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On the asymototic behavior of solutions of semi-linear parabolic partial differential equationsChueh, Kai-nan, January 1975 (has links)
Thesis (Ph. D.)--University of Wisconsin--Madison, 1975. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Bibliography: leaves 60-62.
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On the pricing equations of some path-dependent options /Eriksson, Jonatan, January 2006 (has links)
Diss. (sammanfattning) Uppsala : Uppsala universitet, 2006. / Härtill 4 uppsatser.
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Preconditioners for linear parabolic optimal control problemsTsang, Siu Chung 11 October 2017 (has links)
In this thesis, we consider the computational methods for linear parabolic optimal control problems. We wish to minimize the cost functional while fulfilling the parabolic partial differential equations (PDE) constraint. This type of problems arises in many fields of science and engineering. Since solving such parabolic PDE optimal control problems often lead to a demanding computational cost and time, an effective algorithm is desired. In this research, we focus on the distributed control problems. Three types of cost functional are considered: Target States problems, Tracking problems, and All-time problems. Our major contribution in this research is that we developed a preconditioner for each kind of problems, so our iterative method is accelerated. In chapter 1, we gave a brief introduction to our problems with a literature review. In chapter 2, we demonstrated how to derive the first-order optimality conditions from the parabolic optimal control problems. Afterwards, we showed how to use the shooting method along with the flexible generalized minimal residual to find the solution. In chapter 3, we offered three preconditioners to enhance our shooting method for the problems with symmetric differential operator. Next, in chapter 4, we proposed another three preconditioners to speed up our scheme for the problems with non-symmetric differential operator. Lastly, we have the conclusion and the future development in chapter 5.
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Nonlinear second order parabolic and elliptic equations with nonlinear boundary conditionsMavinga, Nsoki. January 2008 (has links) (PDF)
Thesis (Ph. D.)--University of Alabama at Birmingham, 2008. / Title from PDF title page (viewed Sept. 23, 2009). Additional advisors: Inmaculada Aban, Alexander Frenkel, Wenzhang Huang, Yanni Zeng. Includes bibliographical references.
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Equações parabólicas quase lineares e fluxos de curvatura média em espaços euclidianos / Quasilinear parabolic equations and mean curvature flows in Euclidean spacesHitomi, Eduardo Eizo Aramaki, 1989- 03 June 2015 (has links)
Orientador: Olivâine Santana de Queiroz / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-27T03:06:43Z (GMT). No. of bitstreams: 1
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Previous issue date: 2015 / Resumo: Nesta dissertação realizamos um estudo sobre o fluxo de curvatura média em espaços Euclidianos sob as perspectivas analítica e geométrica. Tratamos inicialmente da existência e regularidade de soluções em tempos pequenos de equações parabólicas quase lineares de segunda ordem em variedades Riemannianas, o que é essencial para garantirmos a existência de uma solução suave em tempo pequeno do fluxo de curvatura média. Em uma segunda parte, passamos a alguns resultados sobre o comportamento no intervalo maximal de existência de uma solução suave da hipersuperfície em evolução, por meio de equações das componentes geométricas associadas e de Princípios de Máximo. Próximo desse tempo maximal, analisamos a formação de singularidades do Tipo I por meio da Fórmula de Monotonicidade de Huisken e de rescalings, e do Tipo II por meio de uma técnica de blow-up devida a Hamilton. Em especial, reservamos o caso de curvas a um capítulo a parte e apresentamos resultados clássicos da teoria de curve-shortening flows / Abstract: In this dissertation we study the mean curvature flow in Euclidean spaces from the analytic and geometric point of view. We deal initially with short-time existence and regularity of a solution for second order quasilinear parabolic equations on Riemannian manifolds, which is essential to guarantee the short-time existence of a smooth solution to the mean curvature flow. In a second part, we present some results concerning the behavior of the evolving hypersurface close to the maximal time of existence of a smooth solution, by means of Maximum Principles and evolution equations of the associated geometric components. Close to this maximal time, we analyse the formation of singularities of Type I by means of rescalings and Huisken's Monotonicity Formula, and of Type II by means of a blow-up technique due to Hamilton. In particular, we reserve the case of curves to a separate chapter, where we present some classical results in curve-shortening flow theory / Mestrado / Matematica / Mestre em Matemática
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Sistemas parabólicos singulares e o fenômeno da solidificação irreversível / Singular parabolic systems and the irreversible solidification phenomenonMiranda, Luís Henrique de 17 August 2018 (has links)
Orientadores: José Luiz Boldrini, Gabriela del Valle Planas / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica / Made available in DSpace on 2018-08-17T11:29:46Z (GMT). No. of bitstreams: 1
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Previous issue date: 2011 / Resumo: O objetivo do presente trabalho é a análise matemática da influência das correntes de convecção em um processo de solidificação irreversível. A análise será feita quanto ao aspecto da existência de soluções de certos modelos matemáticos para a situação. Consideraremos dois modelos para este fenômeno que pode ser observado em diversos tipos de polímeros. Como veremos, em um dos modelos teremos o acoplamento entre uma Equação de Navier-Stokes Singular, responsável pela movimentação macroscópica da parte não sólida e uma inclusão diferencial responsável pela transição líquido/sólido. No outro, analisaremos a interação entre uma Equação de Stokes Singular e uma inclusão diferencial quase linear. As dificuldades matemáticas em cada um desses casos são consideráveis pois ambos são problemas de fronteira livre relacionados com inclusões diferenciais não lineares, sendo que uma delas envolve operadores degenerados (p-laplacianos). Para que nossa análise fosse possível, foi necessário que aprimorássemos as ferramentas matemáticas disponíveis. Essencialmente nossa contribuição foi adaptar alguns resultados já existentes no contexto de equações mais simples para sistemas de equações mais complexos. Dentre as contribuições paralelas, destacamos resultados sobre teoria de regularidade para equações degeneradas, estimativas de termos de fronteira 'non-standard', algumas estimativas a priori e um pouco sobre espaços de Sobolev fracionários / Abstract: The objective of this work is the mathematical analysis of the influence of convection currents in an irreversible solidification process. The analysis will be concentrated in the aspects of the existence of solutions of certain mathematical models for the situation. We will consider two models for this phenomenon which can be observed in several kinds of polymers. As we shall see, in one case we have a coupling between Singular Navier- Stokes Equations, which take into account for the macroscopic motion of the mushy region and a differential inclusion which is related to the liquid/solid transition. In the other, we analyze the interaction between a Singular Stokes equation and a quasi linear differential inclusion. The mathematical difficulties in each of these cases are considerable since both consist of free boundary problems associated with nonlinear differential inclusions, one of which involves degenerated operators (p-laplacians). In order to make our analysis possible, some improvements of the available mathematical tools were necessary. Essentially, our contribution was to adapt the existent results for equations in a simpler context to more complex systems of equations. Amongst the contributions, we highlight results on regularity theory for degenerate equations, estimates of non-standard boundary terms, some a priori estimates and some results about fractional Sobolev spaces / Doutorado / Analise / Doutor em Matemática
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Um sistema de equações parabólicas de reação-difusão modelando quimiotaxia / A system of parabolic reaction-diffusion equations modeling chemotaxisOliveira, Andrea Genovese de, 1986- 19 August 2018 (has links)
Orientador: José Luiz Boldrini / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica / Made available in DSpace on 2018-08-19T18:40:32Z (GMT). No. of bitstreams: 1
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Previous issue date: 2012 / Resumo: Analisamos um sistema não linear parabólico de reação-difusão com duas equações definidas em ]0,T[x'ômega', (0 < T < 'infinito' e Q 'pertence' R³ limitado) e condições de fronteira do tipo Neumann. Tal sistema foi proposto para modelar o movimento de uma população de amebas unicelulares e tem como base o processo de locomoção chamado quimiotaxia positiva, na qual as amebas se movimentam em direção à região de alta concentração de uma certa substância química, que, neste caso, é produzida pelas próprias amebas. Embora adicionando os detalhes técnicos, este trabalho seguiu livremente o método de resolução proposto no artigo de A. Boy, Analysis for a System of Coupled Reaction-Diffusion Parabolic Equations Arising in Biology, Computers Math. Applic. Vol. 32, No. 4, páginas 15-21, 1996 / Abstract: We will be analyzing a nonlinear parabolic reaction diffusion system with two equations, defined in ]0,T[x'omega', (0 < T < 'infinite' and Q 'belongs' R³) with Neumann boundary conditions. This system was proposed in order to model the movement of a population of single-cell amoebae and is based on the process of movement called chemotaxis, in which the amoebae move in the direction of the region of high concentration of a certain chemical substance, which, in this case, is produced by the amoebae themselves.While adding the technical details, this dissertation followed freely the solution method proposed in the paper: A. Boy, Analysis for a System of Coupled Reaction-Diffusion Parabolic Equations Arising in Biology, Computers Math. Applic. Vol. 32, No. 4, pages 15-21, 1996 / Mestrado / Matematica / Mestre em Matemática
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ACCELERATING COMPOSITE ADDITIVE MANUFACTURING SIMULATIONS: A STATISTICAL PERSPECTIVEAkshay Jacob Thomas (7026218) 04 August 2023 (has links)
<p>Extrusion Deposition Additive Manufacturing is a process by which short fiber-reinforced polymers are extruded in a screw and deposited onto a build platform using a set of instructions specified in the form of a machine code. The highly non-isothermal process can lead to undesired effects in the form of residual deformation and part delamination. Process simulations that can predict residual deformation and part delamination have been a thrust area of research to prevent the repeated trial and error process before a useful part has been produced. However, populating the material properties required for the process simulations require extensive characterization efforts. Tackling this experimental bottleneck is the focus of the first half of this research.</p><p>The first contribution is a method to infer the fiber orientation state from only tensile tests. While measuring fiber orientation state using computed tomography and optical microscopy is possible, they are often time-consuming, and limited to measuring fibers with circular cross-sections. The knowledge of the fiber orientation is extremely useful in populating material properties using micromechanics models. To that end, two methods to infer the fiber orientation state are proposed. The first is Bayesian methodology which accounts for aleatoric and epistemic uncertainty. The second method is a deterministic method that returns an average value of the fiber orientation state and polymer properties. The inferred orientation state is validated by performing process simulations using material properties populated using the inferred orientation state. A different challenge arises when dealing with multiple extrusion systems. Considering even the same material printed on different extrusion systems requires an engineer to redo the material characterization efforts (due to changes in microstructure). This, in turn, makes characterization efforts expensive and time-consuming. Therefore, the objective of the second contribution is to address this experimental bottleneck and use prior information about the material manufactured in one extrusion system to predict its properties when manufactured in another system. A framework that can transfer thermal conductivity data while accounting for uncertainties arising from different sources is presented. The predicted properties are compared to experimental measurements and are found to be in good agreement.</p><p>While the process simulations using finite element methods provide a reliable framework for the prediction of residual deformation and part delamination, they are often computationally expensive. Tackling the fundamental challenges regarding this computational bottleneck is the focus of the second half of this dissertation. To that end, as the third contribution, a neural network based solver is developed that can solve parametric partial differential equations. This is attained by deriving the weak form of the governing partial differential equation. Using this variational form, a novel loss function is proposed that does not require the evaluation of the integrals arising out of the weak form using Gauss quadrature methods. Rather, the integrals are identified to be expectation values for which an unbiased estimator is developed. The method is tested for parabolic and elliptical partial differential equations and the results compare well with conventional solvers. Finally, the fourth contribution of this dissertation involves using the new solver to solve heat transfer problems in additive manufacturing, without the need for discretizing the time domain. A neural network is used to solve the governing equations in the evolving geometry. The weak form based loss is altered to account for the evolving geometry by using a novel sequential collocation sampling method. This work forms the foundational work to solve parametric problems in additive manufacturing.</p>
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