<p>In recent years, there has been a great interest towards the higher order numerical methods for singularly perturbed problems. As compared to their lower order counterparts, they provide better accuracy with fewer mesh points. Construction and/or implementation of direct higher order methods is usually very complicated. Thus a natural choice is to use some convergence acceleration techniques, e.g., Richardson extrapolation, defect correction, etc. In this thesis, we will consider various classes of problems described by singularly perturbed ordinary and partial differential equations. For these problems, we design some novel numerical methods and attempt to increase their accuracy as well as the order of convergence. We also do the same for existing numerical methods in some instances. We &macr / nd that, even though the Richardson extrapolation technique always improves the accuracy, it does not perform equally well when applied to different methods for certain classes of problems. Moreover, while in some cases it improves the order of convergence, in other cases it does not. These issues are discussed in this thesis for linear and nonlinear singularly perturbed ODEs as well as PDEs. Extrapolation techniques are analyzed thoroughly in all the cases, whereas the limitations of the defect correction approach for certain problems is indicated at the end of the thesis</p>

There is a growing interest in the dynamics of the co-infection of these two diseases. In this thesis, firstly we focus on studying the effect of a distributed delay representing the incubation period for the malaria parasite in the mosquito vector to possibly reduce the initial transmission and prevalence of malaria. This model can be regarded as a generalization of SEI models (with a class for the latently infected mosquitoes) and SI models with a discrete delay for the incubation period in mosquitoes. We study the possibility of occurrence of backward bifurcation. We then extend these ideas to study a full model of HIV and malaria co-infection. To get further inside into the dynamics of the model, we use the geometric singular perturbation theory to couple the fast and slow models from the full model. Finally, since the governing models are very complex, they cannot be solved analytically and hence we develop and analyze a special class of numerical methods to solve them.

Options are a special type of derivative securities because their values are derived from the value of some underlying security. Most options can be grouped into either of the two categories: European options which can be exercised only on the expiration date, and American options which can be exercised on or before the expiration date. American options are much harder to deal with than European ones. The reason being the optimal exercise policy of these options which led to free boundary problems. Ever since the seminal work of Black and Scholes [J. Pol. Econ. 81(3) (1973), 637-659], the differential equation approach in pricing options has attracted many researchers. Recently, numerical singular perturbation techniques have been used extensively for solving many differential equation models of sciences and engineering. In this thesis, we explore some of those methods which are based on spline approximations to solve the option pricing problems. We show a systematic construction and analysis of these methods to solve some European option problems and then extend the approach to solve problems of pricing American options as well as some exotic options. Proposed methods are analyzed for stability and convergence. Thorough numerical results are presented and compared with those seen in the literature.

Orientador: Paulo Ricardo da Silva / Banca: João Carlos da Rocha Medrado / Banca: Fernando de Osório Mello / Banca: Claudio Aguinaldo Buzzi / Banca: Vanderlei Minori Horita / Resumo: Neste trabalho estudamos sistemas diferenciais forçados, também conhecidos como sistemas de equações com impasse. Estudamos os casos onde tais sistemas são suaves e os casos onde são possivelmente descontínuos. Usando técnicas de perturbação singular obtemos alguns resultados sobre a dinâmica destes sistemas em vizinhanças dos conjuntos de impasse. No caso suave, a Teoria de Fenichel clássica e crucial para o desenvolvimento dos principais resultados. Para o caso com descontinuidades, uma teoria similar a Teoria de Fenichel 'e desenvolvida. Além disso, estudamos a bifurcação de ciclos limites das órbitas periódicas de um centro diferencial linear quando perturbamos tal centro dentro de uma classe de sistemas diferenciais lineares por partes com impasse / Abstract: In this work we study constrained differential systems, also known as systems of equations with impasse. We study the cases where such systems are smo oth and the cases where they are p ossibly discontinuous. Using singular p erturbation techniques we obtain some results on the dynamic of these systems in neighb orho o ds of the impasse sets. In smo oth case, the classical Fenichel's Theory is crucial for the development of the main results. For the case with discontinuity, a similar theory to Fenichel's Theory is develop ed. Moreover, we study the bifurcation of limit cycles from the p erio dic orbits of a linear differential center when we p erturb such center inside a class of piecewise linear differential systems with impasse / Doutor

Made available in DSpace on 2014-06-11T19:32:50Z (GMT). No. of bitstreams: 0 Previous issue date: 2011-03-18Bitstream added on 2014-06-13T18:07:15Z : No. of bitstreams: 1 cardin_pt_dr_sjrp.pdf: 479456 bytes, checksum: 52785d20631e0d11a14a241fde1ae7c9 (MD5) / Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) / Neste trabalho estudamos sistemas diferenciais forçados, também conhecidos como sistemas de equações com impasse. Estudamos os casos onde tais sistemas são suaves e os casos onde são possivelmente descontínuos. Usando técnicas de perturbação singular obtemos alguns resultados sobre a dinâmica destes sistemas em vizinhanças dos conjuntos de impasse. No caso suave, a Teoria de Fenichel clássica e crucial para o desenvolvimento dos principais resultados. Para o caso com descontinuidades, uma teoria similar a Teoria de Fenichel ´e desenvolvida. Além disso, estudamos a bifurcação de ciclos limites das órbitas periódicas de um centro diferencial linear quando perturbamos tal centro dentro de uma classe de sistemas diferenciais lineares por partes com impasse / In this work we study constrained differential systems, also known as systems of equations with impasse. We study the cases where such systems are smo oth and the cases where they are p ossibly discontinuous. Using singular p erturbation techniques we obtain some results on the dynamic of these systems in neighb orho o ds of the impasse sets. In smo oth case, the classical Fenichel’s Theory is crucial for the development of the main results. For the case with discontinuity, a similar theory to Fenichel’s Theory is develop ed. Moreover, we study the bifurcation of limit cycles from the p erio dic orbits of a linear differential center when we p erturb such center inside a class of piecewise linear differential systems with impasse

Les dynamiques des systèmes modélisés par des équations aux dérivées partielles (EDPs) en dimension infinie sont largement liées aux réseaux physiques. La synthèse de la commande et l'analyse de la stabilité de ces systèmes sont étudiées dans cette thèse. Les systèmes singulièrement perturbés, contenant des échelles de temps multiples sont naturels dans les systèmes physiques avec des petits paramètres parasitaires, généralement de petites constantes de temps, les masses, les inductances, les moments d'inertie. La théorie des perturbations singulières a été introduite pour le contrôle à la fin des années $1960$, son assimilation dans la théorie du contrôle s'est rapidement développée et est devenue un outil majeur pour l'analyse et la synthèse de la commande des systèmes. Les perturbations singulières sont une façon de négliger la transition rapide, en la considérant dans une échelle de temps rapide séparée. Ce travail de thèse se concentre sur les systèmes hyperboliques linéaires avec des échelles de temps multiples modélisées par un petit paramètre de perturbation. Tout d'abord, nous étudions une classe de systèmes hyperboliques linéaires singulièrement perturbés. Comme le système contient deux échelles de temps, en mettant le paramètre de la perturbation à zéro, deux sous-systèmes, le système réduit et la couche limite, sont formellement calculés. La stabilité du système complet de lois de conservation implique la stabilité des deux sous-systèmes. En revanche un contre-exemple est utilisé pour illustrer que la stabilité des deux sous-systèmes ne suffit pas à garantir la stabilité du système complet. Cela montre une grande différence avec ce qui est bien connu pour les systèmes linéaires en dimension finie modélisés par des équations aux dérivées ordinaires (EDO). De plus, sous certaines conditions, l'approximation de Tikhonov est obtenue pour tels systèmes par la méthode de Lyapunov. Plus précisément, la solution de la dynamique lente du système complet est approchée par la solution du système réduit lorsque le paramètre de la perturbation est suffisamment petit. Deuxièmement, le théorème de Tikhonov est établi pour les systèmes hyperboliques linéaires singulièrement perturbés de lois d'équilibre où les vitesses de transport et les termes sources sont à la fois dépendant du paramètre de la perturbation ainsi que les conditions aux bords. Sous des hypothèses sur la continuité de ces termes et sous la condition de la stabilité, l'estimation de l'erreur entre la dynamique lente du système complet et le système réduit est obtenue en fonction de l'ordre du paramètre de la perturbation. Troisièmement, nous considérons des systèmes EDO-EDP couplés singulièrement perturbés. La stabilité des deux sous-systèmes implique la stabilité du système complet où le paramètre de la perturbation est introduit dans la dynamique de l'EDP. D'autre part, cela n'est pas valable pour le système où le paramètre de la perturbation est présent dans l'EDO. Le théorème Tikhonov pour ces systèmes EDO-EDP couplés est prouvé par la technique de Lyapunov. Enfin, la synthèse de la commande aux bords est abordée en exploitant la méthode des perturbations singulières. Le système réduit converge en temps fini. La synthèse du contrôle aux bords est mise en œuvre pour deux applications différentes afin d'illustrer les résultats principaux de ce travail. / Systems modeled by partial differential equations (PDEs) with infinite dimensional dynamics are relevant for a wide range of physical networks. The control and stability analysis of such systems become a challenge area. Singularly perturbed systems, containing multiple time scales, often occur naturally in physical systems due to the presence of small parasitic parameters, typically small time constants, masses, inductances, moments of inertia. Singular perturbation was introduced in control engineering in late $1960$s, its assimilation in control theory has rapidly developed and has become a tool for analysis and design of control systems. Singular perturbation is a way of neglecting the fast transition and considering them in a separate fast time scale. The present thesis is concerned with a class of linear hyperbolic systems with multiple time scales modeled by a small perturbation parameter. Firstly we study a class of singularly perturbed linear hyperbolic systems of conservation laws. Since the system contains two time scales, by setting the perturbation parameter to zero, the two subsystems, namely the reduced subsystem and the boundary-layer subsystem, are formally computed. The stability of the full system implies the stability of both subsystems. However a counterexample is used to illustrate that the stability of the two subsystems is not enough to guarantee the full system's stability. This shows a major difference with what is well known for linear finite dimensional systems. Moreover, under certain conditions, the Tikhonov approximation for such system is achieved by Lyapunov method. Precisely, the solution of the slow dynamics of the full system is approximated by the solution of the reduced subsystem for sufficiently small perturbation parameter. Secondly the Tikhonov theorem is established for singularly perturbed linear hyperbolic systems of balance laws where the transport velocities and source terms are both dependent on the perturbation parameter as well as the boundary conditions. Under the assumptions on the continuity for such terms and under the stability condition, the estimate of the error between the slow dynamics of the full system and the reduced subsystem is the order of the perturbation parameter. Thirdly, we consider singularly perturbed coupled ordinary differential equation ODE-PDE systems. The stability of both subsystems implies that of the full system where the perturbation parameter is introduced into the dynamics of the PDE system. On the other hand, this is not true for system where the perturbation parameter is presented to the ODE. The Tikhonov theorem for such coupled ODE-PDE systems is proved by Lyapunov technique. Finally, the boundary control synthesis is achieved based on singular perturbation method. The reduced subsystem is convergent in finite time. Boundary control design to different applications are used to illustrate the main results of this work.

Submitted by Jaqueline Silva (jtas29@gmail.com) on 2016-09-08T17:05:05Z No. of bitstreams: 2 Dissertação - Brayan Maurício Rodrigues Garzon - 2016.pdf: 1077822 bytes, checksum: 22f0f3e54ede997e3bbec84f88406474 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Jaqueline Silva (jtas29@gmail.com) on 2016-09-08T17:05:21Z (GMT) No. of bitstreams: 2 Dissertação - Brayan Maurício Rodrigues Garzon - 2016.pdf: 1077822 bytes, checksum: 22f0f3e54ede997e3bbec84f88406474 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2016-09-08T17:05:21Z (GMT). No. of bitstreams: 2 Dissertação - Brayan Maurício Rodrigues Garzon - 2016.pdf: 1077822 bytes, checksum: 22f0f3e54ede997e3bbec84f88406474 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2016-03-04 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / In this work we study and show the existence of traveling waves solutions for a system of parabolic partial differential equations (PPDE’s) which model in-situ combustion process in porous medium. The in-situ combustion process is a thermal method to recovery oil from petrolific reservoirs. The system deduction is making considering two layers of porous rock and aplying the physical laws of balance energy, fuel mass, oxygen mass, total gas mass, and the Darcy’s law which link the pressure and volumetric flow rate. The traveling waves are obtained making an useful variavel change such that convert the PPDE’s system in an ordinary differential equations system (ODE’s) where the existence of heteroclinic orbits is equivalent to the existence of a traveling waves for the system of PPDE’s which connect the burned state to the unburned state. In the proof of the existence and uniquess of such orbits are used basic tools in Qualitative Ordinary Differential Equations Theory, Dynamical Systems, Perturbation Theory and TravelingWaves Theory with special mention to Singular Perturbation Theory and Melnikov Method inside of the perturbation theory. / Neste trabalho estudamos e mostramos a existência de soluções do tipo onda viajante para um sistema de equações diferenciais parciais parabólico (EDPP’s) que modela um processo de combustão in-situ através de um meio poroso. A combustão in-situ é um método térmico de recuperação de óleo de reservatórios petrolíferos. O sistema é deduzido considerando duas camadas de rocha porosa e aplicando as leis físicas de balanço de energia, de massa de combustível, oxigênio, gás total, e a lei de Darcy que relaciona a pressão e a vazão volumétrica dos fluidos considerados. As ondas viajantes são obtidas fazendo uma mudança de variáveis apropriada de modo que o sistema de EDPP’s se transforme num sistema de equações diferenciais ordinárias (EDO’s), onde a existência de uma orbita conectando dois equilíbrios corresponde-se com a existência de uma onda viajante do sistema de EDPP’s, conectando um estado totalmente queimado com um estado não queimado. Para a prova de existência e unicidade das referidas órbitas são utilizadas ferramentas básicas da Teoria qualitativa das Equações Diferenciais Ordinárias, Sistemas Dinâmicos, Teoria da Perturbação e Teoria de Ondas Viajantes, ressaltando dentro da teoria da perturbação a técnica da Perturbação Singular Geométrica e o Método de Melnikov.

Submitted by Luciana Ferreira (lucgeral@gmail.com) on 2017-02-16T11:16:03Z No. of bitstreams: 2 Dissertação - Mayk Joaquim dos Santos - 2017.pdf: 2151565 bytes, checksum: 0afafa6be7f2f9c3ee2a27ca9bf4bf24 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2017-02-16T11:16:36Z (GMT) No. of bitstreams: 2 Dissertação - Mayk Joaquim dos Santos - 2017.pdf: 2151565 bytes, checksum: 0afafa6be7f2f9c3ee2a27ca9bf4bf24 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2017-02-16T11:16:36Z (GMT). No. of bitstreams: 2 Dissertação - Mayk Joaquim dos Santos - 2017.pdf: 2151565 bytes, checksum: 0afafa6be7f2f9c3ee2a27ca9bf4bf24 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2017-01-16 / In this work we will show that, given a piecewise smooth vector field, we can apply the regularization method and, from it, via blow-up, turn it into a singular perturbation problem. By doing that, we can use the tools from singular perturbation theory to perform a qualitative study of piecewise smooth vector fields. Finally, we will show that, through successive changes of coordinates, a singularity of a discontinuous submanifold of codimension k, where k=1 or k=2, can be transformed into a singularity of codimension 0 in order to study the qualitative behavior in this submanifold, where the Filippov’s convention holds. / Neste trabalho mostraremos que, dado um campo de vetores suaves por partes, podemos aplicar o método de regularização e, a partir deste, via “blow-up”, o transformamos em um problema de perturbação singular. Podemos, dessa forma, fazer uso das ferramentas da teoria de perturbação singular para realizar um estudo qualitativo dos campos de vetores suaves por partes. Por último, mostraremos que através de sucessivas mudanças de coordenadas podemos transformar uma singularidade de uma subvariedade de descontinuidade de codimensão k, onde k=1 ou k=2, em uma uma singularidade de codimensão 0 e estudar o comportamento qualitativo ao longo desta subvariedade, onde é válida a convenção de Filippov.

This thesis extends the basic ordinary differential equations (ODE) course, specifically considering perturbations of ODEs. We introduce uniformly asympto- tic approximation and uniformly ordered approximation. We provide a perturba- tion-based method of computing derivatives of ODE solutions with respect to: an initial value, a parameter, and initial time. We present the method of averaging, error estimate, and a theorem about the existence and stability of a periodic so- lution to ODEs in periodic standard form. Furthermore, we apply the method of averaging to determine the period of a periodic solution of Duffing equation without forcing or damping. All the terms and methods of perturbation theory used in the thesis are accompanied with examples. 1

Magister Scientiae - MSc / This thesis deals with the design and implementation of some novel numerical methods for non-linear singular pertubations problems (NSPPs). It provide a survey of asymptotic and numerical methods for some NSPPs in the past decade. By considering two test problems, rigorous asymptotic analysis is carried out. Based on this analysis, suitable numerical methods are designed, analyzed and implemented in order to have some relevant results of physical importance. Since the asymptotic analysis provides only qualitative information, the focus is more on the numerical analysis of the problem which provides the quantitative information. / South Africa