Partial regularity of weak solutions of the liquid crystal equilibrium system

For a parameter, we consider the modified relaxed energy of the liquid crystal system. Each minimizer of the modified relaxed energy is a weak solution to the liquid crystal equilibrium system. We prove the partial regularity of minimizers of the modified relaxed energy. We also prove the existence of infinitely many weak solutions for the special boundary value x.

Time complexity and convergence analysis of domain theoretic Picard method

We present an implementation of the domain-theoretic Picard method for solving initial value problems (IVPs) introduced by Edalat and Pattinson [1]. Compared to Edalat and Pattinson's implementation, our algorithm uses a more efficient arithmetic based on an arbitrary precision floating-point library. Despite the additional overestimations due to floating-point rounding, we obtain a similar bound on the convergence rate of the produced approximations. Moreover, our convergence analysis is detailed enough to allow a static optimisation in the growth of the precision used in successive Picard iterations. Such optimisation greatly improves the efficiency of the solving process. Although a similar optimisation could be performed dynamically without our analysis, a static one gives us a significant advantage: we are able to predict the time it will take the solver to obtain an approximation of a certain (arbitrarily high) quality.

Pseudo-Differential Operators in a Wave Diffraction Problem with Impedance Conditions

Mathematics Subject Classification: 35J05, 35J25, 35C15, 47H50, 47G30

Solving Fractional Diffusion-Wave Equations Using a New Iterative Method

Mathematics Subject Classification: 26A33, 31B10

An Analog of the Tricomi Problem for a Mixed Type Equation with a Partial Fractional Derivative

Mathematics Subject Classification 2010: 35M10, 35R11, 26A33, 33C05, 33E12, 33C20.

Monte Carlo Study of Particle Transport Problem in Air Pollution

2002 Mathematics Subject Classification: 65C05.

Accurate WKB Approximation for a 1D Problem with Low Regularity

2000 Mathematics Subject Classification: 34L40, 65L10, 65Z05, 81Q20.

Exact Solutions of Nonlocal BVPs for the Multidimensional Heat Equations

MSC 2010: 44A35, 44A45, 44A40, 35K20, 35K05

Stokes waves revisited:exact solutions in the asymptotic limit

The Stokes perturbative solution of the nonlinear (boundary value dependent) surface gravity wave problem is known to provide results of reasonable accuracy to engineers in estimating the phase speed and amplitudes of such nonlinear waves. The weakling in this structure though is the presence of aperiodic “secular variation” in the solution that does not agree with the known periodic propagation of surface waves. This has historically necessitated increasingly higher-ordered (perturbative) approximations in the representation of the velocity profile. The present article ameliorates this long-standing theoretical insufficiency by invoking a compact exact n-ordered solution in the asymptotic infinite depth limit, primarily based on a representation structured around the third-ordered perturbative solution, that leads to a seamless extension to higher-order (e.g., fifth-order) forms existing in the literature. The result from this study is expected to improve phenomenological engineering estimates, now that any desired higher-ordered expansion may be compacted within the same representation, but without any aperiodicity in the spectral pattern of the wave guides.

Time-domain simulation of wave-induced ship motions by a Rankine panel method

In this thesis, a numerical program has been developed to simulate the wave-induced ship motions in the time domain. Wave-body interactions have been studied for various ships and floating bodies through forced motion and free motion simulations in a wide range of wave frequencies. A three-dimensional Rankine panel method is applied to solve the boundary value problem for the wave-body interactions. The velocity potentials and normal velocities on the boundaries are obtained in the time domain by solving the mixed boundary integral equations in relation to the source and dipole distributions. The hydrodynamic forces are calculated by the integration of the instantaneous hydrodynamic pressures over the body surface. The equations of ship motion are solved simultaneously with the boundary value problem for each time step. The wave elevation is computed by applying the linear free surface conditions. A numerical damping zone is adopted to absorb the outgoing waves in order to satisfy the radiation condition for the truncated free surface. A numerical filter is applied on the free surface for the smoothing of the wave elevation. Good convergence has been reached for both forced motion simulations and free motion simulations. The computed added-mass and damping coefficients, wave exciting forces, and motion responses for ships and floating bodies are in good agreement with the numerical results from other programs and experimental data.

Comprehensive Characterization of Measurement Data Gathered by the Pressure Tube to Calandria Tube Gap Probe

Multi-frequency eddy current measurements are employed in estimating pressure tube (PT) to calandria tube (CT) gap in CANDU fuel channels, a critical inspection activity required to ensure fitness for service of fuel channels. In this thesis, a comprehensive characterization of eddy current gap data is laid out, in order to extract further information on fuel channel condition, and to identify generalized applications for multi-frequency eddy current data. A surface profiling technique, generalizable to multiple probe and conductive material configurations has been developed. This technique has allowed for identification of various pressure tube artefacts, has been independently validated (using ultrasonic measurements), and has been deployed and commissioned at Ontario Power Generation. Dodd and Deeds solutions to the electromagnetic boundary value problem associated with the PT to CT gap probe configuration were experimentally validated for amplitude response to changes in gap. Using the validated Dodd and Deeds solutions, principal components analysis (PCA) has been employed to identify independence and redundancies in multi-frequency eddy current data. This has allowed for an enhanced visualization of factors affecting gap measurement. Results of the PCA of simulation data are consistent with the skin depth equation, and are validated against PCA of physical experiments. Finally, compressed data acquisition has been realized, allowing faster data acquisition for multi-frequency eddy current systems with hardware limitations, and is generalizable to other applications where real time acquisition of large data sets is prohibitive.

Properties of a composite material with mixed imperfect contact conditions

We present an analytical solution of a mixed boundary value problem for an unbounded 2D doubly periodic domain which is a model of a composite material with mixed imperfect interface conditions. We find the effective conductivity of the composite material with mixed imperfect interface conditions, and also give numerical analysis of several of their properties such as temperature and flux.

Cornered Asymptotically Hyperbolic Metrics

Thesis (Ph.D.)--University of Washington, 2016-08

The parallel solution of early-exercise Asian options with stochastic volatility

This paper describes an parallel semi-Lagrangian finite difference approach to the pricing of early exercise Asian Options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices. Asian options are contingent claims with payoffs that depend on the average price of an asset over some time interval. The payoff may depend on this average and a fixed strike price (Fixed Strike Asians) or it may depend on the average and the asset price (Floating Strike Asians). The option may also permit early exercise (American contract) or confine the holder to a fixed exercise date (European contract). The Fixed Strike Asian with early exercise is considered here where continuous arithmetic averaging has been used. Pricing such an option where the asset price has a stochastic volatility leads to the requirement to solve a tri-variate partial differential inequation in the three state variables of asset price, average price and volatility (or equivalently, variance). The similarity transformations [6] used with Floating Strike Asian options to reduce the dimensionality of the problem are not applicable to Fixed Strikes and so the numerical solution of a tri-variate problem is necessary. The computational challenge is to provide accurate solutions sufficiently quickly to support realtime trading activities at a reasonable cost in terms of hardware requirements.

A class of domain decomposition preconditioners for hp-discontinuous Galerkin finite element methods

In this article we address the question of efficiently solving the algebraic linear system of equations arising from the discretization of a symmetric, elliptic boundary value problem using hp-version discontinuous Galerkin finite element methods. In particular, we introduce a class of domain decomposition preconditioners based on the Schwarz framework, and prove bounds on the condition number of the resulting iteration operators. Numerical results confirming the theoretical estimates are also presented.