Finite time extinction for nonlinear fractional evolution equations and related properties.

The finite time extinction phenomenon (the solution reaches an equilibrium after a finite time) is peculiar to certain nonlinear problems whose solutions exhibit an asymptotic behavior entirely different from the typical behavior of solutions associated to linear problems. The main goal of this work is twofold. Firstly, we extend some of the results known in the literature to the case in which the ordinary time derivative is considered jointly with a fractional time differentiation. Secondly, we consider the limit case when only the fractional derivative remains. The latter is the most extraordinary case, since we prove that the finite time extinction phenomenon still appears, even with a non-smooth profile near the extinction time. Some concrete examples of quasi-linear partial differential operators are proposed. Our results can also be applied in the framework of suitable nonlinear Volterra integro-differential equations.

The Becker-Döring equations with exponentially size-dependent rate coefficients

This paper is concerned with an analysis of the Becker-Döring equations which lie at the heart of a number of descriptions of non-equilibrium phase transitions and related complex dynamical processes. The Becker-Döring theory describes growth and fragmentation in terms of stepwise addition or removal of single particles to or from clusters of similar particles and has been applied to a wide range of problems of physicochemical and biological interest within recent years. Here we consider the case where the aggregation and fragmentation rates depend exponentially on cluster size. These choices of rate coefficients at least qualitatively correspond to physically realistic molecular clustering scenarios such as occur in, for example, simulations of simple fluids. New similarity solutions for the constant monomer Becker-Döring system are identified, and shown to be generic in the case of aggregation and fragmentation rates that depend exponentially on cluster size.

Coagulation equations with mass loss

We derive and solve models for coagulation with mass loss arising, for example, from industrial processes in which growing inclusions are lost from the melt by colliding with the wall of the vessel. We consider a variety of loss laws and a variety of coagulation kernels, deriving exact results where possible, and more generally reducing the equations to similarity solutions valid in the large-time limit. One notable result is the effect that mass removal has on gelation: for small loss rates, gelation is delayed, whilst above a critical threshold, gelation is completely prevented. Finally, by forming an exact explicit solution for a more general initial cluster size distribution function, we illustrate how numerical results from earlier work can be interpreted in the light of the theory presented herein.

The Becker-Döring equations with monomer input, competition and inhibition

We investigate the Becker-Döring model of nucleation with three generalisations; an input of monomer, an input of inhibitor and finally, we allow the monomers to form two morphologies of cluster. We assume size-independent aggregation and fragmentation rates. Initially we consider the problem of constant monomer input and determine the steady-state solution approached in the large-time limit, and the manner in which it is approached. Secondly, in addition to a constant input of monomer we allow a constant input of inhibitor, which prevents clusters growing any larger and this removes them from the kinetics of the process; the inhibitor is consumed in the action of poisoning a cluster. We determine a critical ratio of poison to monomer input below which the cluster concentrations tend to a non-zero steady-state solution and the poison concentration tends to a finite value. Above the critical input ratio, the concentrations of all cluster sizes tend to zero and the poison concentration grows without limit. In both cases the solution in the large-time limit is determined. Finally we consider a model where monomers form two morphologies, but the inhibitor only acts on one morphology. Four cases are identified, depending on the relative poison to monomer input rates and the relative thermodynamic stability. In each case we determine the final cluster distribution and poison concentration. We find that poisoning the less stable cluster type can have a significant impact on the structure of the more stable cluster distribution; a counter-intuitive result. All results are shown to agree with numerical simulation.

Instabilities in threshold-diffusion equations with delay

The introduction of delays into ordinary or partial differential equation models is well known to facilitate the production of rich dynamics ranging from periodic solutions through to spatio-temporal chaos. In this paper we consider a class of scalar partial differential equations with a delayed threshold nonlinearity which admits exact solutions for equilibria, periodic orbits and travelling waves. Importantly we show how the spectra of periodic and travelling wave solutions can be determined in terms of the zeros of a complex analytic function. Using this as a computational tool to determine stability we show that delays can have very different effects on threshold systems with negative as opposed to positive feedback. Direct numerical simulations are used to confirm our bifurcation analysis, and to probe some of the rich behaviour possible for mixed feedback.

"The X in balance", a serious game to learn how to solve mathematical equations

(Prefácio) This dissertation is submitted for the degree of Masters (Engenharia Informática) at University of Évora. Under the supervision of Professor Francisco Manuel Gonçalves Coelho, i have selected to work on game design. With the specific period of time and resources, an attempt has been made to make a serious educational game. While writing this thesis, the objective was to describe a math game for solving mathematical equations. Injecting learning factor in a game, is a main concern of this project. The document is about the description of ‘X in Balance’ game. This game provides a platform for school aged students to solve the equations by playing game. It also gives a unique dimension of putting fun and math in a same platform. The document describes full detail on the project. The first chapter gives an introduction about the problem faced by students in doing maths and the learning behavior of a game. It also points out the opportunities that this game might brings and the motivation behind doing this work. It describes the game concept and its genre too. Besides, the second chapter tells state of an art of serous educational game. It defines the concept of serious game and its types. Furthermore, it justifies the flexibility of serious games to adapt all learning styles. The impact of serious games on learning is also mentioned. It also includes the related work of other researchers.

POSITIVE FILTERED P_N METHOD FOR LINEAR TRANSPORT EQUATIONS AND THE ASSOCIATED OPTIMIZATION ALGORITHM

We propose a positive, accurate moment closure for linear kinetic transport equations based on a filtered spherical harmonic (FP_N) expansion in the angular variable. The FP_N moment equations are accurate approximations to linear kinetic equations, but they are known to suffer from the occurrence of unphysical, negative particle concentrations. The new positive filtered P_N (FP_N+) closure is developed to address this issue. The FP_N+ closure approximates the kinetic distribution by a spherical harmonic expansion that is non-negative on a finite, predetermined set of quadrature points. With an appropriate numerical PDE solver, the FP_N+ closure generates particle concentrations that are guaranteed to be non-negative. Under an additional, mild regularity assumption, we prove that as the moment order tends to infinity, the FP_N+ approximation converges, in the L2 sense, at the same rate as the FP_N approximation; numerical tests suggest that this assumption may not be necessary. By numerical experiments on the challenging line source benchmark problem, we confirm that the FP_N+ method indeed produces accurate and non-negative solutions. To apply the FP_N+ closure on problems at large temporal-spatial scales, we develop a positive asymptotic preserving (AP) numerical PDE solver. We prove that the propose AP scheme maintains stability and accuracy with standard mesh sizes at large temporal-spatial scales, while, for generic numerical schemes, excessive refinements on temporal-spatial meshes are required. We also show that the proposed scheme preserves positivity of the particle concentration, under some time step restriction. Numerical results confirm that the proposed AP scheme is capable for solving linear transport equations at large temporal-spatial scales, for which a generic scheme could fail. Constrained optimization problems are involved in the formulation of the FP_N+ closure to enforce non-negativity of the FP_N+ approximation on the set of quadrature points. These optimization problems can be written as strictly convex quadratic programs (CQPs) with a large number of inequality constraints. To efficiently solve the CQPs, we propose a constraint-reduced variant of a Mehrotra-predictor-corrector algorithm, with a novel constraint selection rule. We prove that, under appropriate assumptions, the proposed optimization algorithm converges globally to the solution at a locally q-quadratic rate. We test the algorithm on randomly generated problems, and the numerical results indicate that the combination of the proposed algorithm and the constraint selection rule outperforms other compared constraint-reduced algorithms, especially for problems with many more inequality constraints than variables.

THE STOCHASTIC NAVIER STOKES EQUATIONS FOR HEAT CONDUCTING, COMPRESSIBLE FLUIDS

This dissertation is devoted to the equations of motion governing the evolution of a fluid or gas at the macroscopic scale. The classical model is a PDE description known as the Navier-Stokes equations. The behavior of solutions is notoriously complex, leading many in the scientific community to describe fluid mechanics using a statistical language. In the physics literature, this is often done in an ad-hoc manner with limited precision about the sense in which the randomness enters the evolution equation. The stochastic PDE community has begun proposing precise models, where a random perturbation appears explicitly in the evolution equation. Although this has been an active area of study in recent years, the existing literature is almost entirely devoted to incompressible fluids. The purpose of this thesis is to take a step forward in addressing this statistical perspective in the setting of compressible fluids. In particular, we study the well posedness for the corresponding system of Stochastic Navier Stokes equations, satisfied by the density, velocity, and temperature. The evolution of the momentum involves a random forcing which is Brownian in time and colored in space. We allow for multiplicative noise, meaning that spatial correlations may depend locally on the fluid variables. Our main result is a proof of global existence of weak martingale solutions to the Cauchy problem set within a bounded domain, emanating from large initial datum. The proof involves a mix of deterministic and stochastic analysis tools. Fundamentally, the approach is based on weak compactness techniques from the deterministic theory combined with martingale methods. Four layers of approximate stochastic PDE's are built and analyzed. A careful study of the probability laws of our approximating sequences is required. We prove appropriate tightness results and appeal to a recent generalization of the Skorohod theorem. This ultimately allows us to deduce analogues of the weak compactness tools of Lions and Feireisl, appropriately interpreted in the stochastic setting.

Maximum Principle for Elliptic and Parabolic Equations

Nel primo capitolo si riporta il principio del massimo per operatori ellittici. Sarà considerato, in un primo momento, l'operatore di Laplace e, successivamente, gli operatori ellittici del secondo ordine, per i quali si dimostrerà anche il principio del massimo di Hopf. Nel secondo capitolo si affronta il principio del massimo per operatori parabolici e lo si utilizza per dimostrare l'unicità delle soluzioni di problemi ai valori al contorno.

Numerical solution of an elliptic 3-dimensional Cauchy problem by the alternating method and boundary integral equations

We consider the Cauchy problem for the Laplace equation in 3-dimensional doubly-connected domains, that is the reconstruction of a harmonic function from knowledge of the function values and normal derivative on the outer of two closed boundary surfaces. We employ the alternating iterative method, which is a regularizing procedure for the stable determination of the solution. In each iteration step, mixed boundary value problems are solved. The solution to each mixed problem is represented as a sum of two single-layer potentials giving two unknown densities (one for each of the two boundary surfaces) to determine; matching the given boundary data gives a system of boundary integral equations to be solved for the densities. For the discretisation, Weinert's method [24] is employed, which generates a Galerkin-type procedure for the numerical solution via rewriting the boundary integrals over the unit sphere and expanding the densities in terms of spherical harmonics. Numerical results are included as well.

Sufficient conditions for the existence of heteroclinic solutions for Phi-Laplacian differential equations

In this paper we consider the second order discontinuous equation in the real line, (a(t)φ(u′(t)))′ = f(t,u(t),u′(t)), a.e.t∈R, u(-∞) = ν⁻, u(+∞)=ν⁺, with φ an increasing homeomorphism such that φ(0)=0 and φ(R)=R, a∈C(R,R\{0})∩C¹(R,R) with a(t)>0, or a(t)<0, for t∈R, f:R³→R a L¹-Carathéodory function and ν⁻,ν⁺∈R such that ν⁻<ν⁺. We point out that the existence of heteroclinic solutions is obtained without asymptotic or growth assumptions on the nonlinearities φ and f. Moreover, as far as we know, this result is even new when φ(y)=y, that is, for equation (a(t)u′(t))′=f(t,u(t),u′(t)), a.e.t∈R.

Systems of coupled clamped beams equations with full nonlinear terms: Existence and location results

This work gives sufficient conditions for the solvability of the fourth order coupled system┊ u⁽⁴⁾(t)=f(t,u(t),u′(t),u′′(t),u′′′(t),v(t),v′(t),v′′(t),v′′′(t)) v⁽⁴⁾(t)=h(t,u(t),u′(t),u′′(t),u′′′(t),v(t),v′(t),v′′(t),v′′′(t)) with f,h: [0,1]×ℝ⁸→ℝ some L¹- Carathéodory functions, and the boundary conditions {┊ u(0)=u′(0)=u′′(0)=u′′(1)=0 v(0)=v′(0)=v′′(0)=v′′(1)=0. To the best of our knowledge, it is the first time in the literature where two beam equations are considered with full nonlinearities, that is, with dependence on all derivatives of u and v. An application to the study of the bending of two elastic coupled campled beams is considered.

Solvabilty of generalized Hammerstein integral equations on unbounded domains, with sign-changing kernels

In this work we study an Hammerstein generalized integral equation u(t)=∫_{-∞}^{+∞}k(t,s) f(s,u(s),u′(s),...,u^{(m)}(s))ds, where k:ℝ²→ℝ is a W^{m,∞}(ℝ²), m∈ℕ, kernel function and f:ℝ^{m+2}→ℝ is a L¹-Carathéodory function. To the best of our knowledge, this paper is the first one to consider discontinuous nonlinearities with derivatives dependence, without monotone or asymptotic assumptions, on the whole real line. Our method is applied to a fourth order nonlinear boundary value problem, which models moderately large deflections of infinite nonlinear beams resting on elastic foundations under localized external loads.

Semiclassical analysis of systems of Schrödinger equations

The scalar Schrödinger equation models the probability density distribution for a particle to be found in a point x given a certain potential V(x) forming a well with respect to a fixed energy level E_0. Formally two real inversion points a,b exist such that V(a)=V(b)=E_0, V(x)<0 in (a,b) and V(x)>0 for xb. Following the work made by D.Yafaev and performing a WKB approximation we obtain solutions defined on specific intervals. The aim of the first part of the thesis is to find a condition on E, which belongs to a neighbourhood of E_0, such that it is an eigenvalue of the Schrödinger operator, obtaining in this way global and linear dependent solutions in L2. In quantum mechanics this condition is known as Bohr-Sommerfeld quantization. In the second part we define a Schrödinger operator referred to two potential wells and we study the quantization conditions on E in order to have a global solution in L2xL2 with respect to the mutual position of the potentials. In particular their wells can be disjoint,can have an intersection, can be included one into the other and can have a single point intersection. For these cases we refer to the works of A.Martinez, S. Fujiié, T. Watanabe, S. Ashida.

Lipschitz regularity for weak solutions of parabolic p-Laplacian type equations in certain subriemannian structures

The main aim of the thesis is to prove the local Lipschitz regularity of the weak solutions to a class of parabolic PDEs modeled on the parabolic p-Laplacian. This result is well known in the Euclidean case and recently has been extended in the Heisenberg group, while higher regularity results are not known in subriemannian parabolic setting. In this thesis we will consider vector fields more general than those in the Heisenberg setting, introducing some technical difficulties. To obtain our main result we will use a Moser-like iteration. Due to the non linearity of the equation, we replace the usual parabolic cylinders with new ones, whose dimension also depends on the L^p norm of the solution. In addition, we deeply simplify the iterative procedure, using the standard Sobolev inequality, instead of the parabolic one.