Dissertations / Theses on the topic 'Parabolic Numerical solutions'

We try to explain the mathematical theory of thin liquid film evolution. We start with introducing physical processes in which thin film evolution plays an important role. Derivation of the classical thin film equation and existing mathematical theory in the literature are also introduced. To explain the thin film evolution we derive a new family of degenerate parabolic equations. We prove results on existence, uniqueness, long time behavior, regularity and support properties of solutions for this equation. At the end of the thesis we consider the classical thin film Cauchy problem on the whole real line for which we use asymptotic equipartition to show H^1(R) convergence of solutions to the unique self-similar solution.

Ill-posed mathematical problem occur in many interesting scientific and engineering applications. The solution of such a problem, if it exists, may not depend continuously on the observed data. For computing a stable approximate solution it is necessary to apply a regularization method. The purpose of this thesis is to investigate regularization approaches and develop numerical methods for solving certain ill-posed problems for parabolic partial differential equations. In thermal engineering applications one wants to determine the surface temperature of a body when the surface itself is inaccessible to measurements. This problem can be modelled by a sideways heat equation. The mathematical and numerical properties of the sideways heat equation with constant convection and diffusion coefficients is first studied. The problem is reformulated as a Volterra integral equation of the first kind with smooth kernel. The influence of the coefficients on the degree of ill-posedness are also studied. The rate of decay of the singular values of the Volterra integral operator determines the degree of ill-posedness. It is shown that the sign of the coefficient in the convection term influences the rate of decay of the singular values. Further a sideways heat equation in cylindrical geometry is studied. The equation is a mathematical model of the temperature changes inside a thermocouple, which is used to approximate the gas temperature in a combustion chamber. The heat transfer coefficient at the surface of thermocouple is also unknown. This coefficient is approximated via a calibration experiment. Then the gas temperature in the combustion chamber is computed using the convection boundary condition. In both steps the surface temperature and heat flux are approximated using Tikhonov regularization and the method of lines. Many existing methods for solving sideways parabolic equations are inadequate for solving multi-dimensional problems with variable coefficients. A new iterative regularization technique for solving a two-dimensional sideways parabolic equation with variable coefficients is proposed. A preconditioned Generalized Minimum Residuals Method (GMRS) is used to regularize the problem. The preconditioner is based on a semi-analytic solution formula for the corresponding problem with constant coefficients. Regularization is used in the preconditioner as well as truncating the GMRES algorithm. The computed examples indicate that the proposed PGMRES method is well suited for this problem. In this thesis also a numerical method is presented for the solution of a Cauchy problem for a parabolic equation in multi-dimensional space, where the domain is cylindrical in one spatial direction. The formal solution is written as a hyperbolic cosine function in terms of a parabolic unbounded operator. The ill-posedness is dealt with by truncating the large eigenvalues of the operator. The approximate solution is computed by projecting onto a smaller subspace generated by the Arnoldi algorithm applied on the inverse of the operator. A well-posed parabolic problem is solved in each iteration step. Further the hyperbolic cosine is evaluated explicitly only for a small triangular matrix. Numerical examples are given to illustrate the performance of the method.

This thesis is concerned with the Numerical Solution of Partial Differential Equations. Initially some definitions and mathematical background are given, accompanied by the basic theories of solving linear systems and other related topics. Also, an introduction to splines, particularly cubic splines and their identities are presented. The methods used to solve parabolic partial differential equations are surveyed and classified into explicit or implicit (direct and iterative) methods. We concentrate on the Alternating Direction Implicit (ADI), the Group Explicit (GE) and the Crank-Nicolson (C-N) methods. A new method, the Splines Group Explicit Iterative Method is derived, and a theoretical analysis is given. An optimum single parameter is found for a special case. Two criteria for the acceleration parameters are considered; they are the Peaceman-Rachford and the Wachspress criteria. The method is tested for different numbers of both parameters. The method is also tested using single parameters, i. e. when used as a direct method. The numerical results and the computational complexity analysis are compared with other methods, and are shown to be competitive. The method is shown to have good stability property and achieves high accuracy in the numerical results. Another direct explicit method is developed from cubic splines; the splines Group Explicit Method which includes a parameter that can be chosen to give optimum results. Some analysis and the computational complexity of the method is given, with some numerical results shown to confirm the efficiency and compatibility of the method. Extensions to two dimensional parabolic problems are given in a further chapter. In this thesis the Dirichlet, the Neumann and the periodic boundary conditions for linear parabolic partial differential equations are considered. The thesis concludes with some conclusions and suggestions for further work.

In this thesis, the two-dimensional initial and boundary value problems governed by unsteady partial differential equations are solved by making use of boundary element techniques. The boundary element method (BEM) with time-dependent fundamental solution is presented as an efficient procedure for the solution of diffusion, wave and convection-diffusion equations. It interpenetrates the equations in such a way that the boundary solution is advanced to all time levels, simultaneously. The solution at a required interior point can then be obtained by using the computed boundary solution. Then, the coupled system of nonlinear reaction-diffusion equations and the magnetohydrodynamic (MHD) flow equations in a duct are solved by using the time-domain BEM. The numerical approach is based on the iteration between the equations of the system. The advantage of time-domain BEM are still made use of utilizing large time increments. Mainly, MHD flow equations in a duct having variable wall conductivities are solved successfully for large values of Hartmann number. Variable conductivity on the walls produces coupled boundary conditions which causes difficulties in numerical treatment of the problem by the usual BEM. Thus, a new time-domain BEM approach is derived in order to solve these equations as a whole despite the coupled boundary conditions, which is one of the main contributions of this thesis. Further, the full MHD equations in stream function-vorticity-magnetic induction-current density form are solved. The dual reciprocity boundary element method (DRBEM), producing only boundary integrals, is used due to the nonlinear convection terms in the equations. In addition, the missing boundary conditions for vorticity and current density are derived with the help of coordinate functions in DRBEM. The resulting ordinary differential equations are discretized in time by using unconditionally stable Gear'
s scheme so that large time increments can be used. The Navier-Stokes equations are solved in a square cavity up to Reynolds number 2000. Then, the solution of full MHD flow in a lid-driven cavity and a backward facing step is obtained for different values of Reynolds, magnetic Reynolds and Hartmann numbers. The solution procedure is quite efficient to capture the well known characteristics of MHD flow.

We address in this thesis the numerical solution of state constrained optimal control problems for systems modeled by linear parabolic equations. For the unconstrained or control-constrained optimal control problem, the first order optimality condition can be obtained in a general way and the associated Lagrange multiplier has low regularity, such as in the L²(Ω). However, for state-constrained optimal control problems, additional assumptions are required in general to guarantee the existence and regularity of Lagrange multipliers. The resulting optimality system leads to difficulties for both the numerical solution and the theoretical analysis. The approach discussed here combines the alternating direction of multipliers (ADMM) with a conjugate gradient (CG) algorithm, both operating in well-chosen Hilbert spaces. The ADMM approach allows the decoupling of the state constraints and the parabolic equation, in which we need solve an unconstrained parabolic optimal control problem and a projection onto the admissible set in each iteration. It has been shown that the CG method applied to the unconstrained optimal control problem modeled by linear parabolic equation is very efficient in the literature. To tackle the issue about the associated Lagrange multiplier, we prove the convergence of our proposed algorithm without assuming the existence and regularity of Lagrange multipliers. Furthermore, a worst case O(1/k) convergence rate in the ergodic sense is established. For numerical purposes, we employ the finite difference method combined with finite element method to implement the time-space discretization. After full discretization, the numerical results we obtain validate the methodology discussed in this thesis.

Dans cette thèse on s'intéresse à l'analyse théorique et numérique de la dynamique des densités des dislocations, où les dislocations sont des défauts cristallins, apparaissant à l'échelle microscopique dans les alliages métalliques. En particulier, on considère en premier temps l'étude du modèle de Groma-Czikor-Zaiser (GCZ) et en second temps l'étude du modèle de Groma-Balog (GZ). Il s'agit en réalité d'un système d'équations de type paraboliques et de type Hamilton-Jacobi non-linéaires. Au départ, nous démontrons un résultat d'existence et d'unicité d'une solution régulière en utilisant le principe de comparaison et un argument de point fixe pour concernant le modèle GCZ. Ensuite, nous démontrons un résultat d'existence global en temps pour le modèle de GB, en se basant sur les notions des solutions de viscosités discontinues et sur une nouvelle estimation sur la variation totale de la solution, ainsi que sur la propagation à vitesse finie des équations régissantes. Ce résultat est étendu aussi au cas des systèmes d'équations d'Hamilton-Jacobi général. Enfin, nous proposons un schéma numérique semi-explicite permettant la discrétisation du modèle de GB. Nous montons, en s'appuyant sur l'étude théorique, que la solution discrète convergent vers la solution continue, ainsi qu'une estimation d'erreur entre la solution continue et la solution numérique. Des simulations montrant la robustesse du schème numériques sont également présentées
In this thesis, we are interested in the theoretical and numerical analysis o the dynamics of dislocation densities, where dislocations are crystalline defects appearing at the microscopic scale in metallic alloys. Particularly, the study of the Groma-Czikor-Zaiser model (GCZ) and the study of the Groma-Balog model (GB) are considered. The first is actually a system of parabolic type equations, where as, the second is a system of non-linear Hamilton-Jacobi equations. Initially, we demonstrate an existence and uniqueness result of a regular solution using a comparison principle and a fixed point argument for the GCZ model. Next, we establish a time-based global existence result for the GB model, based on notions of discontinuous viscosity solutions and a new estimate of total solution variation, as well as finite velocity propagation of the governed equations. This result is extended also to the cas of general Hamilton-Jacobi equation systems. Finally, we propose a semi-explicit numerical scheme allowing the discretization of the GB model. Based on the theoretical study, we prove that the discrete solution converges toward the continuous solution, as well as an estimate of error between the continuous solution and the numerical solution has been established. Simulations showing the robustness of the numerical scheme are also presented

Cette thèse porte sur la modélisation de l’écoulement et du transport en milieu poreux ;nous effectuons des simulations numériques et démontrons des résultats de convergence d’algorithmes.Au Chapitre 1, nous appliquons des méthodes de volumes finis pour la simulation d’écoulements à densité variable en milieu poreux ; il vient à résoudre une équation de convection diffusion parabolique pour la concentration couplée à une équation elliptique en pression.Nous nous appuyons sur la méthode des volumes finis standard pour le calcul des solutions de deux problèmes spécifiques : une interface en rotation entre eau salée et eau douce et le problème de Henry. Nous appliquons ensuite la méthode de volumes finis généralisés SUSHI pour la simulation des mêmes problèmes ainsi que celle d’un problème de bassin salé en dimension trois d’espace. Nous nous appuyons sur des maillages adaptatifs, basés sur des éléments de volume carrés ou cubiques.Au Chapitre 2, nous nous appuyons de nouveau sur la méthode de volumes finis généralisés SUSHI pour la discrétisation de l’équation de Richards, une équation elliptique parabolique pour le calcul d’écoulements en milieu poreux. Le terme de diffusion peut être anisotrope et hétérogène. Cette classe de méthodes localement conservatrices s’applique àune grande variété de mailles polyédriques non structurées qui peuvent ne pas se raccorder.La discrétisation en temps est totalement implicite. Nous obtenons un résultat de convergence basé sur des estimations a priori et sur l’application du théorème de compacité de Fréchet-Kolmogorov. Nous présentons aussi des tests numériques.Au Chapitre 3, nous discrétisons le problème de Signorini par un schéma de type gradient,qui s’écrit à l’aide d’une formulation variationnelle discrète et est basé sur des approximations indépendantes des fonctions et des gradients. On montre l’existence et l’unicité de la solution discrète ainsi que sa convergence vers la solution faible du problème continu. Nous présentons ensuite un schéma numérique basé sur la méthode SUSHI.Au Chapitre 4, nous appliquons un schéma semi-implicite en temps combiné avec la méthode SUSHI pour la résolution numérique d’un problème d’écoulements à densité variable ;il s’agit de résoudre des équations paraboliques de convection-diffusion pour la densité de soluté et le transport de la température ainsi que pour la pression. Nous simulons l’avance d’un front d’eau douce assez chaude et le transport de chaleur dans un aquifère captif qui est initialement chargé d’eau froide salée. Nous utilisons des maillages adaptatifs, basés sur des éléments de volume carrés
This thesis bears on the modelling of groundwater flow and transport in porous media; we perform numerical simulations by means of finite volume methods and prove convergence results. In Chapter 1, we first apply a semi-implicit standard finite volume method and then the generalized finite volume method SUSHI for the numerical simulation of density driven flows in porous media; we solve a nonlinear convection-diffusion parabolic equation for the concentration coupled with an elliptic equation for the pressure. We apply the standard finite volume method to compute the solutions of a problem involving a rotating interface between salt and fresh water and of Henry's problem. We then apply the SUSHI scheme to the same problems as well as to a three dimensional saltpool problem. We use adaptive meshes, based upon square volume elements in space dimension two and cubic volume elements in space dimension three. In Chapter 2, we apply the generalized finite volume method SUSHI to the discretization of Richards equation, an elliptic-parabolic equation modeling groundwater flow, where the diffusion term can be anisotropic and heterogeneous. This class of locally conservative methods can be applied to a wide range of unstructured possibly non-matching polyhedral meshes in arbitrary space dimension. As is needed for Richards equation, the time discretization is fully implicit. We obtain a convergence result based upon a priori estimates and the application of the Fréchet-Kolmogorov compactness theorem. We implement the scheme and present numerical tests. In Chapter 3, we study a gradient scheme for the Signorini problem. Gradient schemes are nonconforming methods written in discrete variational formulation which are based on independent approximations of the functions and the gradients. We prove the existence and uniqueness of the discrete solution as well as its convergence to the weak solution of the Signorini problem. Finally we introduce a numerical scheme based upon the SUSHI discretization and present numerical results. In Chapter 4, we apply a semi-implicit scheme in time together with a generalized finite volume method for the numerical solution of density driven flows in porous media; it comes to solve nonlinear convection-diffusion parabolic equations for the solute and temperature transport as well as for the pressure. We compute the solutions for a specific problem which describes the advance of a warm fresh water front coupled to heat transfer in a confined aquifer which is initially charged with cold salt water. We use adaptive meshes, based upon square volume elements in space dimension two

Cette thèse est centrée autour de l'étude théorique et de l'analyse numérique des équations paraboliques non linéaires avec divers conditions aux limites. La première partie est consacrée aux équations paraboliques dégénérées mêlant des phénomènes non-linéaires de diffusion et de transport. Nous définissons des notions de solutions entropiques adaptées pour chacune des conditions aux limites (flux nul, Robin, Dirichlet). La difficulté principale dans l'étude de ces problèmes est due au manque de régularité du flux pariétal pour traiter les termes de bords. Ceci pose un problème pour la preuve d'unicité. Pour y remédier, nous tirons profit du fait que ces résultats de régularités sur le bord sont plus faciles à obtenir pour le problème stationnaire et particulièrement en dimension un d'espace. Ainsi par la méthode de comparaison "fort-faible" nous arrivons à déduire l'unicité avec le choix d'une fonction test non symétrique et en utilisant la théorie des semi-groupes non linéaires. L'existence de solution se démontre en deux étapes, combinant la méthode de régularisation parabolique et les approximations de Galerkin. Nous développons ensuite une approche directe en construisant des solutions approchées par un schéma de volumes finis implicite en temps. Dans les deux cas, on combine les estimations dans les espaces fonctionnels bien choisis avec des arguments de compacité faible ou forte et diverses astuces permettant de passer à la limite dans des termes non linéaires. Notamment, nous introduisons une nouvelle notion de solution appelée solution processus intégrale dont l'objectif, dans le cadre de notre étude, est de pallier à la difficulté de prouver la convergence vers une solution entropique d'un schéma volumes finis pour le problème de flux nul au bord. La deuxième partie de cette thèse traite d'un problème à frontière libre décrivant la propagation d'un front de combustion et l'évolution de la température dans un milieu hétérogène. Il s'agit d'un système d'équations couplées constitué de l'équation de la chaleur bidimensionnelle et d'une équation de type Hamilton-Jacobi. L'objectif de cette partie est de construire un schéma numérique pour ce problème en combinant des discrétisations du type éléments finis avec les différences finies. Ceci nous permet notamment de vérifier la convergence de la solution numérique vers une solution onde pour un temps long. Dans un premier temps, nous nous intéressons à l'étude d'un problème unidimensionnel. Très vite, nous nous heurtons à un problème de stabilité du schéma. Cela est dû au problème de prise en compte de la condition de Neumann au bord. Par une technique de changement d'inconnue et d'approximation nous remédions à ce problème. Ensuite, nous adaptons cette technique pour la résolution du problème bidimensionnel. A l'aide d'un changement de variables, nous obtenons un domaine fixe facile pour la discrétisation. La monotonie du schéma obtenu est prouvée sous une hypothèse supplémentaire de propagation monotone qui exige que la frontière libre se déplace dans les directions d'un cône prescrit à l'avance.

Le thème de cette thèse est l'identification de paramètres tels que la conductivité hydraulique, K, pour un problème d'intrusion marine dans un aquifère isotrope et libre. Plus précisément, il s'agit d'estimer la conductivité hydraulique en fonction d'observations ou de mesures sur le terrain faites sur les profondeurs des interfaces (h, h₁), entre l'eau douce et l'eau salée et entre le milieu saturé et la zone insaturée. Le problème d'intrusion marine consiste en un système à dérivée croisée d'edps de type paraboliques décrivant l'évolution de h et de h₁. Le problème inverse est formulé en un problème d'optimisation où la fonction coût minimise l'écart quadratique entre les mesures des profondeurs des interfaces et celles fournies par le modèle. Nous considérons le problème exact comme une contrainte pour le problème d'optimisation et nous introduisons le Lagrangien associé à la fonction coût. Nous démontrons alors que le système d'optimalité a au moins une solution, les princcipales difficultés étant de trouver le bon ensemble pour les paramètres admissibles et de prouver la différentiabilité de l'application qui associe (h(K), h₁(K₁)) à K. Ceci constitue le premier résultat de la thèse. Le second résultat concerne l'implémentation numérique du problème d'optimisation. Notons tout d'abord que, concrètement, nous ne disposons que d'observations ponctuelles (en espace et en temps) correspondant aux nombres de puits de monitoring. Nous approchons donc la fonction coût par une formule de quadrature qui est ensuite minimisée en ultilisant l'algorithme de la variable à mémoire limitée (BLMVM). Par ailleurs, le problème exact et le problème adjoint sont discrétisés en espace par une méthode éléments finis P₁-Lagrange combinée à un schéma semi-implicite en temps. Une analyse de ce schéma nous permet de prouver qu'il est d'ordre 1 en temps et en espace. Certains résultats numériques sont présentés pour illustrer la capacité de la méthode à déterminer les paramètres inconnus. Dans la troisième partie de la thèse, nous considérons la conductivité hydraulique comme un paramètre stochastique. Pour réaliser une étude numérique rigoureuse des effets stochastiques sur le problème d'intrusion marine, nous utilisons les développements de Wiener pour tenir compte des variables aléatoires. Le système initiale est alors transformé en une suite de systèmes déterministes qu'on résout pour chaque coefficient stochastique du développement de Wiener
This thesis is concerned with the identification, from observations or field measurements, of the hydraulic conductivity K for the saltwater intrusion problem involving a nonhomogeneous, isotropic and free aquifer. The involved PDE model is a coupled system of nonlinear parabolic equations completed by boudary and initial conditions, as well as compatibility conditions on the data. The main unknowns are the saltwater/freshwater interface depth and the elevation of upper surface of the aquifer. The inverse problem is formulated as the optimization problem where the cost function is a least square functional measuring the discrepancy between experimental interfaces depths and those provided by the model. Considering the exact problem as a constraint for the optimization problem and introducing the Lagrangian associated with the cost function, we prove that the optimality system has at least one solution. The main difficulties are to find the set of all eligible parameters and to prove the differentiability of the operator associating to the hydraulic conductivity K, the state variables (h, h₁). This is the first result of the thesis. The second result concerns the numerical implementation of the optimization problem. We first note that concretely, we only have specific observations (in space and in time) corresponding to the number of monitoring wells, we then adapt the previous results to the case of discrete observations data. The gradient of the cost function is computed thanks to an approximate formula in order to take into account the discrete observations data. The cost functions then is minimized by using a method based on BLMVM algorithm. On the other hand, the exact problem and the adjoint problem are discretized in space by a P₁-Lagrange finite element method combined with a semi-implicit time discretization scheme. Some numerical results are presented to illustrate the ability of the method to determine the unknown parameters. In the third part of the thesis we consider the hydraulic conductivity as a stochastic parameter. To perform a rigorous numerical study of stochastic effects on the saltwater intrusion problem, we use the spectral decomposition and the stochastic variational problem is reformulated to a set of deterministic variational problems to be solved for each Wiener polynomial chaos

We consider bounded weak solutions u of a degenerate parabolic-hyperbolic equation defined in a subset [mathematical symbols]. We define strong notion of trace at the boundary [mathematical symbols] reached by L¹ convergence for a large class of functionals of u. Such functionals depend on the flux function of the degenerate parabolic-hyperbolic equation and on the boundary. We also prove the well-posedness of the entropy solution for scalar conservation laws with a strong boundary condition with the above trace result as applications.
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ZelenyaK在一九六八年證明了所有二階擬線性拋物方程的有界全域解都會趨向一個穩態解，而其證明中的一個重要部分就是證明所有這類方程都存在一個數土結構，這是高階方程不定會有的。在這篇論文中，我們會證明Zelenyak 定理，以及找出一個四階、六階方程存在變分結構的充分必要條件。
Zelenyak proved in 1968 that every bounded global solution of a second order quasilinear parabolic equation converges to a stationary solution. An important part in the proof is that every such equation has a variational structure. For higher order parabolic equations, this is not the case. In this thesis, we prove Zelenyak's theorem and find a necessary and sufficient condition for a fourth or sixth order equation to be variational.
Detailed summary in vernacular field only.
Chan, Hon To Hardy.
"October 2012."
Thesis (M.Phil.)--Chinese University of Hong Kong, 2013.
Includes bibliographical references (leave 66).
Abstracts also in Chinese.
Introduction --- p.1
Chapter 1 --- Convergence of Global Solutions of Second Order Parabolic Equations --- p.5
Chapter 1.1 --- Main result --- p.5
Chapter 1.2 --- Four auxiliary lemmas --- p.6
Chapter 1.3 --- Proof of main result --- p.15
Chapter 1.4 --- An extension to fourth order equations --- p.21
Chapter 1.4.1 --- An example --- p.25
Chapter 2 --- The Multiplier Problem for the Fourth Order Equa-tion --- p.28
Chapter 2.1 --- Introduction --- p.28
Chapter 2.2 --- Main results --- p.31
Chapter 2.2.1 --- A necessary and sufficient condition for a variational structure --- p.31
Chapter 2.2.2 --- An algorithm to check the existence of a variational structure --- p.32
Chapter 2.3 --- Proof of main results --- p.33
Chapter 2.4 --- Examples --- p.48
Chapter 3 --- The Multiplier Problem for the Sixth Order Equa-tion --- p.52
Chapter 3.1 --- Introduction --- p.52
Chapter 3.2 --- Main results --- p.55
Chapter 3.2.1 --- A necessary and sufficient condition for a variational structure --- p.55
Chapter 3.2.2 --- An algorithm to check the existence of a variational structure --- p.56
Chapter 3.3 --- Proof of main results --- p.59
Bibliography --- p.66

by Li Jingzhi.
Thesis (M.Phil.)--Chinese University of Hong Kong, 2006.
Includes bibliographical references (leaves 56-57).
Abstracts in English and Chinese.
Chapter 1 --- Introduction --- p.1
Chapter 1.1 --- Parameter identification problems --- p.1
Chapter 1.2 --- Overview of existing numerical methods --- p.2
Chapter 1.3 --- Outline of the thesis --- p.4
Chapter 2 --- General Framework --- p.6
Chapter 2.1 --- Abstract inverse problem --- p.6
Chapter 2.2 --- Abstract multilevel models --- p.7
Chapter 2.3 --- Abstract MMC algorithm --- p.9
Chapter 3 --- Dual Viewpoint and Convergence Condition --- p.15
Chapter 3.1 --- Dual viewpoint of nonlinear multigrid method --- p.15
Chapter 3.2 --- Convergence condition of MMC algorithm --- p.16
Chapter 4 --- Applications of MMC Algorithm for Parameter Identification in Elliptic and Parabolic Systems --- p.20
Chapter 4.1 --- Notations --- p.20
Chapter 4.2 --- Parameter identification in elliptic systems I --- p.21
Chapter 4.3 --- Parameter identification in elliptic systems II --- p.23
Chapter 4.4 --- Parameter identification in parabolic systems I --- p.24
Chapter 4.5 --- Parameter identification in parabolic systems II --- p.25
Chapter 5 --- Numerical Experiments --- p.27
Chapter 5.1 --- Test problems --- p.27
Chapter 5.2 --- Smoothing property of gradient methods --- p.28
Chapter 5.3 --- Numerical examples --- p.29
Chapter 6 --- Conclusion Remarks --- p.55
Bibliography --- p.56

A dissertation submitted to the Faculty of Science, University of the Witwatersrand, in fulfillment of the requirements for the degree of Master of Science, May 14, 2013.
In this dissertation, we investigate the parabolic mixed derivative diffusion equation modeling the viscous and viscoelastic effects in a non-Newtonian viscoelastic fluid. The model is analytically considered using Fourier and Laplace transformations. The main focus of the dissertation, however, is the implementation of the Peaceman-Rachford Alternating Direction Implicit method. The one-dimensional parabolic mixed derivative diffusion equation is extended to a two-dimensional analog. In order to do this, the two-dimensional analog is solved using a Crank-Nicholson method and implemented according to the Peaceman- Rachford ADI method. The behaviour of the solution of the viscoelastic fluid model is analysed by investigating the effects of inertia and diffusion as well as the viscous behaviour, subject to the viscosity and viscoelasticity parameters. The two-dimensional parabolic diffusion equation is then implemented with a high-order method to unveil more accurate solutions. An error analysis is executed to show the accuracy differences between the numerical solutions of the general ADI and high-order compact methods. Each of the methods implemented in this dissertation are investigated via the von-Neumann stability analysis to prove stability under certain conditions.

In this thesis, we consider four different stochastic partial differential equations. Firstly, we study stochastic Helmholtz equation driven by an additive white noise, in a bounded convex domain with smooth boundary of Rd (d = 2, 3). And then with the help of the perfectly matched layers technique, we also consider the stochastic scattering problem of Helmholtz type. The second part of this thesis is to investigate the time harmonic case for stochastic Maxwell's equations driven by an color noise in a simple medium, and then we expand the results to the stochastic Maxwell's equations in case of dispersive media in Rd (d = 2, 3). Thirdly, we study stochastic parabolic partial differential equation driven by space-time color noise, where the domain O is a bounded domain in R2 with boundary ∂O of class C2+alpha for 0 < alpha < 1/2. In the last part, we discuss the stochastic wave equation (SWE) driven by nonlinear noise in 1D case, where the noise 626x6t W(x, t) is the space-time mixed second-order derivative of the Brownian sheet.
Many physical and engineering phenomena are modeled by partial differential equations which often contain some levels of uncertainty. The advantage of modeling using so-called stochastic partial differential equations (SPDEs) is that SPDEs are able to more fully capture interesting phenomena; it also means that the corresponding numerical analysis of the model will require new tools to model the systems, produce the solutions, and analyze the information stored within the solutions.
One of the goals of this thesis is to derive error estimates for numerical solutions of the above four kinds SPDEs. The difficulty in the error analysis in finite element methods and general numerical approximations for a SPDE is the lack of regularity of its solution. To overcome such a difficulty, we follow the approach of [4] by first discretizing the noise and then applying standard finite element methods and discontinuous Galerkin methods to the stochastic Helmholtz equation and Maxwell equations with discretized noise; standard finite element method to the stochastic parabolic equation with discretized color noise; Galerkin method to the stochastic wave equation with discretized white noise, and we obtain error estimates are comparable to the error estimates of finite difference schemes.
We shall focus on some SPDEs where randomness only affects the right-hand sides of the equations. To solve the four types of SPDEs using, for example, the Monte Carlo method, one needs many solvers for the deterministic problem with multiple right-hand sides. We present several efficient deterministic solvers such as flexible CG method and block flexible GMRES method, which are absolutely essential in computing statistical quantities.
Zhang, Kai.
Adviser: Zou Jun.
Source: Dissertation Abstracts International, Volume: 70-06, Section: B, page: 3552.
Thesis (Ph.D.)--Chinese University of Hong Kong, 2008.
Includes bibliographical references (leaves 144-155).
Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Electronic reproduction. [Ann Arbor, MI] : ProQuest Information and Learning, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Abstracts in English and Chinese.
School code: 1307.

A three-dimensional, nonsymmetric, domain decomposition algorithm is developed. The algorithm is based upon the use of a lower dimensional problem as a correction to the preconditioned generalized conjugate residual method using the domain decomposition technique as the overall preconditioner. For the finite difference solution of elliptic and parabolic partial differential equations with symmetric and nonsymmetric rough coefficients, the method is both robust and efficient. Three problems, including a highly heterogeneous example, an example from the SPE/SIAM comparative solution project, and a nonsymmetric parabolic reservoir simulation example, are presented to validate the method. Several comparisons are made with other well-known preconditioners including incomplete LU and reduced system/incomplete LU factorizations. For the examples considered the domain decomposition technique was the most efficient in a nonparallel environment; in a parallel computational environment the algorithm was a factor of four faster than the other techniques. An analysis is made concerning both vector and parallel computational aspects of the domain decomposition of domains, subproblem tolerances, and subproblem preconditioners on the convergence rate and computational work for the algorithm. The convergence rate is shown to be only slightly dependent on the number of subdomains. The effect of subproblem tolerances on the method is also small. Reduced system ILU(0) had the best computational efficiency for use in subproblem solutions. Corrections using the lower dimensional problem, known as line corrections, is shown to be necessary for the rapid convergence of the method. Finally, the three dimensional domain decomposition algorithm was efficiently implemented in parallel computational environments using multitasking and microtasking on both the CRAY X/MP 48 and IBM 3090/400 parallel supercomputers.