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In this dissertation, the evolution of a pressure wave driven by a harmonic signal on the boundary during gas combustion is studied. The problem is modeled by a nonlinear, hyperbolic partial differential equation. Steady-state behavior is investigated using the perturbation method to ensure that enough time has passed for any transient effects to have dissipated. The zeroth, first and second-order perturbation solutions are obtained and their moduli are plotted against frequency. It is seen that the first and second-order corrections have unique maxima that shift to the right as the frequency decreases and to the left as the frequency increases. Dispersion relations are determined and their limiting behavior investigated in the low and high frequency regimes. It is seen that for low frequencies, the medium assumes a diffusive-like nature. However, for high frequencies the medium behaves similarly to one exhibiting relaxation. The phase speed is determined and its limiting behavior examined. For low frequencies, the phase speed is approximately equal to sqrt[ω/(n+1)] and for high frequencies, it behaves as 1/(n+1), where n is the mode number. Additionally, a maximum allowable value of the perturbation parameter, ε = 0.8, is determined that ensures boundedness of the solution. The location of the peak of the first-order correction, xmax, as a function of frequency is determined and is seen to approach the limiting value of 0.828/sqrt(ω) as the frequency tends to zero and the constant value of 2 ln 2 as the frequency tends to infinity. Analytic expressions are obtained for the approximate general perturbation solution in the low and high-frequency regimes and are plotted together with the perturbation solution in the corresponding frequency regimes, where the agreement is seen to be excellent. Finally, the solution obtained from the perturbation method is compared with the long-time solution obtained by the finite-difference scheme; again, ensuring that the transient effects have dissipated. Since the finite-difference scheme requires a right boundary, its location is chosen so that the wave dissipates in amplitude enough so that any reflections from the boundary will be negligible. The perturbation solution and the finite-difference solution are found to be in excellent agreement. Thus, the validity of the perturbation method is established.

Darbo tikslas — ištirti baigtiniu skirtumu metodo antrosios eiles hiperbolinio tipo diferencialinei lygciai su nelokaliosiomis integralinemis kraštinemis salygomis stabiluma. Siekiant numatyto tikslo buvo sprendžiami šie uždaviniai: • išnagrinetas antrosios eiles hiperbolines lygties trisluoksnes skirtumines schemos suvedimas i dvisluoksne skirtumine schema; • išanalizuotas skirtuminio operatoriaus perejimo matricos spektras; • gauta pakankamoji skirtumines schemos stabilumo salyga, nusakoma nelokaliuju salygu parametrais; • atlikti skaitiniai eksperimentai, patvirtinantys teorines išvadas. Nurodyta stabilumo salyga yra esmine, sprendžiant hiperbolinio tipo uždavinius su pakankamai didelemis T reikšmemis. Skirtuminio operatoriaus perejimo matricos spektro tyrimo metodika gali buti pritaikyta placios klases diferencialiniu lygciu su nelokaliosiomis salygomis stabilumui tirti. / On the stability of an explicit difference scheme for hyperbolic equation with integral conditions. The aim of the work is stability analysis of solution of finite difference method for hyperbolic equations. Trying to achieve formulated aim these tasks were solved: • a method of transformation of three-layered finite difference scheme into two-layered one was investigated; • a spectrum of transition matrix subject to the properties of second order differential operator Lambda was studied; • stability conditions of hyperbolic type equations with nonlocal conditions subject to boundary parameters were obtained; • numerical experiments, confirming theoretical derivations were made. Derived results could be used to solve one-dimensional tasks with hyperbolic equations in different sciences, to analyse spectrum structure of mathematical models and construct new numerical methods for solving hyperbolic PDEs.

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Title: Stochastic Differential Equations with Gaussian Noise Author: Josef Janák Department: Department of Probability and Mathematical Statistics Supervisor: Prof. RNDr. Bohdan Maslowski, DrSc., Department of Probability and Mathematical Statistics Abstract: Stochastic partial differential equations of second order with two un- known parameters are studied. The strongly continuous semigroup (S(t), t ≥ 0) for the hyperbolic system driven by Brownian motion is found as well as the formula for the covariance operator of the invariant measure Q (a,b) ∞ . Based on ergodicity, two suitable families of minimum contrast estimators are introduced and their strong consistency and asymptotic normality are proved. Moreover, another concept of estimation using "observation window" is studied, which leads to more families of strongly consistent estimators. Their properties and special cases are descibed as well as their asymptotic normality. The results are applied to the stochastic wave equation perturbed by Brownian noise and illustrated by several numerical simula- tions. Keywords: Stochastic hyperbolic equation, Ornstein-Uhlenbeck process, invariant measure, paramater estimation, strong consistency, asymptotic normality.

Dans cette thèse, nous nous intéressons à l'étude de trois équations aux dérivées partielles et d'évolution non-locales en espace et en temps. Les solutions de ces trois solutions peuvent exploser en temps fini. Dans une première partie de cette thèse, nous considérons l'équation de la chaleur nonlinéaire avec une puissance fractionnaire du laplacien, et obtenons notamment que, dans le cas d'exposant sur-critique, le comportement asymptotique de la solution lorsque $t\rightarrow+\infty$ est déterminé par le terme de diffusion anormale. D'autre part, dans le cas d'exposant sous-critique, l'effet du terme non-linéaire domine. Dans une deuxième partie, nous étudions une équation parabolique avec le laplacien fractionnaire et un terme non-linéaire et non-local en temps. On montre que la solution est globale dans le cas sur-critique pour toute donnée initiale ayant une mesure assez petite, tandis que dans le cas sous-critique, on montre que la solution explose en temps fini $T_{\max}>0$ pour toute condition initiale positive et non-triviale. Dans ce dernier cas, on cherche le comportement de la norme $L^1$ de la solution en précisant le taux d'explosion lorsque $t$ s'approche du temps d'explosion $T_{\max}.$ Nous cherchons encore les conditions nécessaires à l'existence locale et globale de la solution. Une toisième partie est consacré à une généralisation de la deuxième partie au cas de systèmes $2\times 2$ avec le laplacien ordinaire. On étudie l'existence locale de la solution ainsi qu'un résultat sur l'explosion de la solution avec les mêmes propriétés étudiées dans le troisième chapitre. Dans la dernière partie, nous étudions une équation hyperbolique dans $\mathbb{R}^N,$ pour tout $N\geq2,$ avec un terme non-linéaire non-local en temps. Nous obtenons un résultat d'existence locale de la solution sous des conditions restrictives sur les données initiales, la dimension de l'espace et les exposants du terme non-linéaire. De plus on obtient, sous certaines conditions sur les exposants, que la solution explose en temps fini, pour toute condition initiale ayant de moyenne strictement positive.

Fundação de Apoio a Pesquisa e à Inovação Tecnológica do Estado de Sergipe - FAPITEC/SE / This work we will study the existence and uniqueness of the solution to the following nonlinear hyperbolic problem: where is a bounded open set of Rn with boundary - consisted of two parts -0 and -1, with -0 \ -1 = ; > 1 is a real constant and h : -1 R -! R is a continuous function and strongly monotonous in the second variable. The existence of the above problem will be done using the Faedo-Galerkin method with a special basis for V \H2( ), Strauss' approximations of continuous functions and trace theorems for non-smooth functions. The uniqueness will be obtained in the case where h = p, where 2 W1;1(-1), and p : R -! R is a Lipschitzian function and strongly monotonous. / Neste trabalho estudaremos a existência e unicidade de solução para o seguinte problema hiperbólico não linear. A existência da solução do problema será feita utilizando o método de Faedo-Galerkin com uma base especial, aproximações à Strauss de funções contínuas e teoremas de traços para funções não suaves. A unicidade será obtida no caso especial que a função lipschitziana e fortemente monótona.

Fundação Carlos Chagas Filho de Amparo a Pesquisa do Estado do Rio de Janeiro / O processo de recuperação secundária de petróleo é comumente realizado com a injeção de água ou gás no reservatório a fim de manter a pressão necessária para sua extração. Para que o investimento seja viável, os gastos com a extração precisam ser menores do que o retorno financeiro obtido com a produção de petróleo. Objetivando-se estudar possíveis cenários para o processo de exploração, costuma-se utilizar simulações dos processos de extração. As equações que modelam esse processo de recuperação são de caráter hiperbólico e não lineares, as quais podem ser interpretadas como Leis de Conservação, cujas soluções são complexas por suas naturezas descontínuas. Essas descontinuidades ou saltos são conhecidas como ondas de choque. Neste trabalho foi abordada uma análise matemática para os fenômenos oriundos de leis de conservação, para em seguida utilizá-la no entendimento do referido problema. Foram estudadas soluções fracas que, fisicamente, podem ser interpretadas como ondas de choque ou rarefação, então, para que fossem distinguidas as fisicamente admissíveis, foi considerado o princípio de entropia, nas suas diversas formas. As simulações foram realizadas nos âmbitos dos escoamentos bifásicos e trifásicos, em que os fluidos são imiscíveis e os efeitos gravitacionais e difusivos, devido à pressão capilar, foram desprezados. Inicialmente, foi feito um estudo comparativo de resoluções numéricas na captura de ondas de choque em escoamento bifásico água-óleo. Neste estudo destacam-se o método Composto LWLF-k, o esquema NonStandard e a introdução da nova função de renormalização para o esquema NonStandard, onde obteve resultados satisfatórios, principalmente em regiões onde a viscosidade do óleo é muito maior do que a viscosidade da água. No escoamento bidimensional, um novo método é proposto, partindo de uma generalização do esquema NonStandard unidimensional. Por fim, é feita uma adaptação dos métodos LWLF-4 e NonStandard para a simulação em escoamentos trifásicos em domínios unidimensional. O esquema NonStandard foi considerado mais eficiente nos problemas abordados, uma vez que sua versão bidimensional mostrou-se satisfatória na captura de ondas de choque em escoamentos bifásicos em meios porosos. / The process of secondary oil recovery is commonly accomplished by injecting water or gas into the reservoir to maintain the necessary pressure for their extraction. So that the investment is viable spending extraction must be smaller than the financial return to oil production. Aiming to study possible scenarios for the exploration process, it is customary to use simulations of extraction processes. The equations that model this process of recovery are hyperbolic and nonlinear, which can be interpreted as Conservation Laws , whose solutions are complex by their discontinuous nature . These discontinuities or jumps are known as shock waves. Due to this importance, this work will be discussed a mathematical analysis of the phenomena arising from conservation laws, to then use it in the understanding of this problem. Weak solutions that physically can be interpreted as shock waves or rarefaction, so that they might be distinguished physically admissible were studied, was considered the principle of entropy, in its various forms. The simulations were performed in the fields of two-phase and three-phase flow, in which the fluids are immiscible and gravitational and diffusive effects due to capillary pressure, were discarded. Initially a comparative study of numerical resolutions in the capture of shock waves in water-oil two-phase flow was made. This study highlights LWLF k Composite method and Nonstandard. Was also presented a new renormalization function for nonstandard scheme with satisfactory results, especially in regions where the oil viscosity is much higher than the viscosity of the water. In twodimensional flow, a new method will be presented. The same is a generalization of onedimensional nonstandard schema. Finally, the adaptation of nonstandard and LWLF-4 methods for simulating in three-phase one-dimensional flows. In general, the nonstandard scheme was considered the most efficient method in problems addressed, since its twodimensional version was satisfactory in capturing shock waves in two-phase flow in porous media.

Fundação Carlos Chagas Filho de Amparo a Pesquisa do Estado do Rio de Janeiro / O processo de recuperação secundária de petróleo é comumente realizado com a injeção de água ou gás no reservatório a fim de manter a pressão necessária para sua extração. Para que o investimento seja viável, os gastos com a extração precisam ser menores do que o retorno financeiro obtido com a produção de petróleo. Objetivando-se estudar possíveis cenários para o processo de exploração, costuma-se utilizar simulações dos processos de extração. As equações que modelam esse processo de recuperação são de caráter hiperbólico e não lineares, as quais podem ser interpretadas como Leis de Conservação, cujas soluções são complexas por suas naturezas descontínuas. Essas descontinuidades ou saltos são conhecidas como ondas de choque. Neste trabalho foi abordada uma análise matemática para os fenômenos oriundos de leis de conservação, para em seguida utilizá-la no entendimento do referido problema. Foram estudadas soluções fracas que, fisicamente, podem ser interpretadas como ondas de choque ou rarefação, então, para que fossem distinguidas as fisicamente admissíveis, foi considerado o princípio de entropia, nas suas diversas formas. As simulações foram realizadas nos âmbitos dos escoamentos bifásicos e trifásicos, em que os fluidos são imiscíveis e os efeitos gravitacionais e difusivos, devido à pressão capilar, foram desprezados. Inicialmente, foi feito um estudo comparativo de resoluções numéricas na captura de ondas de choque em escoamento bifásico água-óleo. Neste estudo destacam-se o método Composto LWLF-k, o esquema NonStandard e a introdução da nova função de renormalização para o esquema NonStandard, onde obteve resultados satisfatórios, principalmente em regiões onde a viscosidade do óleo é muito maior do que a viscosidade da água. No escoamento bidimensional, um novo método é proposto, partindo de uma generalização do esquema NonStandard unidimensional. Por fim, é feita uma adaptação dos métodos LWLF-4 e NonStandard para a simulação em escoamentos trifásicos em domínios unidimensional. O esquema NonStandard foi considerado mais eficiente nos problemas abordados, uma vez que sua versão bidimensional mostrou-se satisfatória na captura de ondas de choque em escoamentos bifásicos em meios porosos. / The process of secondary oil recovery is commonly accomplished by injecting water or gas into the reservoir to maintain the necessary pressure for their extraction. So that the investment is viable spending extraction must be smaller than the financial return to oil production. Aiming to study possible scenarios for the exploration process, it is customary to use simulations of extraction processes. The equations that model this process of recovery are hyperbolic and nonlinear, which can be interpreted as Conservation Laws , whose solutions are complex by their discontinuous nature . These discontinuities or jumps are known as shock waves. Due to this importance, this work will be discussed a mathematical analysis of the phenomena arising from conservation laws, to then use it in the understanding of this problem. Weak solutions that physically can be interpreted as shock waves or rarefaction, so that they might be distinguished physically admissible were studied, was considered the principle of entropy, in its various forms. The simulations were performed in the fields of two-phase and three-phase flow, in which the fluids are immiscible and gravitational and diffusive effects due to capillary pressure, were discarded. Initially a comparative study of numerical resolutions in the capture of shock waves in water-oil two-phase flow was made. This study highlights LWLF k Composite method and Nonstandard. Was also presented a new renormalization function for nonstandard scheme with satisfactory results, especially in regions where the oil viscosity is much higher than the viscosity of the water. In twodimensional flow, a new method will be presented. The same is a generalization of onedimensional nonstandard schema. Finally, the adaptation of nonstandard and LWLF-4 methods for simulating in three-phase one-dimensional flows. In general, the nonstandard scheme was considered the most efficient method in problems addressed, since its twodimensional version was satisfactory in capturing shock waves in two-phase flow in porous media.

Cette thèse s’inscrit dans le domaine mathématique de l’analyse des équations aux dérivées partielles (EDP) non-linéaires stochastiques. Nous nous intéressons à des EDP paraboliques et hyperboliques que l’on perturbe stochastiquement au sens d’Itô. Il s’agit d’introduire l’aléatoire via l’ajout d’une intégrale stochastique (intégrale d’Itô) qui peut dépendre ou non de la solution, on parle alors de bruit multiplicatif ou additif. La présence de la variable de probabilité ne nous permet pas d’utiliser tous les outils classiques de l’analyse des EDP. Notre but est d’adapter les techniques connues dans le cadre déterministe aux EDP non linéaires stochastiques en proposant des méthodes alternatives. Les résultats obtenus sont décrits dans les cinq chapitres de cette thèse : Dans le Chapitre I, nous étudions une perturbation stochastique des équations de Barenblatt. En utilisant une semi- discrétisation implicite en temps, nous établissons l’existence et l’unicité d’une solution dans le cas additif, et grâce aux propriétés de la solution nous sommes en mesure d’étendre ce résultat au cas multiplicatif à l’aide d’un théorème de point fixe. Dans le Chapitre II, nous considérons une classe d’équations de type Barenblatt stochastiques dans un cadre abstrait. Il s’agit là d’une généralisation des résultats du Chapitre I. Dans le Chapitre III, nous travaillons sur l’étude du problème de Cauchy pour une loi de conservation stochastique. Nous montrons l’existence d’une solution par une méthode de viscosité artificielle en utilisant des arguments de compacité donnés par la théorie des mesures de Young. L’unicité repose sur une adaptation de la méthode de dédoublement des variables de Kruzhkov.. Dans le Chapitre IV, nous nous intéressons au problème de Dirichlet pour la loi de conservation stochastique étudiée au Chapitre III. Le point remarquable de l’étude repose sur l’utilisation des semi-entropies de Kruzhkov pour montrer l’unicité. Dans le Chapitre V, nous introduisons une méthode de splitting pour proposer une approche numérique du problème étudié au Chapitre IV, suivie de quelques simulations de l’équation de Burgers stochastique dans le cas unidimensionnel. / This thesis deals with the mathematical field of stochastic nonlinear partial differential equations’ analysis. We are interested in parabolic and hyperbolic PDE stochastically perturbed in the Itô sense. We introduce randomness by adding a stochastic integral (Itô integral), which can depend or not on the solution. We thus talk about a multiplicative noise or an additive one. The presence of the random variable does not allow us to apply systematically classical tools of PDE analysis. Our aim is to adapt known techniques of the deterministic setting to nonlinear stochastic PDE analysis by proposing alternative methods. Here are the obtained results : In Chapter I, we investigate on a stochastic perturbation of Barenblatt equations. By using an implicit time discretization, we establish the existence and uniqueness of the solution in the additive case. Thanks to the properties of such a solution, we are able to extend this result to the multiplicative noise using a fixed-point theorem. In Chapter II, we consider a class of stochastic equations of Barenblatt type but in an abstract frame. It is about a generalization of results from Chapter I. In Chapter III, we deal with the study of the Cauchy problem for a stochastic conservation law. We show existence of solution via an artificial viscosity method. The compactness arguments are based on Young measure theory. The uniqueness result is proved by an adaptation of the Kruzhkov doubling variables technique. In Chapter IV, we are interested in the Dirichlet problem for the stochastic conservation law studied in Chapter III. The remarkable point is the use of the Kruzhkov semi-entropies to show the uniqueness of the solution. In Chapter V, we introduce a splitting method to propose a numerical approach of the problem studied in Chapter IV. Then we finish by some simulations of the stochastic Burgers’ equation in the one dimensional case.