Elliptic obstacle problems are formulated to find either superharmonic solutions or minimal surfaces that lie on or over the obstacles, by incorporating inequality constraints. This dissertation investigates simple iterative algorithms based on the successive over-relaxation (SOR) method. It introduces subgrid methods to reduce accuracy deterioration occurring near the free boundary when the mesh grid does not match with the free boundary. For nonlinear obstacle problems, a method of gradient-weighting is introduced to solve the problem more conveniently and efficiently. The iterative algorithm is analyzed for convergence for both linear and nonlinear obstacle problems. Parabolic initial-boundary value problems with nonsmooth data show either rapid transitions or reduced smoothness in its solution. For those problems, specific numerical methods are required to avoid spurious oscillations as well as unrealistic smoothing of steep changes in the numerical solution. This dissertation investigates characteristics of the θ-method and introduces a variable-θ method as a synergistic combination of the Crank-Nicolson (CN) method and the implicit method. It suppresses spurious oscillations, by evolving the solution implicitly at points where the solution shows a certain portent of oscillations or reduced smoothness, and maintains as a similar accuracy as the CN method with smooth data. An effective strategy is suggested for the detection of points where the solution may introduce spurious oscillations (the wobble set); the resulting variable-θ method is analyzed for its accuracy and stability. After a theory of morphogenesis in chemical cells was introduced in 1950s, much attention had been devoted to the numerical solution of reaction-diffusion (RD) equations. This dissertation studies a nonoscillatory second-order time-stepping procedure for RD equations incorporating with variable-θ method, as a perturbation of the CN method. We also perform a sensitivity analysis for the numerical solution of RD systems to conclude that it is much more sensitive to the spatial mesh resolution than the temporal one. Moreover, to enhance the spatial approximation of RD equations, this dissertation investigates the averaging scheme, that is, an interpolation of the standard and skewed discrete Laplacian operator and introduce the simple optimizing strategy to minimize the leading truncation error of the scheme.

In dieser Arbeit setzen wir uns mit der Ph.D. Thesis von Luis Silvestre auseinander, in welcher er das Hindernisproblem für den gebrochenen Laplace Operator behandelt hat. Das Ziel war es seine Arbeit nachzuvollziehen und seine Beweise vollständig auszuformulieren. Dabei haben wir uns auf die Existenz der Lösung und erste Regularitätsresultate beschränkt.

In this thesis we consider optimization problems with complementarity constraints in infinite-dimensional spaces. On the one hand, we deal with the general situation, in which the complementarity constraint is governed by a closed convex cone. We use the local decomposition approach, which is known from finite dimensions, to derive first-order necessary optimality conditions of strongly stationary type. In the non-polyhedric case, stronger conditions are obtained by an additional linearization argument. On the other hand, we consider the optimal control of the obstacle problem. This is a classical example for a problem with complementarity constraints in infinite dimensions. We are concerned with the control-constrained case. Due to the lack of surjectivity, a system of strong stationarity is not necessarily satisfied for all local minimizers. We identify assumptions on the data of the optimal control problem under which strong stationarity of local minimizers can be verified. Moreover, without any additional assumptions on the data, we show that a system of M-stationarity is satisfied provided that some sequence of multipliers converges in capacity. Finally, we also discuss the notion of polyhedric sets. These sets have many applications in infinite-dimensional optimization theory. Since the results concerning polyhedricity are scattered in the literature, we provide a review of the known results. Furthermore, we give some new results concerning polyhedricity of intersections and provide counterexamples which demonstrate that intersections of polyhedric sets may fail to be polyhedric. We also prove a new polyhedricity result for sets in vector-valued Sobolev spaces.

京都大学 / 新制・課程博士 / 博士(理学) / 甲第23677号 / 理博第4767号 / 新制||理||1683(附属図書館) / 京都大学大学院理学研究科数学・数理解析専攻 / (主査)准教授 SVADLENKA Karel, 教授 泉 正己, 教授 坂上 貴之 / 学位規則第4条第1項該当 / Doctor of Science / Kyoto University / DFAM

Submitted by isabela.moljf@hotmail.com (isabela.moljf@hotmail.com) on 2016-08-18T13:11:24Z No. of bitstreams: 1 danielalexisgutierrezpachas.pdf: 1333600 bytes, checksum: f9b6cf486d282ebbca315b17f7d4c92c (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2016-08-19T11:56:41Z (GMT) No. of bitstreams: 1 danielalexisgutierrezpachas.pdf: 1333600 bytes, checksum: f9b6cf486d282ebbca315b17f7d4c92c (MD5) / Made available in DSpace on 2016-08-19T11:56:41Z (GMT). No. of bitstreams: 1 danielalexisgutierrezpachas.pdf: 1333600 bytes, checksum: f9b6cf486d282ebbca315b17f7d4c92c (MD5) Previous issue date: 2013-01-29 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Neste trabalho realizamos um estudo teórico das Inequações Variacionais e sua aplicação no Problema do Obstáculo. Fazemos o estudo de regularidade para este problema, e observamos que quando as condições de regularidade são satisfeitas, o Problema do Obstáculo torna-se um Problema de Complementaridade. Apresentamos os resultados de equivalência entre o Problema do Obstáculo e o Problema do Dique Retangular. Descrevemos o funcionamento do Algoritmo FDA-NCP, e resolvemos numericamente o Problema do Obstáculo usando complementaridade. / In this work, we perform a theoretical study on Variational Inequalities and their application to the Obstacle Problem. We study the regularity for this problem, and observe that when the regularity conditions are satis ed the Obstacle Problem becomes a Complementarity Problem. We present the equivalence results between the Obstacle Problem and the Square Dam Problem. We describe how the algorithm FDA-NCP works and numerically to solve the Obstacle Problem employing complementarity.

The main emphasis of this thesis is to study a posteriori error analysis of discontinuous Galerkin (DG) methods for the elliptic variational inequalities. The DG methods have become very pop-ular in the last two decades due to its nature of handling complex geometries, allowing irregular meshes with hanging nodes and different degrees of polynomial approximation on different ele-ments. Moreover they are high order accurate and stable methods. Adaptive algorithms refine the mesh locally in the region where the solution exhibits irregular behaviour and a posteriori error estimates are the main ingredients to steer the adaptive mesh refinement. The solution of linear elliptic problem exhibits singularities due to change in boundary con-ditions, irregularity of coefficients and reentrant corners in the domain. Apart from this, the solu-tion of variational inequality exhibits additional irregular behaviour due to occurrence of the free boundary (the part of the domain which is a priori unknown and must be found as a component of the solution). In the lack of full elliptic regularity of the solution, uniform refinement is inefficient and it does not yield optimal convergence rate. But adaptive refinement, which is based on the residuals ( or a posteriori error estimator) of the problem, enhance the efficiency by refining the mesh locally and provides the optimal convergence. In this thesis, we derive a posteriori error estimates of the DG methods for the elliptic variational inequalities of the first kind and the second kind. This thesis contains seven chapters including an introductory chapter and a concluding chap-ter. In the introductory chapter, we review some fundamental preliminary results which will be used in the subsequent analysis. In Chapter 2, a posteriori error estimates for a class of DG meth-ods have been derived for the second order elliptic obstacle problem, which is a prototype for elliptic variational inequalities of the first kind. The analysis of Chapter 2 is carried out for the general obstacle function therefore the error estimator obtained therein involves the min/max func-tion and hence the computation of the error estimator becomes a bit complicated. With a mild assumption on the trace of the obstacle, we have derived a significantly simple and easily com-putable error estimator in Chapter 3. Numerical experiments illustrates that this error estimator indeed behaves better than the error estimator derived in Chapter 2. In Chapter 4, we have carried out a posteriori analysis of DG methods for the Signorini problem which arises from the study of the frictionless contact problems. A nonlinear smoothing map from the DG finite element space to conforming finite element space has been constructed and used extensively, in the analysis of Chapter 2, Chapter 3 and Chapter 4. Also, a common property shared by all DG methods allows us to carry out the analysis in unified setting. In Chapter 5, we study the C0 interior penalty method for the plate frictional contact problem, which is a fourth order variational inequality of the second kind. In this chapter, we have also established the medius analysis along with a posteriori analy-sis. Numerical results have been presented at the end of every chapter to illustrate the theoretical results derived in respective chapters. We discuss the possible extension and future proposal of the work presented in the Chapter 6. In the last chapter, we have documented the FEM codes used in the numerical experiments.

Quasi-Variationsungleichungen (QVIs) treten in einer Vielzahl mathematischer Modelle auf, welche komplexe Equilibrium-artige Phänomene aus den Natur- oder Sozialwissenschaften beschreiben. Obgleich ihrer vielfältigen Anwendungsmöglichkeiten in Bereichen wie der Biologie, Kontinuumsmechanik, Physik, Geologie und Ökonomie sind Ergebnisse zur allgemeinen theoretischen und algorithmischen Lösung von QVIs in der Literatur eher rar gesät – insbesondere im unendlich-dimensionalen Kontext. Zentraler Gegenstand dieser Dissertation sind elliptische QVIs vom Hindernis-Typ mit einer zusätzlichen Volumen-Nebenbedingung, die durch ein vereinfachtes Modell eines nachgiebigen Hindernisses aus der Biomedizin motiviert werden. Aussagen zur Existenz von Lösungen werden durch die Charakterisierung der QVI als eine Fixpunkt Gleichung ermöglicht. Zur Lösung der betrachteten QVI selbst wird im Allgemeinen auf eine sequentielle Minimierungsmethode zurückgegriffen und eine Folge von Minimierungs- oder Variationsproblemen vom Hindernis-Typ betrachtet. In diesem Sinne ist für die numerische Behandlung der QVI die effiziente Lösung der auftretenden sequentiellen Probleme maßgeblich. Bei der Entwicklung geeigneter Lösungsmethoden wird insbesondere den Aspekten gitterunabhängige Verfahren sowie adaptive Diskretisierung des kontinuierlichen Problems mittels Finiter Elemente Rechnung getragen: Nach Anwendung der sequentiellen Minimierungsmethode auf die QVI werden die Hindernisprobleme durch eine Folge von Moreau–Yosida-regularisierten Problemen approximiert und anschliessend mit der nichtglatten (semismooth) Newton Methode und einer Pfadverfolgungsstrategie hinsichtlich des Yosida-Parameters gelöst. Die numerische Lösung erfolgt mittels einer adaptiver Finite Elemente Methode (AFEM), wobei die lokale Gitterverfeinerung auf a posteriori Residuen-basierten Schätzern des Approximierungsfehlers beruht. Numerische Experimente schließen die Arbeit ab. / Quasi-variational inequalities (QVIs) are used to describe complex equilibrium-type phenomena in many models in the natural and social sciences. Despite the abundance of different applications of QVIs—e.g., in biology, continuum mechanics, physics, geology, economics—there is only scarce literature on general theoretical and algorithmic approaches to solve problems involving QVIs particularly in infinite dimensions. This thesis focuses on elliptic obstacle-type QVIs with an additional volume constraint that are motivated by the simplified model of a compliant obstacle-type situation stemming from biomedicine. The first part of the thesis establishes existence of solutions to this type of QVIs under different sets of assumptions upon converting the problem to a fixed point equation. Unless the compliant obstacle map exhibits differentiability properties—in which case the problem can be regularised and solved directly in function space—the QVI can only be solved using a sequential variational or minimisation technique that leads to a sequence of obstacle-type problems. The ensuing parts of the thesis cover the efficient (numerical) solution of the emerging sequential problems where a major focus is on the aspects of mesh-independent performance of the solution method and the adaptive discretisation of the continuous problem based on finite elements. The obstacle-type problems resulting from using the sequential minimisation technique on the QVI are solved resorting to Moreau–Yosida-based approximation along with a semismooth Newton solver and a path-following regime for the sake of mesh-independence, which is subject of the second part. The corresponding discretised problems are solved with an adaptive finite element method (AFEM) that uses a posteriori residual-based error estimation techniques for Moreau–Yosida-based approximations of obstacle-type problems, the latter which are explored in the third part. The thesis concludes with numerical experiments.

Effiziente und zuverlässige a posteriori Fehlerabschätzungen sind eine Hauptzutat für die effiziente numerische Berechnung von Lösungen zu Variationsungleichungen durch die Finite-Elemente-Methode. Die vorliegende Arbeit untersucht zuverlässige und effiziente Fehlerabschätzungen für beliebige Finite-Elemente-Methoden und drei Variationsungleichungen, nämlich dem Hindernisproblem, dem Signorini Problem und dem Bingham Problem in zwei Raumdimensionen. Die Fehlerabschätzungen hängen vom zum Problem gehörenden Lagrange Multiplikator ab, der eine Verbindung zwischen der Variationsungleichung und dem zugehörigen linearen Problem darstellt. Effizienz und Zuverlässigkeit werden bezüglich eines totalen Fehlers gezeigt. Die Fehleranschätzungen fordern minimale Regularität. Die Approximation der exakten Lösung erfüllt die Dirichlet Randbedingungen und die Approximation des Lagrange Multiplikators ist nicht-positiv im Falle des Hindernis- und Signoriniproblems, und hat Betrag kleiner gleich 1 für das Bingham Problem. Dieses allgemeine Vorgehen ermöglicht das Einbinden nicht-exakter diskreter Lösungen, welche im Kontext dieser Ungleichungen auftreten. Aus dem Blickwinkel der Anwendungen ist Effizienz und Zuverlässigkeit im Bezug auf den Fehler der primalen Variablen in der Energienorm von großem Interesse. Solche Abschätzungen hängen von der Wahl eines effizienten diskreten Lagrange Multiplikators ab. Im Falle des Hindernis- und Signorini Problems werden postive Beispiele für drei Finite-Elemente Methoden, der konformen Courant Methode, der nicht-konformen Crouzeix-Raviart Methode und der gemischten Raviart-Thomas Methode niedrigster Ordnung hergeleitet. Partielle Resultate liegen im Fall des Bingham Problems vor. Numerischer Experimente heben die theoretischen Ergebnisse hervor und zeigen Effizienz und Zuverlässigkeit. Die numerischen Tests legen nahe, dass der aus den Abschätzungen resultierende adaptive Algorithmus mit optimaler Konvergenzrate konvergiert. / Efficient and reliable a posteriori error estimates are a key ingredient for the efficient numerical computation of solutions for variational inequalities by the finite element method. This thesis studies such reliable and efficient error estimates for arbitrary finite element methods and three representative variational inequalities, namely the obstacle problem, the Signorini problem, and the Bingham problem in two space dimensions. The error estimates rely on a problem connected Lagrange multiplier, which presents a connection between the variational inequality and the corresponding linear problem. Reliability and efficiency are shown with respect to some total error. Reliability and efficiency are shown under minimal regularity assumptions. The approximation to the exact solution satisfies the Dirichlet boundary conditions, and an approximation of the Lagrange multiplier is non-positive in the case of the obstacle and Signorini problem and has an absolute value smaller than 1 for the Bingham flow problem. These general assumptions allow for reliable and efficient a posteriori error analysis even in the presence of inexact solve, which naturally occurs in the context of variational inequalities. From the point of view of the applications, reliability and efficiency with respect to the error of the primal variable in the energy norm is of great interest. Such estimates depend on the efficient design of a discrete Lagrange multiplier. Affirmative examples of discrete Lagrange multipliers are presented for the obstacle and Signorini problem and three different first-order finite element methods, namely the conforming Courant, the non-conforming Crouzeix-Raviart, and the mixed Raviart-Thomas FEM. Partial results exist for the Bingham flow problem. Numerical experiments highlight the theoretical results, and show efficiency and reliability. The numerical tests suggest that the resulting adaptive algorithms converge with optimal convergence rates.

L'objectif de cette thèse est l'étude de la représentation probabiliste des différentes classes d'EDPSs non-linéaires(semi-linéaires, complètement non-linéaires, réfléchies dans un domaine) en utilisant les équations différentielles doublement stochastiques rétrogrades (EDDSRs). Cette thèse contient quatre parties différentes. Nous traitons dans la première partie les EDDSRs du second ordre (2EDDSRs). Nous montrons l'existence et l'unicité des solutions des EDDSRs en utilisant des techniques de contrôle stochastique quasi- sure. La motivation principale de cette étude est la représentation probabiliste des EDPSs complètement non-linéaires. Dans la deuxième partie, nous étudions les solutions faibles de type Sobolev du problème d'obstacle pour les équations à dérivées partielles inteégro-différentielles (EDPIDs). Plus précisément, nous montrons la formule de Feynman-Kac pour l'EDPIDs par l'intermédiaire des équations différentielles stochastiques rétrogrades réfléchies avec sauts (EDSRRs). Plus précisément, nous établissons l'existence et l'unicité de la solution du problème d'obstacle, qui est considérée comme un couple constitué de la solution et de la mesure de réflexion. L'approche utilisée est basée sur les techniques de flots stochastiques développées dans Bally et Matoussi (2001) mais les preuves sont beaucoup plus techniques. Dans la troisième partie, nous traitons l'existence et l'unicité pour les EDDSRRs dans un domaine convexe D sans aucune condition de régularité sur la frontière. De plus, en utilisant l'approche basée sur les techniques du flot stochastiques nous démontrons l'interprétation probabiliste de la solution faible de type Sobolev d'une classe d'EDPSs réfléchies dans un domaine convexe via les EDDSRRs. Enfin, nous nous intéressons à la résolution numérique des EDDSRs à temps terminal aléatoire. La motivation principale est de donner une représentation probabiliste des solutions de Sobolev d'EDPSs semi-linéaires avec condition de Dirichlet nul au bord. Dans cette partie, nous étudions l'approximation forte de cette classe d'EDDSRs quand le temps terminal aléatoire est le premier temps de sortie d'une EDS d'un domaine cylindrique. Ainsi, nous donnons les bornes pour l'erreur d'approximation en temps discret. Cette partie se conclut par des tests numériques qui démontrent que cette approche est effective. / The objective of this thesis is to study the probabilistic representation (Feynman-Kac for- mula) of different classes ofStochastic Nonlinear PDEs (semilinear, fully nonlinear, reflected in a domain) by means of backward doubly stochastic differential equations (BDSDEs). This thesis contains four different parts. We deal in the first part with the second order BDS- DEs (2BDSDEs). We show the existence and uniqueness of solutions of 2BDSDEs using quasi sure stochastic control technics. The main motivation of this study is the probabilistic representation for solution of fully nonlinear SPDEs. First, under regularity assumptions on the coefficients, we give a Feynman-Kac formula for classical solution of fully nonlinear SPDEs and we generalize the work of Soner, Touzi and Zhang (2010-2012) for deterministic fully nonlinear PDE. Then, under weaker assumptions on the coefficients, we prove the probabilistic representation for stochastic viscosity solution of fully nonlinear SPDEs. In the second part, we study the Sobolev solution of obstacle problem for partial integro-differentialequations (PIDEs). Specifically, we show the Feynman-Kac formula for PIDEs via reflected backward stochastic differentialequations with jumps (BSDEs). Specifically, we establish the existence and uniqueness of the solution of the obstacle problem, which is regarded as a pair consisting of the solution and the measure of reflection. The approach is based on stochastic flow technics developed in Bally and Matoussi (2001) but the proofs are more technical. In the third part, we discuss the existence and uniqueness for RBDSDEs in a convex domain D without any regularity condition on the boundary. In addition, using the approach based on the technics of stochastic flow we provide the probabilistic interpretation of Sobolev solution of a class of reflected SPDEs in a convex domain via RBDSDEs. Finally, we are interested in the numerical solution of BDSDEs with random terminal time. The main motivation is to give a probabilistic representation of Sobolev solution of semilinear SPDEs with Dirichlet null condition. In this part, we study the strong approximation of this class of BDSDEs when the random terminal time is the first exit time of an SDE from a cylindrical domain. Thus, we give bounds for the discrete-time approximation error.. We conclude this part with numerical tests showing that this approach is effective.