A Fractional Analog of the Duhamel Principle

Mathematics Subject Classification: 35CXX, 26A33, 35S10

Engineering Analysis in Imprecise Geometric Models

Engineering analysis in geometric models has been the main if not the only credible/reasonable tool used by engineers and scientists to resolve physical boundaries problems. New high speed computers have facilitated the accuracy and validation of the expected results. In practice, an engineering analysis is composed of two parts; the design of the model and the analysis of the geometry with the boundary conditions and constraints imposed on it. Numerical methods are used to resolve a large number of physical boundary problems independent of the model geometry. The time expended due to the computational process are related to the imposed boundary conditions and the well conformed geometry. Any geometric model that contains gaps or open lines is considered an imperfect geometry model and major commercial solver packages are incapable of handling such inputs. Others packages apply different kinds of methods to resolve this problems like patching or zippering; but the final resolved geometry may be different from the original geometry, and the changes may be unacceptable. The study proposed in this dissertation is based on a new technique to process models with geometrical imperfection without the necessity to repair or change the original geometry. An algorithm is presented that is able to analyze the imperfect geometric model with the imposed boundary conditions using a meshfree method and a distance field approximation to the boundaries. Experiments are proposed to analyze the convergence of the algorithm in imperfect models geometries and will be compared with the same models but with perfect geometries. Plotting results will be presented for further analysis and conclusions of the algorithm convergence

Analysis of Self-Organization

The dissertation is devoted to the study of problems in calculus of variation, free boundary problems and gradient flows with respect to the Wasserstein metric. More concretely, we consider the problem of characterizing the regularity of minimizers to a certain interaction energy. Minimizers of the interaction energy have a somewhat surprising relationship with solutions to obstacle problems. Here we prove and exploit this relationship to obtain novel regularity results. Another problem we tackle is describing the asymptotic behavior of the Cahn-Hilliard equation with degenerate mobility. By framing the Cahn-Hilliard equation with degenerate mobility as a gradient flow in Wasserstein metric, in one space dimension, we prove its convergence to a degenerate parabolic equation under the framework recently developed by Sandier-Serfaty.

Boundary value problems for third-order nonlinear ordinary differential equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.

Boundary value problems for third-order nonlinear ordinary differential equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.

Boundary value problems for stochastic differential equations

A theory of two-point boundary value problems analogous to the theory of initial value problems for stochastic ordinary differential equations whose solutions form Markov processes is developed. The theory of initial value problems consists of three main parts: the proof that the solution process is markovian and diffusive; the construction of the Kolmogorov or Fokker-Planck equation of the process; and the proof that the transistion probability density of the process is a unique solution of the Fokker-Planck equation.

It is assumed here that the stochastic differential equation under consideration has, as an initial value problem, a diffusive markovian solution process. When a given boundary value problem for this stochastic equation almost surely has unique solutions, we show that the solution process of the boundary value problem is also a diffusive Markov process. Since a boundary value problem, unlike an initial value problem, has no preferred direction for the parameter set, we find that there are two Fokker-Planck equations, one for each direction. It is shown that the density of the solution process of the boundary value problem is the unique simultaneous solution of this pair of Fokker-Planck equations.

This theory is then applied to the problem of a vibrating string with stochastic density.

Boundary-Value Problems for almost Nonlinear Singularly Perturbed Systems of Ordinary Differential Equations

A boundary-value problems for almost nonlinear singularly perturbed systems of ordinary differential equations are considered. An asymptotic solution is constructed under some assumption and using boundary functions and generalized inverse matrix and projectors.

A pseudo-dynamical systems approach to a class of inverse problems in engineering

A pseudo-dynamical approach for a class of inverse problems involving static measurements is proposed and explored. Following linearization of the minimizing functional associated with the underlying optimization problem, the new strategy results in a system of linearized ordinary differential equations (ODEs) whose steady-state solutions yield the desired reconstruction. We consider some explicit and implicit schemes for integrating the ODEs and thus establish a deterministic reconstruction strategy without an explicit use of regularization. A stochastic reconstruction strategy is then developed making use of an ensemble Kalman filter wherein these ODEs serve as the measurement model. Finally, we assess the numerical efficacy of the developed tools against a few linear and nonlinear inverse problems of engineering interest.

The Wiener-Hopf solution of a class of mixed boundary value problems arising in surface water wave phenomena

Two mixed boundary value problems associated with two-dimensional Laplace equation, arising in the study of scattering of surface waves in deep water (or interface waves in two superposed fluids) in the linearised set up, by discontinuities in the surface (or interface) boundary conditions, are handled for solution by the aid of the Weiner-Hopf technique applied to a slightly more general differential equation to be solved under general boundary conditions and passing on to the limit in a manner so as to finally give rise to the solutions of the original problems. The first problem involves one discontinuity while the second problem involves two discontinuities. The reflection coefficient is obtained in closed form for the first problem and approximately for the second. The behaviour of the reflection coefficient for both the problems involving deep water against the incident wave number is depicted in a number of figures. It is observed that while the reflection coefficient for the first problem steadily increases with the wave number, that for the second problem exhibits oscillatory behaviour and vanishes at some discrete values of the wave number. Thus, there exist incident wave numbers for which total transmission takes place for the second problem. (C) 1999 Elsevier Science B.V. All rights reserved.

Right-Definite Multiparameter Sturm–Liouville Problems With Eigenparameter-Dependent Boundary Conditions

We study a system of ordinary differential equations linked by parameters and subject to boundary conditions depending on parameters. We assume certain definiteness conditions on the coefficient functions and on the boundary conditions that yield, in the corresponding abstract setting, a right-definite case. We give results on location of the eigenvalues and oscillation of the eigenfunctions.

Boundary knot method for 2D and 3D Helmholtz and convection-diffusion problems under complicated geometry

The boundary knot method (BKM) of very recent origin is an inherently meshless, integration-free, boundary-type, radial basis function collocation technique for the numerical discretization of general partial differential equation systems. Unlike the method of fundamental solutions, the use of non-singular general solution in the BKM avoids the unnecessary requirement of constructing a controversial artificial boundary outside the physical domain. The purpose of this paper is to extend the BKM to solve 2D Helmholtz and convection-diffusion problems under rather complicated irregular geometry. The method is also first applied to 3D problems. Numerical experiments validate that the BKM can produce highly accurate solutions using a relatively small number of knots. For inhomogeneous cases, some inner knots are found necessary to guarantee accuracy and stability. The stability and convergence of the BKM are numerically illustrated and the completeness issue is also discussed.

Bifurcation theory of nonlinear boundary value problems

The theory of bifurcation of solutions to two-point boundary value problems is developed for a system of nonlinear first order ordinary differential equations in which the bifurcation parameter is allowed to appear nonlinearly. An iteration method is used to establish necessary and sufficient conditions for bifurcation and to construct a unique bifurcated branch in a neighborhood of a bifurcation point which is a simple eigenvalue of the linearized problem. The problem of bifurcation at a degenerate eigenvalue of the linearized problem is reduced to that of solving a system of algebraic equations. Cases with no bifurcation and with multiple bifurcation at a degenerate eigenvalue are considered.

The iteration method employed is shown to generate approximate solutions which contain those obtained by formal perturbation theory. Thus the formal perturbation solutions are rigorously justified. A theory of continuation of a solution branch out of the neighborhood of its bifurcation point is presented. Several generalizations and extensions of the theory to other types of problems, such as systems of partial differential equations, are described.

The theory is applied to the problem of the axisymmetric buckling of thin spherical shells. Results are obtained which confirm recent numerical computations.

Theory of differential inequalities with appliciations to singular perturbiation problems and method of lines

During recent years, the theory of differential inequalities has been extensively used to discuss singular perturbation problems and method of lines to partial differential equations. The present thesis deals with some differential inequality theorems and their applications to singularly perturbed initial value problems, boundary value problems for ordinary differential equations in Banach space and initial boundary value problems for parabolic differential equations. The method of lines to parabolic and elliptic differential equations are also dealt The thesis is organised into nine chapters

Anisotropic adaptive resolution of boundary layers for heat conduction problems

We deal with the numerical solution of heat conduction problems featuring steep gradients. In order to solve the associated partial differential equation a finite volume technique is used and unstructured grids are employed. A discrete maximum principle for triangulations of a Delaunay type is developed. To capture thin boundary layers incorporating steep gradients an anisotropic mesh adaptation technique is implemented. Computational tests are performed for an academic problem where the exact solution is known as well as for a real world problem of a computer simulation of the thermoregulation of premature infants.