There are three distinct processes that are predominant in models of flowing media with interacting components: advection, reaction, and diffusion. Collectively, these processes are typically modelled with partial differential equations (PDEs) known as advection-reaction-diffusion (ARD) equations.<p> To solve most PDEs in practice, approximation methods known as numerical methods are used. The method of lines is used to approximate PDEs with systems of ordinary differential equations (ODEs) by a process known as semi-discretization. ODEs are more readily analysed and benefit from well-developed numerical methods and software. Each term of an ODE that corresponds to one of the processes of an ARD equation benefits from particular mathematical properties in a numerical method. These properties are often mutually exclusive for many basic numerical methods.<p> A limitation to the widespread use of more complex numerical methods is that the development of the appropriate software to provide comparisons to existing numerical methods is not straightforward. Scientific and numerical software is often inflexible, motivating the development of a class of software known as problem-solving environments (PSEs). Many existing PSEs such as Matlab have solvers for ODEs and PDEs but lack specific features, beyond a scripting language, to readily experiment with novel or existing solution methods. The PSE developed during the course of this thesis solves ODEs known as initial-value problems, where only the initial state is fully known. The PSE is used to assess the performance of new numerical methods for ODEs that integrate each term of a semi-discretized ARD equation. This PSE is part of the PSE pythODE that uses object-oriented and software-engineering techniques to allow implementations of many existing and novel solution methods for ODEs with minimal effort spent on code modification and integration.<p> The new numerical methods use a commutator-free exponential Runge-Kutta (CFERK) method to solve the advection term of an ARD equation. A matrix exponential is used as the exponential function, but CFERK methods can use other numerical methods that model the flowing medium. The reaction term is solved separately using an explicit Runge-Kutta method because solving it along with the diffusion term can result in stepsize restrictions and hence inefficiency. The diffusion term is solved using a Runge-Kutta-Chebyshev method that takes advantage of the spatially symmetric nature of the diffusion process to avoid stepsize restrictions from a property known as stiffness. The resulting methods, known as Integrating-factor-based 2-additive Runge-Kutta methods, are shown to be able to find higher-accuracy solutions in less computational time than competing methods for certain challenging semi-discretized ARD equations. This demonstrates the practical viability both of using CFERK methods for advection and a 3-splitting in general.

In this dissertation we develop, analyze and implement effective numerical methods for multiscale phenomena arising from flows in heterogeneous porous media. The main purpose is to develop innovative numerical and analytical methods that can capture the effect of small scales on the large scales without resolving the small scale details on a coarse computational grid. This research activity is strongly motivated by many important practical applications arising in contaminant transport in heterogeneous porous media, oil reservoir simulations and subsurface characterization. In the work, we investigate three main multiscale numerical methods, i.e., multiscale finite element method, partition of unity method and mixed multiscale finite element method. These methods employ limited single or multiple global information. We apply these numerical methods to partial differential equations (elliptic, parabolic and wave equations) with continuum scales. To compute the solution of partial differential equations on a coarse grid, we define global fields such that the solution smoothly depends on these fields. The global fields typically contain non-local information required for achieving a convergence independent of small scales. We present a rigorous analysis and show that the proposed global multiscale numerical methods converge independent of small scales. In particular, a global mixed multiscale finite element method is extensively studied and applied to two-phase flows. We present some numerical results for two-phase simulations on coarse grids. The numerical results demonstrate that the global multiscale numerical methods achieve high accuracy.

Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 154-157). Also available on the Internet.

Thesis (Ph. D.)--University of Texas at Austin, 2000. / Vita. Includes bibliographical references (leaves 167-180). Available also in a digital version from Dissertation Abstracts.

Thesis (doctoral)--Friedrich-Wilhelms-Universität zu Berlin, 1928. / "Sonderdruck aus "Mathematische Annalen", Bd. 101, Heft 1"--T.p. verso. Vita. Includes bibliographical references.

Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 154-157). Also available on the Internet.

Thesis (Ph.D)--Mathematics, Georgia Institute of Technology, 2010. / Committee Chair: Gangbo, Wilfrid; Committee Member: Chow, Shui-Nee; Committee Member: Harrell, Evans; Committee Member: Swiech, Andrzej; Committee Member: Yezzi, Anthony Joseph. Part of the SMARTech Electronic Thesis and Dissertation Collection.

Thesis (doctoral)--Universität Leipzig, 1888. / Vita. Includes bibliographical references.

Thesis (M.A..)--Marshall University, 2009. / Title from document title page. Includes abstract. Document formatted into pages: contains 95 pages. Includes bibliographical references p. 94-95.

Thesis (Ph.D.)--York University, 2008. Graduate Programme in Mathematics. / Typescript. Includes bibliographical references (leaves 164-177). Also available on the Internet. MODE OF ACCESS via web browser by entering the following URL: http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:NR45992