Dissertations / Theses on the topic 'Elliptic/parabolic problems'

This thesis is motivated by some of the recent results of the solvability of elliptic PDE in Lipschitz domains and the relationships between the solvability of different boundary value problems. The parabolic setting has received less attention, in part due to the time irreversibility of the equation and difficulties in defining the appropriate analogous time-varying domain. Here we study the solvability of boundary value problems for second order linear parabolic PDE in time-varying domains, prove two main results and clarify the literature on time-varying domains. The first result shows a relationship between the regularity and Dirichlet boundary value problems for parabolic equations of the form Lu = div(A∇u)−ut = 0 in Lip(1, 1/2) time-varying cylinders, where the coefficient matrix A = [aij(X, t)] is uniformly elliptic and bounded. We show that if the Regularity problem (R)p for the equation Lu = 0 is solvable for some 1 < p < then the Dirichlet problem (D*) 1 p, for the adjoint equation L*v = 0 is also solvable, where p' = p/(p − 1). This result is analogous to the one established in the elliptic case. In the second result we prove the solvability of the parabolic Lp Dirichlet boundary value problem for 1 < p ≤ ∞ for a PDE of the form ut = div(A∇u)+B ·∇u on time-varying domains where the coefficients A = [aij(X, t)] and B = [bi(X, t)] satisfy a small Carleson condition. This result brings the state of affairs in the parabolic setting up to the current elliptic standard. Furthermore, we establish that if the coefficients of the operator A and B satisfy a vanishing Carleson condition, and the time-varying domain is of VMO-type then the parabolic Lp Dirichlet boundary value problem is solvable for all 1 < p ≤ ∞. This is related to elliptic results where the normal of the boundary of the domain is in VMO or near VMO implies the invertibility of certain boundary operators in Lp for all 1 < p < ∞. This then (using the method of layer potentials) implies solvability of the Lp boundary value problem in the same range for certain elliptic PDE. We do not use the method of layer potentials, since the coefficients we consider are too rough to use this technique but remarkably we recover Lp solvability in the full range of p's as the elliptic case. Moreover, to achieve this result we give new equivalent and localisable definitions of the appropriate time-varying domains.

The thesis is divided into two parts. The first part is mainly concerned with regularity issues for integro-differential (or nonlocal) elliptic and parabolic equations. In the same way that densities of particles with Brownian motion solve second order elliptic or parabolic equations, densities of particles with Lévy diffusion satisfy these more general nonlocal equations. In this context, fully nonlinear nonlocal equations arise in Stochastic control problems or differential games. The typical example of elliptic nonlocal operator is the fractional Laplacian, which is the only translation, rotation and scaling invariant nonlocal elliptic operator. There many classical regularity results for the fractional Laplacian ---whose ``inverse'' is the Riesz potential. For instance, the explicit Poisson kernel for a ball is an ``old'' result, as well as the linear solvability theory in L^p spaces. However, very little was known on boundary regularity for these problems. A main topic of this thesis is the study of this boundary regularity, which is qualitatively very different from that for second order equations. We stablish a new boundary regularity theory for fully nonlinear (and linear) elliptic integro-differential equations. Our proofs require a combination of original techniques and appropriate versions of classical ones for second order equations (such as Krylov's method). We also obtain new interior regularity results for fully nonlinear parabolic nonlocal equation with rough kernels. To do it, we develop a blow up and compactness method for viscosity solutions to fully nonlinear equations that allows us to prove regularity from Liouville type theorems.This method is a main contribution of the thesis. The new boundary regularity results mentioned above are crucially used in the proof of another main result of the thesis: the Pohozaev identity for the fractional Laplacian. This identity is has a flavor of integration by parts formula for the fractional Laplacian, with the important novely there appears a local boundary term (this was unusual with nolocal equations). In the second part of the thesis we give two instances of interaction between isoperimetry and Partial Differential Equations. In the first one we use the Alexandrov-Bakelman-Pucci method for elliptic PDE to obtain new sharp isoperimetric inequalities in cones with densities by generalizing a proof of the classical isoperimetric inequality due to Cabré. Our new results contain as particular cases the classical Wulff inequality and the isoperimetric inequality in cones of Lions and Pacella. In the second instance we use the isoperimetric inequality and the classical Pohozaev identity to establish a radial symmetry result for second order reaction-diffusion equations. The novelty here is to include discontinuous nonlinearities. For this, we extend a two-dimensional argument of P.-L. Lions from 1981 to obtain now results in higher dimensions
La tesi està dividida en dues parts. La primera part es centra principalment en questions de regularitat per equacions integro - iferencials (o no locals) el·líptiques i parbòliques. De la mateixa manera que les densitats de partícules amb un moviment Brownià resolen equacions el·líptiques o parbòliques de segon ordre, les densitats de partícules amb una difusió de tipus Lévy resolen aquestes equacions no locals més generals. En aquest context, les equacions completament no lineals sorgeixen de problemes de control estocàstic o "differential games''. L'exemple típic d'operador el·liptic no local és el laplacià fraccionari, el qual és l'únic d'aquests operadors que és invariant per translacions, rotacions, i reescalament. Hi ha molts resultats clàssics de regularitat per el laplacià fraccionari --- "l'invers'' del qual és el potencial de Riesz. Per exemple, el nucli de Poisson (explícit) per la bola és un resultat "vell'', així com la teoria de resolubilitat en espais L^p. No obstant això, se sabia ben poc sobre la regularitat a la vora per a aquests problemes. Un tema principal d'aquesta tesi és l'estudi d'aquesta regularitat a la vora, que és qualitativament molt diferent de la de les equacions de segon ordre . A la tesi s'estableix una nova teoria regularitat a la vora per completament no lineals ( i lineals ) equacions integro - diferencials el·líptiques . Les nostres demostracions requeixen una combinació de tècniques originals i versions apropiades de les clàssiques equacions de segon ordre ( com ara el mètode de Krylov ). També obtenim nous resultats de regularitat interior per equacions parabòliques no locals completament no lineals i amb "rough kernels''. A tal efecte, desenvolupem un mètode de blow-up i compacitat per a equacions completament no lineals que en permet provar regularitat a partir de teoremes de tipus Liouville. Aquest mètode és una contribució principal de la tesi. Els nous resultats de regularitat a la vora esmentats anteriorment són essencials en la prova d'un altre resultat principal de la tesi: la identitat Pohozaev per al Laplacià fraccionari. Aquesta identitat recorda a una fórmula d'integració per parts, però amb el Laplacià fraccionari. La novetat important és que apareix un terme de vora locals (això era inusual amb equacions no locals) . A la segona part de la tesi que donem dos exemples d'interacció entre isoperimetria i Equacions en Derivades Parcials. En el primer, s'utilitza el mètode d'Alexandrov- Bakelman-Pucci per a EDP el·líptiques a fi d'obtenir noves desigualtats isoperimètriques en cons convexos amb densitats, generalitzant una prova de la desigualtat isoperimètric clàssica de X. Cabré. Els nostres nous resultats contenen com a casos particularsla desigualtat clàssica de Wulff i la desigualtat isoperimètrica en cons de Lions-Pacella. En el segon exemple s'utilitza la desigualtat isoperimètrica i la identitat Pohozaev clàssica per establir un resultat de simetria radial per equacions de reacció-difusió de segon ordre. La novetat en aquest cas és que s'inclouen no-linealitats discontínues. Per a provar aquest resultat, estenem un argument en dues dimensions de P.-L. Lions de 1981 i podem obtenir ara resultass en dimensions superiors.

This thesis is a study of the implementation of parallel algorithms for solving elliptic and parabolic partial differential equations on a network of transputers. The thesis commences with a general introduction to parallel processing. Here a discussion of the various ways of introducing parallelism in computer systems and the classification of parallel architectures is presented. In chapter 2, the transputer architecture and the associated language OCCAM are described. The transputer development system (TDS) is also described as well as a short account of other transputer programming languages. Also, a brief description of the methodologies for programming transputer networks is given. The chapter is concluded by a detailed description of the hardware used for the research.

Thesis (Ph. D.)--University of Alabama at Birmingham, 2008.
Title from PDF title page (viewed Sept. 23, 2009). Additional advisors: Inmaculada Aban, Alexander Frenkel, Wenzhang Huang, Yanni Zeng. Includes bibliographical references.

Radial basis functions (RBFs) are well-known for the ease implementation as they are the mesh-free method [31, 37, 71, 72]. In this thesis, we modify the multilevel sparse grid kernel interpolation (MuSIK) algorithm proposed in [48] for use in Kansa’s collocation method (referred to as MuSIK-C) to solve elliptic and parabolic problems. The curse of dimensionality is a significant challenge in high dimension approximation. A full grid collocation method requires O(Nd) nodal points to construct an approximation; here N is the number of nodes in one direction and d means the dimension. However, the sparse grid collocation method in this thesis only demand O(N logd-1(N)) nodes. We save much more memory cost using sparse grids and obtain a good performance as using full grids. Moreover, the combination technique [20, 54] allows the sparse grid collocation method to be parallelised. When solving parabolic problems, we follow Myers et al.’s suggestion in [90] to use the space-time method, considering time as one spatial dimension. If we apply sparse grids in the spatial dimensions and use time-stepping, we still need O(N2 logd-1(N)) nodes. However, if we use the space-time method, the total number of nodes is O(N logd(N)). In this thesis, we always compare the performance of multiquadric (MQ) basis function and the Gaussian basis function. In all experiments, we observe that the collocation method using the Gaussian with scaling shape parameters does not converge. Meanwhile, in Chapter 3, there is an experiment to show that the space-time method with MQ has a similar convergence rate as a time-stepping method using MQ in option pricing. From the numerical experiments in Chapter 4, MuSIK-C using MQ and the Gaussian always give more rapid convergence and high accuracy especially in four dimensions (T R3) for PDEs with smooth conditions. Compared to some recently proposed mesh-based methods, MuSIK-C shows similar performance in low dimension situation and better approximation in high dimension. In Chapter 5, we combine the Method of Lines (MOL) and our MuSIK-C to obtain good convergence in pricing one asset European option and the Margrabe option, that have non-smooth initial conditions.

The present thesis is devoted to the homogenization of certain elliptic and parabolic partial differential equations by means of appropriate generalizations of the notion of two-scale convergence. Since homogenization is defined in terms of H-convergence, we desire to find the H-limits of sequences of periodic monotone parabolic operators with two spatial scales and an arbitrary number of temporal scales and the H-limits of sequences of two-dimensional possibly non-periodic linear elliptic operators by utilizing the theories for evolution-multiscale convergence and λ-scale convergence, respectively, which are generalizations of the classical two-scale convergence mode and custom-made to treat homogenization problems of the prescribed kinds. Concerning the multiscaled parabolic problems, we find that the result of the homogenization depends on the behavior of the temporal scale functions. The temporal scale functions considered in the thesis may, in the sense explained in the text, be slow or rapid and in resonance or not in resonance with respect to the spatial scale function. The homogenization for the possibly non-periodic elliptic problems gives the same result as for the corresponding periodic problems but with the exception that the local gradient operator is everywhere substituted by a differential operator consisting of a product of the local gradient operator and matrix describing the geometry and which depends, effectively, parametrically on the global variable.

The focus of this paper is on conditional stability estimates for ill-posed inverse problems in partial differential equations. Conditional stability estimates have been obtained in the literature by a couple different methods. In this paper we propose a method called interpolation method, which is based on interpolation in variable Hilbert scales. We are going to work out the theoretical background of this method and show that optimal conditional stability estimates are obtained. The capability of our method is illustrated by a comprehensive collection of different inverse and ill-posed PDE problems containing elliptic and parabolic problems, one source problem and the problem of analytic continuation.

Cette thèse s’inscrit dans le domaine mathématique de l’analyse des équations aux dérivées partielles non-linéaires. Plus précisément, nous avons fait ici l’étude de problèmes quasi-linéaires singuliers. Le terme "singulier" fait référence à l’intervention d’une non-linéarité qui explose au bord du domaine où ’équation est posée. La présence d’une telle singularité entraîne un manque de régularité et donc de compacité des solutions qui ne nous permet pas d’appliquer directement les méthodes classiques de l’analyse non-linéaire pour démontrer l’existence de solutions et discuter des propriétés de régularité et de comportement asymptotique de ces solutions. Pour contourner cette difficulté, nous sommes amenés à établir des estimations a priori très fines au voisinage du bord du domaine en combinant diverses méthodes : méthodes de monotonie (reliée au principe du maximum), méthodes variationnelles, argument de convexité, méthodes de point fixe et semi-discrétisation en temps. A travers, l’étude de trois problèmes-modèle faisant intervenir l’opérateur p-Laplacien, nous avons montré comment ces différentes méthodes pouvaient être mises en œuvre. Les résultats que nous avons obtenus sont décrits dans les trois chapitres de cette thèse : Dans le Chapitre I, nous avons étudié un problème d’absorption elliptique singulier. En utilisant des méthodes de sur- et sous solutions et des méthodes variationnelles, nous établissons des résultats d’existence de solutions. Par des méthodes de comparaison locale, nous démontrons également la propriété de support compact de ces solutions, pour de fortes singularités. Dans le Chapitre II, nous étudions le cas d’un système d’équations quasi-linéaires singulières. Par des arguments de point fixe et de monotonie, nous démontrons deux résultats généraux d’existence de solutions. Dans un deuxième temps, nous faisons une analyse plus détaillée de systèmes du type Gierer-Meinhardt modélisant des phénomènes biologiques. Des résultats d’unicité ainsi que des estimations précises sur le comportement des solutions sont alors obtenus. Dans le Chapitre III, nous faisons l’étude d’un problème d’absorption, parabolique singulier. Nous établissons par une méthode de semi-discrétisation en temps des résultats d’existence de solutions. Grâce à des inégalités d’énergie, nous démontrons également l’extinction en temps fini de ces solutions
This thesis deals with the mathematical field of nonlinear partial differential equations analysis. More precisely, we focus on quasilinear and singular problems. By singularity, we mean that the problems that we have considered involve a nonlinearity in the equation which blows-up near the boundary. This singular pattern gives rise to a lack of regularity and compactness that prevent the straightforward applications of classical methods in nonlinear analysis used for proving existence of solutions and for establishing the regularity properties and the asymptotic behavior of the solutions. To overcome this difficulty, we establish estimations on the precise behavior of the solutions near the boundary combining several techniques : monotonicity method (related to the maximum principle), variational method, convexity arguments, fixed point methods and semi-discretization in time. Throughout the study of three problems involving the p-Laplacian operator, we show how to apply this different methods. The three chapters of this dissertation the describes results we get :– In Chapter I, we study a singular elliptic absorption problem. By using sub- and super-solutions and variational methods, we prove the existence of the solutions. In the case of a strong singularity, by using local comparison techniques, we also prove that the compact support of the solution. In Chapter II, we study a singular elliptic system. By using fixed point and monotonicity arguments, we establish two general theorems on the existence of solution. In a second time, we more precisely analyse the Gierer-Meinhardt systems which model some biological phenomena. We prove some results about the uniqueness and the precise behavior of the solutions. In Chapter III, we study a singular parabolic absorption problem. By using a semi-discretization in time method, we establish the existence of a solution. Moreover, by using differential energy inequalities, we prove that the solution vanishes in finite time. This phenomenon is called "quenching"

Cette thèse s’inscrit dans le domaine mathématique de l’analyse des équations aux dérivées partielles non linéaires. Précisément, nous nous sommes intéressés à une classe de problèmes elliptiques et paraboliques avec coefficients singuliers. Ce manque de régularité pose un certain nombre de difficultés qui ne permettent pas d’utiliser directement les méthodes classiques de l’analyse non-linéaire fondées entre autres sur des résultats de compacité. Dans les démonstrations des principaux résultats, nous montrons comment pallier ces difficultés. Ceci suppose d’adapter certaines techniques bien connues mais aussi d’introduire de nouvelles méthodes. Dans ce contexte, une étape importante est l’estimation fine du comportement des solutions qui permet d’adapter le principe de comparaison faible, d’utiliser la régularité elliptique et parabolique et d’appliquer dans un nouveau contexte la théorie globale de la bifurcation analytique. La thèse se présente sous forme de deux parties indépendantes. 1- Dans la première partie (chapitre I de la thèse), nous avons étudié un problème quasi-linéaire parabolique fortement singulier faisant intervenir l’opérateur p-Laplacien. On a démontré l’existence locale et la régularité de solutions faibles. Ce résultat repose sur des estimations a priori obtenues via l’utilisation d’inégalités de type log-Sobolev combinées à des inégalités de Gagliardo-Nirenberg. On démontre l’unicité de la solution pour un intervalle de valeurs du paramètre de la singularité en utilisant un principe de comparaison faible fondé sur la monotonie d’un opérateur non linéaire adéquat. 2- Dans la deuxième partie (correspondant aux Chapitres II, III et IV de la thèse), nous sommes intéressés à l’étude de problèmes de bifurcation globale. On a établi pour ces problèmes l’existence de continuas non bornés de solutions qui admettent localement une paramétrisation analytique. Pour établir ces résultats, nous faisons appel à différents outils d’analyse non linéaire. Un outil important est la théorie analytique de la bifurcation globale qui a été introduite par Dancer (voir Chapitre II de la thèse). Pour un problème semi linéaire elliptique avec croissance critique en dimension 2, on montre que les solutions le long de la branche convergent vers une solution singulière (solution non bornée) lorsque la norme des solutions converge vers l’infini. Par ailleurs nous montrons que la branche admet une infinité dénombrable de "points de retournement" correspondant à un changement de l’indice de Morse des solutions qui tend vers l’infini le long de la branche
This thesis is concerned with the mathematical study of nonlinear partial differential equations. Precisely, we have investigated a class of nonlinear elliptic and parabolic problems with singular coefficients. This lack of regularity involves some difficulties which prevent the straight-orward application of classical methods of nonlinear analysis based on compactness results. In the proofs of the main results, we show how to overcome these difficulties. Precisely we adapt some well-known techniques together with the use of new methods. In this framework, an important step is to estimate accurately the solutions in order to apply the weak comparison principle, to use the regularity theory of parabolic and elliptic equations and to develop in a new context the analytic theory of global bifurcation. The thesis presents two independent parts. 1- In the first part (corresponding to Chapter I), we are interested by a nonlinear and singular parabolic equation involving the p-Laplacian operator. We established for this problem that for any non-negative initial datum chosen in a certain Lebeque space, there exists a local positive weak solution. For that we use some a priori bounds based on logarithmic Sobolev inequalities to get ultracontractivity of the associated semi-group. Additionaly, for a range of values of the singular coefficient, we prove the uniqueness of the solution and further regularity results. 2- In the second part (corresponding to Chapters II, III and IV of the thesis), we are concerned with the study of global bifurcation problems involving singular nonlinearities. We establish the existence of a piecewise analytic global path of solutions to these problems. For that we use crucially the analytic bifurcation theory introduced by Dancer (described in Chapter II of the thesis). In the frame of a class of semilinear elliptic problems involving a critical nonlinearity in two dimensions, we further prove that the piecewise analytic path of solutions admits asymptotically a singular solution (i.e. an unbounded solution), whose Morse index is infinite. As a consequence, this path admits a countable infinitely many “turning points” where the Morse index is increasing

The main focus of the present thesis is on the homogenization of some selected elliptic and parabolic problems. More precisely, we homogenize: non-periodic linear elliptic problems in two dimensions exhibiting a homothetic scaling property; two types of evolution-multiscale linear parabolic problems, one having two spatial and two temporal microscopic scales where the latter ones are given in terms of a two-parameter family, and one having two spatial and three temporal microscopic scales that are fixed power functions; and, finally, evolution-multiscale monotone parabolic problems with one spatial and an arbitrary number of temporal microscopic scales that are not restricted to be given in terms of power functions. In order to achieve homogenization results for these problems we study and enrich the theory of two-scale convergence and its kins. In particular the concept of very weak two-scale convergence and generalizations is developed, and we study an application of this convergence mode where it is employed to detect scales of heterogeneity.
Huvudsakligt fokus i avhandlingen ligger på homogeniseringen av vissa elliptiska och paraboliska problem. Mer precist så homogeniserar vi: ickeperiodiska linjära elliptiska problem i två dimensioner med homotetisk skalning; två typer av evolutionsmultiskaliga linjära paraboliska problem, en med två mikroskopiska skalor i både rum och tid där de senare ges i form av en tvåparameterfamilj, och en med två mikroskopiska skalor i rum och tre i tid som ges i form av fixa potensfunktioner; samt, slutligen, evolutionsmultiskaliga monotona paraboliska problem med en mikroskopisk skala i rum och ett godtyckligt antal i tid som inte är begränsade till att vara givna i form av potensfunktioner. För att kunna uppnå homogeniseringsresultat för dessa problem så studerar och utvecklar vi teorin för tvåskalekonvergens och besläktade begrepp. Speciellt så utvecklar vi begreppet mycket svag tvåskalekonvergens med generaliseringar, och vi studerar en tillämpningav denna konvergenstyp där den används för att detektera förekomsten av heterogenitetsskalor.

On s’intéresse dans cette thèse à montrer que la solution approchée, par la méthode des volumes finis, converge vers la solution renormalisée de problèmes elliptiques ou paraboliques à donnée L1. Dans la première partie nous étudions une équation de convection-diffusion ellliptique à donnée L1. En adaptant la stratégie développée pour les solutions renormaliséesà la méthode des volumes finis, nous montrons que la solution approchée converge vers l’unique solution renormalisée.Dans la deuxième partie nous nous intéressons à un problème parabolique nonlinéaire à donnée L1. En utilisant une version discrète de résultats de compacité classiques, nous montrons que les résultats obtenues dans le cas elliptique restentvrais dans le cas parabolique. Dans la troisième partie nous montrons des résultats similaires pour une équationparabolique doublement non-linéaire à donnée L1. Le caractère doublement nonlinéaire de l’équation crée des difficultés supplémentaires par rapport à la partie précédente, notamment car la règle de dérivation en chaîne ne s’applique pas dansle cas discret. Enfin, dans la quatrième partie, nous utilisons les résultats établis précédemment pour étudier un système de type thermoviscoélasticité. Nous montrons que la solution approchée, obtenue par un schéma éléments finis-volumes finis, converge vers une solution faible-renormalisée du système
In this thesis we are interested in proving that the approximate solution, obtained by the finite volume method, converges to the unique renormalized solution of elliptic and parabolic equations with L1 data. In the first part we study an elliptic convection-diffusion equation with L1 data. Mixing the strategy developed for renormalized solution and the finite volume method,we prove that the approximate solution converges to the unique renormalized solution. In the second part we investigate a nonlinear parabolic equation with L1 data. Using a discrete version of classical compactness results, we show that the results obtaines previously in the elliptic case hold true in the parabolic case. In the third part we prove similar results for a doubly nonlinear parabolic equation with L1 data. The doubly nonlinear character of the equation makes new difficulties with respect to the previous part, especially since the chain rule formula does not apply in the discrete case. Finaly, in the fourth part we use the results established previously to investigate a system of thermoviscoelasticity kind. We show that the approximate solution,obtaines by finite element-finite volume scheme, converges to a weak-renormalized solution of the system

Etude de l'explosion totale après Tmax pour l'équation de la chaleur non linéaire. Approximation de la solution par une suite de solutions globales de la même équation avec pour seconds membres une suite de fonctions lipchitziennes approchant la non-linéarité. Explosion en temps fini pour les équations de Schrödinger et de la chaleur a second membre polynomial. Estimations sur le comportement des solutions des équations elliptiques non-linéaires sur la boule unité quand la valeur maximale tend vers l'infini.

Cette thèse est consacrée à l'étude de problèmes elliptiques ou paraboliques non linéaires qui sont, d'une façon générale, mal posés dans le cadre des solutions faibles (c'est-à-dire des solutions au sens des distributions). Pour surmonter cette difficulté, on va s'intéresser à une autre classe de solutions : les solutions renormalisées. Cette notion a été introduite par R. -J. Di Perna et P. -L. Lions pour l'étude des équations de Boltzmann, et les équations du premier ordre.

Ausgehend von einem thermodynamisch konsistenten Modell von Dreyer und Duderstadt für Tropfenbildung in Galliumarsenid-Kristallen, das Oberflächenspannung und Spannungen im Kristall berücksichtigt, stellen wir zwei mathematische Modelle zur Evolution der Größe flüssiger Tropfen in Kristallen auf. Das erste Modell behandelt das Regime diffusionskontrollierter Interface-Bewegung, während das zweite Modell das Regime Interface-kontrollierter Bewegung des Interface behandelt. Unsere Modellierung berücksichtigt die Erhaltung von Masse und Substanz. Diese Modelle verallgemeinern das wohlbekannte Mullins-Sekerka-Modell für die Ostwald-Reifung. Wir konzentrieren uns auf arsenreiche kugelförmige Tropfen in einem Galliumarsenid-Kristall. Tropfen können mit der Zeit schrumpfen bzw. wachsen, die Tropfenmittelpunkte sind jedoch fixiert. Die Flüssigkeit wird als homogen im Raum angenommen. Aufgrund verschiedener Skalen für typische Distanzen zwischen Tropfen und typischen Radien der flüssigen Tropfen können wir formal so genannte Mean-Field-Modelle herleiten. Für ein Modell im diffusionskontrollierten Regime beweisen wir den Grenzübergang mit Homogenisierungstechniken unter plausiblen Annahmen. Diese Mean-Field-Modelle verallgemeinern das Lifshitz-Slyozov-Wagner-Modell, welches rigoros aus dem Mullins-Sekerka-Modell hergeleitet werden kann, siehe Niethammer et al., und gut verstanden ist. Mean-Field-Modelle beschreiben die wichtigsten Eigenschaften unseres Systems und sind gut für Numerik und für weitere Analysis geeignet. Wir bestimmen mögliche Gleichgewichte und diskutieren deren Stabilität. Numerische Resultate legen nahe, wann welches der beiden Regimes gut zur experimentellen Situation passen könnte.
Based on a thermodynamically consistent model for precipitation in gallium arsenide crystals including surface tension and bulk stresses by Dreyer and Duderstadt, we propose two different mathematical models to describe the size evolution of liquid droplets in a crystalline solid. The first model treats the diffusion-controlled regime of interface motion, while the second model is concerned with the interface-controlled regime of interface motion. Our models take care of conservation of mass and substance. These models generalise the well-known Mullins-Sekerka model for Ostwald ripening. We concentrate on arsenic-rich liquid spherical droplets in a gallium arsenide crystal. Droplets can shrink or grow with time but the centres of droplets remain fixed. The liquid is assumed to be homogeneous in space. Due to different scales for typical distances between droplets and typical radii of liquid droplets we can derive formally so-called mean field models. For a model in the diffusion-controlled regime we prove this limit by homogenisation techniques under plausible assumptions. These mean field models generalise the Lifshitz-Slyozov-Wagner model, which can be derived from the Mullins-Sekerka model rigorously, see Niethammer et al., and is well-understood. Mean field models capture the main properties of our system and are well adapted for numerics and further analysis. We determine possible equilibria and discuss their stability. Numerical evidence suggests in which case which one of the two regimes might be appropriate to the experimental situation.

In this thesis, we consider the numerical approximation of parabolic-elliptic interface problems with variants of the non-symmetric coupling method of MacCamy and Suri [Quart.Appl. Math., 44 (1987), pp. 675–690]. In particular, we look at the coupling of the Finite Element Method (FEM) and the Boundary Element Method (BEM) for a basic model problem and establish well-posedness and quasi-optimality of this formulation for problems with non-smooth interfaces. From this, error estimates with optimal order can be deduced. Moreover, we investigate the subsequent discretisation in time by a variant of the implicit Euler method. As for the semi-discretisation, we establish well-posedness and quasi-optimality for the fully-discrete scheme under minimal regularity assumptions on the solution. Error estimates with optimal order follow again directly. The class of parabolic-elliptic interface problems also includes convection-dominated diffusion-convection-reaction problems. This poses a certain challenge to the solving method, as for example the Finite Element Method cannot stably solve convection-dominated problems. A possible remedy to guarantee stable solutions is the use of the vertex-centred Finite Volume Method (FVM) with an upwind stabilisation option or the Streamline Upwind Petrov Galerkin method (SUPG). The FVM has the additional advantage of the conservation of the numerical fluxes, whereas the SUPG is a simple extension of FEM. Thus, we also look at an FVM-BEM and SUPG-BEM coupling for a semi-discretisation of the underlying problem. The subsequent time-discretisation will again be achieved by the variant of the implicit Euler method. This allows us to develop an analysis under minimal regularity assumptions, not only for the semi-discrete systems but also for the fully-discrete systems. Lastly, we show some numerical examples to illustrate our theoretical results and to give an outlook to possible practical applications, such as eddy current problems or fluid mechanics problems.

碩士
國立中正大學
數學系應用數學研究所
104
We will discuss the application of Monotone iteration methods in proving the existing of the solutions of nonlinear elliptic and parabolic boundary value problems we will also discuss stability of these solution. Keywords:Nonlinear Elliptic Boundary Value Problems,Nonlinear Parabolic Boundary Value Problems,Monotone Methods.

This dissertation addresses the accuracy of a-posteriori error estimators for finite element solutions of problems with high orthotropy especially for cases where rather coarse meshes are used, which are often encountered in engineering computations. We present sample computations which indicate lack of robustness of all standard residual estimators with respect to high orthotropy. The investigation shows that the main culprit behind the lack of robustness of residual estimators is the coarseness of the finite element meshes relative to the thickness of the boundary and interface layers in the solution. With the introduction of an elliptic reconstruction procedure, a new error estimator based on the solution of the elliptic reconstruction problem is invented to estimate the exact error measured in space-time C-norm for both semi-discrete and fully discrete finite element solutions to linear parabolic problem. For a fully discrete solution, a temporal error estimator is also introduced to evaluate the discretization error in the temporal field. In the meantime, the implicit Neumann subdomain residual estimator for elliptic equations, which involves the solution of the local residual problem, is combined with the elliptic reconstruction procedure to carry out a posteriori error estimation for the linear parabolic problem. Numerical examples are presented to illustrate the superconvergence properties in the elliptic reconstruction and the performance of the bounds based on the space-time C-norm. The results show that in the case of L^2 norm for smooth solution there is no superconvergence in elliptic reconstruction for linear element, and for singular solution the superconvergence does not exist for element of any order while in the case of energy norm the superconvergence always exists in elliptic reconstruction. The research also shows that the performance of the bounds based on space-time C-norm is robust, and in the case of fully discrete finite element solution the bounds for the temporal error are sharp.