SUFFICIENT CONDITIONS ON DIFFUSIVITY FOR THE EXISTENCE AND NONEXISTENCE OF STABLE EQUILIBRIA WITH NONLINEAR FLUX ON THE BOUNDARY

A reaction-diffusion equation with variable diffusivity and non-linear flux boundary condition is considered. The goal is to give sufficient conditions on the diffusivity function for nonexistence and also for existence of nonconstant stable stationary solutions. Applications are given for the main result of nonexistence.

The tangential variation of a localized flux-type eigenvalue problem

In this work the differentiability of the principal eigenvalue lambda = lambda(1)(Gamma) to the localized Steklov problem -Delta u + qu = 0 in Omega, partial derivative u/partial derivative nu = lambda chi(Gamma)(x)u on partial derivative Omega, where Gamma subset of partial derivative Omega is a smooth subdomain of partial derivative Omega and chi(Gamma) is its characteristic function relative to partial derivative Omega, is shown. As a key point, the flux subdomain Gamma is regarded here as the variable with respect to which such differentiation is performed. An explicit formula for the derivative of lambda(1) (Gamma) with respect to Gamma is obtained. The lack of regularity up to the boundary of the first derivative of the principal eigenfunctions is a further intrinsic feature of the problem. Therefore, the whole analysis must be done in the weak sense of H(1)(Omega). The study is of interest in mathematical models in morphogenesis. (C) 2011 Elsevier Inc. All rights reserved.

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.

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.

Classical limit of the Nelson model

Since the development of quantum mechanics it has been natural to analyze the connection between classical and quantum mechanical descriptions of physical systems. In particular one should expect that in some sense when quantum mechanical effects becomes negligible the system will behave like it is dictated by classical mechanics. One famous relation between classical and quantum theory is due to Ehrenfest. This result was later developed and put on firm mathematical foundations by Hepp. He proved that matrix elements of bounded functions of quantum observables between suitable coherents states (that depend on Planck's constant h) converge to classical values evolving according to the expected classical equations when h goes to zero. His results were later generalized by Ginibre and Velo to bosonic systems with infinite degrees of freedom and scattering theory. In this thesis we study the classical limit of Nelson model, that describes non relativistic particles, whose evolution is dictated by Schrödinger equation, interacting with a scalar relativistic field, whose evolution is dictated by Klein-Gordon equation, by means of a Yukawa-type potential. The classical limit is a mean field and weak coupling limit. We proved that the transition amplitude of a creation or annihilation operator, between suitable coherent states, converges in the classical limit to the solution of the system of differential equations that describes the classical evolution of the theory. The quantum evolution operator converges to the evolution operator of fluctuations around the classical solution. Transition amplitudes of normal ordered products of creation and annihilation operators between coherent states converge to suitable products of the classical solutions. Transition amplitudes of normal ordered products of creation and annihilation operators between fixed particle states converge to an average of products of classical solutions, corresponding to different initial conditions.

Sensitivity analysis of a parabolic-elliptic problem

We consider the heat flux through a domain with subregions in which the thermal capacity approaches zero. In these subregions the parabolic heat equation degenerates to an elliptic one. We show the well-posedness of such parabolic-elliptic differential equations for general non-negative L-infinity-capacities and study the continuity of the solutions with respect to the capacity, thus giving a rigorous justification for modeling a small thermal capacity by setting it to zero. We also characterize weak directional derivatives of the temperature with respect to capacity as solutions of related parabolic-elliptic problems.

Picard-Fuchs equations of dimensionally regulated Feynman integrals

Zusammenfassung In der vorliegenden Arbeit besch¨aftige ich mich mit Differentialgleichungen von Feynman– Integralen. Ein Feynman–Integral h¨angt von einem Dimensionsparameter D ab und kann f¨ur ganzzahlige Dimension als projektives Integral dargestellt werden. Dies ist die sogenannte Feynman–Parameter Darstellung. In Abh¨angigkeit der Dimension kann ein solches Integral divergieren. Als Funktion in D erh¨alt man eine meromorphe Funktion auf ganz C. Ein divergentes Integral kann also durch eine Laurent–Reihe ersetzt werden und dessen Koeffizienten r¨ucken in das Zentrum des Interesses. Diese Vorgehensweise wird als dimensionale Regularisierung bezeichnet. Alle Terme einer solchen Laurent–Reihe eines Feynman–Integrals sind Perioden im Sinne von Kontsevich und Zagier. Ich beschreibe eine neue Methode zur Berechnung von Differentialgleichungen von Feynman– Integralen. ¨ Ublicherweise verwendet man hierzu die sogenannten ”integration by parts” (IBP)– Identit¨aten. Die neue Methode verwendet die Theorie der Picard–Fuchs–Differentialgleichungen. Im Falle projektiver oder quasi–projektiver Variet¨aten basiert die Berechnung einer solchen Differentialgleichung auf der sogenannten Griffiths–Dwork–Reduktion. Zun¨achst beschreibe ich die Methode f¨ur feste, ganzzahlige Dimension. Nach geeigneter Verschiebung der Dimension erh¨alt man direkt eine Periode und somit eine Picard–Fuchs–Differentialgleichung. Diese ist inhomogen, da das Integrationsgebiet einen Rand besitzt und daher nur einen relativen Zykel darstellt. Mit Hilfe von dimensionalen Rekurrenzrelationen, die auf Tarasov zur¨uckgehen, kann in einem zweiten Schritt die L¨osung in der urspr¨unglichen Dimension bestimmt werden. Ich beschreibe außerdem eine Methode, die auf der Griffiths–Dwork–Reduktion basiert, um die Differentialgleichung direkt f¨ur beliebige Dimension zu berechnen. Diese Methode ist allgemein g¨ultig und erspart Dimensionswechsel. Ein Erfolg der Methode h¨angt von der M¨oglichkeit ab, große Systeme von linearen Gleichungen zu l¨osen. Ich gebe Beispiele von Integralen von Graphen mit zwei und drei Schleifen. Tarasov gibt eine Basis von Integralen an, die Graphen mit zwei Schleifen und zwei externen Kanten bestimmen. Ich bestimme Differentialgleichungen der Integrale dieser Basis. Als wichtigstes Beispiel berechne ich die Differentialgleichung des sogenannten Sunrise–Graphen mit zwei Schleifen im allgemeinen Fall beliebiger Massen. Diese ist f¨ur spezielle Werte von D eine inhomogene Picard–Fuchs–Gleichung einer Familie elliptischer Kurven. Der Sunrise–Graph ist besonders interessant, weil eine analytische L¨osung erst mit dieser Methode gefunden werden konnte, und weil dies der einfachste Graph ist, dessen Master–Integrale nicht durch Polylogarithmen gegeben sind. Ich gebe außerdem ein Beispiel eines Graphen mit drei Schleifen. Hier taucht die Picard–Fuchs–Gleichung einer Familie von K3–Fl¨achen auf.

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.

A Parallel Solver for the Time-Periodic Navier–Stokes Equations

We investigate parallel algorithms for the solution of the Navier–Stokes equations in space-time. For periodic solutions, the discretized problem can be written as a large non-linear system of equations. This system of equations is solved by a Newton iteration. The Newton correction is computed using a preconditioned GMRES solver. The parallel performance of the algorithm is illustrated.

Thermal dependence of luminescence lifetimes and radioluminescence in quartz

During time-resolved optical stimulation experiments (TR-OSL), one uses short light pulses to separate the stimulation and emission of luminescence in time. Experimental TR-OSL results show that the luminescence lifetime in quartz of sedimentary origin is independent of annealing temperature below 500 °C, but decreases monotonically thereafter. These results have been interpreted previously empirically on the basis of the existence of two separate luminescence centers LH and LL in quartz, each with its own distinct luminescence lifetime. Additional experimental evidence also supports the presence of a non-luminescent hole reservoir R, which plays a critical role in the predose effect in this material. This paper extends a recently published analytical model for thermal quenching in quartz, to include the two luminescence centers LH and LL, as well as the hole reservoir R. The new extended model involves localized electronic transitions between energy states within the two luminescence centers, and is described by a system of differential equations based on the Mott–Seitz mechanism of thermal quenching. It is shown that by using simplifying physical assumptions, one can obtain analytical solutions for the intensity of the light during a TR-OSL experiment carried out with previously annealed samples. These analytical expressions are found to be in good agreement with the numerical solutions of the equations. The results from the model are shown to be in quantitative agreement with published experimental data for commercially available quartz samples. Specifically the model describes the variation of the luminescence lifetimes with (a) annealing temperatures between room temperature and 900 °C, and (b) with stimulation temperatures between 20 and 200 °C. This paper also reports new radioluminescence (RL) measurements carried out using the same commercially available quartz samples. Gaussian deconvolution of the RL emission spectra was carried out using a total of seven emission bands between 1.5 and 4.5 eV, and the behavior of these bands was examined as a function of the annealing temperature. An emission band at ∼3.44 eV (360 nm) was found to be strongly enhanced when the annealing temperature was increased to 500 °C, and this band underwent a significant reduction in intensity with further increase in temperature. Furthermore, a new emission band at ∼3.73 eV (330 nm) became apparent for annealing temperatures in the range 600–700 °C. These new experimental results are discussed within the context of the model presented in this paper.

Probing the moduli dependence of refined topological amplitudes

With the aim of providing a worldsheet description of the refined topological string, we continue the study of a particular class of higher derivative couplings Fg,n in the type II string effective action compactified on a Calabi–Yau threefold. We analyse first order differential equations in the anti-holomorphic moduli of the theory, which relate the Fg,n to other component couplings. From the point of view of the topological theory, these equations describe the contribution of non-physical states to twisted correlation functions and encode an obstruction for interpreting the Fg,n as the free energy of the refined topological string theory. We investigate possibilities of lifting this obstruction by formulating conditions on the moduli dependence under which the differential equations simplify and take the form of generalised holomorphic anomaly equations. We further test this approach against explicit calculations in the dual heterotic theory.

Continued Fraction Solutions to Hermite's, Legendre's and Laguerre's Differential Equation

The continued fraction method for solving differential equations is illustrated using three famous differential equations used in quantum chemistry.

Examples of PDEs all whose points are characteristic

Let π : FM ! M be the bundle of linear frames of a manifold M. A basis Lijk , j < k, of diffeomorphism invariant Lagrangians on J1 (FM) was determined in [J. Muñoz Masqué, M. E. Rosado, Invariant variational problems on linear frame bundles, J. Phys. A35 (2002) 2013-2036]. The notion of a characteristic hypersurface for an arbitrary first-order PDE system on an ar- bitrary bred manifold π : P → M, is introduced and for the systems dened by the Euler-Lagrange equations of Lijk every hypersurface is shown to be characteristic. The Euler-Lagrange equations of the natural basis of Lagrangian densities Lijk on the bundle of linear frames of a manifold M which are invariant under diffeomorphisms, are shown to be an underdetermined PDEs systems such that every hypersurface of M is characteristic for such equations. This explains why these systems cannot be written in the Cauchy-Kowaleska form, although they are known to be formally integrable by using the tools of geometric theory of partial differential equations, see [J. Muñoz Masqué, M. E. Rosado, Integrability of the eld equations of invariant variational problems on linear frame bundles, J. Geom. Phys. 49 (2004), 119-155]