Un système est défini par les entités et leurs interrelations dans un environnement qui est déterminé par une limite arbitraire. Les systèmes complexes présentent un comportement émergent sans un contrôleur central. Les systèmes concrets désignent ceux qui sont observables dans la réalité. Un modèle nous permet de comprendre, de contrôler et de prédire le comportement du système. Un modèle différentiel à partir d'un système pourrait être compris comme une sorte de loi physique sous-jacent représenté par l'un ou d'un ensemble d'équations différentielles. Ce travail vise à étudier et mettre en œuvre des méthodes pour effectuer la modélisation des systèmes automatisée par l'ordinateur. Cette thèse pourrait être divisée en trois étapes principales, ainsi: (1) le développement d'un solveur numérique automatisé par l'ordinateur pour les équations différentielles linéaires, partielles ou ordinaires, sur la base de la formulation de matrice pour une personnalisation propre de la méthode Ritz-Galerkin; (2) la proposition d'un schème de score d'adaptation qui bénéficie du solveur numérique développé pour guider l'évolution des modèles différentiels pour les systèmes complexes concrets; (3) une implémentation préliminaire d'une application de programmation génétique pour effectuer la modélisation des systèmes automatisée par l'ordinateur. Dans la première étape, il est montré comment le solveur proposé utilise les polynômes de Jacobi orthogonaux comme base complète pour la méthode de Galerkin et comment le solveur traite des conditions auxiliaires de plusieurs types. Solutions à approximations polynomiales sont ensuite réalisés pour plusieurs types des équations différentielles partielles linéaires, y compris les problèmes hyperboliques, paraboliques et elliptiques. Dans la deuxième étape, le schème de score d'adaptation proposé est conçu pour exploiter certaines caractéristiques du solveur proposé et d'effectuer l'approximation polynômiale par morceaux afin d'évaluer les individus différentiels à partir d'une population fournie par l'algorithme évolutionnaire. Enfin, une mise en œuvre préliminaire d'une application GP est présentée et certaines questions sont discutées afin de permettre une meilleure compréhension de la modélisation des systèmes automatisée par l'ordinateur. Indications pour certains sujets prometteurs pour la continuation de futures recherches sont également abordées dans ce travail, y compris la façon d'étendre ce travail à certaines classes d'équations différentielles partielles non-linéaires. / A system is defined by its entities and their interrelations in an environment which is determined by an arbitrary boundary. Complex systems exhibit emergent behaviour without a central controller. Concrete systems designate the ones observable in reality. A model allows us to understand, to control and to predict behaviour of the system. A differential model from a system could be understood as some sort of underlying physical law depicted by either one or a set of differential equations. This work aims to investigate and implement methods to perform computer-automated system modelling. This thesis could be divided into three main stages: (1) developments of a computer-automated numerical solver for linear differential equations, partial or ordinary, based on the matrix formulation for an own customization of the Ritz-Galerkin method; (2) proposition of a fitness evaluation scheme which benefits from the developed numerical solver to guide evolution of differential models for concrete complex systems; (3) preliminary implementations of a genetic programming application to perform computer-automated system modelling. In the first stage, it is shown how the proposed solver uses Jacobi orthogonal polynomials as a complete basis for the Galerkin method and how the solver deals with auxiliary conditions of several types. Polynomial approximate solutions are achieved for several types of linear partial differential equations, including hyperbolic, parabolic and elliptic problems. In the second stage, the proposed fitness evaluation scheme is developed to exploit some characteristics from the proposed solver and to perform piecewise polynomial approximations in order to evaluate differential individuals from a given evolutionary algorithm population. Finally, a preliminary implementation of a genetic programming application is presented and some issues are discussed to enable a better understanding of computer-automated system modelling. Indications for some promising subjects for future continuation researches are also addressed here, as how to expand this work to some classes of non-linear partial differential equations.

<p>Diffusion is a phenomenon in which particles move from regions of higher density to regions of lower density. Many physical systems, in fields as diverse as plant biology and finance, are known to involve diffusion phenomena. Typically, diffusion systems are modeled by partial differential equations (PDEs), which include certain parameters. These parameters characterize a given diffusion system. Therefore, for both modeling and simulation of a diffusion system, one has to either know or determine these parameters. Moreover, as PDEs are infinite order dynamic systems, for computational purposes one has to approximate them by a finite order model. In this thesis, we investigate these two issues of model reduction and parameter estimation by considering certain specific cases of heat diffusion systems. </p><p>We first address model reduction by considering two specific cases of heat diffusion systems. The first case is a one-dimensional heat diffusion across a homogeneous wall, and the second case is a two-dimensional heat diffusion across a homogeneous rectangular plate. In the one-dimensional case we construct finite order approximations by using some well known PDE solvers and evaluate their effectiveness in approximating the true system. We also construct certain other alternative approximations for the one-dimensional diffusion system by exploiting the different modal structures inherently present in it. For the two-dimensional heat diffusion system, we construct finite order approximations first using the standard finite difference approximation (FD) scheme, and then refine the FD approximation by using its asymptotic limit.</p><p>As for parameter estimation, we consider the same one-dimensional heat diffusion system, as in model reduction. We estimate the parameters involved, first using the standard batch estimation technique. The convergence of the estimates are investigated both numerically and theoretically. We also estimate the parameters of the one-dimensional heat diffusion system recursively, initially by adopting the standard recursive prediction error method (RPEM), and later by using two different recursive algorithms devised in the frequency domain. The convergence of the frequency domain recursive estimates is also investigated. </p>

Random fields are frequently used in computational simulations of real-life processes. In particular, in this work they are used in modeling of flow and transport in porous media. Porous media as they arise in geological formations are intrinsically deterministic but there is significant uncertainty involved in determination of their properties such as permeability, porosity and diffusivity. In many situations description of properties of the porous media is aided by a limited number of observations at fixed points. These observations constrain the randomness of the field and lead to conditional simulations. In this work we propose a method of simulating the random fields which respect the observed data. An advantage of our method is that in the case that additional data becomes available it can be easily incorporated into subsequent representations. The proposed method is based on infinite series representations of random fields. We provide truncation error estimates which bound the discrepancy between the truncated series and the random field. We additionally provide the expansions for some processes that have not yet appeared in the literature. There are several approaches to efficient numerical computations for partial differential equations with random parameters. In this work we compare the solutions of flow and transport equations obtained by conditional simulations with Monte Carlo (MC) and stochastic collocation (SC) methods. Due to its simplicity MC method is one of the most popular methods used for the solution of stochastic equations. However, it is computationally expensive. The SC method is functionally similar to the MC method but it provides the faster convergence of the statistical moments of the solutions through the use of the carefully chosen collocation points at which the flow and transport equations are solved. We show that for both methods the conditioning on measurements helps to reduce the uncertainty of the solutions of the flow and transport equations. This especially holds in the neighborhood of the conditioning points. Conditioning reduces the variances of solutions helping to quantify the uncertainty in the output of the flow and transport equations. / Graduation date: 2013

This thesis consists of a summary and four scientific articles. All four articles consider various aspects of stochastic differential equations and the purpose of the summary is to provide an introduction to this subject and to supply the notions required in order to fully understand the articles. In the first article we conduct a thorough study of the multi-dimensional Skorohod problem in time-dependent domains. In particular we prove the existence of cádlág solutions to the Skorohod problem with oblique reflection in time-independent domains with corners. We use this existence result to construct weak solutions to stochastic differential equations with oblique reflection in time-dependent domains. In the process of obtaining these results we also establish convergence results for sequences of solutions to the Skorohod problem and a number of estimates for solutions, with bounded jumps, to the Skorohod problem. The second article considers the problem of determining the sensitivities of a solution to a second order parabolic partial differential equation with respect to perturbations in the parameters of the equation. We derive an approximate representation of the sensitivities and an estimate of the discretization error arising in the sensitivity approximation. We apply these theoretical results to the problem of determining the sensitivities of the price of European swaptions in a LIBOR market model with respect to perturbations in the volatility structure (the so-called ‘Greeks’). The third article treats stopped diffusions in time-dependent graph domains with low regularity. We compare, numerically, the performance of one adaptive and three non-adaptive numerical methods with respect to order of convergence, efficiency and stability. In particular we investigate if the performance of the algorithms can be improved by a transformation which increases the regularity of the domain but, at the same time, reduces the regularity of the parameters of the diffusion. In the fourth article we use the existence results obtained in Article I to construct a projected Euler scheme for weak approximation of stochastic differential equations with oblique reflection in time-dependent domains. We prove theoretically that the order of convergence of the proposed algorithm is 1/2 and conduct numerical simulations which support this claim.

We study the equilibrium solutions of an integrodifferential equation used to model one-dimensional biological swarms. We assume that the motion of the swarm is governed by pairwise interactions, or a convolution in the continuous setting, and derive a continuous model from conservation laws. The steady-state solution found for the model is compactly supported and is shown to be an attractive equilibrium solution via linear perturbation theory. Numerical simulations support that the steady-state solution is attractive for all initial swarm distributions. Some initial results for the model in higher dimensions are also presented.

Στην παρούσα διδακτορική διατριβή μελετά με το πρόβλημα αρχικών-συνοριακών τιμών (ΠΑΣΤ) για τη μη γραμμική εξελικτική μερική διαφορική εξίσωση των Korteweg-De Vries (KDV) σε ένα φραγμένο διάστημα της χωρικής μεταβλητής. Η μέθοδος που εφαρμόζουμε είναι γνωστή σαν μέθοδος του ενοποιημένου μετασχηματισμού. Η εφαρμογή της μεθόδου στο υπό θεώρηση ΠΑΣΤ συνίσταται στη λεγόμενη ταυτόχρονη φασματική ανάλυση του αντίστοιχου της εξίσωσης KDV ζεύγους Lax. Ένας βασικός ερευνητικός στόχος που επιτεύχθηκε στη συνεισφορά αυτή συνίσταται στην έκφραση, για μια αρκετά γενική κλάση αρχικών και συνοριακών συνθηκών, της λύσης του ΠΑΣΤ σαν μια ολοκληρωτική αναπαράσταση μέσω της λύσης ενός κατάλληλου προβλήματος Riemann-Hilbert (RH) στο μιγαδικό επίπεδο της φασματικής παραμέτρου. Μάλιστα, παρέχονται δύο εναλλακτικές ολοκληρωτικές αναπαραστάσεις για καθένα από δύο εναλλακτικά προβλήματα RH. Ένα δεύτερος ερευνητικός στόχος ο οποίος επιτυγχάνεται είναι η ανάπτυξη μιας διαδικασίας αναγωγής του ιδιόμορφου προβλήματος RH σε ένα ολόμορφο. Ένας τρίτος, τέλος, ερευνητικός στόχος ο οποίος επιτυγχάνεται είναι ο χαρακτηρισμός της λεγόμενης γενικευμένης απεικόνισης Dirichlet-to-Neumann, η έκφραση, δηλαδή, των αγνώστων συνοριακών συναρτήσεων μέσω των επιβεβλημένων αρχικών και συνοριακών συνθηκών. Η διατριβή διαρθρώνεται σε επτά κεφάλαια, εκ των οποίων το πρώτο είναι εισαγωγικού χαρακτήρα, ενώ τα υπόλοιπα έξι αποτελούν το πρωτότυπο μέρος της διατριβής. Αναλυτικά, το περιεχόμενο καθενός κεφαλαίου έχει ως ακολούθως. Στο πρώτο κεφάλαιο παρουσιάζεται, μεταξύ άλλων, το πρόβλημα RH, τη μέθοδο της αντίστροφης σκέδασης για την KDV, τη μέθοδο της ένδυσης για την KDV και τη μέθοδο της ταυτόχρονης φασματικής ανάλυσης του ζεύγους Lax. Στο κεφάλαιο 2 ξεκινάμε την εφαρμογή της μεθόδου στο υπό θεώρηση ΠΑΣΤ υποθέτοντας ότι η KDV επιδέχεται λύση στην αντίστοιχη χωροχρονική περιοχή. Η αντίστοιχη της περιοχής αυτής ταυτόχρονη φασματική ανάλυση του ζεύγους Lax οδηγεί στη διατύπωση ενός ιδιόμορφου ομογενούς προβλήματος RH. Αυτό ορίζεται μέσω μιας εξάδας φασματικών συναρτήσεων. Οι τελευταίες εκφράζονται μέσω των αρχικών τιμών της λύσης και των συνοριακών τιμών και εγκαρσίων συνοριακών της μέχρι και δεύτερης τάξης. Στο κεφάλαιο 3 ορίζουμε τις 6 φασματικές συναρτήσεις που αντιστοιχούν στις αρχικές και συνοριακές συνθήκες και δείχνουμε ότι η αντιστροφή των απεικονίσεων αυτών περιγράφεται μέσω καταλλήλων προβλημάτων RH. Δείχνουμε επίσης ότι ικανοποιείται μια εξίσωση που ονομάζεται ολική σχέση και χαρακτηρίζει τα αποδεκτά σύνολα αρχικών και συνοριακών συναρτήσεων. Στο κεφάλαιο 4 δείχνουμε ότι η ασυμπτωματική συμπεριφορά της λύσης του προβλήματος RH οδηγεί πράγματι σε μια λύση του ΠΑΣΤ. Στο κεφάλαιο 5 μελετάμε τη μονοσήμαντη επιλυσιμότητα του προβλήματος RH. Στο κεφάλαιο 6 παρουσιάζουμε έναν εναλλακτικό τρόπο διατύπωσης προβλήματος RH, αντικαθιστώντας του πόλους με καμπύλες ασυνέχειας. Στο κεφάλαιο 7 χρησιμοποιούμε την ολική σχέση για την κατασκευή της γενικευμένης απεικόνισης Dirichlet-to-Neumann, για το χαρακτηρισμό δηλαδή των αγνώστων συνοριακών συναρτήσεων (που εμφανίζονται στο πρόβλημα RH) μέσω των επιβεβλημένων αρχικών και συνοριακών συνθηκών. / In the present PhD thesis we study the initial-boundary value problem for the nonlinear evolution partial diefferential equation of Korteweg-De Vries (KDV) posed on a finite interval of the spatial variable. The method we employ is known as unified transform method. The application of the method on the IBVP under consideration consists of the so-called simultaneous spectral analysis of the Lax pair associated to the KDV equation. The first aim achieved in this contribution, is the expression of the solution of the IBVP as an integral representation in terms of the solution an appropriate Riemann-Hilbert (RH) problem in the complex plane of the spectral parameter, for a sufficiently large class of initial and boundary conditions. In particular, we provide two different integral representations for each one of two different RH problems. A second aim achieved is the invention of a procedure for the reduction of the singular RH problem to a regular one. A third aim achieved is the caracterization of the so-called generalized Dirichlet-to_Neumann map, that is, the expression of the unknown boundary functions in terms of the prescribed initial and boundary conditions. The Phd thesis is divided in 7 chapters. The first chapter is of an introductory character, while the remaining six chapters consist of the original contribution of the thesis. Analytically, the content of each chapter has as follows. The first chapter presents, among other things, the RH problem, the inverse scattering method for KDV, the dressing method for KDV and the method of simultaneous spectral analysis of the Lax pair. Chapter 2 presents the first step of the application of the method upon the IBVP, under the assumption thet KDV is solvable in the corresponding space-time region. The simultaneous spectral analysis of the Lax pair leads to the formulation of a singular homogenous RH factorization problem, which is defined in terms of six spectral functions. The last ones are expressed in terms of the initial and boundary values of the solution and of its transverse boundary derivatives up to order two. In chapter 3 we define the six spectral functions that correspond to the initial and boundary conditions and show that the inversion of these mappings can be described through appropriate RH problems. Also an appropriate “global relation” is satisfied, which characterizes the admissible initial and boundary functions. In chapter 4 we show that the asymptotic behavior of the solution of the RH problem leads actually to a solution of the IBVP. In chapter 5 we study the unique solvability of the RH problem. In chapter 6 we present an alternative RH formulation, replacing the poles by discontinuity curves. In chapter 7 we present the global relation to construct the generalized Dirichlet-to-Neumann map, that is, the expression of the unknown boundary functions (appearing in the RH formulation) in terms of the prescribed initial and boundary conditions.

Όπως φαίνεται και από τον τίτλο της, ο σκοπός της Διπλωματικής αυτής Εργασίας είναι διπλός. Αφ’ ενός διαπραγματεύεται ένα κλασικό μαθηματικό πρόβλημα, το πρόβλημα Riemann-Hilbert (RH), που παρουσιάζεται και επιλύεται σε μια σειρά περιπτώσεων. Αφ’ ετέρου παρουσιάζεται η εφαρμογή του προβλήματος αυτού στη μελέτη προβλημάτων αρχικών ή αρχικών-συνοριακών τιμών για γραμμικές και μη γραμμικές μερικές διαφορικές εξισώσεις. Η εργασία διαρθρώνεται σε τεσσερα (4) κεφάλαια. Ακριβέστερα, η δομή των κεφαλαίων είναι η ακόλουθη. Το πρώτο κεφάλαιο αποτελεί την εισαγωγή της εργασίας και περιέχει, εκτός από μια εποπτική παρουσίαση του προβλήματος, μια σύντομη ιστορική αναδρομή καθώς και παράθεση των εφαρμογών του προβλήματος. Το δεύτερο κεφάλαιο τιτλοφορείται ‘Ολοκληρώματα τύπου Cauchy’ και είναι αφιερωμένο στην παρουσίαση του αναγκαίου υποβάθρου, με σκοπό να είναι η ακόλουθη παρουσίαση αυτάρκης. Τα θέματα που διαπραγματεύεται είναι: Oλοκληρώματα τύπου Cauchy, συναρτήσεις τύπου Hölder, ολοκληρώματα κύριας τιμής του Cauchy, θεώρημα των Plemelj-Sokhotski, ολοκληρωτικός τελεστής του Cauchy, ολοκληρώματα τύπου Cauchy στην πραγματική ευθεία. Το τρίτο κεφάλαιο, ‘Το πρόβλημα Riemann-Hilbert’, παρουσιάζει το πρόβλημα καθώς και την επίλυσή του σε μια σειρά περιπτώσεων. Στην πιο απλή διατύπωσή του, το πρόβλημα ζητά τον προσδιορισμό μιας τμηματικά ολόμορφης μιγαδικής συνάρτησης μιας μιγαδικής μεταβλητής η οποία παρουσιάζει δοσμένο άλμα κατά μήκος δοσμένης καμπύλης του μιγαδικού επιπέδου. Εστιαζόμαστε αποκλειστικά σε βαθμωτά προβλήματα. Επίσης, εργαζόμαστε με συνοριακές καμπύλες που έχουν την ιδιότητα να χωρίζουν το μιγαδικό επίπεδο σε δύο τμήματα: κλειστές καμπύλες, καθώς και την πραγματική ευθεία. Ειδικότερα, αναλύονται τα ακόλουθα προβλήματα: (i) Πρόβλημα Riemann-Hilbert (RH) για κλειστές καμπύλες: (1) Aθροιστικό (additive) πρόβλημα RH. (2) Πρόβλημα παραγοντοποίησης (factorization) RH. (3) Γενικό μη ομογενές πρόβλημα RH. (ii) Πρόβλημα RH επί της πραγματικής ευθείας: (1) Aθροιστικό (additive) πρόβλημα RH. (2) Πρόβλημα παραγοντοποίησης (factorization) RH. (3) Γενικό μη ομογενές πρόβλημα RH. Το τέταρτο κεφάλαιο τιτλοφορείται ‘Προβλήματα Αρχικών-Συνοριακών Τιμών για Γραμμικές και μη Γραμμικές Μερικές Διαφορικές Εξισώσεις’. Εδώ διαπραγματευόμαστε μερικές διαφορικές εξισώσεις (ΜΔΕ), τόσο γραμμικές όσο και μη γραμμικές, που έχουν την ιδιότητα να διαθέτουν ζεύγος Lax (Lax pair formulation): Aυτό σημαίνει ότι κάθε μία από αυτές τις ΜΔΕ μπορεί να γραφεί σαν η συνθήκη συμβατότητας (ολοκληρωσιμότητας) ενός ζεύγους γραμμικών ΜΔΕ, που περιέχει και μια ελεύθερη μιγαδική παράμετρο (φασματική παράμετρος). Τέτοιες ΜΔΕ χαρακτηρίζονται και σαν ολοκληρώσιμες (integrable) με τη μέθοδο της αντίστροφης σκέδασης (inverse scattering method). Η τελευταία αποτελεί μια μέθοδο επίλυσης του προβλήματος αρχικών τιμών, ή Cauchy, για εξελικτικές ΜΔΕ αυτού του είδους. Η νεότερη μέθοδος του ενοποιημένου φασματικού μετασχηματισμού (unified transform method), ή της ταυτόχρονης φασματικής ανάλυσης (simultaneous spectral analysis) του ζεύγους Lax, γενικεύει την προηγούμενη μέθοδο με τρόπο που να μπορεί να εφαρμοστεί και σε προβλήματα αρχικών-συνοριακών τιμών τέτοιων ΜΔΕ (και όχι μόνο). Στο κεφάλαιο αυτό της εργασίας μελετιούνται τα ακόλουθα προβλήματα. (i). Το πρόβλημα αρχικών τιμών (ΠΑΤ) για τη (γραμμική) ΜΔΕ της διάχυσης (ή θερμότητας) (heat (or diffusion) equation). Εδώ παρουσιάζεται η μέθοδος της αντίστροφης σκέδασης στην απλούστερή της μορφή. (ii). Ένα αρκετά γενικό φασματικό πρόβλημα, που μπορεί να αποτελέσει το χωρικό μέρος του ζευγαριού Lax για μια πλειάδα μη γραμμικών ΜΔΕ. Στη συνέχεια, η προσοχή μας εστιάζεται στο λεγόμενο φασματικό πρόβλημα των Zakharov-Shabat. Σαν εφαρμογή, μελετάται το ΠΑΤ για τη μη γραμμική Εξίσωση Schrodinger (Nonlinear Schrodinger, NLS). (iii). Το πρόβλημα αρχικών-συνοριακών τιμών (ΠΑΣΤ) για την εξίσωση της διάχυσης ορισμένη στην ημιευθεία της χωρικής μεταβλητής. Εδώ περιγράφεται η μέθοδος του ενοποιημένου φασματικού μετασχηματισμού στην απλούστερή της μορφή, εφαρμοζόμενη δηλαδή σε ένα γραμμικό πρόβλημα. H εργασία καταλήγει με την παράθεση της βιβλιογραφίας, σύμφωνα με τις αναφορές που προκύπτουν από το κείμενο. / As it is shown in its title, the purpose of this M.Sc.thesis is twofold. First, we discuss a classical mathematical problem, called the Riemann-Hilbert problem. This problem is presented and solved in a series of cases. Afterwards, we present the applications of this problem to the study of initial value problems and initial-boundary value problems for linear and nonlinear partial differential equations. The thesis is organized in four (4) chapters. More accurately, the structure of the four chapters is as follows. The first chapter constitutes of the Introduction to the thesis. It contains the presentation of the problem, a short historical retrospection of the problem, as well as a list of applications of the problem. The second chapter, entitled “Cauchy Type Integrals”, is dedicated to the presentation of the necessary background, so as to make the following presentation self-contained. The topics negotiated are: Cauchy type integrals, Hölder type functions, Cauchy principal value integrals, the Plemelj-Sokhotski theorem, the Cauchy integral operator, Cauchy type integrals on the real line. The third chapter, “The Riemann-Hilbert Problem”, presents the problem, as well s its solution, in a series of cases. The problem’s simplest formulation seeks for a sectionally holomorphic, complex valued function of a single complex variable, which undergoes a given (predetermined) jump along a given curve of the complex plane. We focus our attention exclusively on scalar Riemann-Hilbert problems. We work exclusively with discontinuity curves that have the property to divide the complex plane into two sections, and, in particular, with closed curves, as well as with the real line. In particular, we analyse the following problems: (i). The Riemann-Hilbert (RH) problem for closed curves: (1). Additive RH problem. (2). Factorization RH problem. (3). General non-homogeneous RH problem. (ii). RH problem on the real line. (1). Additive RH problem. (2). Factorization RH problem. (3). General non-homogeneous RH problem. The fourth chapter is entitled “Initial-Boundary Value Problems for Linear and Nonlinear Partial Differential Equations”. Here we negotiate with patial differential equations (PDE), linear as well as nolinear, which have the distinguishing property of possessing a so-called Lax pair formulation. By this we mean that, any of these PDEs is equivalent to the compatibility (integrability) condition of a proper pair of linear differential equations, the so-called Lax pair, that also contains a free complex parameter, termed to the spectral parameter. Such PDEs are also characterized as integrable by the inverse scattering method. The last method, also called the inverse spectral method, is a method for solving the initial value problem, or Cauchy problem, for evolutionary PDEs of this kind. The new method of simultaneous spectral analysis of the Lax pair, also called the unified transform method, generalizes the previous one in a manner that renders it applicable also to initial-boundary value problems for such PDEs. In this, fourth, chapter we study the following problems: (i). The initial value problem for the (linear) heat (or diffusion) equation. Here is presented the inverse scattering method in its simplest form. (ii). An adequately general spectral problem, which may constitute the spatial part of the Lax pair for many integrable nonlinear PDEs. We afterwards focus our attention to a specific case of this problem, the so-called Zakharov-Shabat spectral problem. As an application, we study the initial value problem for the so-called Nonlinear Schrodinger (NLS) equation. (iii). The initial-boundary value problem for the heat (or diffusion) equation posed on a semi-infinite interval of the spatial variable. Here we present the unified transform method in its simplest form, i.e., applied on a linear problem. The thesis terminates with the presentation of the bibliography, in accordance with the references that appear in the text.

There are several algorithms for solving the linear system of equations that arise from the finite element method with linear or near-linear computational complexity. One way is to find an approximation of the stiffness matrix that is such that it can be used in a preconditioned conjugate residual method, that is, a preconditioner to the stiffness matrix. We have studied two preconditioners for the conjugate residual method, both based on writing the stiffness matrix in block form, factorising it and then approximating the Schur complement block to get a preconditioner. We have studied the stationary reaction-diffusion-advection equation in two dimensions. The mesh is refined adaptively, giving a hierarchy of meshes. In the first method the Schur complement is approximated by the stiffness matrix at one coarser level of the mesh, in the second method it is approximated as the assembly of local Schur complements corresponding to macro triangles. For two levels the theoretical bound of the condition number is 1/(1-C²) for either method, where C is the Cauchy-Bunyakovsky-Schwarz constant. For multiple levels there is less theory. For the first method it is known that the condition number of the preconditioned stiffness matrix is O(l²), where l is the number of levels of the preconditioner, or, equivalently, the number mesh refinements. For the second method the asymptotic behaviour is not known theoretically. In neither case is the dependency of the condition number of C known. We have tested both methods on several problems and found the first method to always give a better condition number, except for very few levels. For all tested problems, using the first method it seems that the condition number is O(l), in fact it is typically not larger than Cl. For the second method the growth seems to be superlinear.

Sedimentary basins form when water-borne sediments in shallow seas are deposited over periods of millions of years. Sediments compact under their own weight, causing the expulsion of pore water. If this expulsion is sufficiently slow, overpressuring can result, a phenomenon which is of concern in oil drilling operations. The competition between pore water expulsion and burial is complicated by a variety of factors, which include diagenesis (clay dewatering), and different modes (elastic or viscous) of rheological deformation via compaction and pressure solution, which may also include hysteresis in the constitutive behaviours. This thesis is concerned with models which can describe the evolution of porosity and pore pressure in sedimentary basins. We begin by analysing the simplest case of poroelastic compaction which in a 1-D case results in a nonlinear diffusion equation, controlled principally by a dimensionless parameter lambda, which is the ratio of the hydraulic conductivity to the sedimentation rate. We provide analytic and numerical results for both large and small lambda in Chapter 3 and Chapter 4. We then put a more realistic rheological relation with hysteresis into the model and investigate its effects during loading and unloading in Chapter 5. A discontinuous porosity profile may occur if the unloaded system is reloaded. We pursue the model further by considering diagenesis as a dehydration model in Chapter 6, then we extend it to a more realistic dissolution-precipitation reaction-transport model in Chapter 7 by including most of the known physics and chemistry derived from experimental studies. We eventually derive a viscous compaction model for pressure solution in sedimentary basins in Chapter 8, and show how the model suggests radically different behaviours in the distinct limits of slow and fast compaction. When lambda << 1, compaction is limited to a basal boundary layer. When lambda >> 1, compaction occurs throughout the basin, and the basic equilibrium solution near the surface is a near parabolic profile of porosity. But it is only valid to a finite depth where the permeability has decreased sufficiently, and a transition occurs, marking a switch from a normally pressured environment to one with high pore pressures.

The central objective of this thesis is to suggest and develop one simple, unified method for communication over optical fiber networks, valid for all values of dispersion and nonlinearity parameters, and for a single-user channel or a multiple-user network. The method is based on the nonlinear Fourier transform (NFT), a powerful tool in soliton theory and exactly solvable models for solving integrable partial differential equations governing wave propagation in certain nonlinear media. The NFT decorrelates signal degrees of freedom in such models, in much the same way that the Fourier transform does for linear systems. In this thesis, this observation is exploited for data transmission over integrable channels such as optical fibers, where pulse propagation is governed by the nonlinear Schr\"odinger (NLS) equation. In this transmission scheme, which can be viewed as a nonlinear analogue of orthogonal frequency-division multiplexing commonly used in linear channels, information is encoded in the nonlinear spectrum of the signal. Just as the (ordinary) Fourier transform converts a linear convolutional channel into a number of parallel scalar channels, the nonlinear Fourier transform converts a nonlinear dispersive channel described by a \emph{Lax convolution} into a number of parallel scalar channels. Since, in the spectral coordinates the NLS equation is multiplicative, users of a network can operate in independent nonlinear frequency bands with no deterministic inter-channel interference. Unlike most other fiber-optic transmission schemes, this technique deals with both dispersion and nonlinearity directly and unconditionally without the need for dispersion or nonlinearity compensation methods. This thesis lays the foundations of such a nonlinear frequency-division multiplexing system.