Lê–Greuel type formula for the Euler obstruction and applications

The Euler obstruction of a function f can be viewed as a generalization of the Milnor number for functions defined on singular spaces. In this work, using the Euler obstruction of a function, we establish several Lê–Greuel type formulas for germs f:(X,0)→(C,0) and g:(X,0)→(C,0). We give applications when g is a generic linear form and when f and g have isolated singularities.

Matrix-vector multiplication and triangular linear solver using GPGPU for symmetric positive definite matrices derived from elliptic equations

The modern GPUs are well suited for intensive computational tasks and massive parallel computation. Sparse matrix multiplication and linear triangular solver are the most important and heavily used kernels in scientific computation, and several challenges in developing a high performance kernel with the two modules is investigated. The main interest it to solve linear systems derived from the elliptic equations with triangular elements. The resulting linear system has a symmetric positive definite matrix. The sparse matrix is stored in the compressed sparse row (CSR) format. It is proposed a CUDA algorithm to execute the matrix vector multiplication using directly the CSR format. A dependence tree algorithm is used to determine which variables the linear triangular solver can determine in parallel. To increase the number of the parallel threads, a coloring graph algorithm is implemented to reorder the mesh numbering in a pre-processing phase. The proposed method is compared with parallel and serial available libraries. The results show that the proposed method improves the computation cost of the matrix vector multiplication. The pre-processing associated with the triangular solver needs to be executed just once in the proposed method. The conjugate gradient method was implemented and showed similar convergence rate for all the compared methods. The proposed method showed significant smaller execution time.

Solitons in nonlinear Schrödinger equations.

Using a mathematical approach accessible to graduate students of physics and engineering, we show how solitons are solutions of nonlinear Schrödinger equations. Are also given references about the history of solitons in general, their fundamental properties and how they have found applications in optics and fiber-optic communications.

A Skyrme-like model with an exact BPS bound

We propose a new Skyrme-like model with fields taking values on the sphere S3 or, equivalently, on the group SU(2). The action of the model contains a quadratic kinetic term plus a quartic term which is the same as that of the Skyrme-Faddeev model. The novelty of the model is that it possess a first order Bogomolny type equation whose solutions automatically satisfy the second order Euler-Lagrange equations. It also possesses a lower bound on the static energy which is saturated by the Bogomolny solutions. Such Bogomolny equation is equivalent to the so-called force free equation used in plasma and solar Physics, and which possesses large classes of solutions. An old result due to Chandrasekhar prevents the existence of finite energy solutions for the force free equation on the entire three- dimensional space R3. We construct new exact finite energy solutions to the Bogomolny equations for the case where the space is the three-sphere S3, using toroidal like coordinates.

Contractive-like mapping principles in ordered metric spaces and application to ordinary differential equations

[EN] The purpose of this paper is to present a fixed point theorem for generalized contractions in partially ordered complete metric spaces. We also present an application to first-order ordinary differential equations.

A variational approach to camera motion smoothing

[EN] In this paper we study a variational problem derived from a computer vision application: video camera calibration with smoothing constraint. By video camera calibration we meanto estimate the location, orientation and lens zoom-setting of the camera for each video frame taking into account image visible features. To simplify the problem we assume that the camera is mounted on a tripod, in such case, for each frame captured at time t , the calibration is provided by 3 parameters : (1) P(t) (PAN) which represents the tripod vertical axis rotation, (2) T(t) (TILT) which represents the tripod horizontal axis rotation and (3) Z(t) (CAMERA ZOOM) the camera lens zoom setting. The calibration function t -> u(t) = (P(t),T(t),Z(t)) is obtained as the minima of an energy function I[u] . In thIs paper we study the existence of minima of such energy function as well as the solutions of the associated Euler-Lagrange equations.

A PDE model for computing the optical flow

[EN] In this paper we present a new model for optical flow calculation using a variational formulation which preserves discontinuities of the flow much better than classical methods. We study the Euler-Lagrange equations asociated to the variational problem. In the case of quadratic energy, we show the existence and uniqueness of the corresponding evolution problem. Since our method avoid linearization in the optical flow constraint, it can recover large displacement in the scene. 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.

Spectral and variational characterizations of solutions to semilinear eigenvalue problems

Die vorliegende Arbeit befaßt sich mit einer Klasse von nichtlinearen Eigenwertproblemen mit Variationsstrukturin einem reellen Hilbertraum. Die betrachteteEigenwertgleichung ergibt sich demnach als Euler-Lagrange-Gleichung eines stetig differenzierbarenFunktionals, zusätzlich sei der nichtlineare Anteil desProblems als ungerade und definit vorausgesetzt.Die wichtigsten Ergebnisse in diesem abstrakten Rahmen sindKriterien für die Existenz spektral charakterisierterLösungen, d.h. von Lösungen, deren Eigenwert gerade miteinem vorgegeben variationellen Eigenwert eines zugehörigen linearen Problems übereinstimmt. Die Herleitung dieserKriterien basiert auf einer Untersuchung kontinuierlicher Familien selbstadjungierterEigenwertprobleme und erfordert Verallgemeinerungenspektraltheoretischer Konzepte.Neben reinen Existenzsätzen werden auch Beziehungen zwischenspektralen Charakterisierungen und denLjusternik-Schnirelman-Niveaus des Funktionals erörtert.Wir betrachten Anwendungen auf semilineareDifferentialgleichungen (sowieIntegro-Differentialgleichungen) zweiter Ordnung. Diesliefert neue Informationen über die zugehörigenLösungsmengen im Hinblick auf Knoteneigenschaften. Diehergeleiteten Methoden eignen sich besonders für eindimensionale und radialsymmetrische Probleme, während einTeil der Resultate auch ohne Symmetrieforderungen gültigist.

Bistable elliptic equations with fractional diffusion

This work concerns the study of bounded solutions to elliptic nonlinear equations with fractional diffusion. More precisely, the aim of this thesis is to investigate some open questions related to a conjecture of De Giorgi about the one-dimensional symmetry of bounded monotone solutions in all space, at least up to dimension 8. This property on 1-D symmetry of monotone solutions for fractional equations was known in dimension n=2. The question remained open for n>2. In this work we establish new sharp energy estimates and one-dimensional symmetry property in dimension 3 for certain solutions of fractional equations. Moreover we study a particular type of solutions, called saddle-shaped solutions, which are the candidates to be global minimizers not one-dimensional in dimensions bigger or equal than 8. This is an open problem and it is expected to be true from the classical theory of minimal surfaces.

Analysis of nonlinear diffusion equations of second and fourth order

Wegen der fortschreitenden Miniaturisierung von Halbleiterbauteilen spielen Quanteneffekte eine immer wichtigere Rolle. Quantenphänomene werden gewöhnlich durch kinetische Gleichungen beschrieben, aber manchmal hat eine fluid-dynamische Beschreibung Vorteile: die bessere Nutzbarkeit für numerische Simulationen und die einfachere Vorgabe von Randbedingungen. In dieser Arbeit werden drei Diffusionsgleichungen zweiter und vierter Ordnung untersucht. Der erste Teil behandelt die implizite Zeitdiskretisierung und das Langzeitverhalten einer degenerierten Fokker-Planck-Gleichung. Der zweite Teil der Arbeit besteht aus der Untersuchung des viskosen Quantenhydrodynamischen Modells in einer Raumdimension und dessen Langzeitverhaltens. Im letzten Teil wird die Existenz von Lösungen einer parabolischen Gleichung vierter Ordnung in einer Raumdimension bewiesen, und deren Langzeitverhalten studiert.

Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.

The Euler number of OGradys 10-dimensional symplectic manifold

Wir berechnen die Eulerzahl der 10-dimensionalen exzeptionellen irreduziblen symplektischen Mannigfaltigkeit, die von O Grady konstruiert wurde. Die Idee besteht darin, zunächst eine Lagrangefaserung zu konstruieren und dann die Eulerzahlen der Fasern zu berechnen. Es stellt sich heraus, dass fast alle Fasern die Eulerzahl 0 haben, und deswegen reduziert sich das Problem auf die Berechnung der Eulerzahlen der übrigen Fasern. Diese Fasern sind Modulräume von halbstabilen Garben auf singulären Kurven. Der Hauptteil dieser Dissertation ist der Berechnung der Eulerzahlen dieser Modulräume gewidmet. Diese Resultate sind von unabhängigem Interesse.

Finite-element discretization of 3D energy-transport equations for semiconductors

In this thesis a mathematical model was derived that describes the charge and energy transport in semiconductor devices like transistors. Moreover, numerical simulations of these physical processes are performed. In order to accomplish this, methods of theoretical physics, functional analysis, numerical mathematics and computer programming are applied. After an introduction to the status quo of semiconductor device simulation methods and a brief review of historical facts up to now, the attention is shifted to the construction of a model, which serves as the basis of the subsequent derivations in the thesis. Thereby the starting point is an important equation of the theory of dilute gases. From this equation the model equations are derived and specified by means of a series expansion method. This is done in a multi-stage derivation process, which is mainly taken from a scientific paper and which does not constitute the focus of this thesis. In the following phase we specify the mathematical setting and make precise the model assumptions. Thereby we make use of methods of functional analysis. Since the equations we deal with are coupled, we are concerned with a nonstandard problem. In contrary, the theory of scalar elliptic equations is established meanwhile. Subsequently, we are preoccupied with the numerical discretization of the equations. A special finite-element method is used for the discretization. This special approach has to be done in order to make the numerical results appropriate for practical application. By a series of transformations from the discrete model we derive a system of algebraic equations that are eligible for numerical evaluation. Using self-made computer programs we solve the equations to get approximate solutions. These programs are based on new and specialized iteration procedures that are developed and thoroughly tested within the frame of this research work. Due to their importance and their novel status, they are explained and demonstrated in detail. We compare these new iterations with a standard method that is complemented by a feature to fit in the current context. A further innovation is the computation of solutions in three-dimensional domains, which are still rare. Special attention is paid to applicability of the 3D simulation tools. The programs are designed to have justifiable working complexity. The simulation results of some models of contemporary semiconductor devices are shown and detailed comments on the results are given. Eventually, we make a prospect on future development and enhancements of the models and of the algorithms that we used.