Thesis (Ph. D.)--University of Texas at Austin, 1998. / Vita. Includes bibliographical references (leaves 148-149). Available also in a digital version from Dissertation Abstracts.

Thesis (Ph. D.)--University of Wisconsin--Madison, 1966. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references.

Diss.--Technische Hochscule, Aachen. / Vita. Bibliography: p. 89-93.

Thesis (Ph. D.)--University of Wisconsin, 1964. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (p. 78-81).

Abstract This thesis summarizes certain boundary element methods applied to some initial and boundary value problems. Our model problem is the two-dimensional homogeneous heat conduction problem with vanishing initial data. We use the heat potential representation of the solution. The given boundary conditions, as well as the choice of the representation formula, yield various boundary integral equations. For the sake of simplicity, we use the direct boundary integral approach, where the unknown boundary density appearing in the boundary integral equation is a quantity of physical meaning. We consider two different sets of boundary conditions, the Dirichlet problem, where the boundary temperature is given and the Neumann problem, where the heat flux across the boundary is given. Even a nonlinear Neumann condition satisfying certain monotonicity and growth conditions is possible. The approach yields a nonlinear boundary integral equation of the second kind. In the stationary case, the model problem reduces to a potential problem with a nonlinear Neumann condition. We use the spaces of smoothest splines as trial functions. The nonlinearity is approximated by using the L2-orthogonal projection. The resulting collocation scheme retains the optimal L2-convergence. Numerical experiments are in agreement with this result. This approach generalizes to the time dependent case. The trial functions are tensor products of piecewise linear and piecewise constant splines. The proposed projection method uses interpolation with respect to the space variable and the orthogonal projection with respect to the time variable. Compared to the Galerkin method, this approach simplifies the realization of the discrete matrix equations. In addition, the rate of the convergence is of optimal order. On the other hand, the Dirichlet problem, where the boundary temperature is given, leads to a single layer heat operator equation of the first kind. In the first approach, we use tensor products of piecewise linear splines as trial functions with collocation at the nodal points. Stability and suboptimal L2-convergence of the method were proved in the case of a circular domain. Numerical experiments indicate the expected quadratic L2-convergence. Later, a Petrov-Galerkin approach was proposed, where the trial functions were tensor products of piecewise linear and piecewise constant splines. The resulting approximative scheme is stable and convergent. The analysis has been carried out in the cases of the single layer heat operator and the hypersingular heat operator. The rate of the convergence with respect to the L2-norm is also here of suboptimal order.

M.Sc. / Roels [1] showed that on a two dimensional symplectic manifold, an arbitrary vector field can be locally decomposed into the sum of a gradient vector field and a Hamilton vector field. The Roels decomposition was extended to be applicable to compact even dimensional manifolds by Mendes and Duarte [2]. Some of the limitations of local decomposition are overcome by incorporating modern work on Hodge decomposition. This leads to a theorem which, in some cases, allows an arbitrary vector field on an even m-dimensional non-compact manifold to be decomposed into one gradient vector field and up to m-1 Hamiltonian vector fields. The method of decomposition is condensed into an algorithm which can be implemented using computer algebra. This decomposition is then applied to chaotic vector fields on non-compact manifolds [3]. This extended Roels decomposition is also compared to Helmholz decomposition in R 3 . The thesis shows how Legendre polynomials can be used to simplify the Helmholz decomposition in non-trivial cases. Finally, integral preserving iterators for both autonomous and non-autonomous first integrals are discussed [4]. The Hamilton vector fields which result from Roels' decomposition have their Hamiltonians as first integrals.

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Thesis (PhD)--Stellenbosch University, 1975. / ENGLISH ABSTRACT: Some problems of applied mathematics, for instance in the fields of aerodynamics or electron optics, involve certain singular integrals which do not exist classically. The problems can, however, be solved pLovided that such integrals are interpreted as finite-part integrals. Although the concept of a finite-part integral has existed for about fifty years, it was possible to define it rigorously only by means of distribution theory, developed about twenty-five years ago. But, to the best of our knowledge, no quadrature formula for the numerical eva= luation of finite-part integrals ha~ been given in the literature. The main concern of this thesis is the study and discussion of.two kinds of quadrature formulae for evaluating finite-part integrals in= volving an algebraic singularity. Apart from a historical introduction, the first chapter contains some physical examples of finite-part integrals and their definition based on distribution theory. The second chapter treats the most im= portant properties of finite-part integrals; in particular we study their behaviour under the most common rules for ordinary integrals. In chapters three and four we derive a quadrature formula for equispaced stations and one which is optimal in the sense of the Gauss-type quadra= ture. In connection with the latter formula, we also study a new class of orthogonal polynomials. In the fifth and.last chapter we give a derivative-free error bound for the equispaced quadrature formula. The error quantities which are independent of the integrand were computed for the equispaced quadrature formula and are also given. In the case of some examples, we compare the computed error bounds with the actual errors. ~esides this theoretical investigation df finite-part integrals, we also computed - for several orders of the algebraic singularity the coefficients for both of the aforesaid quadrature formulae, in which the number of stations ranges from three up to twenty. In the case of the equispaced quadrature fortnu1a,we give the weights and - for int~ger order of the singularity - the coefficients for a numerical derivative of the integrand function. For the Gauss-type quadrature, we give the stations, the corresponding weights and the coefficients of the orthogonal polynomials. These data are being published in a separate report [18] which also contains detailed instructions on the use of the tables.

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Master of Science / Department of Mathematics / Nathan Albin / The term stochastic is defined as having a random probability distribution or pattern that may be analyzed statistically but may not be predicted precisely. A stochastic model attempts to estimate outcomes while allowing a random variation in one or more inputs over time. These models are used across a number of fields from gene expression in biology, to stock, asset, and insurance analysis in finance. In this thesis, we will build up the basic probability theory required to make an ``optimal estimate", as well as construct the stochastic integral. This information will then allow us to introduce stochastic differential equations, along with our overall model. We will conclude with the "optimal estimator", the Kalman Filter, along with an example of its application.