Orientador: Ademir Pastor Ferreira / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-24T23:55:39Z (GMT). No. of bitstreams: 1 Cunha_AlyssonTobiasRibeiro_D.pdf: 2613588 bytes, checksum: a1484c40a841c1479e707e39620338b7 (MD5) Previous issue date: 2014 / Resumo: O resumo poderá ser visualizado no texto completo da tese digital / Abstract: The abstract is available with the full electronic digital document / Doutorado / Matematica / Doutor em Matemática

Orientador: João Frederico da Costa Azevedo Meyer / Dissertação (mestrado profissional) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica / Made available in DSpace on 2018-08-19T09:35:38Z (GMT). No. of bitstreams: 1 Prestes_ManoelFernandoBiagioni_M.pdf: 6775504 bytes, checksum: 58bb4307baf12ee09b0deeae72c3c8c9 (MD5) Previous issue date: 2011 / Resumo Este estudo visa descrever a evolução de material impactante na Lagoa do Taquaral, tendo sido inclusive apresentada inicialmente, uma descrição desse meio aquático, enfatizando-se os aspectos histórico, climático e geomorfológico nesta contextualização. Para a modelagem do fenômeno evolutivo utilizou-se a equação diferencial parcial clássica de Difusão-Advecção, tradicionalmente empregada na modelagem de fenômenos deste gênero. A discretização espacial do modelo caracteriza-se pelo uso do Método das Diferenças Finitas, sendo que a discretização temporal foi obtida através do Método de Crank-Nicolson. Quanto aos resultados numérico-computacionais obtidos, podemos destacar as três situações-cenário consideradas, conforme a direção predominante dos ventos adotada, com vistas a estabelecer adequados mecanismos de monitoramento, da dispersão de material impactante no meio aquático. Outrossim buscamos, neste trabalho, ferramentas capazes de propiciar estratégias a serem adotadas em políticas de prevenção e contingência, para os problemas gerados pela intervenção antrópica na micro-região em estudo. Ensejamos, ainda, estimular o poder público quanto instituição, a promover um planejamento e manuseio mais adequado do acervo ambiental / Abstract: This work has the purpose of describing the evolutionary behavior of a pollutant in a certain domain, and we have adopted the Taquaral lake as the objective example, which we initially describe in its historic, climatic and geomorphological aspects. In order to mathematically model this situation, we used a classical diffusive-advective partial differential equation. The spatial discretization is undertaken with the use of Second order central Finite Differences, while the discretization in time is done with the Crank-Nicolson Method. Three scenarios were considered, according to predominant wind directions, adopted for the numerical essays. The purpose of this was to create effective computational tools for monitoring pollutant spills and discharges in the aquatic medium. In other words, this work also intends to make available a numerical (and mathematical, as well as computational) tool for evaluating preventive and contingency policies for those polluting problems created by anthropic urban activities, besides stimulating a more precise environmental planning in this kind of situation / Mestrado / Matemática Universitária / Mestre em Matemática Universitária

Orientadores: Marko Antonio Rojas Medar, Maria Angeles Rodriguez Bellido / Tese (doutorado) - Universidade Estadual de Campinas. Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-08-04T14:33:11Z (GMT). No. of bitstreams: 1 VillamizarRoa_ElderJesus_D.pdf: 1860214 bytes, checksum: 00b73d5c74c2d58828f10d232dbe32fb (MD5) Previous issue date: 2005 / Resumo: Abordamos vários problemas relativos à existência, unicidade, regularidade e estabilidade de alguns sistemas de equações do tipo Navier-Stokes; Estudamos a existência de soluções ultra fracas para as equações de Boussinesq estacionárias, com condições de fronteira ouco regulares, do tipo Dirichlet para a velocidade e condições mistas do tipo Dirichlet e Neumann para a temperatura. Seguidamente provamos a existência de soluções tempo-periódicas brandas e fortes em domínios não limitados para as equações de Boussinesq de evolução em espaços de Lorentz. Via a teoria de semigrupos provamos resultados de existência global, comportamento assintótico e estabilidade das soluções para as equações de fluidos micropolares. Posteriormente consideramos uma classe de equações não lineares estacionárias abstratas em um espaço de Hilbert separável e mostramos algumas propriedades qualitativas relativas a esse modelo, entre elas, uma propriedade sobre a cardinalidade do conjunto das soluções do modelo abstrato em questão e uma propriedade de dependência contínua das soluções com respeito aos dados do problema. Finalmente provamos a existência de soluções fortes para as equações de Navier-Stokes com densidade variável em domínios espaciais não limitados / Abstract: The main objective of this work is to study the number of solutions of polynomial equations over finite fields. For that we used basic results on Character sums and on the number of solutions of a Quadratic Form. This approach uses elementary techniques even considering the increasing on computations. Therefore this method allowed us to study and determine formulae for the number of solutions of certain polynomial equations well known, without the need of more sophisticated tools. Among the applications of the obtained formulae, we have some examples of plane algebraic curves which number of rational points achieve the Weil bound, that is, maximal curves which are of great interest in code theory. In addition, other examples were obtained of projective manifolds over finite fields which number of points achieve the Weil-Deligne bound / Doutorado / Equações Diferenciais Parciais / Doutor em Matemática

Cette thèse aborde les principaux aspects applicatifs en matière de restauration et amélioration d'images. A travers une approche progressive, deux nouveaux paradigmes sont introduits : la mise en place d'une déconvolution et d'un débruitage simultanés avec une amélioration de cohérence, et la fusion avec débruitage. Ces paradigmes sont définis dans un cadre théorique d'approches EDP - variationnelles. Le premier paradigme représente une étape intermédiaire dans la validation et l'analyse du concept de restauration et d'amélioration combinées, tandis que la deuxième proposition traitant du modèle conjoint fusion-débruitage illustre les avantages de l'utilisation d'une approche parallèle en traitement d'images, par opposition aux approches séquentielles. Ces deux propositions sont théoriquement et expérimentalement formalisées, analysées et comparées avec les approches les plus classiques, démontrant ainsi leur validité et soulignant leurs caractéristiques et avantages. / This thesis addresses key issues of current image restoration and enhancement methodology, and through a progressive approach introduces two new image processing paradigms, i.e., concurrent image deblurring and denoising with coherence enhancement, and joint image fusion and denoising, defined within a Partial Differential Equation -variational theoretical setting.The first image processing paradigm represents an intermediary step in validating and testing the concept of compound image restoration and enhancement, while the second proposition, i.e., the joint fusion-denoising model fully illustrates the advantages of using concurrent image processing as opposed to sequential approaches.Both propositions are theoretically formalized and experimentally analyzed and compared with the similar existing methodology, proving thus their validity and emphasizing their characteristics and advantages when considered an alternative to a sequential image processing chain.

Dans la première partie de cette thèse on étudie les systèmes abcd qui ont été dérivés par J.L. Bona, M. Chen et J.-C. Saut en 2002. Ces systèmes sont des modèles approximant le problème d'ondes hydrodynamiques dans le régime de Boussinesq, à savoir, des vagues de faible amplitude et de grande longueur d'onde. Dans les deux premiers chapitres on considère le problème d'existence en temps long à savoir la construction de solutions pour les systèmes abcd qui ont leur temps d'existence minoré par $1/varepsilon$ où $varepsilon$ est le rapport entre une amplitude typique du vague et la profondeur du canal. Dans un premier temps on considère des données initiales appartenant aux espaces de Sobolev qui sont inclus dans l'espace des fonctions continues qui s'annulent à l'infini. D'un point de vue physique cette situatuion correspond à des vagues sont localisées en espace. Le point clé est la construction d'une fonctionnelle non linéaire d'énergie qui contrôle certaines normes de Sobolev sur un intervalle de temps long. Pour y arriver, on travaille avec des équations localisées en fréquence. Cette approche nous permet d'obtenir des résultats d'existence en temps long en demandant moins de régularité sur les données initiales. Un deuxième avantage de notre méthode est que l'on peut traiter d'une manière unifiée presque tous les cas correspondant aux différentes valeurs des paramètres abcd. Dans le deuxième chapitre on montre des résultats d'existence en temps long pour le cas des données ayant un comportement non trivial à l'infini.Ce type des données est relevant pour l'étude de la propagation des mascarets. L'idée qui est à la base de ces résultats est de considérer un découpage convenable de la donnée initiale en hautes et basses fréquences. Dans le troisième chapitre on emploie des schémas de volumes finis afin de construire des solutions numériques. On utilise ensuite nos schémas pour étudier l'interaction d'ondes progressives.La deuxième partie de ce manuscrit est consacrée à l'étude des problèmes de régularité optimale pour le système de Navier-Stokes qui régi l'évolution d'un fluide incompressible, inhomogène et pour le système Navier-Stokes-Korteweg utilisé pour prendre en compte les effets de capillarité. Plus précisément, on montre que ces systèmes sont bien-posés dans leurs espaces critiques, à savoir, les espaces quiont la même invariance par changement d'échelle que les systèmes eux-mêmes. Pour pouvoir démontrer ce type de résultats on a besoin d'établir de nouvelles estimations pour un problème de type Stokes avec des coefficients variables / The first part of the present thesis deals with the so -called abcd systems which were derived by J.L. Bona, M. Chen and J.-C. Saut back in 2002. These systems are approximation models for the waterwaves problem in the Boussinesq regime, that is, waves of small amplitude and long wavelength. In the first two chapters we address the long time existence problem which consists in constructing solutions for the Cauchy problem associated to the abcd systems and prove that the maximal time of existence is bounded from below by some physically relevant quantity. First, we consider the case of initial data belonging to some Sobolev spaces imbedded in the space of continuous functions which vanish at infinity. Physically, this corresponds to spatially localized waves. The key ingredient is to construct a nonlinear energy functional which controls appropriate Sobolev norms on the desired time scales. This is accomplished by working with spectrally localized equations. The two important features of our method is that we require lower regularity levels in order to develop a long time existence theory and we may treat in an uni ed manner most of the cases corresponding to the di erent values of the parameters. In the second chapter, we prove the long time existence results for the case of data thatdoes not necessarily vanish at in nity. This is especially useful if one has in mind bore propagation. One of the key ideas of the proof is to consider a well-adapted high-low frequency decomposition of the initial data. In the third chapter, we propose infinite volume schemes in order to construct numerical solutions. We use these schemes in order to study traveling waves interaction.The second part of this manuscript, is devoted to the study of optimal regularity issues for the incompressible inhomogeneous Navier-Stokes system and the Navier-Stokes-Korteweg system used in order to take in account capillarity effects. More precisely, we prove that these systems are well-posed in their truly critical spaces i.e. the spaces that have the same scale invariance as the system itself. Inorder to achieve this we derive new estimates for a Stoke-like problem with time independent variable coefficients

Do mechanického modelu kochley zavádzame implicitné numerické metódy. Tes- tujeme konkrétne štyri metódy: implicitný Euler, Crank-Nicolson, BDF druhého a tretieho rádu na lineárnej a nelineárnej verzii modelu. Nelineárny model obsahuje funkciu so saturujúcou vlastnosťou. Aplikácia implicitných metód na nelineárny model vedie na sústavu nelineárnych rovníc. Predstavujeme dva spôsoby, ako túto sústavu numericky riešiť. Prvý z nich zahrňuje nelinearitu do pravej strany novovzniknutej lineárnej sústavy. Druhý robí linearizáciu nelineárnej funkcie. V práci porovnávame oba spôsoby z hľadiska efektivity a sledujeme ich konvergenciu k referenčnému riešeniu. Pre hodnotu tolerancie, ktorú používame na určenie numerickej konvergencie, je prvý spôsob efektívnejší. V úplne nelineárnom režime druhý spôsob zlyháva, pretože nekon- verguje k referenčnému riešeniu. Výsledkom porovnania implicitných metód je, že Crank-Nicolsonova metóda s prvým spôsobom riešenia nelineárnej sústavy je pre účely nášho modelu najlepšia. Použitie tejto metódy v mechanickom modeli nám umožňuje vytvoriť ľubovoľne presné prepojenie medzi mechanickým a elektrickým modelom kochley, rešpektujúc fyziológiu človeka. 1

We develop expansion methods as a new computational approach towards high-dimensional partial differential equations (PDEs), particularly of such type as arising in the valuation of financial derivatives. The proposed methods are extended from [41] and use principal component analysis (PCA) of the underlying process in combination with a Taylor expansion of the value function into solutions to low-dimensional PDEs. They enable calculation of highly accurate approximate solutions with computational complexity polynomial in the number of dimensions for PDEs with a low number of dominant principal components. For the case of PDEs with constant coefficients, we show existence of expansion solutions and prove theoretical error bounds. We give a precise characterisation of when our methods can be applied and construct specific examples of a first and second order version. We provide numerical results showing that the empirically observed convergence speeds are in agreement with the theoretical predictions. For the case of PDEs with varying coefficients, we give a heuristic motivation using the Parametrix approach and empirically test the methods' accuracy for a range of variable parameter stock models. We demonstrate the applicability of our expansion methods to real-world securities pricing problems by considering path-dependent and early-exercise options in the LIBOR market model. Using the example of Bermudan swaptions and Ratchet floors, which are considered difficult benchmark problems, we give a careful analysis of the numerical accuracy and computational complexity. We are able to demonstrate that for problems with medium to high dimensionality, around 60-100, and moderate time horizons, the presented PDE methods deliver results comparable in accuracy to benchmark state-of-the-art Monte Carlo methods in similar or (significantly) faster run time.

Cette thèse présente des travaux originaux dans le domaine des méthodes de moyennisation d'ordre élevé. On s'intéresse notamment à des procédures de moyennisation dite stroboscopique ou quasi-stroboscopique dans des espaces de Banach ou de Hilbert. Ces procédures sont ensuite appliquées à des exemples concrets: des équations d'évolutions hautement oscillantes. Plus précisément, on montre dans un premier temps un résultat de moyennisation stroboscopique dans un espace de Banach où l'on obtient des estimations d'erreurs exponentielles. Ce théorème est ensuite appliqué sur deux équations des ondes semi-linéaire hautement oscillantes. On montre également que la Stroboscopic Averaging Method s'applique à une équation des ondes semi-linéaire avec conditions de Dirichlet. On trouve enfin numériquement, une dynamique intéressante de l'équation des ondes semi-linéaire mise en lumière par la procédure de moyennisation. Dans un second temps, on présente un théorème de moyennisation quasi-stroboscopique dans un espace de Hilbert quelconque avec des estimations d'erreurs exponentielles. Ce théorème est alors appliqué de façon indirecte à une équation de Schrödinger semi-linéaire oscillante. Cette équation est d'abord projeté dans un espace de dimension finie pour qu'on puisse lui appliquer le théorème de moyennisation quasi-stroboscopique. On écrit alors un résultat de moyennisation quasi-stroboscopique pour l'équation de Schrödinger semi-linéaire avec des estimations d'erreur polynomiales. / This thesis presents some original work in the field of high order averaging procedure. In particular, we are interested in stroboscopic and quasi-stroboscopic averaging procedure in abstract Banach or Hilbert spaces. This procedures is applied to concrete examples: some highly oscillatory evolution equations. More precisely, we first show a theorem of stroboscopic averaging in a Banach space where we obtain exponential error estimates. This theorem is then applied on two semi-linear and highly oscillatory wave equations. We also put in evidence that the {\it Stroboscopic Averaging Method} works fine with a semi-linear wave equation with Dirichlet conditions. Finally, the averaging procedure puts in evidence, numerically, an interesting dynamics regarding the semi-linear wave equation with Dirichlet conditions. In a second part, we present a quasi-stroboscopic averaging theorem in a Hilbert space with exponential error estimates. This theorem is applied on a semi-linear Schrödinger equation. This equation has first, to be project in a finite dimensional space in order to fit in the hypotheses of the theorem. We then write a quasi-stroboscopic averaging theorem for a semi-linear Schrödinger equation with polynomial error estimates.

Cette thèse concerne l'étude des propriétés de champs scalaires classiques et quantiques en présence d'un environnement inhomogène et/ou dépendant du temps. Nous nous concentrerons sur des modèles pouvant être décrits, fondamentalement ou de manière effective, par un espace-temps courbe contenant un horizon des événements. Nous verrons en particulier comment une correspondance mathématique, provenant d'une symétrie de Lorentz effective à basse énergie, permet de relier les comportements des ondes dans un cadre non relativiste à la physique des trous noirs, quelles en sont les limites et dans quelle mesure les résultats ainsi obtenus sont og analogues fg à leurs pendants gravitationnels. Après un premier chapitre d'introduction rappelant quelques bases de relativité générale puis une dérivation de la radiation de Hawking et de la correspondance avec des systèmes non relativistes, je présenterai le détail de quatre travaux effectués durant ma thèse. Les autres articles écrits dans ce cadre sont résumés dans le dernier chapitre, précédant une conclusion générale. Mes collaborateurs et moi nous sommes concentrés sur trois aspects du comportement des champs près de l'analogue d'un horizon des événements dans des modèles avec une symétrie de Lorentz effective à basse énergie. Le premier concerne les effets non linéaires, cruciaux pour comprendre l'évolution de la radiation de Hawking ainsi que pour les réalisations expérimentales mais auparavant peu étudiés. Nous montrerons comment ceux-ci déterminent les possibles comportements aux temps longs pour des systèmes stables ou instables. Le second aspect a trait aux effets linéaires et quantiques, en particulier la radiation de Hawking elle-même, son devenir lorsque l'horizon est continûment effacé, ainsi que les diverses instabilités à même de survenir dans différents modèles. Enfin, nous avons participé à l'élaboration, à l'analyse et à l'étude d’expériences dites de og gravité analogue fg dans des condensats de Bose-Einstein et des systèmes hydrodynamiques ou acoustiques, dont je rapporte les principaux résultats. / The present thesis deals with some properties of classical and quantum scalar fields in an inhomogeneous and/or time-dependent background, focusing on models where the latter can be described as a curved space-time with an event horizon. While naturally formulated in a gravitational context, such models extend to many physical systems with an effective Lorentz invariance at low energy. We shall see how this effective symmetry allows one to relate the behavior of perturbations in these systems to black-hole physics, what are its limitations, and in which sense results thus obtained are “analogous” to their general relativistic counterparts. The first chapter serves as a general introduction. A few notions from Einstein's theory of gravity are introduced and a derivation of Hawking radiation is sketched. The correspondence with low-energy systems is then explained through three important examples. The next four chapters each details one of the works completed during this thesis, updated and slightly reorganized to account for new developments which occurred after their publication. The other articles I contributed to are summarized in the last chapter, before the general conclusion. My collaborators and I focused on three aspects of the behavior of fields close to the (analogue) event horizon in models with an effective low-energy Lorentz symmetry. The first one concerns nonlinear effects, which had been given little attention in view of their crucial importance for understanding the evolution in time of Hawking radiation as well as for experimental realizations. We showed in particular how they determine the late-time behavior in stable and unstable configurations. The second aspect concerns linear and quantum effects. We studied the Hawking radiation itself in several models and what replaces it when continuously erasing the horizon. We also characterized and classified the different types of linear instabilities which can occur. Finally, we contributed to the design and analysis of “analogue gravity” experiments in Bose-Einstein condensates, hydrodynamic flows, and acoustic setups, of which I report the main results.

The famous Black-Scholes partial differential equation is one of the most widely used and researched equations in modern financial engineering to address the complex evaluations in the financial markets. This thesis investigates a numerical technique, using a fourth-order discretization in time and space, to solve a generalized version of the classical Black-Scholes partial differential equation. The numerical discretization in space consists of a fourth order centered difference approximation in the interior points of the spatial domain along with a fourth order left and right sided approximation for the points near the boundary. On the other hand, the temporal discretization is made by implementing a Runge-Kutta order four (RK4) method. The designed approximations are analyzed numerically with respect to stability and convergence properties.