We consider a family of variational time discretizations that generalizes discontinuous Galerkin (dG) and continuous Galerkin-Petrov (cGP) methods. In addition to variational conditions the methods also contain collocation conditions in the time mesh points. The single family members are characterized by two parameters that represent the local polynomial ansatz order and the number of non-variational conditions, which is also related to the global temporal regularity of the numerical solution. Moreover, with respect to Dahlquist’s stability problem the variational time discretization (VTD) methods either share their stability properties with the dG or the cGP method and, hence, are at least A-stable. With this thesis, we present the first comprehensive theoretical study of the family of VTD methods in the context of non-stiff and stiff initial value problems as well as, in combination with a finite element method for spatial approximation, in the context of parabolic problems. Here, we mainly focus on the error analysis for the discretizations. More concrete, for initial value problems the pointwise error is bounded, while for parabolic problems we rather derive error estimates in various typical integral-based (semi-)norms. Furthermore, we show superconvergence results in the time mesh points. In addition, some important concepts and key properties of the VTD methods are discussed and often exploited in the error analysis. These include, in particular, the associated quadrature formulas, a beneficial postprocessing, the idea of cascadic interpolation, connections between the different VTD schemes, and connections to other classes of methods (collocation methods, Runge-Kutta-like methods). Numerical experiments for simple academic test examples are used to highlight various properties of the methods and to verify the optimality of the proven convergence orders.:List of Symbols and Abbreviations Introduction I Variational Time Discretization Methods for Initial Value Problems 1 Formulation, Analysis for Non-Stiff Systems, and Further Properties 1.1 Formulation of the methods 1.1.1 Global formulation 1.1.2 Another formulation 1.2 Existence, uniqueness, and error estimates 1.2.1 Unique solvability 1.2.2 Pointwise error estimates 1.2.3 Superconvergence in time mesh points 1.2.4 Numerical results 1.3 Associated quadrature formulas and their advantages 1.3.1 Special quadrature formulas 1.3.2 Postprocessing 1.3.3 Connections to collocation methods 1.3.4 Shortcut to error estimates 1.3.5 Numerical results 1.4 Results for affine linear problems 1.4.1 A slight modification of the method 1.4.2 Postprocessing for the modified method 1.4.3 Interpolation cascade 1.4.4 Derivatives of solutions 1.4.5 Numerical results 2 Error Analysis for Stiff Systems 2.1 Runge-Kutta-like discretization framework 2.1.1 Connection between collocation and Runge-Kutta methods and its extension 2.1.2 A Runge-Kutta-like scheme 2.1.3 Existence and uniqueness 2.1.4 Stability properties 2.2 VTD methods as Runge-Kutta-like discretizations 2.2.1 Block structure of A VTD 2.2.2 Eigenvalue structure of A VTD 2.2.3 Solvability and stability 2.3 (Stiff) Error analysis 2.3.1 Recursion scheme for the global error 2.3.2 Error estimates 2.3.3 Numerical results II Variational Time Discretization Methods for Parabolic Problems 3 Introduction to Parabolic Problems 3.1 Regularity of solutions 3.2 Semi-discretization in space 3.2.1 Reformulation as ode system 3.2.2 Differentiability with respect to time 3.2.3 Error estimates for the semi-discrete approximation 3.3 Full discretization in space and time 3.3.1 Formulation of the methods 3.3.2 Reformulation and solvability 4 Error Analysis for VTD Methods 4.1 Error estimates for the l th derivative 4.1.1 Projection operators 4.1.2 Global L2-error in the H-norm 4.1.3 Global L2-error in the V-norm 4.1.4 Global (locally weighted) L2-error of the time derivative in the H-norm 4.1.5 Pointwise error in the H-norm 4.1.6 Supercloseness and its consequences 4.2 Error estimates in the time (mesh) points 4.2.1 Exploiting the collocation conditions 4.2.2 What about superconvergence!? 4.2.3 Satisfactory order convergence avoiding superconvergence 4.3 Final error estimate 4.4 Numerical results Summary and Outlook Appendix A Miscellaneous Results A.1 Discrete Gronwall inequality A.2 Something about Jacobi-polynomials B Abstract Projection Operators for Banach Space-Valued Functions B.1 Abstract definition and commutation properties B.2 Projection error estimates B.3 Literature references on basics of Banach space-valued functions C Operators for Interpolation and Projection in Time C.1 Interpolation operators C.2 Projection operators C.3 Some commutation properties C.4 Some stability results D Norm Equivalences for Hilbert Space-Valued Polynomials D.1 Norm equivalence used for the cGP-like case D.2 Norm equivalence used for final error estimate Bibliography

在這篇論文中，我們討論的是一階非線性衝擊動態方程的週期邊界值問題。利用Schaefer定理及Banach固定點定理，我們得到一些解的存在性結果。 / In this thesis, we are concernd with nonlinear first-order periodic boundary value problems of impulsive dynamic equations on time scales. By using Schaefer’s theorem and Banach’s fixed point theorem we acquire some new existence results.

The aim of this thesis is to give a mathematical framework for scattering of electromagnetic waves by rough surfaces. We prove that the Maxwell transmission problem with a weakly Lipschitz interface,in finite energy norms, is well posed in Fredholm sense for real frequencies. Furthermore, we give precise conditions on the material constants ε, μ and σ and the frequency ω when this transmission problem is well posed. To solve the Maxwell transmission problem, we embed Maxwell’s equations in an elliptic Dirac equation. We develop a new boundary integral method to solve the Dirac transmission problem. This method uses a boundary integral operator, the rotation operator, which factorises the double layer potential operator. We prove spectral estimates for this rotation operator in finite energy norms using Hodge decompositions on weakly Lipschitz domains. To ensure that solutions to the Dirac transmission problem indeed solve Maxwell’s equations, we introduce an exterior/interior derivative operator acting in the trace space. By showing that this operator commutes with the two basic reflection operators, we are able to prove that the Maxwell transmission problem is well posed. We also prove well-posedness for a class of oblique Dirac transmission problems with a strongly Lipschitz interface, in the L_2 space on the interface. This is shown by employing the Rellich technique, which gives angular spectral estimates on the rotation operator.

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The Black-Scholes model and its assumptions has endured its fair share of criticism. One problematic issue is the model’s assumption that market volatility is constant. The past decade has seen numerous publications addressing this issue by adapting the Black-Scholes model to incorporate stochastic volatility. In this dissertation, American put options are priced under the Heston stochastic volatility model using the Crank- Nicolson finite difference method in combination with the Projected Over-Relaxation method (PSOR). Due to the early exercise facility, the pricing of American put options is a challenging task, even under constant volatility. Therefore the pricing problem under constant volatility is also included in this dissertation. It involves transforming the Black-Scholes partial differential equation into the heat equation and re-writing the pricing problem as a linear complementary problem. This linear complimentary problem is solved using the Crank-Nicolson finite difference method in combination with the Projected Over-Relaxation method (PSOR). The basic principles to develop the methods necessary to price American put options are covered and the necessary numerical methods are derived. Detailed algorithms for both the constant and the stochastic volatility models, of which no real evidence could be found in literature, are also included in this dissertation. / MSc (Applied Mathematics), North-West University, Potchefstroom Campus, 2013

The Black-Scholes model and its assumptions has endured its fair share of criticism. One problematic issue is the model’s assumption that market volatility is constant. The past decade has seen numerous publications addressing this issue by adapting the Black-Scholes model to incorporate stochastic volatility. In this dissertation, American put options are priced under the Heston stochastic volatility model using the Crank- Nicolson finite difference method in combination with the Projected Over-Relaxation method (PSOR). Due to the early exercise facility, the pricing of American put options is a challenging task, even under constant volatility. Therefore the pricing problem under constant volatility is also included in this dissertation. It involves transforming the Black-Scholes partial differential equation into the heat equation and re-writing the pricing problem as a linear complementary problem. This linear complimentary problem is solved using the Crank-Nicolson finite difference method in combination with the Projected Over-Relaxation method (PSOR). The basic principles to develop the methods necessary to price American put options are covered and the necessary numerical methods are derived. Detailed algorithms for both the constant and the stochastic volatility models, of which no real evidence could be found in literature, are also included in this dissertation. / MSc (Applied Mathematics), North-West University, Potchefstroom Campus, 2013

Le mouvement Brownien réfléchi de manière oblique dans le quadrant, introduit par Harrison, Reiman, Varadhan et Williams dans les années 80, est un objet largement analysé dans la littérature probabiliste. Cette thèse, qui présente l’étude complète de la mesure invariante de ce processus dans tous les cônes du plan, a pour objectif plus global d’étendre au cadre continu une méthode analytique développée initialement pour les marches aléatoires dans le quart de plan par Fayolle, Iasnogorodski et Malyshev dans les années 70. Cette approche est basée sur des équations fonctionnelles, reliant des fonctions génératrices dans le cas discret et des transformées de Laplace dans le cas continu. Ces équations permettent de déterminer et de résoudre des problèmes frontière satisfaits par ces fonctions génératrices. Dans le cas récurrent, cela permet de calculer explicitement la mesure invariante du processus avec rebonds orthogonaux, dans le chapitre 2, et avec rebonds quelconques, dans le chapitre 3. Les transformées de Laplace des mesures invariantes sont prolongées analytiquement sur une surface de Riemann induite par le noyau de l’équation fonctionnelle. L’étude des singularités et l’application de méthodes du point col sur cette surface permettent de déterminer l’asymptotique complète de la mesure invariante selon toutes les directions dans le chapitre 4. / Obliquely reflected Brownian motion in the quadrant, introduced by Harrison, Reiman, Varadhan and Williams in the eighties, has been studied a lot in the probabilistic literature. This thesis, which presents the complete study of the invariant measure of this process in all the cones of the plan, has for overall aim to extend to the continuous framework an analytic method initially developped for random walks in the quarter plane by Fayolle, Iasnogorodski and Malyshev in the seventies. This approach is based on functional equations which link generating functions in the discrete case and Laplace transform in the continuous case. These equations allow to determine and to solve boundary value problems satisfied by these generating functions. In the recurrent case, it permits to compute explicitly the invariant measure of the process with orthogonal reflexions, in the chapter 2, and with any reflexions, in the chapter 3. The Laplace transform of the invariant measure is analytically extended to a Riemann surface induced by the kernel of the functional equation. The study of singularities and the use of saddle point methods on this surface allows to determine the full asymptotics of the invariant measure along every directions in the chapter 4.

Dans cette thèse, on s'intéresse à deux problèmes provenant de l'étude mathématique des fluides incompressibles visqueux : la propagation de la régularité tangentielle et le mouvement d'une surface libre.La première question concerne plus particulièrement l'étude qualitative de l'évolution de quantités thermodynamiques telles que la température dans l'équation de Boussinesq sans diffusion et la densité dans le système de Navier-Stokes non homogène. Typiquement, on suppose que ces deux quantités sont, à l'instant initial, discontinues le long d'une interface à régularité h"oldérienne. Comme conséquence de résultats de propagation de régularité tangentielle pour le champ de vitesses, on établit que la régularité des interfaces persiste pour tout temps aussi bien en dimension deux d'espace, qu'en dimension supérieure (avec condition de petitesse). Notre approche suit celle du travail de J.-Y. Chemin dans les années 90 pour le problème des poches de tourbillon dans les fluides incompressiblesparfaits.Dans le cas présent, outre cette hypothèse de régularité tangentielle, nous n'avons besoin que d'une régularité critique sur le champ de vitesses.La démonstration repose sur le calcul para-différentiel et les espaces de multiplicateurs.Dans la dernière partie de la thèse, on considère le problème à frontière libre pour le système de Navier-Stokes incompressible à deux phases. Ce système permet de décrire l'évolution d'un mélange de deux fluides non miscibles tels que l'huile et l'eau par exemple. Différents cas de figure sont étudiés : le cas d'un réservoir borné, d'une goutte ou d'une rivière à profondeur finie.On établit l'existence et l'unicité à temps petit pour ce problème. Notre démonstration repose fortement sur des propriétés de régularité maximale parabolique de type $L_p$-$L_q / This thesis is dedicated to two different problems in the mathematical study of the viscous incompressible fluids: the persistence of tangential regularity and the motion of a free surface.The first problem concerns the study of the qualitative properties of some thermodynamical quantities in incompressible fluid models, such as the temperature for Boussinesq system with no diffusion and the density for the non-homogeneous Navier-Stokes system. Typically, we assume those two quantities to be initially piecewise constant along an interface with H"older regularity.As a consequence of stability of certain directional smoothness of the velocity field, we establish that the regularity of the interfaces persist globally with respect to time both in the two dimensional and higher dimensional cases (under some smallness condition). Our strategy is borrowed from the pioneering works by J.-Y.Chemin in 1990s on the vortex patch problem for ideal fluids.Let us emphasize that, apart from the directional regularity, we only impose rough (critical) regularity on the velocity field. The proof requires tools from para-differential calculus and multiplier space theory.In the last part of this thesis, we are concerned with the free boundary value problem for two-phase density-dependent Navier-Stokes system.This model is used to describe the motion of two immiscible liquids, like the oil and the water. Such mixture may occur in different situations, such as in a fixed bounded container, in a moving bounded droplet or in a river with finite depth. We establish the short time well-posedness for this problem. Our result strongly relies on the $L_p$-$L_q$ maximal regularity theoryfor parabolic equations

In this report an equation is derived to calculate the dynamic effect of primary and secondary aircraft cabin air contamination. The equation is applied in order to understand implications and hazards. Primary contamination is from an outside source in form of normal low level contamination or high level contamination in a failure case. Secondary contamination originates from deposited material released into the cabin by a trigger event. The dynamic effect is described as an initial value problem (IVP) of a system governed by a nonhomogeneous linear first order ordinary differential equation (ODE). More complicated excitations are treated as a sequence of IVPs. The ODE is solved from first principles. Spreadsheets are provided with sample calculations that can be adapted to user needs. The method is not limited to a particular principle of the environmental control system (ECS) or contamination substance. The report considers cabin air recirculation and several locations of contamination sources, filters, and deposit points (where contaminants can accumulate and from where they can be released). This is a level of detail so far not considered in the cabin air literature. Various primary and secondary cabin contamination scenarios are calculated with plausible input parameters taken from popular passenger aircraft. A large cabin volume, high air exchange rate, large filtered air recirculation rate, and high absorption rates at deposit points lead to low contamination concentration at given source strength. Especially high contamination concentrations would result if large deposits of contaminants are released in a short time. The accuracy of the results depends on the accuracy of the input parameters. Five different approaches to reduce the contaminant concentration in the aircraft cabin are discussed and evaluated. More effective solutions involve higher implementation efforts. The method and the spreadsheets allow predicting cabin air contamination concentrations independent of confidential industrial input parameters.

Microelectromechanical systems (MEMS) depend on mechanical deformation to sense their environment, enhance electrical circuitry, or store data. Nonlinear forces arising from multiphysics phenomena at the micro- and nanoscale -- van der Waals forces, electrostatic fields, dielectric charging, capillary forces, surface roughness, asperity interactions -- lead to challenging problems for analysis, simulation, and measurement of the deforming device elements. Herein, a foundation for the study of mechanical deformation is provided through computational and experimental studies of MEMS microcantilever capacitive switches. Numerical techniques are built to capture deformation equilibria expediently. A compact analytical model is developed from principle multiphysics governing operation. Experimental measurements support the phenomena predicted by the analytical model, and finite element method (FEM) simulations confirm device-specific performance. Altogether, the static multistability and quasistatic performance of the electrostatically-actuated switches are confirmed across analysis, simulation, and experimentation. <p><br></p> <p>The nonlinear multiphysics forces present in the devices are critical to the switching behavior exploited for novel applications, but are also a culprit in a common failure mode when the attractive forces overcome the restorative and repulsive forces to result in two elements sticking together. Quasistatic operation is functional for switching between multistable states during normal conditions, but is insufficient under such stiction-failure. Exploration of dynamic methods for stiction release is often the only option for many system configurations. But how and when is release achieved? To investigate the fundamental mechanism of dynamic release, an atomic force microscopy (AFM) system -- a microcantilever with a motion-controlled base and a single-asperity probe tip, measured and actuated via lasers -- is configured to replicate elements of a stiction-failed MEMS device. Through this surrogate, observable dynamic signatures of microcantilever deflection indicate the onset of detachment between the probe and a sample.</p>