In [2], Beals, Gaveau and Greiner find the fundamental solution to a 2-Laplace-type equation in a class of sub-Riemannian spaces. This fundamental solution is based on the well-known fundamental solution to the p-Laplace equation in Grushin-type spaces [4] and the Heisenberg group [6]. In this thesis, we look to generalize the work in [2] for a p-Laplace-type equation. After discovering that the "natural" generalization fails, we find two generalizations whose solutions are based on the fundamental solution to the p-Laplace equation.

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

This dissertation is organized into four chapters: an introduction followed by three chapters, each based on one of three separate papers. In Chapter 2 we consider gradient descent equations for energy functionals of the type [mathematical equation] where A is a second-order uniformly elliptic operator with smooth coefficients. We consider the gradient descent equation for S, where the gradient is an element of the Sobolev space H[superscipt beta], [beta is an element of](0, 1), with a metric that depends on A and a positive number [gamma] > sup |V₂₂|. The main result of Chapter 2 is a weak comparison principle for such a gradient flow. We extend our methods to the case where A is a fractional power of an elliptic operator, and we provide an application to the Aubry-Mather theory for partial differential equations and pseudo-differential equations by finding plane-like minimizers of the energy functional. In Chapter 3 we investigate the differentiability of the minimal average energy associated to the functionals [mathematical equation] using numerical and perturbation methods. We use the Sobolev gradient descent method as a numerical tool to compute solutions of the Euler-Lagrange equations with some periodicity conditions; this is the cell problem in homogenization. We use these solutions to determine the minimal average energy as a function of the slope. We also obtain a representation of the solutions to the Euler-Lagrange equations as a Lindstedt series in the perturbation parameter [epsilon], and use this to confirm our numerical results. Additionally, we prove convergence of the Lindstedt series. In Chapter 4 we present a method for determining the stability of a class of stochastically forced ordinary differential equations, where the forcing term can be obtained by passing white noise through a filter of arbitrarily high degree. We use the Fokker-Planck equation to write a partial differential equation for the second moments, which we turn into an eigenvalue problem for a second-order differential operator. We develop ladder operators to determine analytic expressions for the eigenvalues and eigenfunctions of this differential operator, and thus determine the stability. / text

This thesis studies the approximation of solutions to partial differential equations (PDEs) over domains discretized by the dual of a simplicial mesh. While `primal' methods associate degrees of freedom (DoFs) of the solution with specific geometrical entities of a simplicial mesh (simplex vertices, edges, faces, etc.), a `dual discretization method' associates DoFs with the geometric duals of these objects. In a tetrahedral mesh, for instance, a primal method might assign DoFs to edges of tetrahedra while a dual method for the same problem would assign DoFs to edges connecting circumcenters of adjacent tetrahedra. Dual discretization methods have been proposed for various specific PDE problems, especially in the context of electromagnetics, but have not been analyzed using the full toolkit of modern numerical analysis as is considered here. The recent and still-developing theories of finite element exterior calculus (FEEC) and discrete exterior calculus (DEC) are shown to be essential in understanding the feasibility of dual methods. These theories treat the solutions of continuous PDEs as differential forms which are then discretized as cochains (vectors of DoFs) over a mesh. While the language of DEC is ideal for describing dual methods in a straightforward fashion, the results of FEEC are required for proving convergence results. Our results about dual methods are focused on two types of stability associated with PDE solvers: discretization and numerical. Discretization stability analyzes the convergence of the approximate solution from the discrete method to the continuous solution of the PDE as the maximum size of a mesh element goes to zero. Numerical stability analyzes the potential roundoff errors accrued when computing an approximate solution. We show that dual methods can attain the same approximation power with regard to discretization stability as primal methods and may, in some circumstances, offer improved numerical stability properties. A lengthier exposition of the approach and a detailed description of our results is given in the first chapter of the thesis. / text

In a first part, we are interested in the behavior of a system of Stochastic PDEs with two time-scales- more precisely, we focus on the approximation of the slow component thanks to an efficient numerical scheme. We first prove an averaging principle, which states that the slow component converges to the solution of the so-called averaged equation. We then show that a numerical scheme of Euler type provides a good approximation of an unknown coefficient appearing in the averaged equation. Finally, we build and we analyze a discretization scheme based on the previous results, according to the HMM methodology (Heterogeneous Multiscale Method). We precise the orders of convergence with respect to the time-scale parameter and to the parameters of the numerical discretization- we study the convergence in a strong sense - approximation of the trajectories - and in a weak sense - approximation of the laws. In a second part, we study a method for approximating solutions of parabolic PDEs, which combines a semi-lagrangian approach and a Monte-Carlo discretization. We first show in a simplified situation that the variance depends on the discretization steps. We then provide numerical simulations of solutions, in order to show some possible applications of such a method.

This thesis is devoted to the study of parabolic systems of partial differential equations arising in mass action kinetics chemistry, population dynamics and electromigration theory. We are interested in the existence of global solutions, uniqueness of weak solutions, and in the fast-reaction limit in a reaction-diffusion system. In the first chapter, we study two cross-diffusion systems. We are first interested in a population dynamics model, where cross effects in the interactions between the different species are modeled by non-local operators. We prove the well-posedness of the corresponding system for any space dimension. We are then interested in a cross-diffusion system which arises as the fast-reaction limit system in a classical system for the chemical reaction C1+C2=C3. We prove the convergence when k goes to infinity of the solution of the system with finite reaction speed k to a global solution of the limit system. The second chapter contains new global existence results for some reaction-diffusion systems. For networks of elementary chemical reactions of the type Ci+Cj=Ck and under Mass Action Kinetics assumption, we prove the existence and uniqueness of global strong solutions, for space dimensions N<6 in the semi-linear case, and N<4 in the quasi-linear case. We also prove the existence of global weak solutions for a class of parabolic quasi-linear systems with at most quadratic non-linearities and with initial data that are only assumed to be nonnegative and integrable. In the last chapter, we generalize a global well-posedness result for reaction-diffusion systems whose nonlinearities have a "triangular" structure, for which we now take into account advection terms and time and space dependent diffusion coefficients. The latter result is then used in a Leray-Schauder fixed point argument to prove the existence of global solutions in a diffusion-electromigration system.

In this thesis, we address several problems arising in the study of nondegenerate and degenerate parabolic SPDEs, stochastic hyperbolic conservation laws and SDEs with continues coefficients. In the first part, we are interested in degenerate parabolic SPDEs, adapt the notion of kinetic formulation and kinetic solution and establish existence, uniqueness as well as continuous dependence on initial data. As a preliminary result we obtain regularity of solutions in the nondegenerate case under the hypothesis that all the coefficients are sufficiently smooth and have bounded derivatives. In the second part, we consider hyperbolic conservation laws with stochastic forcing and study their approximations in the sense of Bhatnagar-Gross-Krook. In particular, we describe the conservation laws as a hydrodynamic limit of the stochastic BGK model as the microscopic scale vanishes. In the last part, we provide a new and fairly elementary proof of Skorkhod's classical theorem on existence of weak solutions to SDEs with continuous coefficients satisfying a suitable Lyapunov condition.

For degenerate elliptic partial differential equations, it is often desirable to show that a weak solution is smooth. The first and most difficult step in this process is establishing local Hölder continuity. Sufficient conditions for establishing continuity have already been documented in [FP], [SW1], and [MRW], and their necessity in [R]. However, the complexity of the equations discussed in those works makes it difficult to understand the core structure of the arguments employed. Here, we present a harmonic-analytic method for establishing Hölder continuity of weak solutions in context of a simple linear equation div(Q?u) = f in a homogeneous space structure in order to showcase the form of the argument. Ad- ditionally, we correct an oversight in the adaptation of the John-Nirenberg inequality presented in [SW1], restricting it to a much smaller class of balls.

In this thesis we study Sobolev gradient flows for Perona-Malik style energy functionals and generalizations thereof. We begin with first order isotropic flows which are shown to be regularizations of the heat equation. We show that these flows are well-posed in the forward and reverse directions which yields an effective linear sharpening algorithm. We furthermore establish a number of maximum principles for the forward flow and show that edges are preserved for a finite period of time. We then go on to study isotropic Sobolev gradient flows with respect to higher order Sobolev metrics. As the Sobolev order is increased, we observe an increasing reluctance to destroy fine details and texture. We then consider Sobolev gradient flows for non-linear anisotropic diffusion functionals of arbitrary order. We establish existence, uniqueness and continuous dependence on initial data for a broad class of such equations. The well-posedness of these new anisotropic gradient flows opens the door to a wide variety of sharpening and diffusion techniques which were previously impossible under L2 gradient descent. We show how one can easily use this framework to design an anisotropic sharpening algorithm which can sharpen image features while suppressing noise. We compare our sharpening algorithm to the well-known shock filter and show that Sobolev sharpening produces natural looking images without the "staircasing" artifacts that plague the shock filter. / Thesis (Master, Mathematics & Statistics) -- Queen's University, 2010-08-25 10:44:12.23