Differential and numerical models of hysteretic systems with stochastic and deterministic inputs

Many deterministic models with hysteresis have been developed in the areas of economics, finance, terrestrial hydrology and biology. These models lack any stochastic element which can often have a strong effect in these areas. In this work stochastically driven closed loop systems with hysteresis type memory are studied. This type of system is presented as a possible stochastic counterpart to deterministic models in the areas of economics, finance, terrestrial hydrology and biology. Some price dynamics models are presented as a motivation for the development of this type of model. Numerical schemes for solving this class of stochastic differential equation are developed in order to examine the prototype models presented. As a means of further testing the developed numerical schemes, numerical examination is made of the behaviour near equilibrium of coupled ordinary differential equations where the time derivative of the Preisach operator is included in one of the equations. A model of two phenotype bacteria is also presented. This model is examined to explore memory effects and related hysteresis effects in the area of biology. The memory effects found in this model are similar to that found in the non-ideal relay. This non-ideal relay type behaviour is used to model a colony of bacteria with multiple switching thresholds. This model contains a Preisach type memory with a variable Preisach weight function. Shown numerically for this multi-threshold model is a pattern formation for the distribution of the phenotypes among the available thresholds.

Gröbner basis techniques for certain problems in coding and systems theory

There is much common ground between the areas of coding theory and systems theory. Fitzpatrick has shown that a Göbner basis approach leads to efficient algorithms in the decoding of Reed-Solomon codes and in scalar interpolation and partial realization. This thesis simultaneously generalizes and simplifies that approach and presents applications to discrete-time modeling, multivariable interpolation and list decoding. Gröbner basis theory has come into its own in the context of software and algorithm development. By generalizing the concept of polynomial degree, term orders are provided for multivariable polynomial rings and free modules over polynomial rings. The orders are not, in general, unique and this adds, in no small way, to the power and flexibility of the technique. As well as being generating sets for ideals or modules, Gröbner bases always contain a element which is minimal with respect tot the corresponding term order. Central to this thesis is a general algorithm, valid for any term order, that produces a Gröbner basis for the solution module (or ideal) of elements satisfying a sequence of generalized congruences. These congruences, based on shifts and homomorphisms, are applicable to a wide variety of problems, including key equations and interpolations. At the core of the algorithm is an incremental step. Iterating this step lends a recursive/iterative character to the algorithm. As a consequence, not all of the input to the algorithm need be available from the start and different "paths" can be taken to reach the final solution. The existence of a suitable chain of modules satisfying the criteria of the incremental step is a prerequisite for applying the algorithm.

Uniformly convergent finite element and finite difference methods for singularly perturbed ordinary differential equations

This thesis is concerned with uniformly convergent finite element and finite difference methods for numerically solving singularly perturbed two-point boundary value problems. We examine the following four problems: (i) high order problem of reaction-diffusion type; (ii) high order problem of convection-diffusion type; (iii) second order interior turning point problem; (iv) semilinear reaction-diffusion problem. Firstly, we consider high order problems of reaction-diffusion type and convection-diffusion type. Under suitable hypotheses, the coercivity of the associated bilinear forms is proved and representation results for the solutions of such problems are given. It is shown that, on an equidistant mesh, polynomial schemes cannot achieve a high order of convergence which is uniform in the perturbation parameter. Piecewise polynomial Galerkin finite element methods are then constructed on a Shishkin mesh. High order convergence results, which are uniform in the perturbation parameter, are obtained in various norms. Secondly, we investigate linear second order problems with interior turning points. Piecewise linear Galerkin finite element methods are generated on various piecewise equidistant meshes designed for such problems. These methods are shown to be convergent, uniformly in the singular perturbation parameter, in a weighted energy norm and the usual L2 norm. Finally, we deal with a semilinear reaction-diffusion problem. Asymptotic properties of solutions to this problem are discussed and analysed. Two simple finite difference schemes on Shishkin meshes are applied to the problem. They are proved to be uniformly convergent of second order and fourth order respectively. Existence and uniqueness of a solution to both schemes are investigated. Numerical results for the above methods are presented.