This dissertation focuses on the development of adaptive time-stepping and high-order parallel stages exponential Runge–Kutta methods for discretizing stiff partial differential equations (PDEs). The design of exponential Runge–Kutta methods relies heavily on the existing stiff order conditions available in the literature, primarily up to order 5. It is well-known that constructing higher-order efficient methods that strictly satisfy all the stiff order conditions is challenging. Typically, methods up to order 5 have been derived by relaxing one or more order conditions, depending on the desired accuracy level. Our approach will be based on a comprehensive investigation of these conditions. We will derive novel and efficient exponential Runge–Kutta schemes of orders up to 5, which not only fulfill the stiff order conditions in a strict sense but also support the implementation of variable step sizes. Furthermore, we develop the first-ever sixth-order exponential Runge–Kutta schemes by leveraging the exponential B-series theory. Notably, all the newly derived schemes allow the efficient computation of multiple stages, either simultaneously or in parallel. To establish the convergence properties of the proposed methods, we perform an analysis within an abstract Banach space in the context of semigroup theory. Our numerical experiments are given on parabolic PDEs to confirm the accuracy and efficiency of the newly constructed methods.

<p> The sulphur dioxide converter of the contact sulphuric acid plant ~f the Hamilton Works of Canadian Industries Ltd., is optimized using the so2 conversion as the objective function to be maximized. The simulation model used is fitted to the plant data. The number of beds, the inlet temperatures, the catalyst bed depths and the air addition are the variables considered in this work. The effect due to the imposition of a constraint on the system is also examined. </p> <p> Four integration techniques are studied to solve the set of nonlinear ordinary differential equations that simulates the transformation in a bed. The Runge-Kutta third-order is found to be the most efficient. </p> <p> Four optimization techniques, namely, dynamic programming, gradient search, direct search of Hooke and Jeeves and discrete maximum principle, are used. Their applicability and efficiency are compared. </p> <p> A very flat response (conversion) surface is found in the neighbourhood of the optimum. </p> <p> The optimal operating conditions are compared with the simulation of the C.I.L. operation. The reachability of these optimal conditions in the plant is also considered. </p> / Thesis / Master of Engineering (ME)

A plethora of physical phenomena are modelled by hyperbolic partial differential equations, for which the exact solution is usually not known. Numerical methods are employed to approximate the solution to hyperbolic problems; however, in many cases it is difficult to satisfy certain physical properties while maintaining high order of accuracy. In this thesis, we develop high-order time-stepping methods that are capable of maintaining stability constraints of the solution, when coupled with suitable spatial discretizations. Such methods are called strong stability preserving (SSP) time integrators, and we mainly focus on perturbed methods that use both upwind- and downwind-biased spatial discretizations. Firstly, we introduce a new family of third-order implicit Runge–Kuttas methods with arbitrarily large SSP coefficient. We investigate the stability and accuracy of these methods and we show that they perform well on hyperbolic problems with large CFL numbers. Moreover, we extend the analysis of SSP linear multistep methods to semi-discretized problems for which different terms on the right-hand side of the initial value problem satisfy different forward Euler (or circle) conditions. Optimal perturbed and additive monotonicity-preserving linear multistep methods are studied in the context of such problems. Optimal perturbed methods attain augmented monotonicity-preserving step sizes when the different forward Euler conditions are taken into account. On the other hand, we show that optimal SSP additive methods achieve a monotonicity-preserving step-size restriction no better than that of the corresponding non-additive SSP linear multistep methods. Furthermore, we develop the first SSP linear multistep methods of order two and three with variable step size, and study their optimality. We describe an optimal step-size strategy and demonstrate the effectiveness of these methods on various one- and multi-dimensional problems. Finally, we establish necessary conditions to preserve the total variation of the solution obtained when perturbed methods are applied to boundary value problems. We implement a stable treatment of nonreflecting boundary conditions for hyperbolic problems that allows high order of accuracy and controls spurious wave reflections. Numerical examples with high-order perturbed Runge–Kutta methods reveal that this technique provides a significant improvement in accuracy compared with zero-order extrapolation.

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We compare an internal state method and a direct Runge-Kutta method for solving Volterra integro-differential equations and Volterra delay differential equations. The internal state method requires the kernel of the Volterra integral to be realizable as an impulse response function. We discover that when applicable, the internal state method is orders of magnitude more efficient than the direct numerical method. However, constructing state representation for realizable kernels can be challenging at times; therefore, we propose a rational approximation approach to avoid the problem. That is, we approximate the transfer function by a rational function, construct the corresponding linear system, and then approximate the Volterra integro-differential equation. We show that our method is convergent for the case where the kernel is nuclear. We focus our attention on time-invariant realizations but the case where the state representation of the kernel is a time-variant linear system is briefly discussed. / Ph. D.

Air Quality Models are defined for prediction and simulation of air pollutant concentrations over a certain period of time. The predictions can be used in setting limits for the emission levels of industrial facilities. The input data for the air quality models are very large and encompass various environmental conditions like wind speed, turbulence, temperature and cloud density. Most air quality models are based on advection-diffusion equations. These differential equations are moderately stiff and require appropriate techniques for fast integration over large intervals of time. Implicit time stepping techniques for solving differential equations being unconditionally stable are considered suitable for the solution. However, implicit time stepping techniques impose certain data dependencies that can cause the parallelization of air quality models to be inefficient. The current approach uses Runge Kutta Chebyshev explicit method for solution of advection diffusion equations. It is found that even if the explicit method used is computationally more expensive in the serial execution, it takes lesser execution time when parallelized because of less complicated data dependencies presented by the explicit time-stepping. The implicit time-stepping on the other hand cannot be parallelized efficiently because of the inherent complicated data dependencies. / Master of Science

Neste trabalho efetuamos uma análise quantitativa das forças que atuam entre partículas coloidais. Para isto integramos a Equação de Poisson-Boltzmann não linearizada levando em consideração o tamanho finito dos íons. Os resultados são aplicados a sistemas formados por esferas de poliestireno em dispersão aquosa. Concluímos que as forças repulsivas são dominantes nestes sistemas permitindo-nos negligenciar as forças atrativas. Também efetuamos algumas comparações dos mesmos resultados com dados experimentais / We present a quantitative analisis of the forces acting in colloidal particles. For this purpose we integrated the non linerized Poisson- Boltzmann Equation by a numerical method. We took in accont the finite size of the ions and applied the results to systems formed by polystirene spheres in aqueous dispersion. We were able to conclude that the attractive forces can be neglicted in front of the repulsive forces. We also were able to perform same comparasion com experimental data

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Em uma grande gama de problemas físicos, governados por equações diferenciais, muitas vezes é de interesse obter-se soluções para o regime transiente e, portanto, deve-se empregar técnicas de integração temporal. Uma primeira possibilidade seria a de aplicar-se métodos explícitos, devido à sua simplicidade e eficiência computacional. Entretanto, esses métodos frequentemente são somente condicionalmente estáveis e estão sujeitos a severas restrições na escolha do passo no tempo. Para problemas advectivos, governados por equações hiperbólicas, esta restrição é conhecida como a condição de Courant-Friedrichs-Lewy (CFL). Quando temse a necessidade de obter soluções numéricas para grandes períodos de tempo, ou quando o custo computacional a cada passo é elevado, esta condição torna-se um empecilho. A fim de contornar esta restrição, métodos implícitos, que são geralmente incondicionalmente estáveis, são utilizados. Neste trabalho, foram aplicadas algumas formulações implícitas para a integração temporal no método Smoothed Particle Hydrodynamics (SPH) de modo a possibilitar o uso de maiores incrementos de tempo e uma forte estabilidade no processo de marcha temporal. Devido ao alto custo computacional exigido pela busca das partículas a cada passo no tempo, esta implementação só será viável se forem aplicados algoritmos eficientes para o tipo de estrutura matricial considerada, tais como os métodos do subespaço de Krylov. Portanto, fez-se um estudo para a escolha apropriada dos métodos que mais se adequavam a este problema, sendo os escolhidos os métodos Bi-Conjugate Gradient (BiCG), o Bi-Conjugate Gradient Stabilized (BiCGSTAB) e o Quasi-Minimal Residual (QMR). Alguns problemas testes foram utilizados a fim de validar as soluções numéricas obtidas com a versão implícita do método SPH. / In a wide range of physical problems governed by differential equations, it is often of interest to obtain solutions for the unsteady state and therefore it must be employed temporal integration techniques. One possibility could be the use of an explicit methods due to its simplicity and computational efficiency. However, these methods are often only conditionally stable and are subject to severe restrictions for the time step choice. For advective problems governed by hyperbolic equations, this restriction is known as the Courant-Friedrichs-Lewy (CFL) condition. When there is the need to obtain numerical solutions for long periods of time, or when the computational cost for each time step is high, this condition becomes a handicap. In order to overcome this restriction implicit methods can be used, which are generally unconditionally stable. In this study, some implicit formulations for time integration are used in the Smoothed Particle Hydrodynamics (SPH) method to enable the use of larger time increments and obtain a strong stability in the time evolution process. Due to the high computational cost required by the particles tracking at each time step, the implementation will be feasible only if efficient algorithms were applied for this type of matrix structure such as Krylov subspace methods. Therefore, we carried out a study for the appropriate choice of methods best suited to this problem, and the methods chosen were the Bi-Conjugate Gradient (BiCG), the Bi-Conjugate Gradient Stabilized (BiCGSTAB) and the Quasi-Minimal Residual(QMR). Some test problems were used to validate the numerical solutions obtained with the implicit version of the SPH method.

A maioria das máquinas e componentes mecânicos estão sujeitos a solicitações dinâmicas as quais podem ocasionar falhas por fadiga. Um dos métodos para a previsão de falhas por fadiga é a Mecânica da Fratura Linear Elástica (MFLE). Na MFLE existem diversos modelos que descrevem a propagação de uma trinca, com suas diferentes abordagens e concepções. De forma geral, distinguem-se os modelos de propagação de trinca para carregamentos com amplitude de tensão constante e variável. Dentre os modelos de amplitude de tensão constante destaca-se a Lei de Paris, que consiste de um Problema de Valor Inicial (PVI), sendo que sua solução, em poucos casos, é determinada de forma exata. Assim, o objetivo deste trabalho é propor uma nova metodologia para solucionar alguns modelos de propagação de trinca de amplitude de tensão constante, como os modelos de Paris-Erdogan, Forman, Walker, McEvily e Priddle sem a necessidade da utilização de métodos numéricos para a solução. Essa metodologia foi desenvolvida estabelecendo cotas, superior e inferior, que delimitam o comportamento das soluções dos modelos de propagação de trinca. Para isso, através da literatura, foram delimitados os modelos a serem avaliados com base em dois aspectos principais: modelos que incorporem em suas equações as regiões I a III da propagação de trinca, e modelos que levem em consideração parâmetros como a razão de tensão, a tenacidade à fratura e o fator intensidade de tensão inicial para propagação de trinca. Para verificação da precisão e eficácia da nova metodologia, foi calculado o desvio relativo entre as cotas e a solução numérica aproximada, utilizando o método de Runge-Kutta de 4a ordem (RK4), e observou-se que as cotas são válidas como forma de aproximação do comportamento da evolução da trinca para todos os modelos estudados. Também foi avaliado o desempenho da utilização das cotas em relação à solução pelo método RK4 através do tempo de computação, e foi observado que com a utilização das cotas, consegue-se um monitoramento dinâmico dos resultados. / Most machines and mechanical components are subject to dynamic loads that can lead to fatigue failures. One of the methods for the prediction of fatigue failures is the Linear Elastic Fracture Mechanics (LEFM). In the LEFM there are several models that describe the propagation of a crack, with their different approaches and conceptions. In general, a distinction is made between the crack propagation models under constant and variable amplitude load. One of the constant amplitude load models is the Paris law, consisting of an Initial Value Problem (IVP), whose solution, in a few cases, can be obtained in closed form. Thus, the objective of this work is to propose a new methodology to solve some models of crack propagation under constant amplitude load, as the models of Paris-Erdogan, Forman, Walker, McEvily and Priddle, without requiring the use of numerical methods for the solution. This methodology was developed by establishing upper and lower bounds that delimit the behavior of the solutions of the models of crack propagation. For that, through literature, were delimited the models to be assessed on the basis of two main aspects: models that incorporate in their equations the regions I to III of the crack propagation, and models that take into account parameters such as the stress ratio, fracture toughness and threshold stress intensity factor for crack propagation. For verification of the accuracy and effectiveness of the new methodology, the relative deviation between bounds and approximate numerical solution was calculated, using the Runge-Kutta 4th order (RK4), and it was observed that the bounds are valid as a way of obtaining approximate solutions to all models. The performance of the use of bounds regarding the RK4 method solution was also evaluated through the computation time.

A maioria das máquinas e componentes mecânicos estão sujeitos a solicitações dinâmicas as quais podem ocasionar falhas por fadiga. Um dos métodos para a previsão de falhas por fadiga é a Mecânica da Fratura Linear Elástica (MFLE). Na MFLE existem diversos modelos que descrevem a propagação de uma trinca, com suas diferentes abordagens e concepções. De forma geral, distinguem-se os modelos de propagação de trinca para carregamentos com amplitude de tensão constante e variável. Dentre os modelos de amplitude de tensão constante destaca-se a Lei de Paris, que consiste de um Problema de Valor Inicial (PVI), sendo que sua solução, em poucos casos, é determinada de forma exata. Assim, o objetivo deste trabalho é propor uma nova metodologia para solucionar alguns modelos de propagação de trinca de amplitude de tensão constante, como os modelos de Paris-Erdogan, Forman, Walker, McEvily e Priddle sem a necessidade da utilização de métodos numéricos para a solução. Essa metodologia foi desenvolvida estabelecendo cotas, superior e inferior, que delimitam o comportamento das soluções dos modelos de propagação de trinca. Para isso, através da literatura, foram delimitados os modelos a serem avaliados com base em dois aspectos principais: modelos que incorporem em suas equações as regiões I a III da propagação de trinca, e modelos que levem em consideração parâmetros como a razão de tensão, a tenacidade à fratura e o fator intensidade de tensão inicial para propagação de trinca. Para verificação da precisão e eficácia da nova metodologia, foi calculado o desvio relativo entre as cotas e a solução numérica aproximada, utilizando o método de Runge-Kutta de 4a ordem (RK4), e observou-se que as cotas são válidas como forma de aproximação do comportamento da evolução da trinca para todos os modelos estudados. Também foi avaliado o desempenho da utilização das cotas em relação à solução pelo método RK4 através do tempo de computação, e foi observado que com a utilização das cotas, consegue-se um monitoramento dinâmico dos resultados. / Most machines and mechanical components are subject to dynamic loads that can lead to fatigue failures. One of the methods for the prediction of fatigue failures is the Linear Elastic Fracture Mechanics (LEFM). In the LEFM there are several models that describe the propagation of a crack, with their different approaches and conceptions. In general, a distinction is made between the crack propagation models under constant and variable amplitude load. One of the constant amplitude load models is the Paris law, consisting of an Initial Value Problem (IVP), whose solution, in a few cases, can be obtained in closed form. Thus, the objective of this work is to propose a new methodology to solve some models of crack propagation under constant amplitude load, as the models of Paris-Erdogan, Forman, Walker, McEvily and Priddle, without requiring the use of numerical methods for the solution. This methodology was developed by establishing upper and lower bounds that delimit the behavior of the solutions of the models of crack propagation. For that, through literature, were delimited the models to be assessed on the basis of two main aspects: models that incorporate in their equations the regions I to III of the crack propagation, and models that take into account parameters such as the stress ratio, fracture toughness and threshold stress intensity factor for crack propagation. For verification of the accuracy and effectiveness of the new methodology, the relative deviation between bounds and approximate numerical solution was calculated, using the Runge-Kutta 4th order (RK4), and it was observed that the bounds are valid as a way of obtaining approximate solutions to all models. The performance of the use of bounds regarding the RK4 method solution was also evaluated through the computation time.