In the mid-1920s, the great Albert Einstein proposed that at extremely low temperatures, a gas of bosonic particles will enter a new phase where a large fraction of them occupy the same quantum state. This state would bring many of the peculiar features of quantum mechanics, previously reserved for small samples consisting only of a few atoms or molecules, up to a macroscopic scale. This is what we today call a Bose-Einstein condensate. It would take physicists almost 70 years to realize Einstein's idea, but in 1995 this was finally achieved. The research on Bose-Einstein condensates has since taken many directions, one of the most exciting being to study their behavior when they are placed in optical lattices generated by laser beams. This has already produced a number of fascinating results, but it has also proven to be an ideal test-ground for predictions from certain nonlinear lattice models. Because on the other hand, nonlinear science, the study of generic nonlinear phenomena, has in the last half century grown out to a research field in its own right, influencing almost all areas of science and physics. Nonlinear localization is one of these phenomena, where localized structures, such as solitons and discrete breathers, can appear even in translationally invariant systems. Another one is the (in)famous chaos, where deterministic systems can be so sensitive to perturbations that they in practice become completely unpredictable. Related to this is the study of different types of instabilities; what their behavior are and how they arise. In this thesis we compare classical and quantum mechanical nonlinear lattice models which can be applied to BECs in optical lattices, and also examine how classical nonlinear concepts, such as localization, chaos and instabilities, can be transfered to the quantum world.

We numerically study the dynamics and interactions of vortex rings in the nonlinear Schrödinger equation (NLSE). Single ring dynamics for both bright and dark vortex rings are explored including their traverse velocity, stability, and perturbations resulting in quadrupole oscillations. Multi-ring dynamics of dark vortex rings are investigated, including scattering and merging of two colliding rings, leapfrogging interactions of co-traveling rings, as well as co-moving steady-state multi-ring ensembles. Simulations of choreographed multi-ring setups are also performed, leading to intriguing interaction dynamics. Due to the inherent lack of a close form solution for vortex rings and the dimensionality where they live, efficient numerical methods to integrate the NLSE have to be developed in order to perform the extensive number of required simulations. To facilitate this, compact high-order numerical schemes for the spatial derivatives are developed which include a new semi-compact modulus-squared Dirichlet boundary condition. The schemes are combined with a fourth-order Runge-Kutta time-stepping scheme in order to keep the overall method fully explicit. To ensure efficient use of the schemes, a stability analysis is performed to find bounds on the largest usable time step-size as a function of the spatial step-size. The numerical methods are implemented into codes which are run on NVIDIA graphic processing unit (GPU) parallel architectures. The codes running on the GPU are shown to be many times faster than their serial counterparts. The codes are developed with future usability in mind, and therefore are written to interface with MATLAB utilizing custom GPU-enabled C codes with a MEX-compiler interface. Reproducibility of results is achieved by combining the codes into a code package called NLSEmagic which is freely distributed on a dedicated website.

The time-dependent Schrödinger equation (TDSE) models the quantum nature of molecular processes.  Numerical simulations based on the TDSE help in understanding and predicting the outcome of chemical reactions. This thesis is dedicated to the derivation and analysis of efficient and reliable simulation tools for the TDSE, with a particular focus on models for the interaction of molecules with time-dependent electromagnetic fields. Various time propagators are compared for this setting and an efficient fourth-order commutator-free Magnus-Lanczos propagator is derived. For the Lanczos method, several communication-reducing variants are studied for an implementation on clusters of multi-core processors. Global error estimation for the Magnus propagator is devised using a posteriori error estimation theory. In doing so, the self-adjointness of the linear Schrödinger equation is exploited to avoid solving an adjoint equation. Efficiency and effectiveness of the estimate are demonstrated for both bounded and unbounded states. The temporal approximation is combined with adaptive spectral elements in space. Lagrange elements based on Gauss-Lobatto nodes are employed to avoid nondiagonal mass matrices and ill-conditioning at high order. A matrix-free implementation for the evaluation of the spectral element operators is presented. The framework uses hybrid parallelism and enables significant computational speed-up as well as the solution of larger problems compared to traditional implementations relying on sparse matrices. As an alternative to grid-based methods, radial basis functions in a Galerkin setting are proposed and analyzed. It is found that considerably higher accuracy can be obtained with the same number of basis functions compared to the Fourier method. Another direction of research presented in this thesis is a new algorithm for quantum optimal control: The field is optimized in the frequency domain where the dimensionality of the optimization problem can drastically be reduced. In this way, it becomes feasible to use a quasi-Newton method to solve the problem. / eSSENCE

Cette thèse porte sur l’étude d’équations d’évolution sur certains groupes hyperboliques, en particulier, nous étudions l’équation de la chaleur, l’équation de Schrödinger et l’équation des ondes modifiée, d’abord sur les arbres homogènes, ensuite sur des graphes symétriques. Sur les arbres homogènes, nous montrons que, sous une hypothèse d’invariance de jauge, on a existence globale des solutions de l’équation de Schrödinger ainsi qu’un phénomène de ’scattering’ pour des données arbitraires dans l’espace des fonctions de carré intégrable sans restriction sur le degré de la non-linéarité, contrairement au cas euclidien ou au cas hyperbolique. Nous généralisons ensuite ce résultat sur les graphes symétriques de degré (k − 1)(r − 1) sous la condition k < r. Un de nos principaux résultats sur les graphes symétriques est l’estimation du noyau de la chaleur associé au laplacien combinatoire. Pour finir, nous établissons une expression explicite des solutions de l’équation des ondes modifiée sur les graphes symétriques. / This thesis focuses on the study of evolution equations on certain hyperbolic groups, in particular, we study the heat equation, the Schrödinger equation and the modified wave equation first on homogeneous trees then on symmetric graphs. In the homogeneous trees case, we show that under a gauge invariance condition, we have global existence of solutions of the Schrödinger equation and scattering for arbitrary data in the space of square integrable functions without any restriction on the degree of the nonlinearity, in contrast to the euclidean and hyperbolic space cases. We then generalize this result on symmetric graphs of degree (k − 1)(r − 1) under the condition k < r . One of our main results on symmetric graphs is the estimate of the heat kernel associated to the combinatorial laplacian. Finally, we establish an explicit expression of solutions of the modified wave equation on symmetric graphs.

This work is dedicated to the local and global well-possednes study of Cauchy s Problem associated to the nonlinear Schrödinger equation, to the initial data nonzero at infinity. / Conselho Nacional de Desenvolvimento Científico e Tecnológico / Este trabalho é dedicado ao estudo da boa colocação local e global do Problema de Cauchy associado à equação não linear de Schrödinger, com dado inicial não nulo no infinito.

Les résultats présentés dans cette thèse concernent l'étude, dans la limite semi-classique, de systèmes d'équations de Schrödinger non-linéaires couplées. Selon le potentiel considéré, le système peut, ou non, présenterun couplage linéaire, en plus de celui induit par le terme non-linéaire. Dans ce manuscrit, c'est la propagation d'états cohérents -états localisés dans l'espace des phases, et que l'on va faire vivre dans un niveau d'énergie donné - qui va nous intéresser.Dans le cadre linéaire, plusieurs situations ont été étudiées, certaines préservant l'adiabaticité,et d'autres la brisant, faisant apparaître des transitions entre les niveaux d'énergie.Le rôle de la non-linéarité et l'interaction de ses effets avec un éventuel couplage linéaire sur ces phénomènes est une questionimportante pour comprendre des systèmes qui entrent en jeu dans des problèmes très actuels en physique quantique.Dans un premier temps, le potentiel pris en compte aura des valeurs propres bien séparées par un trou spectral,et nous montrerons un théorème adiabatique pour une non-linéarité qui présente un exposant critique pour le paramètre semi-classique devant la non-linéarité. Un point de vue équivalent est de considérer des données petites de l'ordre d'une puissance positive du paramètre semi-classique.Il s'agit d'un résultat analogue à celui de Carles et Fermanian-Kammerer mais dans un cadre sur-critique L^2.Dans un deuxième temps, nous considèrerons, pour le cas unidimensionnel, un potentiel explicite de taille 2 X 2,qui présente un croisement évité :les deux valeurs propres sont séparées par un paramètre delta - paramètre adiabatique -qui va tendre vers zéro lorsque le paramètre semi-classique va tendre vers zéro. Nous montrerons alors que des transitions entre les modes ont lieu.Il s'agit ici d'une version non-linéaire des travaux d'Hagedorn et Joyeoù une telle transition est démontrée pour des systèmes linéaires. / This thesis is devoted to the study of coupled nonlinear Schrödinger equations in the semi-classical limit.Depending on the potential we consider, the system can present a linear coupling, in addition to the nonlinear one.We will focus on the propagation of coherent states that will be polarized along a given eigenvector of the potential.In the linear setting, several situations have been analyzed; some of them lead to adiabatic theorems whereas the others implytransitions between energy levels. When one adds a nonlinearity, understanding nonlinear effects onthe propagation and the competition between them and the linear coupling becomes a very interesting issue.We first consider a potential with eigenvalues that present a spectral gap and will prove an adiabatic theoremfor a critical nonlinearity in the semi-classical sense. This is a L^2-supercritical result,similar to the one proved by Carles and Fermanian-Kammerer for the one-dimensional case, which is L^2-subcritical.The second part of the thesis deals with an explicit 2 X 2 potential that presents an avoided crossing point :the minimal gap between its eigenvalues becomes smaller as the semiclassical parameter tends to zero. We will prove that this system exhibits transitions between the modes. This result is a nonlinear version of the study performed by Hagedorn and Joye in the linear case.

Na primeira parte do trabalho estudamos a equação de Schrödinger logarítmica com um delta potencial; $V(x)=-\\gamma \\,\\delta(x)$, onde $\\delta$ é a distribuição de Dirac na origem e o parâmetro real $\\gamma$ descreve a intensidade do potencial. Estabelecemos a existência e unicidade das soluções do problema de Cauchy associado em um espaço de funções adequado. No caso do potencial atrativo ($\\gamma>0$), calculamos de forma explícita o seu único ground state e mostramos a sua estabilidade orbital.\\\\ A segunda parte trata detalhadamente da equação de Schrödinger logarítmica com um delta derivada potencial; $V(x)=-\\gamma\\, \\delta^{\\prime}(x)$. A boa colocação global para o problema de Cauchy é verificada em um espaço de funções adequado. No caso do potencial atrativo ($\\gamma>0$), o conjunto dos ground states é completamente determinado. Mais precisamente: se $0<\\gamma\\leq2$, então há um único ground state e é uma função ímpar; se $\\gamma>2$, então existem dois ground states não-simétricos. Em adição, provamos que cada ground state é orbitalmente estável através de uma abordagem variacional. Finalmente, usando a teoria de extensão de operadores simétricos, também mostramos um resultado de instabilidade para $\\gamma>2$. / The first part of this thesis deals with the logarithmic Schrödinger equation with a delta potential; $V(x)=-\\gamma \\,\\delta(x)$, where $\\delta$ is the Dirac distribution at the origin and the real parameter $\\gamma$ is interpreted as the strength of the potential. We establish the existence and uniqueness of the solutions of the associated Cauchy problem in a suitable functional framework. In the attractive potential case ($\\gamma>0$), we explicitly compute the unique ground state and we show their orbital stability .\\\\ The second part deals with the case of the logarithmic Schrödinger equation with a delta prime potential; $V(x)=-\\gamma\\, \\delta^{\\prime}(x)$. Global well-posedness is verified for the Cauchy problem in a suitable functional space. In the attractive potential case ($\\gamma>0$), the set of the ground state is completely determined. More precisely: if $0<\\gamma\\leq2$, then there is a single ground state and it is an odd function; if $\\gamma>2$, then there exist two non-symmetric ground states. Moreover, we show that every ground state is orbitally stable via a variational approach. Finally, by applying the theory of extensions of symetric operators, we also prove a result of instability for $\\gamma>2$.

Impulsos são perturbações abruptas que ocorrem em curto espaço de tempo e podem ser consideradas instantâneas. E os mercados financeiros estão sujeitos a choques bruscos como mudanças de governos, quebra de empresas, entre outros. Assim, é natural considerarmos a ação de tais eventos na precificação de ativos financeiros. Nosso objetivo neste trabalho é obtermos uma formulação para a equação diferencial parcial de Black-Scholes com ação impulsiva de modo que os impulsos representem estes choques. Utilizaremos a teoria de integração não-absoluta em espaço de funções para obtenção desta formulação / Impulses describe the evolution of systems where the continuous development of a process is interrupted by abrupt changes of state. Financial markets are subject to extreme events or shocks as government changes, companies colapse, etc. Thus it seems natural to consider the action of these events in the valuation of derivative securities. The aim of this work is to obtain a formulation for the Black-Scholes equation with impulse action where the impulses can represent these shocks. We use the non-absolute integration theory in functional spaces to obtain such formulation

Orientador: Edmundo Capelas de Oliveira / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica / Made available in DSpace on 2018-08-18T19:21:10Z (GMT). No. of bitstreams: 1 Costa_FelixSilva_D.pdf: 1599119 bytes, checksum: dddbc1cbaa34b9a87f2c20ebcaddd8fa (MD5) Previous issue date: 2011 / Resumo: Neste trabalho é apresentado um estudo sistemático da função H de Fox e aplicações no cálculo fracionário. Inicialmente é feito um estudo da função hipergeométrica e suas possíveis generalizações, logo em seguida é definida a integral de Mellin-Barnes e a função G de Meijer, em conjunto com suas propriedades e seus casos particulares. Depois é definida a função H de Fox, objetivo principal do trabalho, e seu atual campo de aplicação, que é o cálculo fracionário. Finalmente, apresentam-se as aplicações envolvendo a função H de Fox e o cálculo fracionário. Das três aplicações, os dois primeiros resultados correspondem a duas generalizações: uma da equação do telégrafo e a outra da equação de Schrödinger. Enfim, é discutida uma generalização da equação de onda-difusão no caso em que as condições iniciais são periódicas / Abstract: This work presents a systematic study of the Fox H function and its possible applications in fractional calculus. It begins with a study about the hypergeometric function and its possible generalizations; after that, the Mellin-Barnes integral and the Meijer G function are defined and their properties and particular cases are presented. The Fox H function is then defined and its current field of application, fractional calculus, is discussed. In the sequence some applications involving the Fox H function and fractional calculus are presented, which constitute its main results; the two first results involve the telegraph equation and the Schrödinger equation in their generalized sense. Finally, one discusses a generalization of the wave-diffusion equation in the case in which the initial conditions are periodic / Doutorado / Matematica Aplicada / Doutor em Matemática Aplicada

Cette thèse concerne l’étude qualitative (existence locale, existence globale, explosion en temps fini) de quelques équations de Schrödinger non-linéaires non-locales. Dans le cas où les solutions explosent en temps fini, l’estimation du temps maximal d’existence des solutions sera présentée. Le chapitre 1 concerne l’étude d’une équation de Schrödinger non-linéaire sur RN. On s’intéresse à l’existence locale d’une solution pour toute condition initiale donnée dans L2(RN). De plus, on montre que la norme-L2 de la solution explose en temps fini T < 1. Les démonstrations reposent essentiellement sur le théorème de point fixe de Banach et les estimations de Strichartz, et aussi sur le choix convenable de la fonction test dans la formulation faible du problème. Dans le chapitre 2, on considère une équation de Schrödinger non-linéaire non-locale en temps, et on démontre que les solutions de notre problème explosent en temps fini ; ensuite on obtient des conditions nécessaires d’existence globale. Finalement, on obtient une borne inférieure du temps maximal d’existence de la solution. Le chapitre 3 porte sur la non-existence de solutions d’une équation de Schrödinger non-linéaire posée dans RN. Dans un premier temps, sous certaines conditions sur la donnée initiale, on montre qu’il n’existe pas de solution faible globale ; puis on donne une estimation du temps maximal d’existence de la solution. Enfin, on établit des conditions d’existence locale, ou globale de l’équation considérée. En plus, on généralise les résultats précédents au cas d’un système 2 _ 2. Le dernier chapitre traite une équation de Schrödinger non-linéaire non-locale en temps sur le groupe de Heisenberg H. En utilisant la méthode de la fonction test, on démontre que l’équation n’admet pas de solution faible globale. De plus, on obtient, sous certaines conditions sur les données initiales, une estimation inférieure du temps maximal d’existence de la solution. / Our objective in this thesis is to study the existence of local solutions, existence global and blow up of solutions at a finite time to some nonlinear nonlocal Schrödinger equations. In the case when a solution blows-up at a finite time T < 1, we obtain an upper estimate of the life span of solutions. In the first chapter, we consider a nonlinear Schrödinger equation on RN. We first prove local existence of solution for any initial condition in L2 space. Then we prove nonexistence of a nontrivial global weak solution. Furthermore, we prove that the L2-norm of the local intime L2-solution blows up at a finite time. The second chapter is dedicated to study an initial value problem for the nonlocal intime nonlinear Schrödinger equation. Using the test function method, we derive a blow-up result. Then based on integral inequalities, we estimate the life span of blowing-up solutions. In the chapter 3, we prove nonexistence result of a space higher-order nonlinear Schrödinger equation. Then, we obtain an upper bound of the life span of solutions. Furthermore, the necessary conditions for the existence of local or global solutions are provided. Next, we extend our results to the 2 _ 2-system. Our method of proof rests on a judicious choice of the test function in the weak formulation of the equation. Finally, we consider a nonlinear nonlocal in time Schrödinger equation on the Heisenberg group. We prove nonexistence of non-trivial global weak solution of our problem. Furthermore, we give an upper bound of the life span of blowing up solutions.