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Higher Order Numerical Methods for Singular Perturbation Problems.Munyakazi, Justin Bazimaziki. January 2009 (has links)
<p>In recent years, there has been a great interest towards the higher order numerical methods for singularly perturbed problems. As compared to their lower order counterparts, they provide better accuracy with fewer mesh points. Construction and/or implementation of direct higher order methods is usually very complicated. Thus a natural choice is to use some convergence acceleration techniques, e.g., Richardson extrapolation, defect correction, etc. In this thesis, we will consider various classes of problems described by singularly perturbed ordinary and partial differential equations. For these problems, we design some novel numerical methods and attempt to increase their accuracy as well as the order of convergence. We also do the same for existing numerical methods in some instances. We ¯ / nd that, even though the Richardson extrapolation technique always improves the accuracy, it does not perform equally well when applied to different methods for certain classes of problems. Moreover, while in some cases it improves the order of convergence, in other cases it does not. These issues are discussed in this thesis for linear and nonlinear singularly perturbed ODEs as well as PDEs. Extrapolation techniques are analyzed thoroughly in all the cases, whereas the limitations of the defect correction approach for certain problems is indicated at the end of the thesis</p>
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O átomo de hidrogênio em 1, 2 e 3 dimensõesVerri, Alessandra Aparecida 10 August 2007 (has links)
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Previous issue date: 2007-08-10 / Financiadora de Estudos e Projetos / In this work we study the Hamiltonian of the hydrogen atom in 1, 2 and 3 dimensions. Especifically, it is defined as a self-adjoint operator in the Hilbert
space L2(Rn), n = 1, 2, 3. Nevertheless, the main goal is to study the hydrogen
atom 1-D. Particularly, for this is model we address some problens related to the
singularity of the Coulomb potential. / Neste trabalho vamos estudar o Hamiltoniano do átomo de hidrogênio em 1, 2 e 3 dimensões. Especificamente, queremos defini-lo como um operador auto-adjunto no espaço de Hilbert L2(Rn), n = 1, 2, 3. No entanto, o principal objetivo é
estudar o átomo de hidrogênio 1-D. Em particular, para este modelo, abordaremos
algumas questões relacionadas à singularidade do potencial de Coulomb −1/|x|.
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Nanoestruturas de grafeno e o problema do confinamento de partículas de Dirac na descrição do contínuoSouza, José Fernando Oliveira de 08 August 2014 (has links)
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Previous issue date: 2014-08-08 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / In this work, we investigate in parallel physical and mathematical aspects inherent
to the problem of confinement of massless Dirac fermions in graphene nanostructures.
In a low energy approach, we propose models to describe confining systems
in graphene and study how the choice of boundary conditions of the problem - or,
equivalently, of domains of the Dirac operator - affects the physical properties of
such systems. In this scenario, we concentrate essentially on the study of the physical
behavior of graphene nanorings and nanoribbons in response to aspects such as
topology, edge and interface geometry and interactions with external fields. At the
same time, a rigorous investigation concerning formal aspects of the problem and
the way that they manifest themselves physically is also performed. In light of the
theory of linear operators on Hilbert spaces, we analyze the role played by the notion
of self-adjointness in the problem and establish sets of boundary conditions physically
acceptable in graphene, which mathematically corresponds to the definition
of self-adjoint extensions of the Dirac Hamiltonian from the continuum description.
Sets proposed in the treatment of some studied configurations are approached in
this context. In addition, we present a particular study in which we examine the
influence of topological defects on the physics of massive fermions in graphene in
the presence of Coulomb and uniform magnetic fields. / Neste trabalho, investigamos paralelamente os aspectos físicos e matemáticos
inerentes ao problema do confinamento de férmions de Dirac sem massa em nanoestruturas
de grafeno. Em uma abordagem no limite de baixas energias, propomos
modelos para descrever sistemas confinantes no âmbito da física do grafeno
e estudamos de que modo a escolha das condições de contorno do problema - ou,
equivalentemente, dos domínios do operador de Dirac - exercem influência sobre as
propriedades físicas de tais sistemas. Neste cenário, concentramo-nos essencialmente
no estudo do comportamento físico de nanoanéis e nanofitas de grafeno em resposta
a aspectos como topologia, geometria de borda e interface e interações com campos
externos. Ao mesmo tempo, também é realizada uma rigorosa investigação acerca
dos aspectos formais do problema e do modo como eles se refletem fisicamente. À
luz da teoria dos operadores lineares em espaços de Hilbert, analisamos o papel
desempenhado pela noção de self-adjointness na modelagem do problema e estabelecemos
conjuntos de condições de contorno fisicamente aceitáveis relativamente ao
grafeno, o que corresponde matematicamente à definição de extensões auto-adjuntas
do Hamiltoniano de Dirac da descrição do contínuo. Conjuntos propostos no tratamento
de algumas das configurações estudadas são abordados neste contexto. Além
disso, apresentamos um estudo à parte em que examinamos a influência de defeitos
topológicos na física de férmions com massa no grafeno na presença de interações de
Coulomb e de campos magnéticos uniformes.
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Singularidades quanticas associadas a defeitos topologicos em espaços-tempos classicamente singulares / Quantum singularities associated to topological defects in classically singular spacetimesManoel, João Paulo Pitelli, 1982- 28 March 2008 (has links)
Orientador: Patricio Anibal Letelier Sotomayor / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-08-10T23:13:00Z (GMT). No. of bitstreams: 1
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Previous issue date: 2008 / Resumo: Espaços-tempos classicamente singulares são estudados utilizando-se partículas quânticas (ao invés de clássicas) obedecendo as equações de Klein-Gordon e Dirac, a fim de determinar se estes espaços permanecem singulares do ponto de vista quântico. Primeiramente é apresentada uma revisão do ferramental matemático necessário para o estudo de singularidades quânticas, cujo principal resultado utilizado é a teoria de índices deficientes devido a von Neumann. No apêndice A é apresentado um primeiro estudo sobre singularidades quânticas em espaços-tempos com defeitos topológicos numa superfície 2-dimensional (paredes cósmicas), em especial superfícies esféricas e cilíndricas. Estes espaços continuam singulares nesta teoria e todas as informações extras (que em mecânica quântica se apresentam sob a forma de condições de contorno) necessárias para se remover a singularidade são encontradas. No apêndice B, é estudado um espaço-tempo 2+1 dimensional com curvatura negativa constante. É mostrado que este espaço permanece singular quando visto pela mecânica quântica e as condições de contorno possíveis são encontradas utilizando-se resultados obtidos no caso plano / Abstract: Classical singular spacetimes are studied using quantum particles (instead of classical ones) obeying Klein-Gordon and Dirac equations, to determine if these spacetimes remain singular in the view of quantum mechanics. First we give a review of the mathematical framework necessary to study quantum singularities, wich the main result to be used later is von Neumann¿s theory of deficient indices. In appendix A, a first work on quantum singularities in spacetimes with topological defects on a 2-dimensional hypersurface (cosmic walls), specifically spherical and cylindrical surfaces, is presented. These spacetimes remain singular in this theory and all extra informations (which in quantum mechanics correspond to boundary conditions) necessary to remove the naked singularity are found. In Apendix B, a 2+1 dimensional spacetime with constant negative curvature is studied. It is shown that this spacetime remains quantum mechanically singular and all possible boundary conditions are found using results obtained in plane case / Mestrado / Relatividade Geral/Gravitação Quantica / Mestre em Matemática Aplicada
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Etude de l'asymptotique du phénomène d'augmentation de diffusivité dans des flots à grande vitesse / The asymptotic of the phenomenon of enhancement of diffusivity in high speed flowNguyen, Thi-Hien 29 September 2017 (has links)
En application, on souhaite générer des nombres aléatoires avec une loi précise (méthode de Monte Carlo par chaines de Markov - MCMC (Markov Chaine Monte Carlo)). La méthode consiste à trouver une diffusion qui a la loi invariante souhaitée et à montrer la convergence de cette diffusion vers son équilibre avec une vitesse exponentielle. L’exposant de cette convergence est le trou spectral du générateur. Il a été montré par Chii-Ruey Hwang, Shu-Yin Hwang-Ma, et Shuenn-Jyi Sheu qu’on peut agrandir le trou spectral, en rajoutant un terme non-symétrique au générateur auto-adjoint (souvent utilisé en MCMC). Ceci correspond à passer d’une diffusion réversible (en detailed balance) à une diffusion non réversible. Un moyen de construire une diffusion non-réversible avec la même mesure invariante est de rajouter un flot incompressible à la dynamique de la diffusion réversible.Dans cette thèse, nous étudions le comportement de la diffusion lorsqu’on accélère le flot sous-jacent en multipliant le champ des vecteurs qui le décrit par une grande constante. P. Constantin, A.Kisekev, L.Ryzhik et A.Zlatoš (2008) ont montré que si le flot était faiblement mélangeant alors l’accélération du flot suffisait pour faire converger la diffusion vers son équilibre en un temps fini. Dans ce travail, on explicite la vitesse de ce phénomène sous une condition de corrélation du flot. L’article de B. Franke, C.-R.Hwang, H.-M. Pai et S.-J. Sheu (2010) donne l’expression asymptotique du trou spectral lorsque le flot sous-jacent est accéléré vers l’infini. Ici aussi, on s’intéresse à la vitesse avec laquelle le phénomène se manifeste. Dans un premier temps, nous étudions le cas particulier d’une diffusion du type Ornstein-Uhlenbeck qui est perturbée par un flot préservant la mesure gaussienne. Dans ce cas, grâce à un résultat de G. Metafune, D. Pallara et E. Priola (2002), nous pouvons réduire l’étude du spectre du générateur à des valeurs propres d’une famille de matrices. Nous étudions ce problème avec des méthodes de développement limité des valeurs propres. Ce problème est résolu explicitement dans cette thèse et nous donnons aussi une borne pour le rayon de convergence du développement. Nous généralisons ensuite cette méthode dans le cas d’une diffusion générale de façon formelle. Ces résultats peuvent être utiles pour avoir une première idée sur les vitesses de convergence du trou spectral décrites dans l’article de Franke et al. (2010). / In application, we would like to generate random numbers with a precise law MCMC (Markov Chaine Monte Carlo). The method consists in finding a diffusion which has the desired invariant law and in showing the convergence of this diffusion towards its equilibrium with an exponential rate. The exponent of this convergence is the spectral gap of the generator. It was shown by C.-R. Hwang, S.-Y. Hwang-Ma and S.-J. Sheu that the spectral gap can grow up by adding a non-symmetric term to the self-adjoint generator.This corresponds to passing from a reversible diffusion to a non-reversible diffusion. A means of constructing a non-reversible diffusion with the same invariant measure is to add an incompressible flow to the dynamics of the reversible diffusion.In this thesis, we study the behavior of diffusion when the flow is accelerated by multiplying the field of the vectors which describes it by a large constant. In 2008, P. Constantin, A. Kisekev, L. Ryzhik and A. Zlatoˇs have shown that if the flow was weakly mixing then the acceleration of the flow was sufficient to converge the diffusion towards its equilibrium after finite time. In this work, the speed of this phenomenon is explained under a condition of correlation of the flow. The article by B. Franke, C.-R.Hwang, H.-M. Pai and S.-J.Sheu (2010) gives the asymptotic expression of the spectral gap when the large constant goes to infinity. Here we are also interested in the speed with which the phenomenon manifests itself. First, we study the special case of an Ornstein-Uhlenbeck diffusion which is perturbed by a flow preserving the Gaussian measure. In this case, thanks to a result of G. Metafune, D. Pallara and E. Priola (2002), we can reduce the study of the generator spectrum to eigenvalues of a family of matrices. We study this problem with methods of limited development of eigenvalues. This problem is solved explicitly in this thesis and we also give a boundary for the convergence radius of the development. We then generalize this method in the case of a general diffusion in a formal way. These results may be useful to have a first idea on the speeds of convergence of the spectral gap described in the article by Franke et al. (2010).
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Propriétés spectrales des opérateurs non-auto-adjoints aléatoires / Spectral properties of random non-self-adjoint operatorsVogel, Martin 10 September 2015 (has links)
Dans cette thèse, nous nous intéressons aux propriétés spectrales des opérateurs non-auto-adjoints aléatoires. Nous allons considérer principalement les cas des petites perturbations aléatoires de deux types des opérateurs non-auto-adjoints suivants :1. une classe d’opérateurs non-auto-adjoints h-différentiels Ph, introduite par M. Hager [32],dans la limite semiclassique (h→0); 2. des grandes matrices de Jordan quand la dimension devient grande (N→∞). Dans le premier cas nous considérons l’opérateur Ph soumis à de petites perturbations aléatoires. De plus, nous imposons que la constante de couplage δ vérifie e (-1/Ch) ≤ δ ⩽ h(k), pour certaines constantes C, k > 0 choisies assez grandes. Soit ∑ l’adhérence de l’image du symbole principal de Ph. De précédents résultats par M. Hager [32], W. Bordeaux-Montrieux [4] et J. Sjöstrand [67] montrent que, pour le même opérateur, si l’on choisit δ ⪢ e(-1/Ch), alors la distribution des valeurs propres est donnée par une loi de Weyl jusqu’à une distance ⪢ (-h ln δ h) 2/3 du bord de ∑. Nous étudions la mesure d’intensité à un et à deux points de la mesure de comptage aléatoire des valeurs propres de l’opérateur perturbé. En outre, nous démontrons des formules h-asymptotiques pour les densités par rapport à la mesure de Lebesgue de ces mesures qui décrivent le comportement d’un seul et de deux points du spectre dans ∑. En étudiant la densité de la mesure d’intensité à un point, nous prouvons qu’il y a une loi de Weyl à l’intérieur du pseudospectre,une zone d’accumulation des valeurs propres dûe à un effet tunnel près du bord du pseudospectre suivi par une zone où la densité décroît rapidement. En étudiant la densité de la mesure d’intensité à deux points, nous prouvons que deux valeurs propres sont répulsives à distance courte et indépendantes à grande distance à l’intérieur de ∑. Dans le deuxième cas, nous considérons des grands blocs de Jordan soumis à des petites perturbations aléatoires gaussiennes. Un résultat de E.B. Davies et M. Hager [16] montre que lorsque la dimension de la matrice devient grande, alors avec probabilité proche de 1, la plupart des valeurs propres sont proches d’un cercle. De plus, ils donnent une majoration logarithmique du nombre de valeurs propres à l’intérieur de ce cercle. Nous étudions la répartition moyenne des valeurs propres à l’intérieur de ce cercle et nous en donnons une description asymptotique précise. En outre, nous démontrons que le terme principal de la densité est donné par la densité par rapport à la mesure de Lebesgue de la forme volume induite par la métrique de Poincaré sur la disque D(0, 1). / In this thesis we are interested in the spectral properties of random non-self-adjoint operators. Weare going to consider primarily the case of small random perturbations of the following two types of operators: 1. a class of non-self-adjoint h-differential operators Ph, introduced by M. Hager [32], in the semiclassical limit (h→0); 2. large Jordan block matrices as the dimension of the matrix gets large (N→∞). In case 1 we are going to consider the operator Ph subject to small Gaussian random perturbations. We let the perturbation coupling constant δ be e (-1/Ch) ≤ δ ⩽ h(k), for constants C, k > 0 suitably large. Let ∑ be the closure of the range of the principal symbol. Previous results on the same model by M. Hager [32], W. Bordeaux-Montrieux [4] and J. Sjöstrand [67] show that if δ ⪢ e(-1/Ch) there is, with a probability close to 1, a Weyl law for the eigenvalues in the interior of the pseudospectrumup to a distance ⪢ (-h ln δ h) 2/3 to the boundary of ∑. We will study the one- and two-point intensity measure of the random point process of eigenvalues of the randomly perturbed operator and prove h-asymptotic formulae for the respective Lebesgue densities describing the one- and two-point behavior of the eigenvalues in ∑. Using the density of the one-point intensity measure, we will give a complete description of the average eigenvalue density in ∑ describing as well the behavior of the eigenvalues at the pseudospectral boundary. We will show that there are three distinct regions of different spectral behavior in ∑. The interior of the of the pseudospectrum is solely governed by a Weyl law, close to its boundary there is a strong spectral accumulation given by a tunneling effect followed by a region where the density decays rapidly. Using the h-asymptotic formula for density of the two-point intensity measure we will show that two eigenvalues of randomly perturbed operator in the interior of ∑ exhibit close range repulsion and long range decoupling. In case 2 we will consider large Jordan block matrices subject to small Gaussian random perturbations. A result by E.B. Davies and M. Hager [16] shows that as the dimension of the matrix gets large, with probability close to 1, most of the eigenvalues are close to a circle. They, however, only state a logarithmic upper bound on the number of eigenvalues in the interior of that circle. We study the expected eigenvalue density of the perturbed Jordan block in the interior of thatcircle and give a precise asymptotic description. Furthermore, we show that the leading contribution of the density is given by the Lebesgue density of the volume form induced by the Poincarémetric on the disc D(0, 1).
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Higher order numerical methods for singular perturbation problemsMunyakazi, Justin Bazimaziki January 2009 (has links)
Philosophiae Doctor - PhD / In recent years, there has been a great interest towards the higher order numerical methods for singularly perturbed problems. As compared to their lower order counterparts, they provide better accuracy with fewer mesh points. Construction and/or implementation of direct higher order methods is usually very complicated. Thus a natural choice is to use some convergence acceleration techniques, e.g., Richardson extrapolation, defect correction, etc. In this thesis, we will consider various classes of problems described by singularly perturbed ordinary and partial differential equations. For these problems, we design some novel numerical methods and attempt to increase their accuracy as well as the order of convergence. We also do the same for existing numerical methods in some instances. We find that, even though the Richardson extrapolation technique always improves the accuracy, it does not perform equally well when applied to different methods for certain classes of problems. Moreover, while in some cases it improves the order of convergence, in other cases it does not. These issues are discussed in this thesis for linear and nonlinear singularly perturbed ODEs as well as PDEs. Extrapolation techniques are analyzed thoroughly in all the cases, whereas the limitations of the defect correction approach for certain problems is indicated at the end of the thesis. / South Africa
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Stabilisation et asymptotique spectrale de l’équation des ondes amorties vectorielle / Stabilization and spectral asymptotics of the vectorial damped wave equationKlein, Guillaume 12 December 2018 (has links)
Dans cette thèse nous considérons l’équation des ondes amorties vectorielle sur une variété riemannienne compacte, lisse et sans bord. L’amortisseur est ici une fonction lisse allant de la variété dans l’espace des matrices hermitiennes de taille n. Les solutions de cette équation sont donc à valeurs vectorielles. Nous commençons dans un premier temps par calculer le meilleur taux de décroissance exponentiel de l’énergie en fonction du terme d’amortissement. Ceci nous permet d’obtenir une condition nécessaire et suffisante la stabilisation forte de l’équation des ondes amorties vectorielle. Nous mettons aussi en évidence l’apparition d’un phénomène de sur-amortissement haute fréquence qui n’existait pas dans le cas scalaire. Dans un second temps nous nous intéressons à la répartition asymptotique des fréquences propres de l’équation des ondes amorties vectorielle. Nous démontrons que, à un sous ensemble de densité nulle près, l’ensemble des fréquences propres est contenu dans une bande parallèle à l’axe imaginaire. La largeur de cette bande est déterminée par les exposants de Lyapunov d’un système dynamique défini à partir du coefficient d’amortissement. / In this thesis we are considering the vectorial damped wave equation on a compact and smooth Riemannian manifold without boundary. The damping term is a smooth function from the manifold to the space of Hermitian matrices of size n. The solutions of this équation are thus vectorial. We start by computing the best exponential energy decay rate of the solutions in terms of the damping term. This allows us to deduce a sufficient and necessary condition for strong stabilization of the vectorial damped wave equation. We also show the appearance of a new phenomenon of high-frequency overdamping that did not exists in the scalar case. In the second half of the thesis we look at the asymptotic distribution of eigenfrequencies of the vectorial damped wave equation. Were show that, up to a null density subset, all the eigenfrequencies are in a strip parallel to the imaginary axis. The width of this strip is determined by the Lyapunov exponents of a dynamical system defined from the damping term.
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Spectre étendu des opérateurs et applications / Extended spectrum of operators and applicationsAlkanjo, Hasan 10 December 2014 (has links)
Cette thèse s'articule autour d'une notion spectrale assez récente, appelée le spectre étendu des opérateurs. Dans la première partie nous fournissons des propriétés générales du spectre étendu d'un opérateur dans certains cas particuliers, tels que le cas de dimension finie et celui des opérateurs inversibles. Nous nous intéressons dans la deuxième partie à l'étude du spectre étendu de l'opérateur shift tronqué Su. En particulier, nous donnons une description complète des vecteurs propres étendus associes à chaque valeur propre étendue de Sb, ou b est un produit de Blaschke quelconque. Dans la troisième partie nous décrirons complètement le spectre étendu et les sous espaces propres étendus d'une classe d'opérateurs très importante : celle des opérateurs normaux. Nous commençons d'abord par la classe des opérateurs qui sont produits d'un opérateur positif par un autoadjoint. Ensuite, nous utilisons le théorème de Fuglede-Putnam pour déduire une description complète des valeurs et des vecteurs propres étendus des opérateurs normaux, en fonction de leur mesure spectrale. Dans la dernière partie, nous appliquons nos résultats des trois premières parties sur des exemples concrets. En particulier, nous traitons= le problème des sous espaces propres étendus des opérateurs définis dans un espace de dimension finie. Ensuite, nous montrons l'existence d'un opérateur compact quasinilpotent dont le spectre étendu est réduit au singleton {1}. Enfin, nous traitons deux opérateurs de Cesaro très importants dans les applications / This thesis is based on a relatively new spectral notion, called extended spectrum of operators. In the first part, we provide general properties of extended spectrum of an operator in some special cases, such as the case of finite dimension and the case of invertible operator. We focused in the second part on characterizing the extended spectrum of truncated shift operator Su. In particular, we give a complete description of the extended eigenvectors associated to each extended eigenvalue of Sb, where b is a Blaschke product. In the third part, we describe the extended spectrum and the extended eigenvectors of a very important class of operators , that is the normal operators. We first start by describing these last sets for the product of a positive and a self-adjoint operator which are both injective. After, we use the Fuglede-Putnam theorem to describe the same sets for normal operators, in terms of their spectral measure. In the last part, we apply our results from the last three parts on concrete examples. In particular, we address the problem of extended eigenvectors of operators defined in a finite dimension space. Next, we show the existence of a quasinilpotent compact operator whose extended spectrum is reduced to {1}. Finally, we study two Cesaro operators which are very important in applications
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Mathematical Foundations of Quantum Mechanics / Kvantfysikens Matematiska GrunderIsraelsson, Anders January 2013 (has links)
No description available.
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