In this thesis, the Method of Moments has been applied to calculate capacitance between two arbitrary 3D metal conductors or a capacitance matrix for a 3D multi-conductor system. Capacitance extraction has found extensive use for systems involving sets of long par- allel transmission lines in multi-dielectric environment as well as integrated circuit package including three-dimensional conductors located on parallel planes. This paper starts by reviewing fundamental aspects of transient electro-magnetics followed by the governing dif- ferential and integral equations to motivate the application of numerical methods as Method of Moments(MoM), Finite Element Method(FEM), etc. Among these numerical tools, the surface-based integral-equation methodology - MoM is ideally suited to address the prob- lem. It leads to a well-conditioned system with reduced size, as compared to volumetric methods. In this dissertation, the MoM Surface Integral Equation (SIE)-based modeling approach is developed to realize electrostatic capacitance extraction for 3D geometry. MAT- LAB is employed to validate its e?ciency and e?ectiveness along with design of a friendly GUI. As a base example, a parallel-plate capacitor is considered. We evaluate the accu- racy of the method by comparison with FEM simulations as well as the corresponding quasi-analytical solution. We apply this method to the parallel-plate square capacitor and demonstrate how far could the undergraduate result 0C = A ? "=d' be from reality. For the completion of the solver, the same method is applied to the calculation of line capacitance for two- and multi-conductor 2D transmission lines.

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Collocation with cubic splines is used as a method for solving Linear second order parabolic partial differential equations. The collocation method is shown to be equivalent to a finite difference method that is consistent with the differential equation and stable in the sense of Von Neumann. Results of numerical computations are given, as well as an application of the method to a moving boundary problem for the heat equation. / Science, Faculty of / Mathematics, Department of / Graduate

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A model was developed using contemporary wetland theory to predict the fate of nitrogen runoff in a constructed wetland. The model utilizes nitrogen concentrations of influent water as system inputs. The model is three-dimensional, one dimensional in time, and two dimensional in space. The physical domain of the model incorporates a flat emergent marsh and deep pool and includes the water body and underlying sediment. Solutions for concentration of sediment-bound organic nitrogen are obtained for the water body and the sediment-water interface, while solutions for concentration of ammonium and nitrate are obtained for the entire physical domain. Physical conditions are considered along the system boundaries, and a jump condition is modeled for nutrient diffusion through the sediment-water interface. A hyperbolic advection-settling equation models the transport and deposition of sediment-bound organic nitrogen; mineralization of deposited nitrogen is modeled. A parabolic advection-diffusion equation is used to model the movement of dissolved ammonium and nitrate through the wetland water body; the equation is modified for both ammonium and nitrate to model diffusion and transformation in the sediment layer. Spatial variation of sediment layer aerobic and anaerobic regions is considered, as are temperature and pH effects on transformation rates. Numerical solutions are obtained using divided differences. Constructed wetlands for use in NPS pollution control are a new concept; there is no data currently available to use for model validation. The model was shown to be consistent with qualitative theoretical considerations, based on simulations of different scenarios. / Master of Science

Diffusion equations arise in areas such as fluid mechanics, cellular biology, weather forecasting, electronics, mechanical engineering, atomic physics, environmental science, medicine, etc. This dissertation considers equations of this type that arise in mathematical finance. For over 40 years traders in financial markets around the world have used Black-Scholes equations for valuing financial options. These equations need to be solved quickly and accurately so that the traders can make prompt and accurate investment decisions. One way to do this is to use parallel numerical algorithms. This dissertation develops and evaluates algorithms of this kind that are based on the Laplace transform, numerical inversion algorithms and finite difference methods. Laplace transform-based algorithms have faced a legitimate criticism that they are ill-posed i.e. prone to instability. We demonstrate with reference to the Black-Scholes equation, contrary to the received wisdom, that the use of the Laplace transform may be used to produce reasonably accurate solutions (i.e. to two decimal places), in a fast and reliable manner when used in conjunction with standard PDE techniques. To set the scene for the investigations that follow, the reader is introduced to financial options, option pricing and the one-dimensional and two-dimensional linear and nonlinear Black-Scholes equations. This is followed by a description of the Laplace transform method and in particular, four widely used numerical algorithms that can be used for finding inverse Laplace transform values. Chapter 4 describes methodology used in the investigations completed i.e. the programming environment used, the measures used to evaluate the performance of the numerical algorithms, the method of data collection used, issues in the design of parallel programs and the parameter values used. To demonstrate the potential of the Laplace transform based approach, Chapter 5 uses existing procedures of this kind to solve the one-dimensional, linear Black-Scholes equation. Chapters 6, 7, 8, and 9 then develop and evaluate new Laplace transform-finite difference algorithms for solving one-dimensional and two-dimensional, linear and nonlinear Black-Scholes equations. They also determine the optimal parameter values to use in each case i.e. the parameter values that produce the fastest and most accurate solutions. Chapters 7 and 9 also develop new, iterative Monte Carlo algorithms for calculating the reference solutions needed to determine the accuracy of the LTFD solutions. Chapter 10 identifies the general patterns of behaviour observed within the LTFD solutions and explains them. The dissertation then concludes by explaining how this programme of work can be extended. The investigations completed make significant contributions to knowledge. These are summarised at the end of the chapters in which they occur. Perhaps the most important of these is the development of fast and accurate numerical algorithms that can be used for solving diffusion equations in a variety of application areas.

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