Schwerpunkt dieser Arbeit ist die Untersuchung einer Klasse von Diskretisierungsmethoden für nichtlineare optimale Steuerungsprobleme mit gewöhnlichen Differentialgleichungen und Steuerungsbeschränkung sowie die Durchführung von numerischen Experimente. Die theoretischen Untersuchungen basieren aus einem gekoppeltes Parametrisierungs-Diskretisierungsschema aus stückweise polinomialen Ansatz für die Steuerung und einen Runge-Kutta-Verfahren zur Integration der Zustands-Differentialgleichung. Die Konvergenzordnung der Lösung wird unter Regularitätsbedingung und Optimalitätsbedingung 2.Ordnung ermittelt. Außerdem wird eine Möglichkeit zur numerischen Berechnung der Gradienten über internen numerischen Differentiation erläutert. Schließlich werden einige numerischen Resultate gegeben und die Abhängigkeiten zur den theoretischen Konvergenzresultate diskutiert. / The focal point of this work is the investigation of a class of discretization methods for nonlinear optimal control problems governed by ordinary differential equations with control restrictions, as well as the implementation of some numerical experiments. The theoretical investigations are based on a coupledparameterization-discretization pattern, a piecewise linear parameterization representation of the control, and the application of a Runge Kutta method for the integration of the differential state equation. The rate of convergence of the solution is obtained with the help of regularity conditions and the second order optimality conditions. Furthermore, we also present in this paper a possibility of the numerical computation of the gradients via numerical differentiation. Finally some numerical results are given and their relationship to the theoretical convergence results are discussed.

Dans cette thèse, nous étudions et développons différentes familles de schémas d’intégration en temps pour les EDO linéaires. Dans la première partie, après avoir introduit les définitions et propriétés utilisées pour construire les schémas en temps, nous présentons deux méthodes de discrétisation en espace et une revue des schémas de Runge-Kutta (RK) qui sont couramment utilisés dans la littérature. Dans la seconde partie on présente une méthodologie pour construire deux familles de schémas A-stable pour un ordre quelcomque. Puis on fournit des schémas explicites, construits en maximisant leur nombre CFL pour un profil de spectre donné. Ces schémas explicites sont ensuite combinés aux schémas implicites A-stable, pour construire des schémas localement implicites que nous décrivons. En plus des tests de validations des schémas pour des problèmes en dimension un et deux de l’espace, nous présentons des résultats numériques obtenus en résolvant des problèmes de propagation d’ondes acoustiques et électromagnétiques en dimensions trois dans la troisième partie. / In this thesis, we study and develop different families of time integration schemes for linear ODEs. After presenting the space discretisation methods and a review of classical Runge-Kutta schemes in the first part, we construct high-order A-stable time integration schemes for an arbitrary order with low-dissipation and low-dispersion effects in the second part. Then we develop explicit schemes with an optimal CFL number for a typical profile of spectrum. The obtained CFL number and the efficiency on the typical profile for each explicit scheme are given. Pursuing our aim, we propose a methodology to construct locally implicit methods of arbitrary order. We present the locally implicit methods obtained from the combination of the A-stable implicit schemes we have developed and explicit schemes with optimal CFL number. We use them to solve the acoustic wave equation and provide convergence curves demonstrating the performance of the obtained schemes. In addition of the different 1D and 2D validation tests performed while solving the acoustic wave equation, we present numerical simulation results for 3D acoustic wave and the Maxwell’s equations in the last part.

Neste trabalho, desenvolve-se um método de fronteira imersa para o estudo de escoamento compressível modelado pelas equações de Euler bidimensionais. O método de discretização de diferenças finitas é empregado, usando o método de Steger-Warming de ordem dois para discretizar as variáveis espaciais e o esquema de Runge-Kutta de ordem quatro para discretizar as variáveis temporais. O método da fronteira imersa foi empregado para o estudo de aeroelasticidade computacional em uma seção típica de aerofólio bidimensional com dois movimentos prescritos: torsional e vertical, com o objetivo de se verifcar a eficiência do método e sua aplicabilidade para problemas em aeroelasticidade computacional. Neste estudo desenvolveu-se também um programa de computador para simular escoamentos compressíveis de fluido invíscido utilizando a metodologia proposta. A verificação do código gerado foi feita utilizando o método das soluções manufaturadas e o problema de reflexão de choque oblíquo. A validação foi realizada comparando-se os resultados obtidos para o escoamento ao redor de uma seção circular e de uma seção de aerofólio NACA 0012 com os resultados experimentais, para cada caso. / In this work, an immersed boundary method is developed to study compressible flow modeled by the two-dimensional Euler equations. The finite difference method is employed, using the second order Steger-Warming method to discretizate the space variables and the fourth order Runge-Kutta method to discretizate the time variables. The immersed boundary method was employed to study computational aeroelasticity on a typical two-dimensional airfoil section with two prescribed motion: pitching and plunging, in order to verify the efficiency of the numerical method and its applicability in computational aeroelasticity problems. In this work, a computer program was developed to simulate compressible flows for inviscid fluids using the methodology proposed. The verification of the computational code was performed using the method of manufactured solutions and the oblique shock wave reflection problem. The validation was performed comparing the obtained results for flows around a circular section and a NACA 0012 airfoil section with the experimental results, for each case.

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The main aim of this work is to study the thermal conductivity of base fluid with mild inclusion of nanoparticles. We perform numerical study for transportation of Maxwell nanofluids with activation energy and Cattaneo–Christov flux over an extending sheet along with mass transpiration. Further, bioconvection of microorganisms may support avoiding the possible settling of nanoentities. We formulate the theoretical study as a nonlinear coupled boundary value problem involving partial derivatives. Then ordinary differential equations are obtained from the leading partial differential equations with the help of appropriate similarity transformations. We obtain numerical results by using the Runge–Kutta fourth-order method with shooting technique. The effects of various physical parameters such as mixed convection, buoyancy ratio, Raleigh number, Lewis number, Prandtl number, magnetic parameter, mass transpiration on bulk flow, temperature, concentration, and distributions of microorganisms are presented in graphical form. Also, the skin friction coefficient, Nusselt number, Sherwood number, and motile density number are calculated and presented in the form of tables. The validation of numerical procedure is confirmed through its comparison with the existing results. The computation is carried out for suitable inputs of the controlling parameters.

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The main objective of this research work is to apply the discontinuous Galerkin method to a classical partial differential equation to investigate the properties of the numerical solution and compare the numerical solution to the analytical solution by using discontinuous Galerkin method. This scheme is applied to 1-D non-linear conservation equation (Burgers equation) in which the governing differential equation is simplified model of the inviscid Navier-stokes equations. In this work three cases are studied. They are sinusoidal wave profile, initial shock discontinuity and initial linear distribution. A grid and time step refinement is performed. Riemann fluxes at each element interfaces are calculated. This scheme is applied to forward differentiation method (Euler's method) and to second order Runge-kutta method of this work.

Orientador: Fernando Luiz Pio dos Santos / Resumo: O vírus da dengue (DENV) possui quatro sorotipos distintos (DENV 1-4), podendo qualquer um desses ocasionar alterações fisiológicas de diferentes severidades em humanos, como a dengue febril (DF) na forma clássica e a dengue hemorrágica (DH), o caso mais severo. Em particular, a DH pode ocorrer no lactente na infecção primária por qualquer um dos sorotipos, devido à transferência vertical de anticorpos específicos vindo de sua mãe imune ao DENV. Estes anticorpos específicos desempenham um papel importante na vida do lactente, conferindo proteção ao infante nos primeiros meses de vida, mas em seguida, à medida que os níveis séricos das imunoglobulinas diminuem, aumenta-se a chance de ocorrer uma infecção através da resposta dependente de anticorpos, causando a DH. Propõe-se neste trabalho o desenvolvimento de um modelo matemático compartimental para investigar analiticamente e numericamente a dinâmica da DH em lactente com infecção primária causada pelo DENV. O modelo matemático proposto neste trabalho é descrito por um sistema de equações diferenciais ordinárias não-lineares, cujas variáveis de estados do modelo representam os anticorpos do lactente transferidos de sua mãe imune ao DENV, monócitos não infectados e infectados e o vírus da dengue ao longo do tempo também são considerados. O modelo foi analisado matematicamente, estabelecendo-se as condições para a existência dos pontos de equilíbrio livre da doença e o da persistência a partir do número reprodutivo básico do mo... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: Dengue virus (DENV) has four distinct serotypes (DENV 1-4), and any of these can cause physiological changes of different severities in humans, such as febrile dengue fever (DF) in classical form and dengue hemorrhagic fever (DHF), when it is the severer case. In particular, DHF can occur in the infant in the primary infection by anyone of the serotypes, due to the vertical transfer of specific antibodies from its imune mother to the infant. These specific antibodies play an important role in the infant's life, providing protection in the first months of life, however, as long as antibodies serum levels decrease, the chance of infection occurring through the antibody-dependent response increases, which implies in DHF. In this study we propose to develop a mathematical compartmental model to investigate numerically and analytically the dynamics of DHF in infants with primary DENV infection. The mathematical model in this work is described by a system of nonlinear ordinary differential equations, wherein the state variables represent the infant's antibodies, uninfected and infected monocytes and the dengue virus over time. The model was analyzed mathematically, establishing the conditions for the existence of dengue free equilibria points and the persistence of disease from the basic reprodutive number R_0 of the model. Sensistivity analysis was carried out in this work in order to investigate which one of the parameters was more influent at R_0 result. The dynamical system was... (Complete abstract click electronic access below) / Mestre

We present a new pathwise approximation method for stochastic differential equations driven by Brownian motion which does not require simulation of the stochastic integrals. The method is developed to give Wasserstein bounds O(h3/2) and O(h2) which are better than the Euler and Milstein strong error rates O(√h) and O(h) respectively, where h is the step-size. It assumes nondegeneracy of the diffusion matrix. We have used the Taylor expansion but generate an approximation to the expansion as a whole rather than generating individual terms. We replace the iterated stochastic integrals in the method by random variables with the same moments conditional on the linear term. We use a version of perturbation method and a technique from optimal transport theory to find a coupling which gives a good approximation in Lp sense. This new method is a Runge-Kutta method or so-called derivative-free method. We have implemented this new method in MATLAB. The performance of the method has been studied for degenerate matrices. We have given the details of proof for order h3/2 and the outline of the proof for order h2.

Mathematical models of electric activity in cardiac tissue are becoming increasingly powerful tools in the study of cardiac arrhythmias. Considered here are mathematical models based on ordinary differential equations (ODEs) and partial differential equations (PDEs) that describe the behaviour of this electrical activity. Generating an efficient numerical solution of these models is a challenging task, and in fact the physiological accuracy of tissue-scale models is often limited by the efficiency of the numerical solution process. In this thesis, we discuss two sets of experiments that test ideas for making the numerical solution process more efficient. In the first set of experiments, we examine the numerical solution of four single cell cardiac electrophysiological models, which consist solely of ODEs. We study the efficiency of using implicit-explicit Runge-Kutta (IMEX-RK) splitting methods to solve these models. We find that variable step-size implementations of IMEX-RK methods (ARK3 and ARK5) that take advantage of Jacobian structure clearly outperform most methods commonly used in practice for two of the models, and they outperform all methods commonly used in practice for the remaining models. In the second set of experiments, we examine the solution of the bidomain model, a model consisting of both ODEs and PDEs that are typically solved separately. We focus these experiments on numerical methods for the solution of the two PDEs in the bidomain model. The most popular method for this task, the Crank-Nicolson method, produces unphysical oscillations; we propose a method based on a second-order L-stable singly diagonally implicit Runge-Kutta (SDIRK) method to eliminate these oscillations.<p> We find that although the SDIRK method is able to eliminate these unphysical oscillations, it is only more efficient for crude error tolerances.