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.

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.

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.

Exact and numerical solutions for diffusio-reaction equations with convection term

Esta dissertação estuda essencialmente dois problemas: (A) uma classe de equações unidimensionais de reacção-difusão-convecção em meios não uniformes (dependentes do espaço), e (B) um problema elíptico não-linear e paramétrico ligado a fenómenos de capilaridade. A Análise de Perturbação Singular e a dinâmica de Hamilton-Jacobi são utilizadas na obtenção de expressões assimptóticas para a solução (com comportamento de frente) e para a sua velocidade de propagação. Os seguintes três métodos de decomposição, Adomian Decomposition Method (ADM), Decomposition Method based on Infinite Products (DIP), e New Iterative Method (NIM), são apresentados e brevemente comparados. Adicionalmente, condições suficientes para a convergência da solução em série, obtida pelo ADM, e uma aplicação a um problema da Telecomunicações por Fibras Ópticas, envolvendo EDOs não-lineares designadas equações de Raman, são discutidas. Um ponto de vista mais abrangente que unifica os métodos de decomposição referidos é também apresentado. Para subclasses desta EDP são obtidas soluções numa forma explícita, para diferentes tipos de dados e usando uma variante do método de simetrias de Bluman-Cole. Usando Teoria de Pontos Críticos (o teorema usualmente designado mountain pass) e técnicas de truncatura, prova-se a existência de duas soluções não triviais (uma positiva e uma negativa) para o problema elíptico não-linear e paramétrico (B). A existência de uma terceira solução não trivial é demonstrada usando Grupos Críticos e Teoria de Morse.

Group-invariant solutions of semilinear Schrodinger equations in multi-dimensions

Symmetry group methods are applied to obtain all explicit group-invariant radial solutions to a class of semilinear Schr¨odinger equations in dimensions n = 1. Both focusing and defocusing cases of a power nonlinearity are considered, including the special case of the pseudo-conformal power p = 4/n relevant for critical dynamics. The methods involve, first, reduction of the Schr¨odinger equations to group-invariant semilinear complex 2nd order ordinary differential equations (ODEs) with respect to an optimal set of one-dimensional point symmetry groups, and second, use of inherited symmetries, hidden symmetries, and conditional symmetries to solve each ODE by quadratures. Through Noether’s theorem, all conservation laws arising from these point symmetry groups are listed. Some group-invariant solutions are found to exist for values of n other than just positive integers, and in such cases an alternative two-dimensional form of the Schr¨odinger equations involving an extra modulation term with a parameter m = 2−n = 0 is discussed.

Orthogonal polynomials and recurrence equations, operator equations and factorization

This article surveys the classical orthogonal polynomial systems of the Hahn class, which are solutions of second-order differential, difference or q-difference equations. Orthogonal families satisfy three-term recurrence equations. Example applications of an algorithm to determine whether a three-term recurrence equation has solutions in the Hahn class - implemented in the computer algebra system Maple - are given. Modifications of these families, in particular associated orthogonal systems, satisfy fourth-order operator equations. A factorization of these equations leads to a solution basis.

Quasi-Interpolation von Funktionen und Anwendungen auf Potentialprobleme

Ausgangspunkt der Dissertation ist ein von V. Maz'ya entwickeltes Verfahren, eine gegebene Funktion f : Rn ! R durch eine Linearkombination fh radialer glatter exponentiell fallender Basisfunktionen zu approximieren, die im Gegensatz zu den Splines lediglich eine näherungsweise Zerlegung der Eins bilden und somit ein für h ! 0 nicht konvergentes Verfahren definieren. Dieses Verfahren wurde unter dem Namen Approximate Approximations bekannt. Es zeigt sich jedoch, dass diese fehlende Konvergenz für die Praxis nicht relevant ist, da der Fehler zwischen f und der Approximation fh über gewisse Parameter unterhalb der Maschinengenauigkeit heutiger Rechner eingestellt werden kann. Darüber hinaus besitzt das Verfahren große Vorteile bei der numerischen Lösung von Cauchy-Problemen der Form Lu = f mit einem geeigneten linearen partiellen Differentialoperator L im Rn. Approximiert man die rechte Seite f durch fh, so lassen sich in vielen Fällen explizite Formeln für die entsprechenden approximativen Volumenpotentiale uh angeben, die nur noch eine eindimensionale Integration (z.B. die Errorfunktion) enthalten. Zur numerischen Lösung von Randwertproblemen ist das von Maz'ya entwickelte Verfahren bisher noch nicht genutzt worden, mit Ausnahme heuristischer bzw. experimenteller Betrachtungen zur sogenannten Randpunktmethode. Hier setzt die Dissertation ein. Auf der Grundlage radialer Basisfunktionen wird ein neues Approximationsverfahren entwickelt, welches die Vorzüge der von Maz'ya für Cauchy-Probleme entwickelten Methode auf die numerische Lösung von Randwertproblemen überträgt. Dabei werden stellvertretend das innere Dirichlet-Problem für die Laplace-Gleichung und für die Stokes-Gleichungen im R2 behandelt, wobei für jeden der einzelnen Approximationsschritte Konvergenzuntersuchungen durchgeführt und Fehlerabschätzungen angegeben werden.

MA17xexam01

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

MA160exam00

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

MA17xexam01pdf

Exam questions and solutions in PDF

MA160exam00pdf

Exam questions and solutions in PDF

Boundary value problems for the N-wave interaction equations

We consider boundary value problems for the N-wave interaction equations in one and two space dimensions, posed for x [greater-or-equal, slanted] 0 and x,y [greater-or-equal, slanted] 0, respectively. Following the recent work of Fokas, we develop an inverse scattering formalism to solve these problems by considering the simultaneous spectral analysis of the two ordinary differential equations in the associated Lax pair. The solution of the boundary value problems is obtained through the solution of a local Riemann–Hilbert problem in the one-dimensional case, and a nonlocal Riemann–Hilbert problem in the two-dimensional case.

Similarity solutions of the shallow water equations

A one-dimensional shock (bore) reflection problem is discussed for the two-dimensional shallow water equations with cylindrical symmetry. The differential equations for a similarity solution are derived and solved numerically in conjunction with the Rankine-Hugoniot shock relations.

Optimal control of nonlinear differential algebraic equation systems

A novel iterative procedure is described for solving nonlinear optimal control problems subject to differential algebraic equations. The procedure iterates on an integrated modified linear quadratic model based problem with parameter updating in such a manner that the correct solution of the original non-linear problem is achieved. The resulting algorithm has a particular advantage in that the solution is achieved without the need to solve the differential algebraic equations . Convergence aspects are discussed and a simulation example is described which illustrates the performance of the technique. 1. Introduction When modelling industrial processes often the resulting equations consist of coupled differential and algebraic equations (DAEs). In many situations these equations are nonlinear and cannot readily be directly reduced to ordinary differential equations.

Spectral theory of some non-selfadjoint linear differential operators

We give a characterisation of the spectral properties of linear differential operators with constant coefficients, acting on functions defined on a bounded interval, and determined by general linear boundary conditions. The boundary conditions may be such that the resulting operator is not selfadjoint. We associate the spectral properties of such an operator $S$ with the properties of the solution of a corresponding boundary value problem for the partial differential equation $\partial_t q \pm iSq=0$. Namely, we are able to establish an explicit correspondence between the properties of the family of eigenfunctions of the operator, and in particular whether this family is a basis, and the existence and properties of the unique solution of the associated boundary value problem. When such a unique solution exists, we consider its representation as a complex contour integral that is obtained using a transform method recently proposed by Fokas and one of the authors. The analyticity properties of the integrand in this representation are crucial for studying the spectral theory of the associated operator.