Uniformly convergent finite element methods for singularly perturbed parabolic partial differential equations

This thesis is concerned with uniformly convergent finite element methods for numerically solving singularly perturbed parabolic partial differential equations in one space variable. First, we use Petrov-Galerkin finite element methods to generate three schemes for such problems, each of these schemes uses exponentially fitted elements in space. Two of them are lumped and the other is non-lumped. On meshes which are either arbitrary or slightly restricted, we derive global energy norm and L2 norm error bounds, uniformly in the diffusion parameter. Under some reasonable global assumptions together with realistic local assumptions on the solution and its derivatives, we prove that these exponentially fitted schemes are locally uniformly convergent, with order one, in a discrete L∞norm both outside and inside the boundary layer. We next analyse a streamline diffusion scheme on a Shishkin mesh for a model singularly perturbed parabolic partial differential equation. The method with piecewise linear space-time elements is shown, under reasonable assumptions on the solution, to be convergent, independently of the diffusion parameter, with a pointwise accuracy of almost order 5/4 outside layers and almost order 3/4 inside the boundary layer. Numerical results for the above schemes are presented. Finally, we examine a cell vertex finite volume method which is applied to a model time-dependent convection-diffusion problem. Local errors away from all layers are obtained in the l2 seminorm by using techniques from finite element analysis.

Axial symmetry and transverse trace-free tensors in numerical relativity

Transverse trace-free (TT) tensors play an important role in the initial conditions of numerical relativity, containing two of the component freedoms. Expressing a TT tensor entirely, by the choice of two scalar potentials, is not a trivial task however. Assuming the added condition of axial symmetry, expressions are given in both spherical and cylindrical coordinates, for TT tensors in flat space. A coordinate relation is then calculated between the scalar potentials of each coordinate system. This is extended to a non-flat space, though only one potential is found. The remaining equations are reduced to form a second order partial differential equation in two of the tensor components. With the axially symmetric flat space tensors, the choice of potentials giving Bowen-York conformal curvatures, are derived. A restriction is found for the potentials which ensure an axially symmetric TT tensor, which is regular at the origin, and conditions on the potentials, which give an axially symmetric TT tensor with a spherically symmetric scalar product, are also derived. A comparison is made of the extrinsic curvatures of the exact Kerr solution and numerical Bowen-York solution for axially symmetric black hole space-times. The Brill wave, believed to act as the difference between the Kerr and Bowen-York space-times, is also studied, with an approximate numerical solution found for a mass-factor, under different amplitudes of the metric.

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.