A uniqueness theorem for the determination of sources in the Germain–Lagrange plate equation

We prove a uniqueness result related to the Germain–Lagrange dynamic plate differential equation. We consider the equation {∂2u∂t2+△2u=g⊗f,in ]0,+∞)×R2,u(0)=0,∂u∂t(0)=0, where uu stands for the transverse displacement, ff is a distribution compactly supported in space, and g∈Lloc1([0,+∞)) is a function of time such that g(0)≠0g(0)≠0 and there is a T0>0T0>0 such that g∈C1[0,T0[g∈C1[0,T0[. We prove that the knowledge of uu over an arbitrary open set of the plate for any interval of time ]0,T[]0,T[, 0

A scale-space aproach to nonlocal optical flow calculations

[EN] This paper presents an interpretation of a classic optical flow method by Nagel and Enkelmann as a tensor-driven anisotropic diffusion approach in digital image analysis. We introduce an improvement into the model formulation, and we establish well-posedness results for the resulting system of parabolic partial differential equations. Our method avoids linearizations in the optical flow constraint, and it can recover displacement fields which are far beyond the typical one-pixel limits that are characteristic for many differential methods for optical flow recovery. A robust numerical scheme is presented in detail. We avoid convergence to irrelevant local minima by embedding our method into a linear scale-space framework and using a focusing strategy from coarse to fine scales. The high accuracy of the proposed method is demonstrated by means of a synthetic and a real-world image sequence.

Jarrow-Yildirim model for inflation: theory and applications

This thesis deals with inflation theory, focussing on the model of Jarrow & Yildirim, which is nowadays used when pricing inflation derivatives. After recalling main results about short and forward interest rate models, the dynamics of the main components of the market are derived. Then the most important inflation-indexed derivatives are explained (zero coupon swap, year-on-year, cap and floor), and their pricing proceeding is shown step by step. Calibration is explained and performed with a common method and an heuristic and non standard one. The model is enriched with credit risk, too, which allows to take into account the possibility of bankrupt of the counterparty of a contract. In this context, the general method of pricing is derived, with the introduction of defaultable zero-coupon bonds, and the Monte Carlo method is treated in detailed and used to price a concrete example of contract. Appendixes: A: martingale measures, Girsanov's theorem and the change of numeraire. B: some aspects of the theory of Stochastic Differential Equations; in particular, the solution for linear EDSs, and the Feynman-Kac Theorem, which shows the connection between EDSs and Partial Differential Equations. C: some useful results about normal distribution.

A model for diffusive and displacive phase transitions in steels

Heat treatment of steels is a process of fundamental importance in tailoring the properties of a material to the desired application; developing a model able to describe such process would allow to predict the microstructure obtained from the treatment and the consequent mechanical properties of the material. A steel, during a heat treatment, can undergo two different kinds of phase transitions [p.t.]: diffusive (second order p.t.) and displacive (first order p.t.); in this thesis, an attempt to describe both in a thermodynamically consistent framework is made; a phase field, diffuse interface model accounting for the coupling between thermal, chemical and mechanical effects is developed, and a way to overcome the difficulties arising from the treatment of the non-local effects (gradient terms) is proposed. The governing equations are the balance of linear momentum equation, the Cahn-Hilliard equation and the balance of internal energy equation. The model is completed with a suitable description of the free energy, from which constitutive relations are drawn. The equations are then cast in a variational form and different numerical techniques are used to deal with the principal features of the model: time-dependency, non-linearity and presence of high order spatial derivatives. Simulations are performed using DOLFIN, a C++ library for the automated solution of partial differential equations by means of the finite element method; results are shown for different test-cases. The analysis is reduced to a two dimensional setting, which is simpler than a three dimensional one, but still meaningful.

Mixed finite-element methods for elliptic convection-dominated problems arising in semiconductor physics

In this work we develop and analyze an adaptive numerical scheme for simulating a class of macroscopic semiconductor models. At first the numerical modelling of semiconductors is reviewed in order to classify the Energy-Transport models for semiconductors that are later simulated in 2D. In this class of models the flow of charged particles, that are negatively charged electrons and so-called holes, which are quasi-particles of positive charge, as well as their energy distributions are described by a coupled system of nonlinear partial differential equations. A considerable difficulty in simulating these convection-dominated equations is posed by the nonlinear coupling as well as due to the fact that the local phenomena such as "hot electron effects" are only partially assessable through the given data. The primary variables that are used in the simulations are the particle density and the particle energy density. The user of these simulations is mostly interested in the current flow through parts of the domain boundary - the contacts. The numerical method considered here utilizes mixed finite-elements as trial functions for the discrete solution. The continuous discretization of the normal fluxes is the most important property of this discretization from the users perspective. It will be proven that under certain assumptions on the triangulation the particle density remains positive in the iterative solution algorithm. Connected to this result an a priori error estimate for the discrete solution of linear convection-diffusion equations is derived. The local charge transport phenomena will be resolved by an adaptive algorithm, which is based on a posteriori error estimators. At that stage a comparison of different estimations is performed. Additionally a method to effectively estimate the error in local quantities derived from the solution, so-called "functional outputs", is developed by transferring the dual weighted residual method to mixed finite elements. For a model problem we present how this method can deliver promising results even when standard error estimator fail completely to reduce the error in an iterative mesh refinement process.

Factorization method and inclusions of mixed type in an inverse elliptic boundary value problem

In various imaging problems the task is to use the Cauchy data of the solutions to an elliptic boundary value problem to reconstruct the coefficients of the corresponding partial differential equation. Often the examined object has known background properties but is contaminated by inhomogeneities that cause perturbations of the coefficient functions. The factorization method of Kirsch provides a tool for locating such inclusions. In this paper, the factorization technique is studied in the framework of coercive elliptic partial differential equations of the divergence type: Earlier it has been demonstrated that the factorization algorithm can reconstruct the support of a strictly positive (or negative) definite perturbation of the leading order coefficient, or if that remains unperturbed, the support of a strictly positive (or negative) perturbation of the zeroth order coefficient. In this work we show that these two types of inhomogeneities can, in fact, be located simultaneously. Unlike in the earlier articles on the factorization method, our inclusions may have disconnected complements and we also weaken some other a priori assumptions of the method. Our theoretical findings are complemented by two-dimensional numerical experiments that are presented in the framework of the diffusion approximation of optical tomography.

Generalized Differential Quadrature Finite Element Method applied to Advanced Structural Mechanics

Over the years the Differential Quadrature (DQ) method has distinguished because of its high accuracy, straightforward implementation and general ap- plication to a variety of problems. There has been an increase in this topic by several researchers who experienced significant development in the last years. DQ is essentially a generalization of the popular Gaussian Quadrature (GQ) used for numerical integration functions. GQ approximates a finite in- tegral as a weighted sum of integrand values at selected points in a problem domain whereas DQ approximate the derivatives of a smooth function at a point as a weighted sum of function values at selected nodes. A direct appli- cation of this elegant methodology is to solve ordinary and partial differential equations. Furthermore in recent years the DQ formulation has been gener- alized in the weighting coefficients computations to let the approach to be more flexible and accurate. As a result it has been indicated as Generalized Differential Quadrature (GDQ) method. However the applicability of GDQ in its original form is still limited. It has been proven to fail for problems with strong material discontinuities as well as problems involving singularities and irregularities. On the other hand the very well-known Finite Element (FE) method could overcome these issues because it subdivides the computational domain into a certain number of elements in which the solution is calculated. Recently, some researchers have been studying a numerical technique which could use the advantages of the GDQ method and the advantages of FE method. This methodology has got different names among each research group, it will be indicated here as Generalized Differential Quadrature Finite Element Method (GDQFEM).

Complex chemical dynamics through engineering-like methods

Most of the problems in modern structural design can be described with a set of equation; solutions of these mathematical models can lead the engineer and designer to get info during the design stage. The same holds true for physical-chemistry; this branch of chemistry uses mathematics and physics in order to explain real chemical phenomena. In this work two extremely different chemical processes will be studied; the dynamic of an artificial molecular motor and the generation and propagation of the nervous signals between excitable cells and tissues like neurons and axons. These two processes, in spite of their chemical and physical differences, can be both described successfully by partial differential equations, that are, respectively the Fokker-Planck equation and the Hodgkin and Huxley model. With the aid of an advanced engineering software these two processes have been modeled and simulated in order to extract a lot of physical informations about them and to predict a lot of properties that can be, in future, extremely useful during the design stage of both molecular motors and devices which rely their actions on the nervous communications between active fibres.

Analytical investigation of squeeze film dampers

Squeeze film damping effects naturally occur if structures are subjected to loading situations such that a very thin film of fluid is trapped within structural joints, interfaces, etc. An accurate estimate of squeeze film effects is important to predict the performance of dynamic structures. Starting from linear Reynolds equation which governs the fluid behavior coupled with structure domain which is modeled by Kirchhoff plate equation, the effects of nondimensional parameters on the damped natural frequencies are presented using boundary characteristic orthogonal functions. For this purpose, the nondimensional coupled partial differential equations are obtained using Rayleigh-Ritz method and the weak formulation, are solved using polynomial and sinusoidal boundary characteristic orthogonal functions for structure and fluid domain respectively. In order to implement present approach to the complex geometries, a two dimensional isoparametric coupled finite element is developed based on Reissner-Mindlin plate theory and linearized Reynolds equation. The coupling between fluid and structure is handled by considering the pressure forces and structural surface velocities on the boundaries. The effects of the driving parameters on the frequency response functions are investigated. As the next logical step, an analytical method for solution of squeeze film damping based upon Green’s function to the nonlinear Reynolds equation considering elastic plate is studied. This allows calculating modal damping and stiffness force rapidly for various boundary conditions. The nonlinear Reynolds equation is divided into multiple linear non-homogeneous Helmholtz equations, which then can be solvable using the presented approach. Approximate mode shapes of a rectangular elastic plate are used, enabling calculation of damping ratio and frequency shift as well as complex resistant pressure. Moreover, the theoretical results are correlated and compared with experimental results both in the literature and in-house experimental procedures including comparison against viscoelastic dampers.

Lions-type compactness and Rubik actions on the Heisenberg group

In this paper we prove a Lions-type compactness embedding result for symmetric unbounded domains of the Heisenberg group. The natural group action on the Heisenberg group TeX is provided by the unitary group U(n) × {1} and its appropriate subgroups, which will be used to construct subspaces with specific symmetry and compactness properties in the Folland-Stein’s horizontal Sobolev space TeX. As an application, we study the multiplicity of solutions for a singular subelliptic problem by exploiting a technique of solving the Rubik-cube applied to subgroups of U(n) × {1}. In our approach we employ concentration compactness, group-theoretical arguments, and variational methods.

Computational Comparison of Continuous and Discontinuous Galerkin Time-Stepping Methods for Nonlinear Initial Value Problems

This article centers on the computational performance of the continuous and discontinuous Galerkin time stepping schemes for general first-order initial value problems in R n , with continuous nonlinearities. We briefly review a recent existence result for discrete solutions from [6], and provide a numerical comparison of the two time discretization methods.

NONLINEAR TIME SERIES/SYSTEM ANALYSIS (STATE-SPACE, DYNAMICS, INTERVENTION, RESILIENCE, KALMAN)

A discussion of nonlinear dynamics, demonstrated by the familiar automobile, is followed by the development of a systematic method of analysis of a possibly nonlinear time series using difference equations in the general state-space format. This format allows recursive state-dependent parameter estimation after each observation thereby revealing the dynamics inherent in the system in combination with random external perturbations.^ The one-step ahead prediction errors at each time period, transformed to have constant variance, and the estimated parametric sequences provide the information to (1) formally test whether time series observations y(,t) are some linear function of random errors (ELEM)(,s), for some t and s, or whether the series would more appropriately be described by a nonlinear model such as bilinear, exponential, threshold, etc., (2) formally test whether a statistically significant change has occurred in structure/level either historically or as it occurs, (3) forecast nonlinear system with a new and innovative (but very old numerical) technique utilizing rational functions to extrapolate individual parameters as smooth functions of time which are then combined to obtain the forecast of y and (4) suggest a measure of resilience, i.e. how much perturbation a structure/level can tolerate, whether internal or external to the system, and remain statistically unchanged. Although similar to one-step control, this provides a less rigid way to think about changes affecting social systems.^ Applications consisting of the analysis of some familiar and some simulated series demonstrate the procedure. Empirical results suggest that this state-space or modified augmented Kalman filter may provide interesting ways to identify particular kinds of nonlinearities as they occur in structural change via the state trajectory.^ A computational flow-chart detailing computations and software input and output is provided in the body of the text. IBM Advanced BASIC program listings to accomplish most of the analysis are provided in the appendix. ^

Space-time Reconstruction of Oceanic Sea States via Variational Stereo Methods

We present a remote sensing observational method for the measurement of the spatio-temporal dynamics of ocean waves. Variational techniques are used to recover a coherent space-time reconstruction of oceanic sea states given stereo video imagery. The stereoscopic reconstruction problem is expressed in a variational optimization framework. There, we design an energy functional whose minimizer is the desired temporal sequence of wave heights. The functional combines photometric observations as well as spatial and temporal regularizers. A nested iterative scheme is devised to numerically solve, via 3-D multigrid methods, the system of partial differential equations resulting from the optimality condition of the energy functional. The output of our method is the coherent, simultaneous estimation of the wave surface height and radiance at multiple snapshots. We demonstrate our algorithm on real data collected off-shore. Statistical and spectral analysis are performed. Comparison with respect to an existing sequential method is analyzed.