Using recent progress on moment problems, and their connections with semidefinite optimization, we present in this paper a new methodology based on semidefinite optimization, to obtain a hierarchy of upper and lower bounds on both linear and certain nonlinear functionals defined on solutions of linear partial differential equations. We apply the proposed methods to examples of PDEs in one and two dimensions with very encouraging results. We also provide computation evidence that the semidefinite constraints are critically important in improving the quality of the bounds, that is without them the bounds are weak. / Singapore-MIT Alliance (SMA)

Neste trabalho consideramos sistemas de equações diferenciais parciais lineares de primeira ordem, com coeficientes analíticos, definidos em variedades analíticas reais, no caso particular em que seu coposto é igual a um. Demonstramos que esse tipo de sistema admite integrais primeiras locais, e buscamos caracterizar sua hipoelipticidade analítica local e global em termos de propriedades topológicas das mesmas. Também provamos a Fórmula de Aproximação de Baouendi-Trèves / In this work we consider systems of first-order linear partial differential equations, with analytic coefficients, defined on real-analytic manifolds, in the special case in which the corank is equal to one. We prove that this type of systems admits local first integrals, and we seek to characterize their local and global analytic hypoellipticity in terms of topological properties of these first integrals. We also prove the Baouendi-Trèves Approximation Formula

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Neste trabalho consideramos sistemas de equações diferenciais parciais lineares de primeira ordem, com coeficientes analíticos, definidos em variedades analíticas reais, no caso particular em que seu coposto é igual a um. Demonstramos que esse tipo de sistema admite integrais primeiras locais, e buscamos caracterizar sua hipoelipticidade analítica local e global em termos de propriedades topológicas das mesmas. Também provamos a Fórmula de Aproximação de Baouendi-Trèves / In this work we consider systems of first-order linear partial differential equations, with analytic coefficients, defined on real-analytic manifolds, in the special case in which the corank is equal to one. We prove that this type of systems admits local first integrals, and we seek to characterize their local and global analytic hypoellipticity in terms of topological properties of these first integrals. We also prove the Baouendi-Trèves Approximation Formula

The dissertation consists of two parts. The first part (Chapter 1 to 4) is on some contributions to the development of a non-linear analysis on the quintessential fractal set Sierpinski gasket and its probabilistic interpretation. The second part (Chapter 5) is on the asymptotic tail decays for suprema of stochastic processes satisfying certain conditional increment controls. Chapters 1, 2 and 3 are devoted to the establishment of a theory of backward problems for non-linear stochastic differential equations on the gasket, and to derive a probabilistic representation to some parabolic type partial differential equations on the gasket. In Chapter 2, using the theory of Markov processes, we derive the existence and uniqueness of solutions to backward stochastic differential equations driven by Brownian motion on the Sierpinski gasket, for which the major technical difficulty is the exponential integrability of quadratic processes of martingale additive functionals. A Feynman-Kac type representation is obtained as an application. In Chapter 3, we study the stochastic optimal control problems for which the system uncertainties come from Brownian motion on the gasket, and derive a stochastic maximum principle. It turns out that the necessary condition for optimal control problems on the gasket consists of two equations, in contrast to the classical result on ℝ^d, where the necessary condition is given by a single equation. The materials in Chapter 2 are based on a joint work with Zhongmin Qian (referenced in Chapter 2). Chapter 4 is devoted to the analytic study of some parabolic PDEs on the gasket. Using a new type of Sobolev inequality which involves singular measures developed in Section 4.2, we establish the existence and uniqueness of solutions to these PDEs, and derive the space-time regularity for solutions. As an interesting application of the results in Chapter 4 and the probabilistic representation developed in Chapter 2, we further study Burgers equations on the gasket, to which the space-time regularity for solutions is deduced. The materials in Chapter 4 are based on a joint work with Zhongmin Qian (referenced in Chapter 4). In Chapter 5, we consider a class of continuous stochastic processes which satisfy the conditional increment control condition. Typical examples include continuous martingales, fractional Brownian motions, and diffusions governed by SDEs. For such processes, we establish a Doob type maximal inequality. Under additional assumptions on the tail decays of their marginal distributions, we derive an estimate for the tail decay of the suprema (Theorem 5.3.2), which states that the suprema decays in a manner similar to the margins of the processes. In Section 5.4, as an application of Theorem 5.3.2, we derive the existence of strong solutions to a class of SDEs. The materials in this chapter is based on the work [44] by the author (Section 5.2 and Section 5.3) and an ongoing joint project with Guangyu Xi (Section 5.4).

Cette thèse présente des travaux originaux dans le domaine des méthodes de moyennisation d'ordre élevé. On s'intéresse notamment à des procédures de moyennisation dite stroboscopique ou quasi-stroboscopique dans des espaces de Banach ou de Hilbert. Ces procédures sont ensuite appliquées à des exemples concrets: des équations d'évolutions hautement oscillantes. Plus précisément, on montre dans un premier temps un résultat de moyennisation stroboscopique dans un espace de Banach où l'on obtient des estimations d'erreurs exponentielles. Ce théorème est ensuite appliqué sur deux équations des ondes semi-linéaire hautement oscillantes. On montre également que la Stroboscopic Averaging Method s'applique à une équation des ondes semi-linéaire avec conditions de Dirichlet. On trouve enfin numériquement, une dynamique intéressante de l'équation des ondes semi-linéaire mise en lumière par la procédure de moyennisation. Dans un second temps, on présente un théorème de moyennisation quasi-stroboscopique dans un espace de Hilbert quelconque avec des estimations d'erreurs exponentielles. Ce théorème est alors appliqué de façon indirecte à une équation de Schrödinger semi-linéaire oscillante. Cette équation est d'abord projeté dans un espace de dimension finie pour qu'on puisse lui appliquer le théorème de moyennisation quasi-stroboscopique. On écrit alors un résultat de moyennisation quasi-stroboscopique pour l'équation de Schrödinger semi-linéaire avec des estimations d'erreur polynomiales. / This thesis presents some original work in the field of high order averaging procedure. In particular, we are interested in stroboscopic and quasi-stroboscopic averaging procedure in abstract Banach or Hilbert spaces. This procedures is applied to concrete examples: some highly oscillatory evolution equations. More precisely, we first show a theorem of stroboscopic averaging in a Banach space where we obtain exponential error estimates. This theorem is then applied on two semi-linear and highly oscillatory wave equations. We also put in evidence that the {\it Stroboscopic Averaging Method} works fine with a semi-linear wave equation with Dirichlet conditions. Finally, the averaging procedure puts in evidence, numerically, an interesting dynamics regarding the semi-linear wave equation with Dirichlet conditions. In a second part, we present a quasi-stroboscopic averaging theorem in a Hilbert space with exponential error estimates. This theorem is applied on a semi-linear Schrödinger equation. This equation has first, to be project in a finite dimensional space in order to fit in the hypotheses of the theorem. We then write a quasi-stroboscopic averaging theorem for a semi-linear Schrödinger equation with polynomial error estimates.

Dans cette thèse, on s'est intéressé à la dynamique des poches de tourbillon pour des équations issues de la mécanique des fluides posées dans le plan. La thèse est composée de trois partie indépendantes. Un des objectifs est d'établir l'existence des tourbillons uniformément concentrés et rigides, c’est-à-dire, qui ne se déforment pas lors de l'évolution. Nous analysons deux configurations liées à la nature topologique du support: poches simplement et doublement connexes. Nos solutions sont obtenues via des techniques de bifurcations et d'analyse complexe. Le deuxième objectif est d'obtenir des précisions sur la structure globale du diagramme de bifurcation et sa réponse vis-à-vis des petites perturbations dans le modèle. Plus précisément, dans le deuxième chapitre on prouve l'existence de V-states doublement connexes dans un voisinage de l'anneau pour le modèle des surfaces quasi-géostrophique. On montre que l'on peut construire des branches de solutions qui sont des anneaux perturbés pour certaines valeurs explicites de vitesses angulaires qui sont liées aux fonctions hypergéométriques de Gauss et aux fonctions de Bessel. Le troisième chapitre porte sur l'étude de la structure du diagramme de bifurcation dans le cas doublement connexes pour l'équation d'Euler. Numériquement, près d'un cas dégénéré, les deux branches issues des deux vitesses angulaires possibles semblaient se rejoindre pour former un lacet. Nous avons prouvé analytiquement ce résultat. Le quatrième chapitre porte sur le modèle shallow water quasi-géostrophique. Dans une première partie, on prouve l'existence de V-states simplement connexes dans un voisinage du tourbillon de Rankine pour un nombre dénombrable de vitesses angulaires liées aux fonctions de Bessel modifiées. La deuxième partie porte sur la réponse du diagramme de bifurcation lorsque l'on fait varier un paramètre du modèle. On montre en particulier qu'une singularité présente lors d'un cas limite est éclatée. Notre étude analytique a été complétée par des simulations numériques portant sur les V-states limites pour les symétries deux et trois. / In this dissertation, we are concerned with the vortex dynamics for some equations arising in fluid mechanics. We distinguish three independent parts. One of the objectives is to prove the existence of uniformly concentrated rigid vortices, they do not change their shapes during the motion. We examine two configurations related to the topological nature of the support: simply and doubly connected vortex patches. Our solutions are obtained using bifurcation arguments and complex analysis tools. The second objective is to obtain some precisions on the global structure of the bifurcation diagram and its response to small perturbations. More precisely, in the second chapter we prove the existence of doubly connected V-states in a neighborhood of the annulus for the surface quasi-geostrophic model. We check that we can construct some branches of solutions which are perturbated annulus at some angular velocities related to hypergeometric Gauss functions and Bessel functions. The goal of the third chapter is to study the structure of the bifurcation diagram in the doubly connected case for Euler equations. Numerically, close to a degenerate case, the two branches of solutions come from the two angular velocities seems to merge to form a loop. We prove analytically this result. In the last chapter, we focus on the shallow quasi-geostrophic model. In the first part, we prove the existence of the simply V-states in a neighborhood of the Rankine Vortices for a countable number of angular velocities related to modified Bessel functions. In the second part, we study the reaction of the diagram bifurcation for small perturbations of the parameter. In particular, we prove that some singularities are broken due to a resonance phenomenon. Our analytical study is completed by numerical simulations on the limiting V-states for the two and three fold symetries.

In the last years multilevel preconditioners like BPX became more and more popular for solving second-order elliptic finite element discretizations by iterative methods. P. Oswald has adapted these methods for discretizations of the fourth order biharmonic problem by rectangular conforming Bogner-Fox-Schmidt elements and nonconforming Adini elements and has derived optimal estimates for the condition numbers of the preconditioned linear systems. In this paper we generalize the results from Oswald to the construction of BPX and Multilevel Diagonal Scaling (MDS-BPX) preconditioners for the elasticity problem of thin smooth shells of arbitrary forms where we use Koiter's equations of equilibrium for an homogeneous and isotropic thin shell, clamped on a part of its boundary and loaded by a resultant on its middle surface. We use the two discretizations mentioned above and the preconditioned conjugate gradient method as iterative method. The parallelization concept is based on a non-overlapping domain decomposition data structure. We describe the implementations of the multilevel preconditioners. Finally, we show numerical results for some classes of shells like plates, cylinders, and hyperboloids.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / In this thesis we present a proof of the Malgrange-Ehrenpreis theorem, which states that every operator with constant coefficients non identically zero has a fundamental solution. / Nessa dissertação apresentamos uma demonstração do Teorema de Malgrange-Ehrenpreis, que afirma que todo operador de coeficientes constantes não identicamente nulo tem uma solução fundamental.