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In this paper we develop a finite-difference scheme to approximate radially symmetric solutions of a dissipative nonlinear modified Klein-Gordon equation in an open sphere around the origin, with constant internal and external damping coefficients and nonlinear term of the form G' (w) = w ^p, with p an odd number greater than 1. We prove that our scheme is consistent of quadratic order, and provide a necessary condition for it to be stable order n. Part of our study will be devoted to study the effects of internal and external damping.

An investigation of preconditioning techniques is presented for a Newton--Krylov algorithm that is used for the computation of steady, compressible, high Reynolds number flows about airfoils. A second-order centred-difference method is used to discretize the compressible Navier--Stokes (NS) equations that govern the fluid flow. The one-equation Spalart--Allmaras turbulence model is used. The discretized equations are solved using Newton's method and the generalized minimal residual (GMRES) Krylov subspace method is used to approximately solve the linear system. These preconditioning techniques are first applied to the solution of the discretized steady convection-diffusion equation. Various orderings, iterative block incomplete LU (BILU) preconditioning and multigrid preconditioning are explored. The baseline preconditioner is a BILU factorization of a lower-order discretization of the system matrix in the Newton linearization. An ordering based on the minimum discarded fill (MDF) ordering is developed and compared to the widely popular reverse Cuthill--McKee ordering. An evolutionary algorithm is used to investigate and enhance this ordering. For the convection-diffusion equation, the MDF-based ordering performs well and RCM is superior for the NS equations. Experiments for inviscid, laminar and turbulent cases are presented to show the effectiveness of iterative BILU preconditioning in terms of reducing the number of GMRES iterations, and hence the memory requirements of the Newton--Krylov algorithm. Multigrid preconditioning also reduces the number of GMRES iterations. The framework for the iterative BILU and BILU-smoothed multigrid preconditioning algorithms is presented in detail.

An investigation of preconditioning techniques is presented for a Newton--Krylov algorithm that is used for the computation of steady, compressible, high Reynolds number flows about airfoils. A second-order centred-difference method is used to discretize the compressible Navier--Stokes (NS) equations that govern the fluid flow. The one-equation Spalart--Allmaras turbulence model is used. The discretized equations are solved using Newton's method and the generalized minimal residual (GMRES) Krylov subspace method is used to approximately solve the linear system. These preconditioning techniques are first applied to the solution of the discretized steady convection-diffusion equation. Various orderings, iterative block incomplete LU (BILU) preconditioning and multigrid preconditioning are explored. The baseline preconditioner is a BILU factorization of a lower-order discretization of the system matrix in the Newton linearization. An ordering based on the minimum discarded fill (MDF) ordering is developed and compared to the widely popular reverse Cuthill--McKee ordering. An evolutionary algorithm is used to investigate and enhance this ordering. For the convection-diffusion equation, the MDF-based ordering performs well and RCM is superior for the NS equations. Experiments for inviscid, laminar and turbulent cases are presented to show the effectiveness of iterative BILU preconditioning in terms of reducing the number of GMRES iterations, and hence the memory requirements of the Newton--Krylov algorithm. Multigrid preconditioning also reduces the number of GMRES iterations. The framework for the iterative BILU and BILU-smoothed multigrid preconditioning algorithms is presented in detail.

In this thesis, we establish a general and type independent theory for the existence and regularity of generalized solutions of large classes of systems of nonlinear partial differential equations (PDEs). In this regard, our point of departure is the Order Completion Method. The spaces of generalized functions to which the solutions of such systems of PDEs belong are constructed as the completions of suitable uniform convergence spaces of normal lower semi-continuous functions. It is shown that large classes of systems of nonlinear PDEs admit generalized solutions in the mentioned spaces of generalized functions. Furthermore, the generalized solutions that we construct satisfy a blanket regularity property, in the sense that such solutions may be assimilated with usual normal lower semi-continuous functions. These fundamental existence and regularity results are obtain as applications of basic topological processes, namely, the completion of uniform convergence spaces, and elementary properties of real valued continuous functions. In particular, those techniques from functional analysis which are customary in the study of nonlinear PDEs are not used at all. The mentioned sophisticated methods of functional analysis are used only to obtain additional regularity properties of the generalized solutions of systems of nonlinear PDEs, and are thus relegated to a secondary role. Over and above the mentioned blanket regularity of the solutions, it is shown that for a large class of equations, the generalized solutions are in fact usual classical solutions of the respective system of equations everywhere except on a closed, nowhere dense subset of the domain of definition of the system of equations. This result is obtained under minimal assumptions on the smoothness of the equations, and is an application of convenient compactness theorems for sets of sufficiently smooth functions with respect to suitable topologies on spaces of such functions. As an application of the existence and regularity results presented here, we obtain for the first time in the literature an extension of the celebrated Cauchy-Kovalevskaia Theorem, on its own general and type independent grounds, to equations that are not analytic. / Thesis (PhD)--University of Pretoria, 2009. / Mathematics and Applied Mathematics / unrestricted

Nonlinear dispersive partial differential equations occur in a variety of areas within mathematical physics and engineering. We study several classes of such equations, including scalar complex partial differential equations, vector partial differential equations, and finally non-local integro-differential equations. For physically interesting families of these equations, we demonstrate the existence (and, when possible, stability) of specific solutions which are relevant for applications. While multiple application areas are considered, the primary application that runs through the work would be the nonlinear dynamics of vortex filaments under a variety of physical models. For instance, we are able to determine the structure and time evolution of several physical solutions, including the planar, helical, self-similar and soliton vortex filament solutions in a quantum fluid. Properties of such solutions are determined analytically and numerically through a variety of approaches. Starting with complex scalar equations (often useful for studying two-dimensional motion), we progress through more complicated models involving vector partial differential equations and non-local equations (which permit motion in three dimensions). In many of the examples considered, the qualitative analytical results are used to verify behaviors previously observed only numerically or experimentally.

The solutions of nonlinear ordinary or partial differential equations are important in the study of fluid flow and heat transfer. In this thesis we apply the Homotopy Analysis Method (HAM) and obtain solutions for several fluid flow and heat transfer problems. In chapter 1, a brief introduction to the history of homotopies and embeddings, along with some examples, are given. The application of homotopies and an introduction to the solutions procedure of differential equations (used in the thesis) are provided. In the chapters that follow, we apply HAM to a variety of problems to highlight its use and versatility in solving a range of nonlinear problems arising in fluid flow. In chapter 2, a viscous fluid flow problem is considered to illustrate the application of HAM. In chapter 3, we explore the solution of a non-Newtonian fluid flow and provide a proof for the existence of solutions. In addition, chapter 3 sheds light on the versatility and the ease of the application of the Homotopy Analysis Method, and its capability in handling non-linearity (of rational powers). In chapter 4, we apply HAM to the case in which the fluid is flowing along stretching surfaces by taking into the effects of "slip" and suction or injection at the surface. In chapter 5 we apply HAM to a Magneto-hydrodynamic fluid (MHD) flow in two dimensions. Here we allow for the fluid to flow between two plates which are allowed to move together or apart. Also, by considering the effects of suction or injection at the surface, we investigate the effects of changes in the fluid density on the velocity field. Furthermore, the effect of the magnetic field is considered. Chapter 6 deals with MHD fluid flow over a sphere. This problem gave us the first opportunity to apply HAM to a coupled system of nonlinear differential equations. In chapter 7, we study the fluid flow between two infinite stretching disks. Here we solve a fourth order nonlinear ordinary differential equation. In chapter 8, we apply HAM to a nonlinear system of coupled partial differential equations known as the Drinfeld Sokolov equations and bring out the effects of the physical parameters on the traveling wave solutions. Finally, in chapter 9, we present prospects for future work.

Multitud de problemas en ciencia e ingeniería se plantean como ecuaciones en derivadas parciales (EDPs). Si la frontera del recinto donde esas ecuaciones han de satisfacerse se desconoce a priori, se habla de "Problemas de frontera libre", propios de sistemas estacionarios no dependientes del tiempo, o bien de "Problemas de frontera móvil", asociados a problemas de evolución temporal, donde la frontera cambia con el tiempo. La solución a dichos problemas viene dada por la expresión de la(s) variable(s) dependiente(s) de la(s) EDP(s) junto con la función que determina la posición de la frontera. Dado que este tipo de problemas carece en la mayoría de los casos de solución analítica conocida, se hace preciso recurrir a métodos numéricos que permitan obtener una solución lo suficientemente aproximada, y que además mantenga propiedades cualitativas de la solución del modelo continuo de EDP(s). En este trabajo se ha abordado el estudio numérico de algunos problemas de frontera móvil provenientes de diversas disciplinas. La metodología aplicada consta de dos pasos sucesivos: aplicación de la transformación de Landau o "Front-fixing transformation" al modelo en EDP(s) con el fin de mantener inmóvil la frontera del dominio, y posterior discretización a través de un esquema en diferencias finitas. De ahí se obtienen esquemas numéricos que se implementan por medio de la herramienta MATLAB. Mediante un exhaustivo análisis numérico, se estudian propiedades del esquema y de la solución numérica (positividad, estabilidad, consistencia, monotonía, etc.). En el primer capítulo de este trabajo se revisa el estado del arte del campo objeto de estudio, se justifica la necesidad de disponer de métodos numéricos adaptados a este tipo de problemas y se describe brevemente la metodología empleada en nuestro enfoque. El Capítulo 2 se dedica a un problema perteneciente a la Biología Matemática y que consiste en determinar la evolución de la población de una especie invasora que se propaga en un hábitat. Este modelo consiste en una ecuación de difusión-reacción unida a una condición tipo Stefan. Los resultados del análisis numérico confirman la existencia de una dicotomía propagación-extinción en la evolución a largo plazo de la densidad de población de la especie invasora. En particular, se ha podido precisar el valor del coeficiente de la condición de Stefan que separa el comportamiento de propagación del de extinción. Los Capítulos 3 y 4 se centran en un problema de Química del Hormigón con interés en Ingeniería Civil: el proceso de carbonatación del hormigón, fenómeno evolutivo que lleva consigo la degradación progresiva de la estructura afectada y finalmente su ruina, si no se toman medidas preventivas. En el Capítulo 3 se considera un sistema de dos EDPs de tipo parabólico con dos incógnitas. Para su resolución, hay que considerar además las condiciones iniciales, las de contorno y las de tipo Stefan en la frontera. Los resultados numéricos confirman la tendencia de la ley de evolución de la frontera móvil hacia una función del tipo "raíz cuadrada del tiempo". En el Capítulo 4 se considera un modelo más general que el anterior, en el que intervienen seis especies químicas que se encuentran tanto en la zona carbonatada como en la no carbonatada. En el Capítulo 5 se aborda un problema de transmisión de calor que aparece en diversos procesos industriales; en este caso, en el enfriamiento durante la colada de metal fundido, donde la fase sólida avanza y la líquida se va extinguiendo. La frontera móvil (frente de solidificación) separa ambas fases, siendo su posición en cada instante la variable a determinar, junto con las temperaturas en cada fase. Después de la adecuada transformación y discretización, se implementa un esquema en diferencias finitas, subdividiendo el proceso en tres estadios temporales, a fin de tratar las singularidades asociadas a posicione / Many problems in science and engineering are formulated as partial differential equations (PDEs). If the boundary of the domain where these equations are to be solved is not known a priori, we face "Free-boundary problems", which are characteristic of non-time dependent stationary systems; besides, we have "Moving-boundary problems" in temporal evolution processes, where the border changes over time. The solution to these problems is given by the expression of the dependent variable(s) of PDE(s), together with the function that determines the position of the boundary. Since the analytical solution of this type of problems is lacked in most cases, it is necessary to resort to numerical methods that allow an accurate enough solution to be obtained, and which also maintain the qualitative properties of the solution(s) of the continuous model. This work approaches the numerical study of some moving-boundary problems that arise in different disciplines. The applied methodology consists of two successive steps: firstly, the so-called Landau transformation, or "Front-fixing transformation", which is used in the PDE(s) model to maintain the boundary of the domain immobile; later, we proceed to its discretization with a finite difference scheme. Different numerical schemes are obtained and implemented through the MATLAB computational tool. Properties of the scheme and the numerical solution (positivity, stability, consistency, monotonicity, etc.) are studied by an exhaustive numerical analysis. The first chapter of this work reports the state of the art of the field under study, justifies the need to adapt numerical methods to this type of problem, and briefly describes the methodology used in our approach. Chapter 2 presents a problem in Mathematical Biology that consists in determining over time the evolution of an invasive species population that spreads in a habitat. This problem is modelled by a diffusion-reaction equation linked to a Stefan-type condition. The results of the numerical analysis confirm the existence of a spreading-vanishing dichotomy in the long-term evolution of the population density of the invasive species. In particular, it is possible to determine the value of the coefficient of the Stefan condition that separates the propagation behaviour from extinction. Chapters 3 and 4 focus on a problem of Concrete Chemistry with an interest in Civil Engineering: the carbonation of concrete, an evolutionary phenomenon that leads to the progressive degradation of the affected structure and its eventual ruin if preventive measures are not taken. Chapter 3 considers a system of two parabolic type PDEs with two unknowns. For its resolution, the initial and boundary conditions have to be considered together with the Stefan conditions on the carbonation front. The numerical analysis results agree with those obtained in a previous theoretical study. The dynamics of the concentrations and the moving boundary confirm the long-term behaviour of the evolution law for the moving boundary as a "square root of time". Chapter 4 considers a more general model than the previous one, which includes six chemical species, defined in both the carbonated and non-carbonated zones, whose concentrations have to be found. Chapter 5 addresses a heat transfer problem that appears in various industrial processes; in this case, the solidification of metals in casting processes, where the solid phase advances and liquid reduces until it is depleted. The moving boundary (the solidification front) separates both phases. Its position in each instant is the variable to be determined together with the temperature profiles in both phases. After suitable transformation, discretization is carried out to obtain a finite difference scheme to be implemented. The process was subdivided into three temporal stages to deal with the singularities associated with the moving boundary position in the initialisation and depletion stages. / Multitud de problemes en ciència i enginyeria es plantegen com a equacions en derivades parcials (EDPs). Si la frontera del recinte on eixes equacions han de satisfer-se es desconeix a priori, es parla de "Problemas de frontera lliure", propis de sistemes estacionaris no dependents del temps, o bé de "Problemas de frontera mòbil", associats a problemes d'evolució temporal, on la frontera canvia amb el temps. Atés que este tipus de problemes manca en la majoria dels casos de solució analítica coneguda, es fa precís recórrer a mètodes numèrics que permeten obtindre una solució prou aproximada a l'exacta, i que a més mantinga propietats qualitatives de la solució del model continu d'EDP(s). En aquest treball s'ha abordat l'estudi numèric d'alguns problemes de frontera mòbil provinents de diverses disciplines. La metodologia aplicada consta de dos passos successius: en primer lloc, s'aplica l'anomenada transformació de Landau o "Front-fixing transformation" al model en EDP(s) a fi de mantindre immòbil la frontera del domini; posteriorment, es procedix a la seva discretització a través d'un esquema en diferències finites. D'ací s'obtenen esquemes numèrics que s'implementen per mitjà de la ferramenta informàtica MATLAB. Per mitjà d'una exhaustiva anàlisi numèrica, s'estudien propietats de l'esquema i de la solució numèrica (positivitat, estabilitat, consistència, monotonia, etc.). En el primer capítol d'aquest treball es revisa l'estat de l'art del camp objecte d'estudi, es justifica la necessitat de disposar de mètodes numèrics adaptats a aquest tipus de problemes i es descriu breument la metodologia emprada en el nostre enfocament. El Capítol 2 es dedica a un problema pertanyent a la Biologia Matemàtica i que consistix a determinar l'evolució en el temps de la distribució de la població d'una espècie invasora que es propaga en un hàbitat. Este model consistix en una equació de difusió-reacció unida a una condició tipus Stefan, que relaciona les funcions solució i frontera mòbil a determinar. Els resultats de l'anàlisi numèrica confirmen l'existència d'una dicotomia propagació-extinció en l'evolució a llarg termini de la densitat de població de l'espècie invasora. En particular, s'ha pogut precisar el valor del coeficient de la condició de Stefan que separa el comportament de propagació del d'extinció. Els Capítols 3 i 4 se centren en un problema de Química del Formigó amb interés en Enginyeria Civil: el procés de carbonatació del formigó, fenomen evolutiu que comporta la degradació progressiva de l'estructura afectada i finalment la seua ruïna, si no es prenen mesures preventives. En el Capítol 3 es considera un sistema de dos EDPs de tipus parabòlic amb dos incògnites. Per a la seua resolució, cal considerar a més, les condicions inicials, les de contorn i les de tipus Stefan en la frontera. Els resultats de l'anàlisi numèrica s'ajusten als obtinguts en un estudi teòric previ. S'han dut a terme experiments numèrics, comprovant la tendència de la llei d'evolució de la frontera mòbil cap a una funció del tipus "arrel quadrada del temps". En el Capítol 4 es considera un model més general, en el que intervenen sis espècies químiques les concentracions de les quals cal trobar, i que es troben tant en la zona carbonatada com en la no carbonatada. En el Capítol 5 s'aborda un problema de transmissió de calor que apareix en diversos processos industrials; en aquest cas, en el refredament durant la bugada de metall fos, on la fase sòlida avança i la líquida es va extingint. La frontera mòbil (front de solidificació) separa ambdues fases, sent la seua posició en cada instant la variable a determinar, junt amb les temperatures en cada una de les dos fases. Després de l'adequada transformació i discretització, s'implementa un esquema en diferències finites, subdividint el procés en tres estadis temporals, per tal de tractar les singularitats asso / Piqueras García, MÁ. (2018). Numerical Methods for Multidisciplinary Free Boundary Problems: Numerical Analysis and Computing [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/107948

The aim of this work is to use the Pfaffian technique, along with the Hirota bilinear method to construct different classes of exact solutions to various of generalized integrable nonlinear partial differential equations. Solitons are among the most beneficial solutions for science and technology, from ocean waves to transmission of information through optical fibers or energy transport along protein molecules. The existence of multi-solitons, especially three-soliton solutions, is essential for information technology: it makes possible undisturbed simultaneous propagation of many pulses in both directions. The derivation and solutions of integrable nonlinear partial differential equations in two spatial dimensions have been the holy grail in the field of nonlinear science since the late 1960s. The prestigious Korteweg-de Vries (KdV) and nonlinear Schrödinger (NLS) equations, as well as the ,Kadomtsev-Petviashvili (KP) and Davey-Stewartson (DS) equations, are prototypical examples of integrable nonlinear partial differential equations in (1+1) and (2+1) dimensions, respectively. Do there exist Pfaffian and soliton solutions to generalized integrable nonlinear partial differential equations in (3+1) dimensions? In this dissertation, I obtained a set of explicit exact Wronskian, Grammian, Pfaffian and N-soliton solutions to the (3+1)-dimensional generalized integrable nonlinear partial differential equations, including a generalized KP equation, a generalized B-type KP equation, a generalized modified B-type KP equation, soliton equations of Jimbo-Miwa type, the nonlinear Ma-Fan equation, and the Jimbo-Miwa equation. A set of sufficient conditions consisting of systems of linear partial differential equations involving free parameters and continuous functions is generated to guarantee that the Wronskian determinant or the Pfaffian solves these generalized equations. On the other hand, as part of this dissertation, bilinear Bäcklund transformations are formally derived for the (3+1)-dimensional generalized integrable nonlinear partial differential equations: a generalized B-type KP equation, the nonlinear Ma-Fan equation, and the Jimbo-Miwa equation. As an application of the obtained Bäcklund transformations, a few classes of traveling wave solutions, rational solutions and Pfaffian solutions to the corresponding equations are explicitly computed. Also, as part of this dissertation, I would like to apply the Pfaffianization mechanism of Hirota and Ohta to extend the (3+1)-dimensional variable-coefficient soliton equation of Jimbo-Miwa type to coupled systems of nonlinear soliton equations, called Pfaffianized systems. Examples of the Wronskian, Grammian, Pfaffian and soliton solutions are explicitly computed. The numerical simulations of the obtained solutions are illustrated and plotted for different parameters involved in the solutions.

We study the regularity of weak solutions for the Stefan and Hele- Shaw problems with Gibbs-Thomson law under special conditions. The main result says that whenever the free boundary is Lipschitz in space and time it becomes (instantaneously) C[superscript 2,alpha] in space and its mean curvature is Hölder continuous. Additionally, a similar model related to the Signorini problem is introduced, in this case it is shown that for large times weak solutions converge to a stationary configuration. / text