Ye Mao. / "May 2002." / Thesis (Ph.D.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (p. 116-123). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Mode of access: World Wide Web. / Abstracts in English and Chinese.

Wang Hui Ying. / "June 2002." / Thesis (Ph.D.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (p. 67-72). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Mode of access: World Wide Web. / Abstracts in English and Chinese.

D. Tech. Mathematical Technology. / Investigates hyperbolic and pseudohyperbolic equations and the results are applied to higher-order rod approximations for the propagation of the longitudinal stress waves in elastic rods. The main objectives of this thesis are: 1. Provide a unified approach to the derivation of the families of one-dimensional hyperbolic differential equations simultaneously with the associated natural and essential boundary conditions describing longitudinal vibration of finite length rods. 2. Establish a new theoremto shorten the derivation of equations of motion and the corresponding boundary conditions, modelling longitudinal wave propagation in the rod. 3. Prove that, when deriving the higher-order rod equations, the lower-order are still included, thus increasing the number of deformations in the rod or the accuracy of the model. 4. Provide mathematical tools for the classification of the obtained equations. 5. Compare the accuracy of the above-mentioned vibration theories in elastic rods based on the investigation of their frequency spectrums which are not available in the literature. 6. Show how two of the above vibration theories, the Rayleigh-Bishop and Mindlin-Herrmann theories, can be applied to predict wave propagation in a piezoelectric circular cylinder and isotropic conical rod. In both cases a numerical example is given as a simulation of the solution.7. Find general methods for solving problems of longitudinal vibration of finite length rods for all of the above-mentioned theories.

Thesis (Ph. D.)--University of Texas at Austin, 2007. / Vita. Includes bibliographical references.

South Africa is rich in platinum group metals (PGMs) and these metals are important in providing jobs as well as investments some of which have been seen in the Johannesburg Securities Exchange (JSE). In this country this sector has experienced some setbacks in recent times. The most notable ones are the 2008/2009 global nancial crisis and the 2012 major nationwide labour unrest. Worrisomely, these setbacks keep simmering. These events usually introduce jumps and breaks in data which changes the structure of the underlying information thereby inducing spurious long memory (long range dependence). Thus it is recommended that these two phenomena must be addressed together. Further, it is well-known that nancial returns are dominated by stylized facts. In this thesis we carried out an investigation on distributional properties of platinum returns, structural changes, long memory and stylized facts in platinum returns and volatility series. To understand the distributional properties of the returns, we used two classes of heavy tailed distributions namely the alpha-Stable distributions and generalized hyperbolic distributions. We then investigated structural changes in the platinum return series and changes in long range dependence and volatility. Using Akaike information criterion, the ARFIMA-FIAPARCH under the Student distribution was selected as the best model for platinum although the ARCH e ects were slightly signi cant, while using the Schwarz information criteria the ARFIMA-FIAPARCH under the Normal distribution. Further, ARFIMA-FIEGARCH under the skewed Student distribution and ARFIMA-HYGARCH under the Normal distribution models were able to capture the ARCH effects. The best models with respect to prediction excluded the ARFIMA-FIGARCH model and were dominated by ARFIMA-FIAPARCH model with non-Normal error distributions which indicates the importance of asymmetry and heavy tailed error distributions. / Statistics / M. Sc. (Statistics)

We study a system of semilinear hyperbolic PDEs which arises as a continuum approximation of the discrete nonlinear dimer array model of SSH type of Hadad, Vitelli and Alú in [1]. We classify the system’s traveling waves, and study their stability properties. We focus on pulse solutions (solitons) on a nontrivial background and moving domain wall solutions (kinks and antikinks), corresponding to heteroclinic orbits for a reduced two-dimensional dynamical system. We further present analytical results on: nonlinear stability and spectral stability of supersonic pulses, and the spectral stability of moving domain walls. Our result for nonlinear stability is expressed in terms of appropriately weighted ?1-norms of the perturbation, which captures the phenomenon of convective stabilization; as time advances, the traveling wave “outruns” the growing disturbance excited by an initial perturbation. We use our analytical results to interpret phenomena observed in numerical simulations. The results for (linear) spectral stability are studied in appropriately-weighted ?2-norms.

Thesis (Ph. D.)--University of Washington, 2001. / Vita. Includes bibliographical references (leaves 160-166).

We consider bounded weak solutions u of a degenerate parabolic-hyperbolic equation defined in a subset [mathematical symbols]. We define strong notion of trace at the boundary [mathematical symbols] reached by L¹ convergence for a large class of functionals of u. Such functionals depend on the flux function of the degenerate parabolic-hyperbolic equation and on the boundary. We also prove the well-posedness of the entropy solution for scalar conservation laws with a strong boundary condition with the above trace result as applications. / text

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Este trabalho apresenta uma família de novos métodos numéricos euleriano-lagrangeanos localmente conservativos para leis de conservação hiperbólicas escalares. Estes métodos não utilizam soluções analíticas de problemas de Riemann e são bastante precisos na captura de saltos nas soluções. Estes métodos foram introduzidos, implementados computacionalmente e testados para leis de conservação em uma e duas dimensões espaciais. Foram consideradas as equações de Burgers e Buckley-Leverett. Nossos experimentos numéricos indicaram que os métodos são pouco difusivos e que as soluções não apresentam oscilações espúrias.

Fundação Carlos Chagas Filho de Amparo a Pesquisa do Estado do Rio de Janeiro / O processo de recuperação secundária de petróleo é comumente realizado com a injeção de água no reservatório a fim de manter a pressão necessária para sua extração. Para que o investimento seja viável, os gastos com a extração têm de ser menores do que o retorno financeiro obtido com o petróleo. Para tanto, tornam-se extremamente importantes as simulações dos processos de extração. Neste trabalho são estudados os problemas de Burgers e de Buckley-Leverett visando o escoamento imiscível água-óleo em meios porosos, onde o escoamento é incompressível e os efeitos difusivos (devido à pressão capilar) são desprezados. Com o objetivo de incorporar conhecimento matemático mais avançado, para em seguida utilizá-lo no entendimento do problema estudado, abordou-se com razoável profundidade a teoria das leis de conservação. Foram consideradas soluções fracas que, fisicamente, podem ser interpretadas como ondas de choque ou rarefações, então, para que fossem distinguidas as fisicamente admissíveis, foi utilizado o princípio de entropia, nas suas diversas formas. Inicialmente consideramos alguns exemplos clássicos de métodos numéricos para uma lei de conservação escalar, os quais podem ser vistos como esquemas conservativos de três pontos. Entre eles, o método de Lax-Friedrichs (LF) e o método de Lax-Wendroff (LW). Em seguida, um esquema composto foi testado, o qual inclui na sua formulação os métodos LF e LW (chamado de LWLF-4). Respeitando a condição CFL, foram obtidas soluções numéricas de todos os problemas tratados aqui. Com o objetivo de validar tais soluções, foram utilizadas soluções analíticas oriundas dos problemas de Burgers e Buckley- Leverett. Também foi feita uma comparação com os métodos do tipo TVDs com limitadores de fluxo, obtendo resultado satisfatório. Vale à pena ressaltar que o esquema LWLF-4, pelo que nos consta, nunca foi antes utilizado nas resoluções das equações de Burgers e Buckley- Leverett. / The secondary recovery of petroleum is usually performed with injection of water through an oil reservoir to keep the oil pressure for the exploration. In order to make the exploration profitable, the extraction cost must be less than the financial return, which means that the simulation of the exploration process is extremely relevant. In this work, the Burgers- and- Buckley-Leverett problems are studied seeking a two-phase displacement in porous media. The flow is considered incompressible and capillary effects are ignored. In order to analyze the problem, it was necessary to use the theory of conservation law in a spatial variable. Weak solutions, which can be understood as shock or rarefaction waves, are studied with the entropy condition, so that only the physically correct solutions are considered. Some classical numerical methods, which can be seen as conservative schemes of three points, are studied, among them the Lax-Friedrichs (LF) and Lax-Wendroff (LW) methods. A composite scheme, called LWLF-k, is tested using LF and LW methods, being respected the CFL condition, with satisfactory results. In order to validate the numerical schemes, we consider analytical solutions of the Burgers-and-Buckley-Leverett equations. Was also made a comparison with TVDs methods with flux limiters, obtaining satisfactory results. We emphasize that to the best of our knowledge, the LWLF-4 scheme has never been used to solve the Buckley-Leverett equation.