<p>This investigation is motivated by the problem of optimal design of cooling elements in modern battery systems. We consider a simple model of two-dimensional steady state heat conduction described by elliptic partial differential equations (PDEs) and involving a one dimensional cooling element represented by an open contour. The problem consists in finding an optimal shape of the cooling element which will ensure that the solution in a given region is close (in the least square sense) to some prescribed target distribution. We formulate this problem as PDE-constrained optimization and the locally optimal contour shapes are found using the conjugate gradient algorithm in which the Sobolev shape gradients are obtained using methods of the shape-differential calculus combined with adjoint analysis. The main novelty of this work is an accurate and efficient approach to the evaluation of the shape gradients based on a boundary integral formulation. A number of computational aspects of the proposed approach is discussed and optimization results obtained in several test problems are presented.</p> / Master of Science (MSc)

We introduce a financial model for limit order book with two main features: First, the limit orders and market orders for the given asset both appear and interact with each other. Second, the high frequency trading (HFT, for short) activities are allowed and described by the scaling limit of nearly-unstable multi-dimensional Hawkes processes with power law decay. The model eventually becomes a stochastic partial differential equation (SPDE, for short) with the diffusion coefficient determined by a Volterra integral equation governed by a Hawkes process, whose Hurst exponent is less than 1/2, which makes the volatility path of the stochastic PDE rougher than that driven by a Brownian motion. We have further established the well-posedness of such a system so that a foundation is laid down for further studies in this direction.

A busca por um conjunto de bases de alta qualidade é feita por vários grupos, pois a utilização destes conjuntos é importante para a obtenção de resultados exatos, tanto para propriedades atômicas quanto para propriedades moleculares. Os conjuntos usados neste trabalho são constituídos através da utilização do Método da Coordenada Geradora Hartree-Fock em sua versão polinomial e foram construídos de forma a permitirem uma maior flexibilidade à camada de valência do átomo, flexibilidade esta que foi proporcionada pelo número de funções que descrevem a última camada do átomo. Uma nova metodologia para a construção de conjuntos de base foi proposta neste trabalho. Esta nova metodologia diminui a busca artesanal pela busca pelos conjuntos de base introduzindo o Método Simplex em nosso programa gerador de base GENBASIS minimizando o tempo de procura por essa bases de qualidade. A aplicação destes conjuntos para estimativa de propriedades atômicas e moleculares foi feita em comparação com conjuntos de base largamente utilizados na literatura, envolvendo cálculos com vários níveis de teoria, desde o método Hartree-Fock até a Teoria do Funcional Densidade. / The search for high quality basis set is made by several groups since the quality of the basis sets is a very important factor to obtain accurate results for atomic and molecular properties. The basis sets used in this work are designed by using the polynomial Generate Coordinate Method and were constructed with the aim to improve the flexibility of a basis sets to describe the valence shell. A new methodology for the search of this basis set is proposed in this work. This new methodology makes the search for this basis set less artisanal with the introduction of the Simplex Method in our basis generator program, GENBASIS. This introduction minimizes the time used in the search for these quality basis set. The application of our basis sets in atomic and molecular calculations were compared with the most used basis sets in the literature and were performed by using different level of calculations, namely, from Hartree-Fock to Density Functional Theory.

A busca por um conjunto de bases de alta qualidade é feita por vários grupos, pois a utilização destes conjuntos é importante para a obtenção de resultados exatos, tanto para propriedades atômicas quanto para propriedades moleculares. Os conjuntos usados neste trabalho são constituídos através da utilização do Método da Coordenada Geradora Hartree-Fock em sua versão polinomial e foram construídos de forma a permitirem uma maior flexibilidade à camada de valência do átomo, flexibilidade esta que foi proporcionada pelo número de funções que descrevem a última camada do átomo. Uma nova metodologia para a construção de conjuntos de base foi proposta neste trabalho. Esta nova metodologia diminui a busca artesanal pela busca pelos conjuntos de base introduzindo o Método Simplex em nosso programa gerador de base GENBASIS minimizando o tempo de procura por essa bases de qualidade. A aplicação destes conjuntos para estimativa de propriedades atômicas e moleculares foi feita em comparação com conjuntos de base largamente utilizados na literatura, envolvendo cálculos com vários níveis de teoria, desde o método Hartree-Fock até a Teoria do Funcional Densidade. / The search for high quality basis set is made by several groups since the quality of the basis sets is a very important factor to obtain accurate results for atomic and molecular properties. The basis sets used in this work are designed by using the polynomial Generate Coordinate Method and were constructed with the aim to improve the flexibility of a basis sets to describe the valence shell. A new methodology for the search of this basis set is proposed in this work. This new methodology makes the search for this basis set less artisanal with the introduction of the Simplex Method in our basis generator program, GENBASIS. This introduction minimizes the time used in the search for these quality basis set. The application of our basis sets in atomic and molecular calculations were compared with the most used basis sets in the literature and were performed by using different level of calculations, namely, from Hartree-Fock to Density Functional Theory.

Doctor of Philosophy / Department of Mathematics / Alexander G. Ramm / A new method, the Dynamical Systems Method (DSM), justified recently, is applied to solving ill-conditioned linear algebraic system (ICLAS). The DSM gives a new approach to solving a wide class of ill-posed problems. In Chapter 1 a new iterative scheme for solving ICLAS is proposed. This iterative scheme is based on the DSM solution. An a posteriori stopping rules for the proposed method is justified. We also gives an a posteriori stopping rule for a modified iterative scheme developed in A.G.Ramm, JMAA,330 (2007),1338-1346, and proves convergence of the solution obtained by the iterative scheme. In Chapter 2 we give a convergence analysis of the following iterative scheme: u[subscript]n[superscript]delta=q u[subscript](n-1)[superscript]delta+(1-q)T[subscript](a[subscript]n)[superscript](-1) K[superscript]*f[subscript]delta, u[subscript]0[superscript]delta=0, where T:=K[superscript]* K, T[subscript]a :=T+aI, q in the interval (0,1),\quad a[subscript]n := alpha[subscript]0 q[superscript]n, alpha_0>0, with finite-dimensional approximations of T and K[superscript]* for solving stably Fredholm integral equations of the first kind with noisy data. In Chapter 3 a new method for inverting the Laplace transform from the real axis is formulated. This method is based on a quadrature formula. We assume that the unknown function f(t) is continuous with (known) compact support. An adaptive iterative method and an adaptive stopping rule, which yield the convergence of the approximate solution to f(t), are proposed in this chapter.

L'objectif de ce travail est la résolution des équations intégrales singulières à noyau Cauchy. On y traite les équations singulières de Cauchy de première espèce par la méthode des approximations successives. On s'intéresse aussi aux équations intégrales à noyau de Cauchy de seconde espèce, en utilisant les polynômes trigonométriques et les techniques de Fourier. Dans la même perspective, on utilise les polynômes de Tchebychev de quatrième degré pour résoudre une équation intégro différentielle à noyau de Cauchy. Ensuite, on s'intéresse à une autre équation intégro-différentielle à noyau de Cauchy, en utilisant les polynômes de Legendre, ce qui a donné lieu à développer deux méthodes basées sur une suite de projections qui converge simplement vers l'identité. En outre, on exploite les méthodes de projection pour les équations intégrales avec des opérateurs intégraux bornés non compacts et on a appliqué ces méthodes à l'équation intégrale singulière à noyau de Cauchy de deuxième espèce / The purpose of this thesis is to develop and illustrate various new methods for solving many classes of Cauchy singular integral and integro-differential equations. We study the successive approximation method for solving Cauchy singular integral equations of the first kind in the general case, then we develop a collocation method based on trigonometric polynomials combined with a regularization procedure, for solving Cauchy integral equations of the second kind. In the same perspective, we use a projection method for solving operator equation with bounded noncompact operators in Hilbert spaces. We apply a collocation and projection methods for solving Cauchy integro-differential equations, using airfoil and Legendre polynomials

Made available in DSpace on 2014-06-11T19:22:18Z (GMT). No. of bitstreams: 0 Previous issue date: 2013-06-27Bitstream added on 2014-06-13T19:48:20Z : No. of bitstreams: 1 martins_ca_me_sjrp.pdf: 297081 bytes, checksum: 4a6f13bdad08f9e72c8df07186762615 (MD5) / Neste trabalho estabelecemos condições para a existência e unicidade de solução para equações integrais do tipo Volterra–Stieltjes não linear x(t)+ Z [a,t]T DsK(t,s) f (s,x(s)) = u(t), t E [a,b]T em escalas temporais T, usando a integral de Cauchy–Stieltjes à direita sobre funções regradas a valores em espaços de Banach / In this work we establish conditions for the existence and uniqueness of solution a Volterra– Stieltjes integral nonlinear equations x(t)+ Z [a,t]T DsK(t,s) f (s,x(s)) = u(t), t E [a,b]Tin time scales T, using the right Cauchy–Stieltjes integral on regulated functions with values in Banach spaces

The rapid expansion of major cities in the west Europeancountries has accentuated the need to exploit every potentialsite for new establishments, e.g. areas over train tunnels andnear railway tracks in general. A significant impediment toexploit such areas is the structure-borne noise generated bythe train traffic, which is transmitted into buildings via theground. Reliable prediction methods and cost-effective noisecontrol measures are therefore needed and are also the objectof the present work. In this thesis, the studied buildings areconsidered as wave-guides for the sound transmitted from theground. The work is restricted to the case of hard ground suchas granite. The chosen technique permits comparison betweendifferent potential measures to reduce the transmission ofstructure-borne sound upward in buildings. It is shown that thedesign of the load-bearing structures is important in thiscontext, and a design with relocated columns has givenpromising results. It is also shown that the stiffness of theground plays an important role in the transmission process.This leads to the idea that a sand layer between the foundationof the building and the bedrock may reduce the transmission.New methods have thus been developed in the course of this workto evaluate the stiffness of the layer using approximate andexact techniques. Results are presented and a comparison ismade with previous results for a "normal" building and it isshown that the insertion of sand layer has a potential toconsiderably reduce the sound level in the building. <b>Keywords:</b>Ground-borne noise, railway noise, in-planewaves, wave-guides, scattering, propagation constant, inputmobility, elastic stratum, dual integral equations.

In this study, it is aimed to investigate the mixed-mode fracture behavior of orthotropic functionally graded material (FGM) coatings bonded to a homogeneous substrate through a homogeneous bond-coat. Analytical and computational methods are used to solve the embedded cracking problems under mechanical or thermal loading conditions. It is assumed that the material property gradation of the FGM coating is in the thickness direction and cracks are parallel to the boundaries. The principal axes of orthotropy are parallel and perpendicular to the boundaries. A single embedded crack in the orthotropic FGM coating is investigated analytically assuming that crack surfaces are subjected to either uniform normal or uniform shear stresses. Using Fourier transformations, the problem is reduced to a couple of singular integral equations that are solved numerically to obtain the mixed-mode stress intensity factors, energy release rate and crack opening displacements. To investigate the analytically untractable problems without restrictive assumptions, a computational approach is employed. The adopted computational approach is based on finite element method and displacement correlation technique. Using the computational approach, fracture parameters are obtained considering single and periodic embedded cracking conditions in the orthotropic FGM coatings under mechanical or thermal loads. The results obtained in this study show the effects of material nonhomogeneity, material orthotropy and geometric variables on the fracture behavior of the structure.

This study considers the elastostatic contact problem of a semi-infinite cylinder. The cylinder is compressed against a layer lying on a rigid foundation. There is a sharp-edged circular hole in the middle of the foundation. It is assumed that all the contacting surfaces are frictionless and only compressive normal tractions can be transmitted through the interfaces. The contact along interfaces of the elastic layer and the rigid foundation forms a circular area of which outer diameter is unknown. The problem is converted into the singular integral equations of the second kind by means of Hankel and Fourier integral transform techniques. The singular integral equations are then reduced to a system of linear algebraic equations by using Gauss-Lobatto and Gauss-Jacobi integration formulas. This system is then solved numerically. In this study, firstly, the extent of the contact area between the layer and foundation are evaluated. Secondly, contact pressure between the cylinder and layer and contact pressure between the layer and foundation are calculated for various material pairs. Finally, stress intensity factor on the edge of the cylinder and in the end of the sharp-edged hole are calculated.