Fonction matricielle. Exponentielle d'une matrice. Approximants de Padé de l'exponentielle d'une matrice. Usage pratique de la methode de Padé pour le calcul de l'exponentielle d'une matrice. Méthode pour calculer l'exponentielle d'une matrice qui utilise un algorithme de bloc diagonalisation. Développement en série de polynômes de Tchebychev. Méthode pour calculer le nombre de chiffres significatifs exacts obtenus par un algorithme qui calcule l'exponentielle d'une matrice.

Dans cette thèse, nous étudions et développons différentes familles de schémas d’intégration en temps pour les EDO linéaires. Dans la première partie, après avoir introduit les définitions et propriétés utilisées pour construire les schémas en temps, nous présentons deux méthodes de discrétisation en espace et une revue des schémas de Runge-Kutta (RK) qui sont couramment utilisés dans la littérature. Dans la seconde partie on présente une méthodologie pour construire deux familles de schémas A-stable pour un ordre quelcomque. Puis on fournit des schémas explicites, construits en maximisant leur nombre CFL pour un profil de spectre donné. Ces schémas explicites sont ensuite combinés aux schémas implicites A-stable, pour construire des schémas localement implicites que nous décrivons. En plus des tests de validations des schémas pour des problèmes en dimension un et deux de l’espace, nous présentons des résultats numériques obtenus en résolvant des problèmes de propagation d’ondes acoustiques et électromagnétiques en dimensions trois dans la troisième partie. / In this thesis, we study and develop different families of time integration schemes for linear ODEs. After presenting the space discretisation methods and a review of classical Runge-Kutta schemes in the first part, we construct high-order A-stable time integration schemes for an arbitrary order with low-dissipation and low-dispersion effects in the second part. Then we develop explicit schemes with an optimal CFL number for a typical profile of spectrum. The obtained CFL number and the efficiency on the typical profile for each explicit scheme are given. Pursuing our aim, we propose a methodology to construct locally implicit methods of arbitrary order. We present the locally implicit methods obtained from the combination of the A-stable implicit schemes we have developed and explicit schemes with optimal CFL number. We use them to solve the acoustic wave equation and provide convergence curves demonstrating the performance of the obtained schemes. In addition of the different 1D and 2D validation tests performed while solving the acoustic wave equation, we present numerical simulation results for 3D acoustic wave and the Maxwell’s equations in the last part.

Submitted by ANA KARLA PEREIRA RODRIGUES (anakarla_@hotmail.com) on 2017-09-01T13:56:46Z No. of bitstreams: 1 arquivototal.pdf: 3239292 bytes, checksum: 8279cebbf86db2bb4db05f382688e5c4 (MD5) / Approved for entry into archive by Viviane Lima da Cunha (viviane@biblioteca.ufpb.br) on 2017-09-01T15:59:49Z (GMT) No. of bitstreams: 1 arquivototal.pdf: 3239292 bytes, checksum: 8279cebbf86db2bb4db05f382688e5c4 (MD5) / Made available in DSpace on 2017-09-01T15:59:49Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 3239292 bytes, checksum: 8279cebbf86db2bb4db05f382688e5c4 (MD5) Previous issue date: 2017-06-19 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / Is evident the importance of ordinary differential equations in modeling problems in several areas of science. Coupled with this, is increasing the use of numerical methods to solve such equations. Computers have become an extremely useful tool in the study of differential equations, since through them it is possible to execute algorithms that construct numerical approximations for solutions of these equati- ons. This work introduces the study of numerical methods for ordinary differential equations presenting the numerical Eulerºs method, improved Eulerºs method and the class of Runge-Kuttaºs methods. In addition, in order to collaborate with the teaching and learning of such methods, we propose and show the construction of an applet created from the use of Geogebm software tools. The applet provides approximate numerical solutions to an initial value problem, as well as displays the graphs of the solutions that are obtained from the numerical Eulerºs method, im- proved Eulerºs method, and fourth-order Runge-Kuttaºs method. / É evidente a importancia das equações diferenciais ordinarias na modelagem de problemas em diversas áreas da ciência, bem como o uso de métodos numéricos para resolver tais equações. Os computadores são uma ferramenta extremamente útil no estudo de equações diferenciais, uma vez que através deles é possível executar algo- ritmos que constroem aproximações numéricas para soluções destas equações. Este trabalho é uma introdução ao estudo de métodos numéricos para equações diferen- ciais ordinarias. Apresentamos os métodos numéricos de Euler, Euler melhorado e a classe de métodos de Runge-Kutta. Além disso, com o propósito de colaborar com o ensino e aprendizagem de tais métodos, propomos e mostramos a construção de um applet criado a partir do uso de ferramentas do software Geogebra. O applet fornece soluções numéricas aproximadas para um problema de valor inicial, bem como eXibe os graficos das soluções que são obtidas a partir dos métodos numéricos de Euler, Euler melhorado e Runge-Kutta de quarta ordem.

Neste trabalho, desenvolve-se um método de fronteira imersa para o estudo de escoamento compressível modelado pelas equações de Euler bidimensionais. O método de discretização de diferenças finitas é empregado, usando o método de Steger-Warming de ordem dois para discretizar as variáveis espaciais e o esquema de Runge-Kutta de ordem quatro para discretizar as variáveis temporais. O método da fronteira imersa foi empregado para o estudo de aeroelasticidade computacional em uma seção típica de aerofólio bidimensional com dois movimentos prescritos: torsional e vertical, com o objetivo de se verifcar a eficiência do método e sua aplicabilidade para problemas em aeroelasticidade computacional. Neste estudo desenvolveu-se também um programa de computador para simular escoamentos compressíveis de fluido invíscido utilizando a metodologia proposta. A verificação do código gerado foi feita utilizando o método das soluções manufaturadas e o problema de reflexão de choque oblíquo. A validação foi realizada comparando-se os resultados obtidos para o escoamento ao redor de uma seção circular e de uma seção de aerofólio NACA 0012 com os resultados experimentais, para cada caso. / In this work, an immersed boundary method is developed to study compressible flow modeled by the two-dimensional Euler equations. The finite difference method is employed, using the second order Steger-Warming method to discretizate the space variables and the fourth order Runge-Kutta method to discretizate the time variables. The immersed boundary method was employed to study computational aeroelasticity on a typical two-dimensional airfoil section with two prescribed motion: pitching and plunging, in order to verify the efficiency of the numerical method and its applicability in computational aeroelasticity problems. In this work, a computer program was developed to simulate compressible flows for inviscid fluids using the methodology proposed. The verification of the computational code was performed using the method of manufactured solutions and the oblique shock wave reflection problem. The validation was performed comparing the obtained results for flows around a circular section and a NACA 0012 airfoil section with the experimental results, for each case.

Tato práce se zabývá Runge--Kuttovými metodami pro počáteční problém. Práce začíná analýzou Eulerovy metody a odvozením podmínek řádu. Jsou představeny modifikované metody. Pro dvě z nich je určen jejich řád teoreticky a pro všechny je provedeno numerické testování řádu. Jsou představeny a numericky testovány dva typy metod s odhadem chyby, "embedded" metody a metody založené na modifikovaných metodách. V druhé části jsou odvozeny implicitní metody. Jsou představeny dva způsoby konstrukce implicitních "embedded" metod. Jsou zmíněny také diagonální implicitní metody. Na závěr jsou probrány dva druhy stability u metod prezentovaných v práci.

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The main aim of this work is to study the thermal conductivity of base fluid with mild inclusion of nanoparticles. We perform numerical study for transportation of Maxwell nanofluids with activation energy and Cattaneo–Christov flux over an extending sheet along with mass transpiration. Further, bioconvection of microorganisms may support avoiding the possible settling of nanoentities. We formulate the theoretical study as a nonlinear coupled boundary value problem involving partial derivatives. Then ordinary differential equations are obtained from the leading partial differential equations with the help of appropriate similarity transformations. We obtain numerical results by using the Runge–Kutta fourth-order method with shooting technique. The effects of various physical parameters such as mixed convection, buoyancy ratio, Raleigh number, Lewis number, Prandtl number, magnetic parameter, mass transpiration on bulk flow, temperature, concentration, and distributions of microorganisms are presented in graphical form. Also, the skin friction coefficient, Nusselt number, Sherwood number, and motile density number are calculated and presented in the form of tables. The validation of numerical procedure is confirmed through its comparison with the existing results. The computation is carried out for suitable inputs of the controlling parameters.

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The main objective of this research work is to apply the discontinuous Galerkin method to a classical partial differential equation to investigate the properties of the numerical solution and compare the numerical solution to the analytical solution by using discontinuous Galerkin method. This scheme is applied to 1-D non-linear conservation equation (Burgers equation) in which the governing differential equation is simplified model of the inviscid Navier-stokes equations. In this work three cases are studied. They are sinusoidal wave profile, initial shock discontinuity and initial linear distribution. A grid and time step refinement is performed. Riemann fluxes at each element interfaces are calculated. This scheme is applied to forward differentiation method (Euler's method) and to second order Runge-kutta method of this work.

Orientador: Fernando Luiz Pio dos Santos / Resumo: O vírus da dengue (DENV) possui quatro sorotipos distintos (DENV 1-4), podendo qualquer um desses ocasionar alterações fisiológicas de diferentes severidades em humanos, como a dengue febril (DF) na forma clássica e a dengue hemorrágica (DH), o caso mais severo. Em particular, a DH pode ocorrer no lactente na infecção primária por qualquer um dos sorotipos, devido à transferência vertical de anticorpos específicos vindo de sua mãe imune ao DENV. Estes anticorpos específicos desempenham um papel importante na vida do lactente, conferindo proteção ao infante nos primeiros meses de vida, mas em seguida, à medida que os níveis séricos das imunoglobulinas diminuem, aumenta-se a chance de ocorrer uma infecção através da resposta dependente de anticorpos, causando a DH. Propõe-se neste trabalho o desenvolvimento de um modelo matemático compartimental para investigar analiticamente e numericamente a dinâmica da DH em lactente com infecção primária causada pelo DENV. O modelo matemático proposto neste trabalho é descrito por um sistema de equações diferenciais ordinárias não-lineares, cujas variáveis de estados do modelo representam os anticorpos do lactente transferidos de sua mãe imune ao DENV, monócitos não infectados e infectados e o vírus da dengue ao longo do tempo também são considerados. O modelo foi analisado matematicamente, estabelecendo-se as condições para a existência dos pontos de equilíbrio livre da doença e o da persistência a partir do número reprodutivo básico do mo... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: Dengue virus (DENV) has four distinct serotypes (DENV 1-4), and any of these can cause physiological changes of different severities in humans, such as febrile dengue fever (DF) in classical form and dengue hemorrhagic fever (DHF), when it is the severer case. In particular, DHF can occur in the infant in the primary infection by anyone of the serotypes, due to the vertical transfer of specific antibodies from its imune mother to the infant. These specific antibodies play an important role in the infant's life, providing protection in the first months of life, however, as long as antibodies serum levels decrease, the chance of infection occurring through the antibody-dependent response increases, which implies in DHF. In this study we propose to develop a mathematical compartmental model to investigate numerically and analytically the dynamics of DHF in infants with primary DENV infection. The mathematical model in this work is described by a system of nonlinear ordinary differential equations, wherein the state variables represent the infant's antibodies, uninfected and infected monocytes and the dengue virus over time. The model was analyzed mathematically, establishing the conditions for the existence of dengue free equilibria points and the persistence of disease from the basic reprodutive number R_0 of the model. Sensistivity analysis was carried out in this work in order to investigate which one of the parameters was more influent at R_0 result. The dynamical system was... (Complete abstract click electronic access below) / Mestre