M. Tech. : Mathematical Technology. / Attempts will be made to extend the elementary quarter-mass models (for instance Gillepse, 1992, [5]; Kiecke & Nielsen, 2000, [6] and Singiresu, 2004, [7]) of a motor vehicle suspension system to include the radial vibrations of a rubber tyre in the model. Tangential vibrations of the tyre surface were investigated by Bekker (2009, [8]) and the possible incorporation of such vibrations into a suspension model invites the possibility of future study.

Multisymplectic integration is a relatively new addition to the field of geometric integration, which is a modern approach to the numerical integration of systems of differential equations. Multisymplectic integration is carried out by numerical integrators known as multisymplectic integrators, which preserve a discrete analogue of a multisymplectic conservation law. In recent years, it has been shown that various discretisations of a multi-Hamiltonian PDE satisfy a discrete analogue of a multisymplectic conservation law. In particular, discretisation in time and space by the popular symplectic Runge–Kutta methods has been shown to be multisymplectic. However, a multisymplectic integrator not only needs to satisfy a discrete multisymplectic conservation law, but it must also form a well-defined numerical method. One of the main questions considered in this thesis is that of when a multi-Hamiltonian PDE discretised by Runge–Kutta or partitioned Runge–Kutta methods gives rise to a well-defined multisymplectic integrator. In particular, multisymplectic integrators that are explicit are sought, since an integrator that is explicit will, in general, be well defined. The first class of discretisation methods that I consider are the popular symplectic Runge–Kutta methods. These have previously been shown to satisfy a discrete analogue of the multisymplectic conservation law. However, these previous studies typically fail to consider whether or not the system of equations resulting from such a discretisation is well defined. By considering the semi-discretisation and the full discretisation of a multi-Hamiltonian PDE by such methods, I show the following: • For Runge–Kutta (and for partitioned Runge–Kutta methods), the active variables in the spatial discretisation are the stage variables of the method, not the node variables (as is typical in the time integration of ODEs). • The equations resulting from a semi-discretisation with periodic boundary conditions are only well defined when both the number of stages in the Runge–Kutta method and the number of cells in the spatial discretisation are odd. For other types of boundary conditions, these equations are not well defined in general. • For a full discretisation, the numerical method appears to be well defined at first, but for some boundary conditions, the numerical method fails to accurately represent the PDE, while for other boundary conditions, the numerical method is highly implicit, ill-conditioned and impractical for all but the simplest of applications. An exception to this is the Preissman box scheme, whose simplicity avoids the difficulties of higher order methods. • For a multisymplectic integrator, boundary conditions are treated differently in time and in space. This breaks the symmetry between time and space that is inherent in multisymplectic geometry. The second class of discretisation methods that I consider are partitioned Runge– Kutta methods. Discretisation of a multi-Hamiltonian PDE by such methods has lead to the following two major results: 1. There is a simple set of conditions on the coefficients of a general partitioned Runge– Kutta method (which includes Runge–Kutta methods) such that a general multi- Hamiltonian PDE, discretised (either fully or partially) by such methods, satisfies a natural discrete analogue of the multisymplectic conservation law associated with that multi-Hamiltonian PDE. 2. I have defined a class of multi-Hamiltonian PDEs that, when discretised in space by a member of the Lobatto IIIA–IIIB class of partitioned Runge–Kutta methods, give rise to a system of explicit ODEs in time by means of a construction algorithm. These ODEs are well defined (since they are explicit), local, high order, multisymplectic and handle boundary conditions in a simple manner without the need for any extra requirements. Furthermore, by analysing the dispersion relation for these explicit ODEs, it is found that such spatial discretisations are stable. From these explicit ODEs in time, well-defined multisymplectic integrators can be constructed by applying an explicit discretisation in time that satisfies a fully discrete analogue of the semi-discrete multisymplectic conservation law satisfied by the ODEs. Three examples of explicit multisymplectic integrators are given for the nonlinear Schr¨odinger equation, whereby the explicit ODEs in time are discretised by the 2-stage Lobatto IIIA– IIIB, linear–nonlinear splitting and real–imaginary–nonlinear splitting methods. These are all shown to satisfy discrete analogues of the multisymplectic conservation law, however, only the discrete multisymplectic conservation laws satisfied by the first and third multisymplectic integrators are local. Since it is the stage variables that are active in a Runge–Kutta or partitioned Runge– Kutta discretisation in space of a multi-Hamiltonian PDE, the order of such a spatial discretisation is limited by the order of the stage variables. Moreover, the spatial discretisation contains an approximation of the spatial derivatives, and thus, the order of the spatial discretisation may be further limited by the order of this approximation. For the explicit ODEs resulting from an r-stage Lobatto IIIA–IIIB discretisation in space of an appropriate multi-Hamiltonian PDE, the order of this spatial discretisation is r - 1 for r = 10; this is conjectured to hold for higher values of r. For r = 3, I show that a modification to the initial conditions improves the order of this spatial discretisation. It is expected that a similar modification to the initial conditions will improve the order of such spatial discretisations for higher values of r.

Submitted by ANA KARLA PEREIRA RODRIGUES (anakarla_@hotmail.com) on 2017-09-01T13:56:46Z No. of bitstreams: 1 arquivototal.pdf: 3239292 bytes, checksum: 8279cebbf86db2bb4db05f382688e5c4 (MD5) / Approved for entry into archive by Viviane Lima da Cunha (viviane@biblioteca.ufpb.br) on 2017-09-01T15:59:49Z (GMT) No. of bitstreams: 1 arquivototal.pdf: 3239292 bytes, checksum: 8279cebbf86db2bb4db05f382688e5c4 (MD5) / Made available in DSpace on 2017-09-01T15:59:49Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 3239292 bytes, checksum: 8279cebbf86db2bb4db05f382688e5c4 (MD5) Previous issue date: 2017-06-19 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / Is evident the importance of ordinary differential equations in modeling problems in several areas of science. Coupled with this, is increasing the use of numerical methods to solve such equations. Computers have become an extremely useful tool in the study of differential equations, since through them it is possible to execute algorithms that construct numerical approximations for solutions of these equati- ons. This work introduces the study of numerical methods for ordinary differential equations presenting the numerical Eulerºs method, improved Eulerºs method and the class of Runge-Kuttaºs methods. In addition, in order to collaborate with the teaching and learning of such methods, we propose and show the construction of an applet created from the use of Geogebm software tools. The applet provides approximate numerical solutions to an initial value problem, as well as displays the graphs of the solutions that are obtained from the numerical Eulerºs method, im- proved Eulerºs method, and fourth-order Runge-Kuttaºs method. / É evidente a importancia das equações diferenciais ordinarias na modelagem de problemas em diversas áreas da ciência, bem como o uso de métodos numéricos para resolver tais equações. Os computadores são uma ferramenta extremamente útil no estudo de equações diferenciais, uma vez que através deles é possível executar algo- ritmos que constroem aproximações numéricas para soluções destas equações. Este trabalho é uma introdução ao estudo de métodos numéricos para equações diferen- ciais ordinarias. Apresentamos os métodos numéricos de Euler, Euler melhorado e a classe de métodos de Runge-Kutta. Além disso, com o propósito de colaborar com o ensino e aprendizagem de tais métodos, propomos e mostramos a construção de um applet criado a partir do uso de ferramentas do software Geogebra. O applet fornece soluções numéricas aproximadas para um problema de valor inicial, bem como eXibe os graficos das soluções que são obtidas a partir dos métodos numéricos de Euler, Euler melhorado e Runge-Kutta de quarta ordem.

This thesis is concerned with the numerical solutions of initial value problems with ordinary differential equations and covers single step integration methods. focus is to study the numerical the various aspects of Specifically, its main methods of non-linear integration formula with a variety of means based on the Contraharmonic mean (C.M) (Evans and Yaakub [1995]), the Centroidal mean (C.M) (Yaakub and Evans [1995]) and the Root-Mean-Square (RMS) (Yaakub and Evans [1993]) for solving initial value problems. the applications of the second It includes a study of order C.M method for parallel implementation of extrapolation methods for ordinary differential equations with the ExDaTa schedule by Bahoshy [1992]. Another important topic presented in this thesis is that a fifth order five-stage explicit Runge Kutta method or weighted Runge Kutta formula [Evans and Yaakub [1996]) exists which is contrary to Butcher [1987] and the theorem in Lambert ([1991] ,pp 181). The thesis is organized as follows. An introduction to initial value problems in ordinary differential equations and parallel computers and software in Chapter 1, the basic preliminaries and fundamental concepts in mathematics, an algebraic manipulation package, e.g., Mathematica and basic parallel processing techniques are discussed in Chapter 2. Following in Chapter 3 is a survey of single step methods to solve ordinary differential equations. In this chapter, several single step methods including the Taylor series method, Runge Kutta method and a linear multistep method for non-stiff and stiff problems are also considered. Chapter 4 gives a new Runge Kutta formula for solving initial value problems using the Contraharmonic mean (C.M), the Centroidal mean (C.M) and the Root-MeanSquare (RMS). An error and stability analysis for these variety of means and numerical examples are also presented. Chapter 5 discusses the parallel implementation on the Sequent 8000 parallel computer of the Runge-Kutta contraharmonic mean (C.M) method with extrapolation procedures using explicit assignment scheduling Kutta RK(4, 4) method (EXDATA) strategies. A is introduced and the data task new Rungetheory and analysis of its properties are investigated and compared with the more popular RKF(4,5) method, are given in Chapter 6. Chapter 7 presents a new integration method with error control for the solution of a special class of second order ODEs. In Chapter 8, a new weighted Runge-Kutta fifth order method with 5 stages is introduced. By comparison with the currently recommended RK4 ( 5) Merson and RK5(6) Nystrom methods, the new method gives improved results. Chapter 9 proposes a new fifth order Runge-Kutta type method for solving oscillatory problems by the use of trigonometric polynomial interpolation which extends the earlier work of Gautschi [1961]. An analysis of the convergence and stability of the new method is given with comparison with the standard Runge-Kutta methods. Finally, Chapter 10 summarises and presents conclusions on the topics discussed throughout the thesis.

Voluntary coughs are used as a diagnostic tool to detect lung diseases. Understanding the mechanics of a cough is therefore crucial to accurately interpreting the test results. A cough is characterised by a dynamic compression of the airways, resulting in large flow velocities and producing transient peak expiratory flows. Existing models for pulmonary flow have one or more of the following limitations: 1) they assume quasi-steady flows, 2) they assume low speed flows, 3) they assume a symmetrical branching airway system. The main objective of this thesis is to develop a model for a cough in the branching pulmonary airway system. First, the time-dependent one-dimensional equations for flow in a compliant tube is used to simulate a cough in a single airway. Using anatomical and physiological data, the tube law coupling the fluid and airway mechanics is constructed to accurately mimic the airway behaviour in its inflated and collapsed states. Next, a novel model for air flow in an airway bifurcation is constructed. The model is the first to capture successfully subcritical and supercritical flows across the bifurcation and allows for free time evolution from one case to another. The model is investigated by simulating a cough in both symmetric and asymmetric airway bifurcations. Finally, a cough model for the complete branching airway system is developed. The model takes into account the key factors involved in a cough; namely, the compliance of the lungs and the airways, the coughing effort and the sudden opening of the glottis. The reliability of the model is assessed by comparing the model predictions with previous experimental results. The model captures the main characteristics of forced expiatory flows; namely, the flow limitation phenomenon (the flow out of the lungs becomes independent of the applied expiratory effort) and the negative effort dependence phenomenon (the flow out of the lungs decreases with increasing expiratory effort). The model also gives a good qualitative agreement with the measured values of airway resistance. The location of the collapsed airway segment during forced expiration is, however, inconsistent with previous experimental results. The effect of changing the model parameters on the model predictions is therefore discussed.

Tato práce se zabývá Runge--Kuttovými metodami pro počáteční problém. Práce začíná analýzou Eulerovy metody a odvozením podmínek řádu. Jsou představeny modifikované metody. Pro dvě z nich je určen jejich řád teoreticky a pro všechny je provedeno numerické testování řádu. Jsou představeny a numericky testovány dva typy metod s odhadem chyby, "embedded" metody a metody založené na modifikovaných metodách. V druhé části jsou odvozeny implicitní metody. Jsou představeny dva způsoby konstrukce implicitních "embedded" metod. Jsou zmíněny také diagonální implicitní metody. Na závěr jsou probrány dva druhy stability u metod prezentovaných v práci.

<p> This study focuses on developing a new online recursive numerical algorithm for a coupled nonlinear inverse heat conduction-microstructure problem. This algorithm is essential in identifying, designing and controlling many industrial applications such as the quenching process for heat treating of materials, chemical vapor deposition and industrial baking. In order to develop the above algorithm, a systematic four stage research plan has been conducted. </P> <p> The first and second stages were devoted to thoroughly reviewing the existing inverse heat conduction techniques. Unlike most inverse heat conduction solution methods that are batch form techniques, the online input estimation algorithm can be used for controlling the process in real time. Therefore, in the first stage, the effect of different parameters of the online input estimation algorithm on the estimate bias has been investigated. These parameters are the stabilizing parameter, the measurement errors standard deviation, the temporal step size, the spatial step size, the location of the thermocouple as well as the initial assumption of the state error covariance and error covariance of the input estimate. Furthermore, three different discretization schemes; namely: explicit, implicit and Crank-Nicholson have been employed in the input estimation algorithm to evaluate their effect on the algorithm performance. </p> <p> The effect of changing the stabilizing parameter has been investigated using three different forms of boundary conditions covering most practical boundary heat flux conditions. These cases are: square, triangular and mixed function heat fluxes. The most important finding of this investigation is that a robust range of the stabilizing parameter has been found which achieves the desired trade-off between the filter tracking ability and its sensitivity to measurement errors. For the three considered cases, it has been found that there is a common optimal value of the stabilizing parameter at which the estimate bias is minimal. This finding is important for practical applications since this parameter is usually unknown. Therefore, this study provides a needed guidance for assuming this parameter. </p> <p> In stage three of this study, a new, more efficient direct numerical algorithm has been developed to predict the thermal and microstructure fields during quenching of steel rods. The present algorithm solves the full nonlinear heat conduction equation using a central finite-difference scheme coupled with a fourth-order Runge-Kutta nonlinear solver. Numerical results obtained using the present algorithm have been validated using experimental data and numerical results available in the literature. In addition to its accurate predictions, the present algorithm does not require iterations; hence, it is computationally more efficient than previous numerical algorithms. </p> <p> The work performed in stage four of this research focused on developing and applying an inverse algorithm to estimate the surface temperatures and surface heat flux of a steel cylinder during the quenching process. The conventional online input estimation algorithm has been modified and used for the first time to handle this coupled nonlinear problem. The nonlinearity of the problem has been treated explicitly which resulted in a non-iterative algorithm suitable for real-time control of the quenching process. The obtained results have been validated using experimental data and numerical results obtained by solving the direct problem using the direct solver developed in stage three of this work. These results showed that the algorithm is efficiently reconstructing the shape of the convective surface heat flux. </p> / Thesis / Doctor of Philosophy (PhD)

This thesis investigated Stochastic Runge–Kutta Lawson (SRKL) schemes and their application to the Heston model. Two distinct SRKL discretization methods were used to simulate a single asset’s dynamics under the Heston model, notably the Euler–Maruyama and Midpoint schemes. Additionally, standard Monte Carlo and variance reduction techniques were implemented. European and Asian option prices were estimated and compared with a benchmark value regarding accuracy, effectiveness, and computational complexity. Findings showed that the SRKL Euler–Maruyama schemes exhibited promise in enhancing the price for simple and path-dependent options. Consequently, integrating SRKL numerical methods into option valuation provides notable advantages by addressing challenges posed by the Heston model’s SDEs. Given the limited scope of this research topic, it is imperative to conduct further studies to understand the use of SRKL schemes within other models.

This work addresses the question of the efficient numerical solution of time-domain boundary integral equations with retarded potentials arising in the problems of acoustic and electromagnetic scattering. The convolutional form of the time-domain boundary operators allows to discretize them with the help of Runge-Kutta convolution quadrature. This method combines Laplace-transform and time-stepping approaches and requires the explicit form of the fundamental solution only in the Laplace domain to be known. Recent numerical and analytical studies revealed excellent properties of Runge-Kutta convolution quadrature, e.g. high convergence order, stability, low dissipation and dispersion. As a model problem, we consider the wave scattering in three dimensions. The convolution quadrature discretization of the indirect formulation for the three-dimensional wave equation leads to the lower triangular Toeplitz system of equations. Each entry of this system is a boundary integral operator with a kernel defined by convolution quadrature. In this work we develop an efficient method of almost linear complexity for the solution of this system based on the existing recursive algorithm. The latter requires the construction of many discretizations of the Helmholtz boundary single layer operator for a wide range of complex wavenumbers. This leads to two main problems: the need to construct many dense matrices and to evaluate many singular and near-singular integrals. The first problem is overcome by the use of data-sparse techniques, namely, the high-frequency fast multipole method (HF FMM) and H-matrices. The applicability of both techniques for the discretization of the Helmholtz boundary single-layer operators with complex wavenumbers is analyzed. It is shown that the presence of decay can favorably affect the length of the fast multipole expansions and thus reduce the matrix-vector multiplication times. The performance of H-matrices and the HF FMM is compared for a range of complex wavenumbers, and the strategy to choose between two techniques is suggested. The second problem, namely, the assembly of many singular and nearly-singular integrals, is solved by the use of the Huygens principle. In this work we prove that kernels of the boundary integral operators $w_n^h(d)$ ($h$ is the time step and $t_n=nh$ is the time) exhibit exponential decay outside of the neighborhood of $d=nh$ (this is the consequence of the Huygens principle). The size of the support of these kernels for fixed $h$ increases with $n$ as $n^a,a<1$, where $a$ depends on the order of the Runge-Kutta method and is (typically) smaller for Runge-Kutta methods of higher order. Numerical experiments demonstrate that theoretically predicted values of $a$ are quite close to optimal. In the work it is shown how this property can be used in the recursive algorithm to construct only a few matrices with the near-field, while for the rest of the matrices the far-field only is assembled. The resulting method allows to solve the three-dimensional wave scattering problem with asymptotically almost linear complexity. The efficiency of the approach is confirmed by extensive numerical experiments.

The goal of this project was to evaluate the viability of a mass-spring-damper based model for modeling of biological tissue. A method for automatically generating such a model from data taken from 3D medical imaging equipment including both the generation of point masses and an algorithm for generating the spring-damper links between these points is presented. Furthermore, an implementation of a simulation of this model running in real-time by utilizing the parallel computational power of modern GPU hardware through OpenCL is described. This implementation uses the fourth order Runge-Kutta method to improve stability over similar implementations. The difficulty of maintaining stability while still providing rigidness to the simulated tissue is thoroughly discussed. Several observations on the influence of the structure of the model on the consistency of the simulated tissue are also presented. This implementation also includes two manipulation tools, a move tool and a cut tool for interaction with the simulation. From the results, it is clear that the mass-springdamper model is a viable model that is possible to simulate in real-time on modern but commoditized hardware. With further development, this can be of great benefit to areas such as medical visualization and surgical simulation. / Målet med detta projekt var att utvärdera huruvida en modell baserad på massa-fjäderdämpare är meningsfull för att modellera biologisk vävnad. En metod för att automatiskt generera en sådan modell utifrån data tagen från medicinsk 3D-skanningsutrustning presenteras. Denna metod inkluderar både generering av punktmassor samt en algoritm för generering av länkar mellan dessa. Vidare beskrivs en implementation av en simulering av denna modell som körs i realtid genom att utnyttja den parallella beräkningskraften hos modern GPU-hårdvara via OpenCL. Denna implementation använder sig av fjärde ordningens Runge-Kutta-metod för förbättrad stabilitet jämfört med liknande implementationer. Svårigheten att bibehålla stabiliteten samtidigt som den simulerade vävnaden ges tillräcklig styvhet diskuteras genomgående. Flera observationer om modellstrukturens inverkan på den simulerade vävnadens konsistens presenteras också. Denna implementation inkluderar två manipuleringsverktyg, ett flytta-verktyg och ett skärverktyg för att interagera med simuleringen. Resultaten visar tydligt att en modell baserad på massa-fjäder-dämpare är en rimlig modell som är möjlig att simulera i realtid på modern men lättillgänglig hårdvara. Med vidareutveckling kan detta bli betydelsefullt för områden så som medicinsk bildvetenskap och kirurgisk simulering.