwartz num espaço de Banach com a propriedade de Pisier, nosso resultado principal consiste de condições analítico-funcionais necessárias e suficientes para existência de medida invariante para o problema de Cauchy estocástico. Em particular, mostramos que existência de medida invariante _e equivalente _a convergência em probabilidade de certa série Gaussiana cujos termos são os resolventes avaliados nos pontos diádicos positivos da reta real, que consideramos como sendo a condição de Weiss estocástica. Há fortes razões para esperar que, _a semelhança do que ocorreu com a conjectura de Weiss clássica, este problema atraia considerável atenção da comunidade acadêmica num futuro próximo / Abstract: In this thesis we consider the problem of characterizing the existence of invariant measure for linear stochastic evolution equations with additive noise in terms of the resolvent operator associated to the generator of the equation. This problem was recently proposed in the literature as a stochastic version of the celebrated Weiss conjecture in linear systems theory, which relates admissibility of control operators to certain estimates involving the resolvent of the infinitesimal generator. In the stochastic setting and when the generator is analytic and admits a bounded functional calculus in a Banach space with Pisier property, our main result consists of necessary and sufficient functional analytic conditions for the existence of an invariant measure for the stochastic Cauchy problem. In particular, we show that existence of invariant measure is equivalent to convergence in probability of a certain Gaussian series whose terms are the resolvents evaluated at the positive dyadic points of the real line, which we consider as being the stochastic Weiss condition. There are strong reasons to expect that, similarly to what happened to the classical Weiss conjecture, this work will attract considerable attention of the academic community in the near future / Doutorado / Matematica / Doutor em Matemática

Orientador: Marcelo da Silva Montenegro / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-08-19T06:20:04Z (GMT). No. of bitstreams: 1 Ottoboni_RafaelRodrigo_D.pdf: 3423937 bytes, checksum: 451302f125ad3220b825af6cd34d4b52 (MD5) Previous issue date: 2011 / Resumo: Neste trabalho apresentamos resultados sobre o fluxo de curvatura média, Gauss e harmônica de superfícies de revolução sujeito a condições de fronteira do tipo Dirichlet, Neumann ou singular. Soluções de alguns dos fluxos de curvatura com alguma destas condições de fronteira ou se anulam em tempo finito ou existem globalmente no tempo convergindo a um segmento de reta / Abstract: In this thesis we present results on mean curvature flow, Gaussian curvature flow and harmonic mean curvature flow subject to boundary conditions of Dirichlet type, Neumann or singular. Solutions to some of curvature flows with some of these boundary conditions quench in finite time or exist globally in time and converge to a straight line / Doutorado / Matematica / Doutor em Matemática

Dans cette thèse, nous nous intéressons à la modélisation de mouvements de foules. Nous proposons un modèle microscopique basé sur la théorie des jeux. Chaque individu a une certaine vitesse souhaitée, celle qu'il adopterait en l'absence des autres. Une personne est influencée par certains de ses voisins, pratiquement ceux qu'elle voit devant elle. Une vitesse réelle est considérée comme possible si elle réalise un équilibre de Nash instantané: chaque individu fait son mieux par rapport à un objectif personnel (vitesse souhaitée), en tenant compte du comportement des voisins qui l'influencent. Nous abordons des questions relatives à la modélisation ainsi que les aspects théoriques du problème dans diverses situations, en particulier dans le cas où chaque individu est influencé par tous les autres, et le cas où les relations d'influence entre les individus présentent une structure hiérarchique. Un schéma numérique est développé pour résoudre le problème dans le second cas (modèle hiérarchique) et des simulations numériques sont proposées pour illustrer le comportement du modèle. Les résultats numériques sont confrontés avec des expériences réelles de mouvements de foules pour montrer la capacité du modèle à reproduire certains effets.Nous proposons une version macroscopique du modèle hiérarchique en utilisant les mêmes principes de modélisation au niveau macroscopique, et nous présentons une étude préliminaire des difficultés posées par cette approche.La dernière problématique qu'on aborde dans cette thèse est liée aux cadres flot gradient dans les espaces de Wasserstein aux niveaux continu et discret. Il est connu que l'équation de Fokker-Planck peut s'interpréter comme un flot gradient pour la distance de Wasserstein continue. Nous établissons un lien entre une discrétisation spatiale du type Volume Finis pour l'équation de Fokker-Planck sur une tesselation de Voronoï et les flots gradient sur le réseau sous-jacent, pour une distance de type Wasserstein récemment introduite sur l'espace de mesures portées par les sommets d'un réseaux. / We are interested in the modeling of crowd motion. We propose a microscopic model based on game theoretic principles. Each individual is supposed to have a desired velocity, it is the one he would like to have in the absence of others. We consider that each individual is influenced by some of his neighbors, practically the ones that he sees. A possible actual velocity is an instantaneous Nash equilibrium: each individual does its best with respect to a personal objective (desired velocity), considering the behavior of the neighbors that influence him. We address theoretical and modeling issues in various situations, in particular when each individual is influenced by all the others, and in the case where the influence relations between individuals are hierarchical. We develop a numerical strategy to solve the problem in the second case (hierarchical model) and propose numerical simulations to illustrate the behavior of the model. We confront our numerical results with real experiments and prove the ability of the hierarchical model to reproduce some phenomena.We also propose to write a macroscopic counterpart of the hierarchical model by translating the same modeling principles to the macroscopic level and make the first steps towards writing such model.The last problem tackled in this thesis is related to gradient flow frameworks in the continuous and discrete Wasserstein spaces. It is known that the Fokker-Planck equation can be interpreted as a gradient flow for the continuous Wasserstein distance. We establish a link between some space discretization strategies of the Finite Volume type for the Fokker- Planck equation in general meshes (Voronoï tesselations) and gradient flows on the underlying networks of cells, in the framework of discrete Wasserstein-like distance on graphs recently introduced.

Filtering for Stochastic Evolution Equations Vít Kubelka Doctoral thesis Abstract Linear filtering problem for infinite-dimensional Gaussian processes is studied, the observation process being finite-dimensional. Integral equations for the filter and for covariance of the error are derived. General results are applied to linear SPDEs driven by Gauss-Volterra process observed at finitely many points of the domain and to delayed SPDEs driven by white noise. Subsequently, the continuous dependence of the filter and observation error on parameters which may be present both in the signal and the obser- vation process is proved. These results are applied to signals governed by stochastic heat equations driven by distributed or pointwise fractional noise. The observation process may be a noisy observation of the signal at given points in the domain, the position of which may depend on the parameter. 1

Controlled linear stochastic evolution equations driven by Lévy processes are studied in the Hilbert space setting. The control operator may be unbounded which makes the results obtained in the abstract setting applicable to parabolic SPDEs with boundary or point control. The first part contains some preliminary technical results, notably a version of Itô formula which is applicable to weak/mild solutions of controlled equations. In the second part, the ergodic control problem is solved: The feedback form of the optimal control and the formula for the optimal cost are found. The control problem is solved in the mean-value sense and, under selective conditions, in the pathwise sense. As examples, various parabolic type controlled SPDEs are studied. 1

The main goal of this thesis is to prove the global (in time) existence of small data Sobolev solutions to semi-linear damped σ-evolution equations from suitable function spaces basing on L^q spaces by mixing additional L^m regularity for the data on the basis of L^q-L^q estimates for solutions, with q∈(1,∞) and m∈[1,q), to the corresponding linear models. To establish desired results, we would like to apply the theory of modified Bessel functions, Faà di Bruno's formula and Mikhlin-Hörmander multiplier theorem in the treatment of linear problems. In addition, some of modern tools from Harmonic Analysis play a fundamental role to investigate results for the global existence of small data Sobolev solutions to semi-linear problems. Finally, the application of a modified test function method is to devote to the proof of blow-up results for semi-linear damped σ-evolution models, where σ≥1 and δ∈[0,σ) are assumed to be any fractional numbers.

Stochastic partial differential equations have proven useful in many applied areas of mathematics, such as physics or mathematical finance. A major part of such equations consists of linear equations with additive noise. In certain cases, however, the drift part of the differential equation additionally contains a possibly problematic non-linear term, which makes it unsolvable by the standard methods and even a solution in the mild sense may be out of reach. In such situations, we may still find a solution in the weak sense by employing a suitable transformation of the probability space. This thesis deals with semilinear stochastic evolution equations in a separable Hilbert space, where the driving process is an element of a large class of processes - so called Volterra processes, which can be understood as a generalisation of the Wiener process and may be of use to model a wide range of phenomena. The weak solutions, however, have been studied so far only for equations with the cylindrical fractional Brownian motion as the driving process. In this thesis, we introduce a generalisation of the Girsanov theorem for cylindrical Gaussian Volterra processes and give, in full generality, sufficient conditions for the existence of a weak solution and the uniqueness of the equation in law. Further, we introduce...

Abstract in English / In this dissertation we apply linear evolution equations to the Newtonian derivative, Caputo time fractional derivative and $-time fractional derivative. It is notable that the most utilized fractional order derivatives for modelling true life challenges are Riemann- Liouville and Caputo fractional derivatives, however these fractional derivatives have the same weakness of not satisfying the chain rule, which is one of the most important elements of the match asymptotic method [2, 3, 16]. Furthermore the classical bounded perturbation theorem associated with Riemann-Liouville and Caputo fractional derivatives has con rmed not to be in general truthful for these models, particularly for solution operators of evolution systems of a derivative with fractional parameter ' that is less than one (0 < ' < 1) [29]. To solve this problem, we introduce the derivative with new parameter, which is de ned as a local derivative but has a fractional order called $-derivative and apply this derivative to linear evolution equation and to support what we have done in the theory, we utilize application to population dynamics and we provide the numerical simulations for particular cases. / Mathematical Sciences / M.Sc. (Applied Mathematics)