A model for stress and strain accumulation in strike slip earthquake faults is presented in which a finite width cuboidal fault region is embedded between two cuboidal tectonic plates. Elasto-plastic continuum constitutive equations model the gouge in the fault and the tectonic plates are linear elastic solids obeying the generalised Hooke's law. The model predicts a velocity field which is comparable to surface deformations. The plastic behaviour of the fault material allows the velocities in the tectonic plate to increase to values which are independent of the distance from the fault. Both of the non-trivial stress and strain components accumulate most significantly in the vicinity of the fault. The release of these strains during a dynamic earthquake event would produce the most severe deformations at the fault which is consistent with observations and the notion of an epicenter. The accumulations in the model, however, are at depths larger than would be expected. Plastic strains build up most significantly at the base of the fault which is in yield for the longest length of time but additionally is subject to larger temperatures which makes the material more ductile. The speed of propagation of the elasto-plastic boundary is calculated and its acceleration towards the surface of the fault may be indicative of a dynamic earthquake type event.

Wave phenomena appear in many fields of science such as acoustics, geophysics, and quantum mechanics. They can often be described by partial differential equations (PDEs). As PDEs typically are too difficult to solve by hand, the only option is to compute approximate solutions by implementing numerical methods on computers. Ideally, the numerical methods should produce accurate solutions at low computational cost. For wave propagation problems, high-order finite difference methods are known to be computationally cheap, but historically it has been difficult to construct stable methods. Thus, they have not been guaranteed to produce reasonable results. In this thesis we consider finite difference methods on summation-by-parts (SBP) form. To impose boundary and interface conditions we use the simultaneous approximation term (SAT) method. The SBP-SAT technique is designed such that the numerical solution mimics the energy estimates satisfied by the true solution. Hence, SBP-SAT schemes are energy-stable by construction and guaranteed to converge to the true solution of well-posed linear PDE. The SBP-SAT framework provides a means to derive high-order methods without jeopardizing stability. Thus, they overcome most of the drawbacks historically associated with finite difference methods. This thesis consists of three parts. The first part is devoted to improving existing SBP-SAT methods. In Papers I and II, we derive schemes with improved accuracy compared to standard schemes. In Paper III, we present an embedded boundary method that makes it easier to cope with complex geometries. The second part of the thesis shows how to apply the SBP-SAT method to wave propagation problems in acoustics (Paper IV) and quantum mechanics (Papers V and VI). The third part of the thesis, consisting of Paper VII, presents an efficient, fully explicit time-integration scheme well suited for locally refined meshes.

Este trabalho apresenta parte de um sistema de simulação integrado para escoamento de fluido incompressível bidimensional em malhas não estruturadas denominado UmFlow-2D. O sistema consiste de três módulos: um módulo modelador, um módulo simulador e um módulo visualizador. A parte do sistema apresentado neste trabalho é o módulo simulador. Este módulo, implementa as equações de Navier-Stokes. As equações governantes são discretizadas pelo método de diferenças finitas generalizadas e os termos convectivos pelo método semi-lagrangeano. Um método de projeção é empregado para desacoplar as componentes da velocidade e pressão. O gerenciamento da malha, não estruturada é feito pela estrutura de dados SHE. Os resultados numéricos obtidos pelo UmFlow-2D são comparados com soluções analíticas e soluções numéricas de outros trabalhos. / This work presents an integratc simulation system, called UmFlow-2D, wich aims a,t simulating two-dimensional íncompressible fluid flow using unstructed mesh. The system is divided three modules: modeling module, simulation module and visualization module. In this work we present the simulation module. The simulation module implements the Navier-Stokes equation. The governing equations are discretized by a generalized flnite dillerence method and the convective terms by semi-lagrangean method. A projection method is employed to uncouple the velocity componentes and pressure. The management at the unstructed mesh is ready using a data structure called SHE. The numérica! results are compared with analytical solutions and numerical simulations of other works.

Este trabalho apresenta um método numérico para simular escoamentos viscoelásticos bidimensionais governados pela equação constitutiva Giesekus [Schleiniger e Weinacht 1991]. As equações governantes são resolvidas pelo método de diferenças finitas numa malha deslocada. A superfície livre do fluido é modelada por partículas marcadoras possibilitando assim a sua visualização e localização. O cálculo da velocidade é efetuado por um método implícito enquanto a pressão é calculada por um método explícito. A equação constitutiva de Giesekus é resolvida pelo método de Euler modificado explícito. O método numérico desenvolvido nesse trabalho é verificado comparando-se a solução numérica com a solução analítica para o escoamento de um fluido Giesekus em um canal. Resultados de convergência são obtidos pelo uso de refinamento de malha. Os resultados alcançados incluem um estudo da aplicação do modelo Giesekus para simular o escoamento numa contração planar 4:1 e o problema de um jato incidindo sobre uma placa rígida, em que o fenômeno jet buckling é simulado. / This work presents a numerical method to simulate two-dimensional viscoelastic flows governed by the Giesekus constitutive equation [Schleiniger e Weinacht 1991]. The governing equations are solved by the finite difference method on a staggered grid. The free surface of the fluid is modeled by tracer particles thus enabling its visualization and location. The calculation of the velocity is performed by an implicit method while pressure is calculated by an explicit method. The Giesekus constitutive equation is resolved by the explicit modified Euler method. The numerical method developed in this work is verified by comparing the numerical solution with the analytical solution for the flow of a Giesekus fluid in a channel. Convergence results are obtained by the use of mesh refinement. Results obtained include a study of the application of the Giesekus model to simulate the flow through a 4:1 contraction and the problem of a jet flowing onto a rigid plate where the phenomenon of jet buckling is simulated.

Financial engineering problems are of great importance in the academic community and BlackScholes equation is a revolutionary concept in the modern financial theory. Financial instruments such as stocks and derivatives can be evaluated using this model. Option evaluation, is extremely important to trade in the stocks. The numerical solutions of the Black-Scholes equation are used to simulate these options. In this thesis, the explicit and the implicit Euler methods are used for the approximation of Black-scholes partial differential equation and a second order finite difference scheme is used for the spatial derivatives. These temporal and spatial discretizations are used to gain an insight about the stability properties of the explicit and the implicit methods in general. The numerical results show that the explicit methods have some constraints on the stability, whereas, the implicit Euler method is unconditionally stable. It is also demostrated that both the explicit and the implicit Euler methods are only first order convergent in time and this implies too small step-sizes to achieve a good accuracy.

The famous Black-Scholes partial differential equation is one of the most widely used and researched equations in modern financial engineering to address the complex evaluations in the financial markets. This thesis investigates a numerical technique, using a fourth-order discretization in time and space, to solve a generalized version of the classical Black-Scholes partial differential equation. The numerical discretization in space consists of a fourth order centered difference approximation in the interior points of the spatial domain along with a fourth order left and right sided approximation for the points near the boundary. On the other hand, the temporal discretization is made by implementing a Runge-Kutta order four (RK4) method. The designed approximations are analyzed numerically with respect to stability and convergence properties.

Diploma thesis mainly deals with temperature management and calculation of temperature profile in oven by using SMD packages (PLCC, 1206) of different thermal capacitance on testing PCB. Above all shows theoretical consecution of temperature profile calculation in oven by using known mathematical method like the lumped capacitance method or finite difference method. Theoretical solution and measured values are compared. Diploma thesis also deals with fixation methods of thermocouples K type on assembly, comparison methods based on known and subexperiment, determines the deficiencies of methods. This thesis can perform as theoretical as well as experimental resource to prediction of temperature profiles of PCB´s with different assembly density.

MSc (Applied Mathematics) / Mathematics and Applied Mathematics Department / In this study the iteration of boundary conditions method (Chizhonkov and Kargin, 2006) is used together with the well known Finite difference numerical method to solve the Stokes problem over a rectangular domain as well as in irregular domain. The iteration of boundary conditions method has been applied to the Stokes problem in a rectangular domain, 􀀀 2 <x< 2 , 􀀀 d 2 < y < d 2 , by the above mentioned researchers. Our main task here is to validate the results of the approximate methods by this analytical method in case of the rectangular domain and extend that to the case of irregular domain.The (Chizhonkov and Kargin, 2006) algorithm is typically the best choice for validation purposes because of its high accuracy. It is known in literature that increasing the parameter d, which represents the ratio of the sides, leads to slow down in convergence of the approximate methods like the conjugate Gradients of Uzawa (Kobelkov and Olshanskii, 2000). It is therefore important that an algorithm that converges uniformly with respect to the parameter d is considered. The (Chizhonkov and Kargin, 2006) algorithm is typical of such an algorithm, and hence our choice of the method in this work. In this project the non-homogeneous Stokes problem is transformed into a homogeneous Stokes problem and the resulting problem is then decomposed into two sub problems that are solvable by the eigenfunction expansion method. Once all necessary coefficients of the generalised Fourier series are known and the functions describing the boundary conditions are prescribed and represented in terms of the Fourier series, we then proceed to formulate the iteration of boundary conditions numerical algorithm. Finally we develop a numerical scheme, using the finite difference methods, for solving the problem in both rectangular and irregular domains. Coding of the numerical algorithm is done using MATLAB 9.0,R2016a programming language, and implemented by the author. The results of the two methods in both cases of boundary conditions are then compared for validation of our purely numerical results. / NRF

I [Mattson, Journal of Scientific Computing 51.3 (2012), s. 650–682] konstruerades partialsummeringsoperatorer för finita differensapproximationer av andraderivator med variabla koefficienter. Vi tillämpar framgångsrikt dessa operatorer på vågekvationen i två dimensioner med diskontinuerliga koefficienter, utan särskild behandling av diskontinuiteten. Närmare bestämt undersöks (i) operatorernas fel och konvergensordning relativt ”korrekt” hantering av diskontinuiteter genom blockuppdelning med kopplingstermer; (ii) ifall mycket komplicerade koefficienter orsakar instabilitet eller icke-fysikaliska fel. Vi visar att hoppet i våghastighet i simuleringen sker ett antal punkter ifrån hoppet i koefficienter, där antalet punkter beror på operatorernas ordning och storleken av hoppet i koefficienter. I (i) får dessa två faktorer plus blockets form och antalet punkter en stor påverkan på både storleken av felet, samt metodens konvergensordning som varierar från ca 1–2,5. Annars sker i både (i) och (ii) inget större icke-fysikaliskt fel eller instabilitet, vilket gör denna relativt enkla metod tillämpningsbar på komplexa verklighetsbaserade problem.

The field of mathematical modelling for pedestrian dynamics has attracted significant scientific attention, with various models proposed from perspectives such as kinetic theory, statistical mechanics, game theory and partial differential equations. Often such investigations are seen as being a part of a new branch of study in the domain of applied physics, called sociophysics. Our study proposes three models that are tailored to specific scenarios of crowd dynamics. Our research focuses on two primary issues. The first issue is centred around pedestrians navigating through a partially dark corridor that impedes visibility, requiring the calculation of the time taken for evacuation using a Markov chain model. The second issue is posed to analyse how pedestrians move through a T-shaped junction. Such a scenario is motivated by the 2022 crowd-crush disaster took place in the Itaewon district of Seoul, Korea. We propose a lattice-gas-type model that simulates pedestrians’ movement through the grid by obeying a set of rules as well as a parabolic equation with special boundary conditions. By the means of numerical simulations, we investigate a couple of evacuation scenarios by evaluating the mean velocity of pedestrians through the dark corridor, varying both the length of the obscure region and the amount of uncertainty induced by the darkness. Additionally, we propose an agent-based-modelling and cellular automata inspired model that simulates the movement of pedestrians through a T-shaped grid, varying the initial number of pedestrians. We measure the final density and time taken to reach a steady pedestrian traffic state. Finally, we propose a parabolic equation with special boundary conditions that mimic the dynamic of the pedestrian populations in a T-junction. We solve the parabolic equation using a random walk numerical scheme and compare it with a finite difference approximation. Furthermore, we prove rigorously the convergence of the random walk scheme to a corresponding finite difference scheme approximation of the solution.