Doctor of Philosophy / Department of Mathematics / Louis Crane / We exhibit a static, cylindrically symmetric, exact solution to the Euler-Heisenberg field equations (EHFE) and prove that its effective geometry contains (optical) black holes. It is conjectured that there are also soliton solutions to the EHFE which contain black hole geometries.

Recent advances in manufacturing of multifunctional materials have provided opportunities to develop structures that possess superior mechanical properties with other concurrent capabilities such as sensing, self-healing, electromagnetic and heat functionality. The idea is to fabricate components that can integrate multiple capabilities in order to develop lighter and more efficient structures. In this regard, due to their combined structural and electrical functionalities, electrically conductive carbon fiber reinforced polymer (CFRP) matrix composites have been used in a wide variety of applications in most of which they are exposed to unwanted impact-like mechanical loads. Experimental data have suggested that the application of an electromagnetic field at the moment of the impact can significantly reduce the damage in CFRP composites. However, the observations still need to be investigated carefully for practical applications. Furthermore, as the nature of the interactions between the electro-magneto-thermo-mechanical fields is very complicated, no analytical solutions can be found in the literature for the problem. In the present thesis, the effects of coupling between the electromagnetic and mechanical fields in electrically conductive anisotropic composite plates are studied. In particular, carbon fiber polymer matrix (CFRP) composites subjected to an impact-like mechanical load, pulsed electric current, and immersed in the magnetic field of constant magnitude are considered. The analysis is based on simultaneous solving of the system of nonlinear partial differential equations, including equations of motion and Maxwell's equations. Physics-based hypotheses for electro-magneto-mechanical coupling in transversely isotropic composite plates and dimension reduction solution procedures for the nonlinear system of the governing equations have been used to reduce the three-dimensional system to a two-dimensional (2D) form. A numerical solution procedure for the resulting 2D nonlinear mixed system of hyperbolic and parabolic partial differential equations has been developed, which consists of a sequential application of time and spatial integrations and quasilinearization. Extensive computational analysis of the response of the CFRP composite plates subjected to concurrent applications of different electromagnetic and mechanical loads has been conducted. The results of this work verify the results of the previous experimental studies on the subject and yield some suggestions for the characteristics of the electromagnetic load to create an optimum impact response of the composite.

We study the nonlinear Schrödinger (NLS) equation on star graphs with the Neumann- Kirchhoff (NK) boundary conditions at the vertex. We analyze the stability of standing wave solutions of the NLS equation by using different techniques. We consider a half-soliton state of the NLS equation, and by using normal forms, we prove it is nonlinearly unstable due to small perturbations that grow slowly in time. Moreover, under certain constraints on parameters of the generalized NK conditions, we show the existence of a family of shifted states, which are parametrized by a translational parameter. We obtain the spectral stability/instability result for shifted states by using the Sturm theory for counting the Morse indices of the shifted states. For the spectrally stable shifted states, we show that the momentum of the NLS equation is not conserved which results in the irreversible drift of the family of shifted states towards the vertex of the star graph. As a result, the spectrally stable shifted states are nonlinearly unstable. We also study the NLS equation on star graphs with a delta-interaction at the vertex. The presence of the interaction modifies the NK boundary conditions by adding an extra parameter. Depending on the value of the parameter, the NLS equation admits symmetric and asymmetric standing waves with either monotonic or non-monotonic structure on each edge. By using the Sturm theory approach, we prove the orbital instability of the standing waves. / Thesis / Doctor of Philosophy (PhD)

Les systèmes de réaction-diffusion interviennent pour décrire les transitions de phase dans de nombreux champs d'application. Cette thèse porte sur l'analyse mathématique de modèles de propagation dans des milieux diffusifs, non bornés et hétérogènes, et s'inscrit ainsi dans la lignée d'une recherche particulièrement active. La première partie concerne l'équation simple: on s'y intéressera à la structure interne des fronts, mais on exhibera aussi de nouvelles dynamiques où la vitesse d'un profil de propagation n'est pas unique. Dans la seconde partie, on s'intéresse aux systèmes à deux équations, pour lesquels l'absence de principe du maximum pose de nombreuses difficultés. Ces travaux, en portant sur un vaste éventail de situations, offrent une meilleure compréhension des phénomènes de propagation, et mettent en avant de nouvelles propriétés des problèmes de réaction-diffusion, aidant ainsi à améliorer l'analyse théorique comme alternative à l'approche empirique. / Reaction-diffusion systems arise in the description of phase transitions in various fields of natural sciences. This thesis is concerned with the mathematical analysis of propagation models in some diffusive, unbounded and heterogeneous media, which comes within the scope of an active research subject. The first part deals with the single equation, by looking at the inside structure of fronts, or by exhibiting new dynamics where the profile of propagation may not have a unique speed. In a second part, we take interest in some systems of two equations, where the lack of maximum principles raises many theoretical issues. Those works aim to provide a better understanding of the underlying processes of propagation phenomena. They highlight new features for reaction-diffusion problems, some of them not known before, and hence help to improve the theoretical approach as an alternative to empirical analysis.

Depuis la publication de l'ouvrage de Choquet (1955), la théorie d'espérance non linéaire a attiré avec grand intérêt des chercheurs pour ses applications potentielles dans les problèmes d'incertitude, les mesures de risque et le super-hedging en finance. Shige Peng a construit une sorte d'espérance entièrement non linéaire dynamiquement cohérente par l'approche des EDP. Un cas important d'espérance non linéaire cohérente en temps est la G-espérance, dans laquelle le processus canonique correspondant (B_{t})_{t≥0} est appelé G-mouvement brownien et joue un rôle analogue au processus de Wiener classique. L'objectif de cette thèse est d'étudier, dans le cadre de la G-espérance, certaines équations différentielles stochastiques rétrogrades (G-EDSR) à croissance quadratique avec applications aux problèmes de maximisation d'utilité robuste avec incertitude sur les modèles, certaines équations différentielles stochastiques (G-EDS) réfléchies et équations différentielles stochastiques rétrogrades réfléchies avec générateurs lipschitziens. On considère d'abord des G-EDSRs à croissance quadratique. Dans le Chapitre 2 nous fournissons un resultat d'existence et unicité pour des G-EDSRs à croissance quadratique. D'une part, nous établissons des estimations a priori en appliquant le théorème de type Girsanov, d'où l'on en déduit l'unicité. D'autre part, pour prouver l'existence de solutions, nous avons d'abord construit des solutions pour des G-EDSRs discretes en résolvant des EDPs non-linéaires correspondantes, puis des solutions pour les G-EDSRs quadratiques générales dans les espaces de Banach. Dans le Chapitre 3 nous appliquons les G-EDSRs quadratiques aux problèmes de maximisation d'utilité robuste. Nous donnons une caratérisation de la fonction valeur et une stratégie optimale pour les fonctions d'utilité exponentielle, puissance et logarithmique. Dans le Chapitre 4, nous traitons des G-EDSs réfléchies multidimensionnelles. Nous examinons d'abord la méthode de pénalisation pour résoudre des problèmes de Skorokhod déterministes dans des domaines non convexes et établissons des estimations pour des fonctions α-Hölder continues. A l'aide de ces résultats obtenus pour des problèmes déterministes, nous définissons le G-mouvement Brownien réfléchi et prouvons son existence et son unicité dans un espace de Banach. Ensuite, nous prouvons l'existence et l'unicité de solution pour les G-EDSRs multidimensionnelles réfléchies via un argument de point fixe. Dans le Chapitre 5, nous étudions l'existence et l'unicité pour les équations différentielles stochastiques rétrogrades réfléchies dirigées par un G-mouvement brownien lorsque la barrière S est un processus de G-Itô. / Since the publication of Choquet's (1955) book, the theory of nonlinear expectation has attracted great interest from researchers for its potential applications in uncertainty problems, risk measures and super-hedging in finance. Shige Peng has constructed a kind of fully nonlinear expectation dynamically coherent by the PDE approach. An important case of time-consistent nonlinear expectation is G-expectation, in which the corresponding canonical process (B_{t})_{t≥0} is called G-Brownian motion and plays a similar role to the classical Wiener process. The objective of this thesis is to study, in the framework of the G-expectation, some backward stochastic differential equations (G-BSDE) under a quadratic growth condition on their coefficients with applications to robust utility maximization problems with uncertainty on models, Reflected stochastic differential equations (reflected G-SDE) and reflected backward stochastic differential equations with Lipschitz coefficients (reflected G-BSDE). We first consider G-BSDE with quadratic growth. In Chapter 2 we provide a result of existence and uniqueness for quadratic G-BSDEs. On the one hand, we establish a priori estimates by applying the Girsanov-type theorem, from which we deduce the uniqueness. On the other hand, to prove the existence of solutions, we first constructed solutions for discrete G-BSDEs by solving corresponding nonlinear PDEs, then solutions for the general quadratic G-BSDEs in the spaces of Banach. In Chapter 3 we apply quadratic G-BSDE to robust utility maximization problems. We give a characterization of the value function and an optimal strategy for exponential, power and logarithmic utility functions. In Chapter 4, we discuss multidimensional reflected G-SDE. We first examine the penalization method to solve deterministic Skorokhod problems in non-convex domains and establish estimates for continuous α-Hölder functions. Using these results for deterministic problems, we define the reflected G-Brownian motion and prove its existence and its uniqueness in a Banach space. Then we prove the existence and uniqueness of the solution for the multidimensional reflected G-SDE via a fixed point argument. In Chapter 5, we study the existence and uniqueness of the reflected backward stochastic differential equations driven by a G-Brownian motion when the obstacle S is a G-Itô process.