Systems of quasilinear partial differential equations of the first order, known as hydrodynamic type systems, are one of the most important classes of nonlinear partial differential equations in the modern theory of integrable systems. They naturally arise in continuum mechanics and in a wide range of applications, both in pure and applied mathematics. Deep connections between the mathematical theory of hydrodynamic type systems with differential geometry, firstly revealed by Riemann in the nineteenth century, have been thoroughly investigated in the eighties by Dubrovin and Novikov. They introduced and studied a class of Poisson structures generated by a flat pseudo-Riemannian metric, called first-order Poisson brackets of hydrodynamic type. Subsequently, these structures have been generalised in a whole variety of different ways: degenerate, non-homogeneous, higher order, multi-dimensional, and non-local. The first part of this thesis is devoted to the classification of such structures in two dimensions, both non-degenerate and degenerate. Complete lists of such structures are provided for a small number of components, as well as partial results in the multi-component non-degenerate case. In the second part of the thesis we deal with deformations of Poisson structures of hydrodynamic type. The deformation theory of Poisson structures is of great interest in the theory of integrable systems, and also plays a key role in the theory of Frobenius manifolds. In particular, we investigate deformations of two classes of structures of hydrodynamic type: degenerate one-dimensional Poisson brackets and non-semisimple bi-Hamiltonian structures associated with Balinskii-Novikov algebras. Complete classification of second-order deformations are presented for two-component structures.

Asynchronous iterations often converge under different conditions than their syn- chronous counterparts. In this paper we will study the global convergence of Jacobi- Newton-like methods for nonlinear equationsF x = 0. It is a known fact, that the synchronous algorithm converges monotonically, ifF is a convex M-function and the starting valuesx0 andy0 meet the conditionF x04 04F y0 . In the paper it will be shown, which modifications are necessary to guarantee a similar convergence behavior for an asynchronous computation.

In this dissertation, we present two research projects, namely finite-state mean-field games and the Hughes model for the motion of crowds. In the first part, we describe finite-state mean-field games and some applications to socio-economic sciences. Examples include paradigm shifts in the scientific community and the consumer choice behavior in a free market. The corresponding finite-state mean-field game models are hyperbolic systems of partial differential equations, for which we propose and validate a new numerical method. Next, we consider the dual formulation to two-state mean-field games, and we discuss numerical methods for these problems. We then depict different computational experiments, exhibiting a variety of behaviors, including shock formation, lack of invertibility, and monotonicity loss. We conclude the first part of this dissertation with an investigation of the shock structure for two-state problems. In the second part, we consider a model for the movement of crowds proposed by R. Hughes in [56] and describe a numerical approach to solve it. This model comprises a Fokker-Planck equation coupled with an Eikonal equation with Dirichlet or Neumann data. We first establish a priori estimates for the solutions. Next, we consider radial solutions, and we identify a shock formation mechanism. Subsequently, we illustrate the existence of congestion, the breakdown of the model, and the trend to the equilibrium. We also propose a new numerical method for the solution of Fokker-Planck equations and then to systems of PDEs composed by a Fokker-Planck equation and a potential type equation. Finally, we illustrate the use of the numerical method both to the Hughes model and mean-field games. We also depict cases such as the evacuation of a room and the movement of persons around Kaaba (Saudi Arabia).

The aim of this thesis is to study a class of left-invariant optimal control problems on the matrix Lie group SE(2). We classify, under detached feedback equivalence, all controllable (left-invariant) control affine systems on SE(2). This result produces six types of control affine systems on SE(2). Hence, we study six associated left-invariant optimal control problems on SE(2). A left-invariant optimal control problem consists of minimizing a cost functional over the trajectory-control pairs of a left-invariant control system subject to appropriate boundary conditions. Each control problem is lifted from SE(2) to T*SE(2) ≅ SE(2) x se (2)*and then reduced to a problem on se (2)*. The maximum principle is used to obtain the optimal control and Hamiltonian corresponding to the normal extremals. Then we derive the (reduced) extremal equations on se (2)*. These equations are explicitly integrated by trigonometric and Jacobi elliptic functions. Finally, we fully classify, under Lyapunov stability, the equilibrium states of the normal extremal equations for each of the six types under consideration.

This project deals with techniques to solve Markov Chains numerically.

Uruguay is a pioneer in the use of renewable sources of energy and can usually satisfy its total demand from renewable sources. Control and optimization of the system is complicated by half of the installed power - wind and solar sources - be- ing non-controllable with high uncertainty and variability. In this work we present a novel optimization technique for efficient use of the production facilities. The dy- namical system is stochastic, and we deal with its non-Markovian dynamics through a Lagrangian relaxation. Continuous-time optimal control and value function are found from the solution to a sequence of Hamilton-Jacobi-Bellman partial differential equations associated with the system. We introduce a monotone scheme to avoid spurious oscillations in the numerical solution and apply the technique to a number of examples taken from the Uruguayan grid. We use parallelization and change of variables to reduce the computational times. Finally, we study the usefulness of extra system storage capacity offered by batteries.

京都大学 / 0048 / 新制・課程博士 / 博士(農学) / 甲第22488号 / 農博第2392号 / 新制||農||1076(附属図書館) / 学位論文||R2||N5268(農学部図書室) / 京都大学大学院農学研究科地域環境科学専攻 / (主査)教授 藤原 正幸, 教授 村上 章, 准教授 宇波 耕一 / 学位規則第4条第1項該当 / Doctor of Agricultural Science / Kyoto University / DFAM

京都大学 / 新制・課程博士 / 博士(情報学) / 甲第23323号 / 情博第759号 / 新制||情||129(附属図書館) / 京都大学大学院情報学研究科数理工学専攻 / (主査)教授 中村 佳正, 教授 矢ヶ崎 一幸, 准教授 辻本 諭 / 学位規則第4条第1項該当 / Doctor of Informatics / Kyoto University / DFAM

Asynchronous iterations often converge under different conditions than their syn- chronous counterparts. In this paper we will study the global convergence of Jacobi- Newton-like methods for nonlinear equationsF x = 0. It is a known fact, that the synchronous algorithm converges monotonically, ifF is a convex M-function and the starting valuesx0 andy0 meet the conditionF x04 04F y0 . In the paper it will be shown, which modifications are necessary to guarantee a similar convergence behavior for an asynchronous computation.

In this thesis, we define differential operators for Hermitian Jacobi forms and Hermitian modular forms over the Gaussian number field Q(i). In particular, we construct Rankin-Cohen brackets for such spaces of Hermitian Jacobi forms and Hermitian modular forms. As an application, we extend Rankin's method to the case of Hermitian Jacobi forms. Finally we compute Fourier series coefficients of Hermitian modular forms, which allow us to give an example of the first Rankin-Cohen bracket of two Hermitian modular forms. In the appendix, we provide tables of Fourier series coefficients of Hermitian modular forms and also the computer source code that we used to compute such Fourier coefficients.