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.

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.

Design Optimization and Security For Communication Networks

In this work we introduce a new mathematical tool for optimization of routes, topology design, and energy efficiency in wireless sensor networks. We introduce a vector field formulation that models communication in the network, and routing is performed in the direction of this vector field at every location of the network. The magnitude of the vector field at every location represents the density of amount of data that is being transited through that location. We define the total communication cost in the network as the integral of a quadratic form of the vector field over the network area. With the above formulation, we introduce a mathematical machinery based on partial differential equations very similar to the Maxwell's equations in electrostatic theory. We show that in order to minimize the cost, the routes should be found based on the solution of these partial differential equations. In our formulation, the sensors are sources of information, and they are similar to the positive charges in electrostatics, the destinations are sinks of information and they are similar to negative charges, and the network is similar to a non-homogeneous dielectric media with variable dielectric constant (or permittivity coefficient). In one of the applications of our mathematical model based on the vector fields, we offer a scheme for energy efficient routing. Our routing scheme is based on changing the permittivity coefficient to a higher value in the places of the network where nodes have high residual energy, and setting it to a low value in the places of the network where the nodes do not have much energy left. Our simulations show that our method gives a significant increase in the network life compared to the shortest path and weighted shortest path schemes. Our initial focus is on the case where there is only one destination in the network, and later we extend our approach to the case where there are multiple destinations in the network. In the case of having multiple destinations, we need to partition the network into several areas known as regions of attraction of the destinations. Each destination is responsible for collecting all messages being generated in its region of attraction. The complexity of the optimization problem in this case is how to define regions of attraction for the destinations and how much communication load to assign to each destination to optimize the performance of the network. We use our vector field model to solve the optimization problem for this case. We define a vector field, which is conservative, and hence it can be written as the gradient of a scalar field (also known as a potential field). Then we show that in the optimal assignment of the communication load of the network to the destinations, the value of that potential field should be equal at the locations of all the destinations. Another application of our vector field model is to find the optimal locations of the destinations in the network. We show that the vector field gives the gradient of the cost function with respect to the locations of the destinations. Based on this fact, we suggest an algorithm to be applied during the design phase of a network to relocate the destinations for reducing the communication cost function. The performance of our proposed schemes is confirmed by several examples and simulation experiments. In another part of this work we focus on the notions of responsiveness and conformance of TCP traffic in communication networks. We introduce the notion of responsiveness for TCP aggregates and define it as the degree to which a TCP aggregate reduces its sending rate to the network as a response to packet drops. We define metrics that describe the responsiveness of TCP aggregates, and suggest two methods for determining the values of these quantities. The first method is based on a test in which we drop a few packets from the aggregate intentionally and measure the resulting rate decrease of that aggregate. This kind of test is not robust to multiple simultaneous tests performed at different routers. We make the test robust to multiple simultaneous tests by using ideas from the CDMA approach to multiple access channels in communication theory. Based on this approach, we introduce tests of responsiveness for aggregates, and call it CDMA based Aggregate Perturbation Method (CAPM). We use CAPM to perform congestion control. A distinguishing feature of our congestion control scheme is that it maintains a degree of fairness among different aggregates. In the next step we modify CAPM to offer methods for estimating the proportion of an aggregate of TCP traffic that does not conform to protocol specifications, and hence may belong to a DDoS attack. Our methods work by intentionally perturbing the aggregate by dropping a very small number of packets from it and observing the response of the aggregate. We offer two methods for conformance testing. In the first method, we apply the perturbation tests to SYN packets being sent at the start of the TCP 3-way handshake, and we use the fact that the rate of ACK packets being exchanged in the handshake should follow the rate of perturbations. In the second method, we apply the perturbation tests to the TCP data packets and use the fact that the rate of retransmitted data packets should follow the rate of perturbations. In both methods, we use signature based perturbations, which means packet drops are performed with a rate given by a function of time. We use analogy of our problem with multiple access communication to find signatures. Specifically, we assign orthogonal CDMA based signatures to different routers in a distributed implementation of our methods. As a result of orthogonality, the performance does not degrade because of cross interference made by simultaneously testing routers. We have shown efficacy of our methods through mathematical analysis and extensive simulation experiments.

Convergence of numerical time-averaging and stationary measures via Poisson equations

Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

Analysis of an asymptotic preserving scheme for linear kinetic equations in the diffusion limit

We present a mathematical analysis of the asymptotic preserving scheme proposed in [M. Lemou and L. Mieussens, SIAM J. Sci. Comput., 31 (2008), pp. 334-368] for linear transport equations in kinetic and diffusive regimes. We prove that the scheme is uniformly stable and accurate with respect to the mean free path of the particles. This property is satisfied under an explicitly given CFL condition. This condition tends to a parabolic CFL condition for small mean free paths and is close to a convection CFL condition for large mean free paths. Our analysis is based on very simple energy estimates. © 2010 Society for Industrial and Applied Mathematics.

Enhancing the Hodgkin-Huxley Equations: Simulations Based on the First Publication in the Biophysical Journal.

The experiments in the Cole and Moore article in the first issue of the Biophysical Journal provided the first independent experimental confirmation of the Hodgkin-Huxley (HH) equations. A log-log plot of the K current versus time showed that raising the HH variable n to the sixth power provided the best fit to the data. Subsequent simulations using n(6) and setting the resting potential at the in vivo value simplifies the HH equations by eliminating the leakage term. Our article also reported that the K current in response to a depolarizing step to ENa was delayed if the step was preceded by a hyperpolarization. While the interpretation of this phenomenon in the article was flawed, subsequent simulations show that the effect completely arises from the original HH equations.

An inductive reasoning model in linear and quadratic sequences

Presentamos algunos resultados de una investigación más amplia cuyo objetivo general es describir y caracterizar el razonamiento inductivo que utilizan estudiantes de tercero y cuarto de Secundaria al resolver tareas relacionadas con sucesiones lineales y cuadráticas (Cañadas, 2007). Identificamos diferencias en el empleo de algunos de los pasos considerados para la descripción del razonamiento inductivo en la resolución de dos de los seis problemas planteados a los estudiantes. Describimos estas diferencias y las analizamos en función de las características de los problemas.

An extension of Purcell's vector method with applications to panel element equations

The classical Purcell's vector method, for the construction of solutions to dense systems of linear equations is extended to a flexible orthogonalisation procedure. Some properties are revealed of the orthogonalisation procedure in relation to the classical Gauss-Jordan elimination with or without pivoting. Additional properties that are not shared by the classical Gauss-Jordan elimination are exploited. Further properties related to distributed computing are discussed with applications to panel element equations in subsonic compressible aerodynamics. Using an orthogonalisation procedure within panel methods enables a functional decomposition of the sequential panel methods and leads to a two-level parallelism.

On the coupling of Navier–Stokes and linearised Euler equations for aeroacoustic simulation

Aerodynamic generation of sound is governed by the Navier–Stokes equations while acoustic propagation in a non-uniform medium is effectively described by the linearised Euler equations. Different numerical schemes are required for the efficient solution of these two sets of equations, and therefore, coupling techniques become an essential issue. Two types of one-way coupling between the flow solver and the acoustic solver are discussed: (a) for aerodynamic sound generated at solid surfaces, and (b) in the free stream. Test results indicate how the coupling achieves the necessary accuracy so that Computational Fluid Dynamics codes can be used in aeroacoustic simulations.

An improved result of exponential stability of stochastic semilinear evolution equations

Sufficient conditions for the exponential stability of a class ofnonlinear, non-autonomous stochastic differential equations in infinitedimensions are studied. The analysis consists of introducing a suitableapproximating solution systems and using a limiting argument to pass onstability of strong solutions to mild ones. As a consequence, the classicalcriteriaof stability in A. Ichikawa [8] are improved and extended to cover a class ofnon-autonomous stochastic evolution equations.Two examples are investigated to illustrate our theory.

Moment decay rates of solutions of stochastic differential equations

The objective of this paper is to investigate the p-ίh moment asymptotic stability decay rates for certain finite-dimensional Itό stochastic differential equations. Motivated by some practical examples, the point of our analysis is a special consideration of general decay speeds, which contain as a special case the usual exponential or polynomial type one, to meet various situations. Sufficient conditions for stochastic differential equations (with variable delays or not) are obtained to ensure their asymptotic properties. Several examples are studied to illustrate our theory.

On a flexible elimination algorithm with applications to panel element equations

A flexible elimination algorithm is presented and is applied to the solution of dense systems of linear equations. Properties of the algorithm are exploited in relation to panel element methods for potential flow and subsonic compressible flow. Further properties in relation to distributed computing are also discussed.