The paper is devoted to asymptotic analysis of the Dirichlet problem for a second order partial differential equation containing a small parameter multiplying the highest order derivatives. It corresponds to a small perturbation of a dynamical system having a stationary solution in the domain. We focus on the case where the trajectories of the system go into the domain and the stationary solution is a proper node.

Master of Science / Department of Statistics / Christopher Vahl / In clinical research, noninferiority trials are becoming an important tool for investigating whether a new treatment is useful. The outcome measured can be either continuous (e.g. blood pressure level), time-to-event (e.g. days until heart attack), or binary (e.g. death). Rather than showing that the new treatment is superior to an active control, i.e. standard drug or treatment already available, one tests whether the new treatment is not meaningfully worse than the active control. Here we consider a binary outcome such as success or failure following an intervention. Evaluation of the treatment relative to control becomes a comparison of two binomial proportions; without loss of generality it will be assumed the larger the probability of success for an intervention the better. Simulation studies under these assumptions were programmed over a variety of different sample sizes and true population proportions to determine the performance between asymptotic noninferiority methods based on calculations of risk differences (with and without a continuity correction), relative risks, and odds ratio from two independent samples. Investigation was done to compare type I error rates, power when true proportions were exactly the same, and power when the true proportion for treatment group was less than the control, but not meaningfully inferior. Simulation results indicate most analysis methods have comparable type I error rates; however, the method based on relative risk has higher power under most circumstances. Due to the ease of interpretation with the relative risk, its use is recommended for establishing noninferiority of a binomial proportion between 0.2 and 0.8.

Small-amplitude, high-frequency (ultrasound) forcing of fluid/particle systems is being used in a number of applications associated with non-destructive fluid mixing and the movement/manipulation of particles in suspension. Of most importance in this context are the second-order, steady, effects arising from the nonlinear interaction of a leading-order oscillatory field with itself. In this thesis we consider some of these steady effects in both incompressible and compressible fluids. We first consider the axisymmetric steady streaming generated in an incompressible, viscous fluid contained between two (radially) infinite parallel plates, each oscillating in a direction normal to its own plane. In the limit of small-amplitude, high-frequency oscillations, we show that the steady-streaming flow in the fluid bulk is driven by thin streaming sublayers at the plates, at which the normal velocity is zero and the radial velocity varies linearly with distance from the axis of rotational symmetry. Effectively, in the bulk flow, the bounding plates appear as (no-slip) impermeable walls that stretch radially. This bulk-flow problem is extended to allow for the analogous steady flow of two immiscible, incompressible, viscous fluids, each undergoing a radial-stretching motion appropriate to high-frequency steady streaming. For a flat interface between the fluids, a self-similar solution reduces the Navier--Stokes equations to a nonlinear boundary-value problem, the solution of which exhibits an interesting structure in the limit of large Reynolds number. In this limit, solutions can be found using matched asymptotic expansions, but the location of the interface between the fluids can only be determined if terms that are exponentially small in the Reynolds number are included. It is shown that for fluids of almost-equal densities, exponentially-small differences can have a leading-order effect on the observed flow. The second part of the thesis is concerned with the (steady) acoustic radiation force on a rigid sphere submerged in a compressible, inviscid fluid, when the wavelength of the incident acoustic field is large compared to the radius of the sphere. In this limit, a matched asymptotic expansion method is used to derive an expression for the acoustic radiation force, on both fixed and free rigid spheres, due to a range of incident fields. For incident acoustic fields that are appropriate to planar and circular waveguides/channels, expressions are derived for the scattered field and the radiation force on a rigid sphere in the long-wavelength limit. Fixed and free spheres located both on and off the axis of symmetry of these incident fields are considered. This is an extension to the current literature, in which numerical methods are used to examine the scattering from spheres in an off-axis position, and problems are restricted to the consideration of fixed spheres only. It is shown that there are stable and unstable positions within the waveguide where any off-axis acoustic radiation force vanishes, leaving only an along-channel component. For free spheres, these positions are shown to be dependent on the relative particle density and it is suggested that this may allow for a mechanism to sort such small particles radially in a circular waveguide, if secondary scattering effects are neglected.

Le sujet de la thèse s’inscrit dans le cadre du développement de modèles pour la simulation du contrôle non-destructif (CND) par ultrasons. L'objectif à long terme est la mise au point, par une méthode de rayons, d’un outil complet de simulation des échos issus de la géométrie (surfaces d’entrée, de fond…) ou des structures internes des pièces inspectées. La thèse vise plus précisément à intégrer le phénomène de diffraction par les dièdres à un modèle existant dérivant de l’acoustique géométrique et qui prend uniquement en compte les réflexions sur les faces.Pour cela, la méthode dite des fonctions spectrales, développée initialement pour le cas d'un dièdre immergé, est développée et validée dans un premier temps dans le cas des ondes acoustiques pour des conditions aux limites de type Dirichlet ou Neumann. La méthode est ensuite étendue à la diffraction des ondes élastiques par des dièdres infinis à faces libres et d'angles quelconques, pour une incidence 2D puis pour une incidence 3D. Cette méthode est semi-analytique puisque les solutions recherchées s'écrivent sous la forme d'une somme d'une fonction singulière, qui est déterminée analytiquement à l'aide d'un algorithme récursif, et d'une fonction régulière, qui est approchée numériquement.Les codes correspondants sont validés par comparaison à une solution exacte dans le cas acoustique et par comparaison à d'autres codes (semi-analytiques et numériques) dans le cas élastique. Des validations expérimentales du modèle élastodynamique sont également proposées. / This thesis falls into the framework of model development for simulation of ultrasonic non-destructive testing (NDT). The long-term goal is to develop, using ray methods, a complete simulation tool of specimen echoes (input, back-wall surfaces...) or echoes of inner structures of inspected parts. The thesis aims more specifically to integrate the phenomenon of diffraction by wedges to an existing model derived from geometrical acoustics, which only accounts for reflections on the wedge faces.To this end, a method called the spectral functions method, which was initially developed for immersed wedges, is developed and validated as a first step in the case of acoustic waves with Dirichlet or Neumann boundary conditions. The method is then extended to elastic wave diffraction by infinite stress-free wedges of arbitrary angles, for 2D and 3D incidences. This method is semi-analytic since the unknown solutions are expressed as the sum of a singular function, determined analytically using a recursive algorithm, and a regular function which is approached numerically.The corresponding codes are validated by comparison to an exact solution in the acoustic case and by comparison to other codes (semi-analytic and numerical) in the elastic case. Experimental validations of the elastodynamic model are also proposed.

Ripple marks and oscillation marks are undesirable defects which occur on the surface of solidified steel produced industrially in the ingot and the continuous casting processes, respectively; these defects are characterized by more or less evenly spaced indentations on the metal surface. Although the mechanisms for their formation are thought to be qualitatively understood, there is still considerable scope for improvement as regards quantitative mathematical modeling. In this thesis, models for the two processes are developed. For the case of ripple marks, transient twodimensional (2D) momentum and heat transfer in ingot casting is considered, and a criterion is derived, in terms of the process parameters, that can help to inform how to avoid such marks. For the case of oscillation marks in continuous casting, a novel numerical formulation for a transient 2D model is developed with the aim of tracking the spatial location of the first point of molten steel to solidify, since this determines the profile of the final oscillation mark. In both cases, the models are nondimensionalized, and the sizes of the dimensionless parameters that appear are used to derive asymptotically reduced models, with a view to not only clarifying the qualitative behavior, but also as a means to reducing the computational expense; both finite-difference and finite-element methods are used to solve the resulting model equations. One of the conclusions is that, although experimentalists and metallurgists have, in the past, treated the two cases as being linked, the present modeling approach shows quite clearly, and perhaps for the first time, how they quantitatively differ. / Marcas de ondulação e marcas de oscilação são defeitos indesejáveis que ocorrem na superfície do lingote de aço solidificado produzido industrialmente; esses defeitos são caracterizados por recortes mais ou menos uniformemente espaçados na superfície do metal. Embora se acredite que os mecanismos para sua formação sejam entendidos qualitativamente, ainda há considerável espaço para melhorias no que diz respeito à modelagem matemática quantitativa. Nesta tese, os modelos para os dois processos são desenvolvidos. Para o caso de marcas de ondulação, considera-se a transferência bidimensional e transitória (2D) de calor e de momento no lingotamento, e um critério é derivado, em termos dos parâmetros do processo, que pode ajudar a informar como evitar tais marcas. Para o caso de marcas de oscilação em lingotamento contínuo, uma nova formulação numérica para um modelo 2D transiente é desenvolvida com o objetivo de rastrear a localização espacial do primeiro ponto de aço fundido para solidificar, pois isso determina o perfil da marca final de oscilação. Em ambos os casos, os modelos são adimensionalizados, e os tamanhos dos parâmetros adimensionais que aparecem são usados para derivar modelos assintoticamente reduzidos, visando não apenas esclarecer o comportamento qualitativo, mas também como meio de reduzir o gasto computacional; ambos os métodos de diferenças finitas e elementos finitos são usados para resolver as equações do modelos resultantes. Uma das conclusões é que, embora os experimentalistas e metalúrgicos tenham, no passado, tratado os dois casos como estando ligados, a presente abordagem de modelagem mostra claramente, e talvez pela primeira vez, como eles diferem quantitativamente.

Cette thèse est consacrée à l’enrichissement du modèle mathématique classique des structures intelligentes, en tenant compte des effets thermiques, et à son étude analytique et numérique. Il s'agit typiquement de structures se présentant sous forme de capteurs ou actionneurs, piézoélectriques et/ou magnétostrictifs, dont les propriétés dépendent de la température. On présente d'abord des résultats d'existence et unicité concernant deux problèmes posés sur un domaine tridimensionnel : le problème dynamique et le problème quasi-statique. A partir du problème quasi-statique on déduit un modèle bidimensionnel de plaque grâce à la méthode des développements asymptotiques en considérant quatre types différents de conditions aux limites, chacun visant à modéliser un comportement de type capteur et/ou actionneur. Chacun des quatre problèmes se découple en un problème membranaire et un problème de flexion. Ce dernier est un problème d'évolution qui tient compte d'un effet d'inertie de rotation. On focalise ensuite notre attention sur ce problème et on en présente une étude mathématique et numérique. L'analyse numérique est complétée avec des tests effectués sous l'environnement FreeFEM++. / This thesis is devoted to the enrichment of the usual mathematical model of smart structures, by taking into account thermal effects, and to its mathematical and numerical study. By the expression "smart structures" we refer to structures acting as sensors or actuators, whose properties depend on the temperature. We present at first the results of existence and uniqueness concerning two problems posed on a three-dimensional domain: the dynamic problem and the quasi-static problem. Based on the quasi-static problem, we infer a two-dimensional plate model by means of the asymptotic expansion method by considering four different sets of boundary conditions, each one featuring a sensor-like or an actuator-like behavior. Each of the four problems decouples into a membrane problem and a flexural problem. The latter is an evolution problem that accounts for a rotational inertia effect. Attention is then focused on this problem by presenting a mathematical and numerical study of it. Our numerical analysis is complemented with numerical tests carried out under the FreeFEM++ environment.

Axicons are optical elements that produce Bessel beams,i.e., long and narrow focal lines along the optical axis. Thenarrow focus makes them useful ine.g. alignment, harmonicgeneration, and atom trapping, and they are also used toincrease the longitudinal range of applications such astriangulation, light sectioning, and optical coherencetomography. In this thesis, axicons are designed andcharacterized for different kinds of illumination, using thestationary-phase and the communication-modes methods. The inverse problem of axicon design for partially coherentlight is addressed. A design relation, applicable toSchell-model sources, is derived from the Fresnel diffractionintegral, simplified by the method of stationary phase. Thisapproach both clarifies the old design method for coherentlight, which was derived using energy conservation in raybundles, and extends it to the domain of partial coherence. Thedesign rule applies to light from such multimode emitters aslight-emitting diodes, excimer lasers and some laser diodes,which can be represented as Gaussian Schell-model sources. Characterization of axicons in coherent, obliqueillumination is performed using the method of stationary phase.It is shown that in inclined illumination the focal shapechanges from the narrow Bessel distribution to a broadasteroid-shaped focus. It is proven that an axicon ofelliptical shape will compensate for this deformation. Theseresults, which are all confirmed both numerically andexperimentally, open possibilities for using axicons inscanning optical systems to increase resolution and depthrange. Axicons are normally manufactured as refractive cones or ascircular diffractive gratings. They can also be constructedfrom ordinary spherical surfaces, using the sphericalaberration to create the long focal line. In this dissertation,a simple lens axicon consisting of a cemented doublet isdesigned, manufactured, and tested. The advantage of the lensaxicon is that it is easily manufactured. The longitudinal resolution of the axicon varies. The methodof communication modes, earlier used for analysis ofinformation content for e.g. line or square apertures, isapplied to the axicon geometry and yields an expression for thelongitudinal resolution. The method, which is based on abi-orthogonal expansion of the Green function in the Fresneldiffraction integral, also gives the number of degrees offreedom, or the number of information channels available, forthe axicon geometry. Keywords:axicons, diffractive optics, coherence,asymptotic methods, communication modes, information content,inverse problems

The dynamic response and bifurcations of a harmonic oscillator with a hysteretic restoring force and sinusoidal excitation are investigated. A multilinear model of hysteresis is presented. A hybrid system approach is used to formulate and study the problem. A novel method for obtaining exact transient and steady state response of the system is discussed. Simple periodic orbits of the system are analyzed using the KBM method and an analytic criterion for existence of bound and unbound resonance is derived. Results of KBM analysis are compared with those from numerical simulations. Stability and bifurcations of higher period orbits are studied using Poincar´e maps. The Poincar´e map for the system is constructed by composing the corresponding maps for the individual subsystems of the hybrid system. The novelty of this work lies in a.) the study of a multilinear model of hysteresis, and, b.) developing a methodology for obtaining the exact transient and steady state response of the system.

<p>Axicons are optical elements that produce Bessel beams,i.e., long and narrow focal lines along the optical axis. Thenarrow focus makes them useful ine.g. alignment, harmonicgeneration, and atom trapping, and they are also used toincrease the longitudinal range of applications such astriangulation, light sectioning, and optical coherencetomography. In this thesis, axicons are designed andcharacterized for different kinds of illumination, using thestationary-phase and the communication-modes methods.</p><p>The inverse problem of axicon design for partially coherentlight is addressed. A design relation, applicable toSchell-model sources, is derived from the Fresnel diffractionintegral, simplified by the method of stationary phase. Thisapproach both clarifies the old design method for coherentlight, which was derived using energy conservation in raybundles, and extends it to the domain of partial coherence. Thedesign rule applies to light from such multimode emitters aslight-emitting diodes, excimer lasers and some laser diodes,which can be represented as Gaussian Schell-model sources.</p><p>Characterization of axicons in coherent, obliqueillumination is performed using the method of stationary phase.It is shown that in inclined illumination the focal shapechanges from the narrow Bessel distribution to a broadasteroid-shaped focus. It is proven that an axicon ofelliptical shape will compensate for this deformation. Theseresults, which are all confirmed both numerically andexperimentally, open possibilities for using axicons inscanning optical systems to increase resolution and depthrange.</p><p>Axicons are normally manufactured as refractive cones or ascircular diffractive gratings. They can also be constructedfrom ordinary spherical surfaces, using the sphericalaberration to create the long focal line. In this dissertation,a simple lens axicon consisting of a cemented doublet isdesigned, manufactured, and tested. The advantage of the lensaxicon is that it is easily manufactured.</p><p>The longitudinal resolution of the axicon varies. The methodof communication modes, earlier used for analysis ofinformation content for e.g. line or square apertures, isapplied to the axicon geometry and yields an expression for thelongitudinal resolution. The method, which is based on abi-orthogonal expansion of the Green function in the Fresneldiffraction integral, also gives the number of degrees offreedom, or the number of information channels available, forthe axicon geometry.</p><p><b>Keywords:</b>axicons, diffractive optics, coherence,asymptotic methods, communication modes, information content,inverse problems</p>

Ripple marks and oscillation marks are undesirable defects which occur on the surface of solidified steel produced industrially in the ingot and the continuous casting processes, respectively; these defects are characterized by more or less evenly spaced indentations on the metal surface. Although the mechanisms for their formation are thought to be qualitatively understood, there is still considerable scope for improvement as regards quantitative mathematical modeling. In this thesis, models for the two processes are developed. For the case of ripple marks, transient twodimensional (2D) momentum and heat transfer in ingot casting is considered, and a criterion is derived, in terms of the process parameters, that can help to inform how to avoid such marks. For the case of oscillation marks in continuous casting, a novel numerical formulation for a transient 2D model is developed with the aim of tracking the spatial location of the first point of molten steel to solidify, since this determines the profile of the final oscillation mark. In both cases, the models are nondimensionalized, and the sizes of the dimensionless parameters that appear are used to derive asymptotically reduced models, with a view to not only clarifying the qualitative behavior, but also as a means to reducing the computational expense; both finite-difference and finite-element methods are used to solve the resulting model equations. One of the conclusions is that, although experimentalists and metallurgists have, in the past, treated the two cases as being linked, the present modeling approach shows quite clearly, and perhaps for the first time, how they quantitatively differ. / Marcas de ondulação e marcas de oscilação são defeitos indesejáveis que ocorrem na superfície do lingote de aço solidificado produzido industrialmente; esses defeitos são caracterizados por recortes mais ou menos uniformemente espaçados na superfície do metal. Embora se acredite que os mecanismos para sua formação sejam entendidos qualitativamente, ainda há considerável espaço para melhorias no que diz respeito à modelagem matemática quantitativa. Nesta tese, os modelos para os dois processos são desenvolvidos. Para o caso de marcas de ondulação, considera-se a transferência bidimensional e transitória (2D) de calor e de momento no lingotamento, e um critério é derivado, em termos dos parâmetros do processo, que pode ajudar a informar como evitar tais marcas. Para o caso de marcas de oscilação em lingotamento contínuo, uma nova formulação numérica para um modelo 2D transiente é desenvolvida com o objetivo de rastrear a localização espacial do primeiro ponto de aço fundido para solidificar, pois isso determina o perfil da marca final de oscilação. Em ambos os casos, os modelos são adimensionalizados, e os tamanhos dos parâmetros adimensionais que aparecem são usados para derivar modelos assintoticamente reduzidos, visando não apenas esclarecer o comportamento qualitativo, mas também como meio de reduzir o gasto computacional; ambos os métodos de diferenças finitas e elementos finitos são usados para resolver as equações do modelos resultantes. Uma das conclusões é que, embora os experimentalistas e metalúrgicos tenham, no passado, tratado os dois casos como estando ligados, a presente abordagem de modelagem mostra claramente, e talvez pela primeira vez, como eles diferem quantitativamente.