Ce travail présente un développement et une analyse des approches numériques déterministes et probabilistes efficaces pour les équations aux dérivées partielles avec des coefficients et données aléatoires. On s'intéresse au problème d'écoulement stationnaire avec des données aléatoires. Une méthode de projection dans le cas unidimensionnel est présentée, permettant de calculer efficacement la moyenne de la solution. Nous utilisons la méthode de collocation anisotrope des grilles clairsemées. D'abord, un indicateur de l'erreur satisfaisant une borne supérieure de l'erreur est introduit, il permet de calculer les poids d'anisotropie de la méthode. Ensuite, nous démontrons une amélioration de l'erreur a priori de la méthode. Elle confirme l'efficacité de la méthode en comparaison avec Monte-Carlo et elle sera utilisée pour accélérer la méthode par l'extrapolation de Richardson. Nous présentons aussi une analyse numérique d'une méthode probabiliste pour quantifier la migration d'un contaminant dans un milieu aléatoire. Nous considérons le problème d'écoulement couplé avec l'équation d'advection-diffusion, où on s'intéresse à la moyenne de l'extension et de la dispersion du soluté. Le modèle d'écoulement est discrétisée par une méthode des éléments finis mixtes, la concentration du soluté est une densité d'une solution d'une équation différentielle stochastique, qui sera discrétisée par un schéma d'Euler. Enfin, on présente une formule explicite de la dispersion et des estimations de l'erreur a priori optimales. / This work presents a development and an analysis of an effective deterministic and probabilistic approaches for partial differential equation with random coefficients and data. We are interesting in the steady flow equation with stochastic input data. A projection method in the one-dimensional case is presented to compute efficiently the average of the solution. An anisotropic sparse grid collocation method is also used to solve the flow problem. First, we introduce an indicator of the error satisfying an upper bound of the error, it allows us to compute the anisotropy weights of the method. We demonstrate an improvement of the error estimation of the method which confirms the efficiency of the method compared with Monte Carlo and will be used to accelerate the method using the Richardson extrapolation technique. We also present a numerical analysis of one probabilistic method to quantify the migration of a contaminant in random media. We consider the previous flow problem coupled with the advection-diffusion equation, where we are interested in the computation of the mean extension and the mean dispersion of the solute. The flow model is discretized by a mixed finite elements method and the concentration of the solute is a density of a solution of the stochastic differential equation, this latter will be discretized by an Euler scheme. We also present an explicit formula of the dispersion and an optimal a priori error estimates.

Made available in DSpace on 2015-03-04T18:50:39Z (GMT). No. of bitstreams: 1 Apresentacao.pdf: 200775 bytes, checksum: 317576b779951158daadb5222c59a464 (MD5) Previous issue date: 2005-12-20 / Coordenacao de Aperfeicoamento de Pessoal de Nivel Superior / Several problems in physics and engineering are modeled by reaction-advection-diffusion (RAD) equations. However, when the diffusive terms are small compared with the other ones, these problems can become difficult to solve numerically. Besides, formulating the unsteady version of these models in a semi-discrete fashion, it can be interpreted that the overall diffusivity gets smaller as the time step decreases. To overcome these drawbacks, this thesis considers the development of Galerkin (or Petrov-Galerkin) finite element methods based on approximation spaces enriched by residual-free bubbles (RFB) or multiscale functions. Beginning with the unsteady reaction-diffusion problem, new methods using multiscale functions are presented which improve the solutions in the reaction-dominated regime and/or when small time steps are adopted. They also give rise to a general concept of stabilizing unsteady problems differently along the time. In the following, it is shown that switching RFB by suitable multiscale functions in the elements connected to the outflow boundaries of the domain increases the accuracy of the solutions in this region for RAD problems with advection. Next, this methodology is further studied for systems of RAD equations. In a final contribution, an extension of the RFB method is introduced for the shallow waters equations. All these methods are tested through benchmark problems and compared with stabilized methods presenting stable and accurate results. / A modelagem de vários problemas físicos e de engenharia envolve a solução de problemas de transporte do tipo reação-advecção-difusão (RAD), porém, estes podem tornar-se singularmente perturbados quando os termos difusivos são pequenos comparados aos demais. Além disso, ao adotar formulações semi-discretas em problemas transientes, observa-se que diminuir o passo de tempo tem um efeito de redução da componente difusiva. Para superar estas dificuldades, esta tese considera o desenvolvimento de métodos de elementos finitos de Galerkin (ou Petrov-Galerkin) baseados em espaços de aproximação enriquecidos por funções bolhas livres do resíduo (RFB) ou funções multiescala. Começando pelo problema de reação-difusão transiente, novos métodos utilizando funções multiescala são apresentados, os quais melhoram as soluções no regime reativo-dominante e/ou quando pequenos passos de tempo são adotados. Com estes métodos, discute-se também o conceito de estabilização variável ao longo do tempo para problemas transientes. Na seqüência, verifica-se que utilizar funções multiescala nos elementos conectados às fronteiras de saída de fluxo do domínio e RFB nos demais elementos aumenta a precisão das soluções nesta região em problemas de RAD com advecção dominante. A seguir, esta metodologia é estudada para sistemas de RAD. Como contribuição final, estende-se o método RFB para o modelo de águas rasas. Todos estes métodos são submetidos a testes de robustez e comparados com métodos estabilizados, apresentando resultados estáveis e precisos.

Liquid film flow is an important flow type in many applications of process engineering. For supporting experiments, theoretical and numerical investigations are required. The present state of the art is to model the liquid film flow with Navier--Stokes-based methods, whereas the lattice Boltzmann method is employed here. The final model has been developed within this treatise by means of a two-phase flow and a heat transfer model, and boundary and initial conditions. All these sub-models have been applied to simple test cases. It could be found that the two-phase model is capable of solving flow phenomena with a large density ratio which has been shown impressively in conjunction with wall boundary conditions. The heat transfer model was tested against spectral method results with a transient non-uniform flow field. It was possible to find optimal parameters for computation. The final model has been applied to steady-state film flow, and showed very good agreement to OpenFOAM simulations. Tests with transient film flow demonstrated that the model is also able to predict these flow phenomena. / Flüssigkeitsfilmströmungen kommen in vielen verfahrenstechnischen Prozessen zum Einsatz. Zur Unterstützung von Experimenten sind theoretische und numerische Untersuchungen nötig. Stand der Technik ist es, Navier--Stokes-basierte Modelle zu verwenden, wohingegen hier die Lattice-Boltzmann-Methode verwendet wird. Das finale Modell wurde unter Verwendung eines Zweiphasen- und eines Wärmeübertragungsmodell entwickelt und geeignete Rand- und Anfangsbedingungen formuliert. Alle Untermodelle wurden anhand einfacher Testfälle überprüft. Es konnte herausgefunden werden, dass das Zweiphasenmodell Strömungen großer Dichteunterschiede rechnen kann, was eindrucksvoll im Zusammenhang mit Wandrandbedingungen gezeigt wurde. Das Wärmeübertragungsmodell wurde gegen eine Spektrallösung anhand eines transienten und nichtuniformen Strömungsproblemes getestet. Stationäre Filmströmungen zeigten sehr gute Übereinstimmungen mit OpenFOAM-Lösungen und instationäre Berechungen bewiesen, dass das Model auch solche Strömungen abbilden kann.

A equação de advecção-dispersão possui grande importância na engenharia e nas ciências aplicadas. No entanto, como é bem conhecido, a obtenção de uma solução numérica apropriada para essa equação é um problema desafiador tanto para engenheiros como para matemáticos, físicos e outros profissionais que trabalham com a modelagem de fenômenos associados a ela. Muitos métodos numéricos desenvolvidos podem apresentar uma série de inconvenientes, tais como oscilações, dispersão e/ou dissipação numérica e instabilidade, além de serem inapropriados para determinadas condições de contorno. O presente trabalho apresenta e analisa a metodologia DFLD-exp, uma nova abordagem para a obtenção de soluções semi-analíticas da equação de advecção-dispersão, a qual utiliza um tipo particular de diferenças finitas para a discretização espacial juntamente com técnicas de exponencial de matrizes para a resolução temporal. Uma cuidadosa análise numérica mostra que a metodologia resultante é não-oscilatória, essencialmente não-dispersiva e não-dissipativa, e incondicionalmente estável. Resoluções de vários exemplos numéricos, através de um código desenvolvido em linguagem MATLAB, confirmam os resultados teóricos. / The advection-dispersion equation has been very important in engineering and the applied sciences. However, the obtainment of an appropriate numerical solution to that equation has been challenging problem to engineers, mathematicians, physicians and others that work in the modeling of phenomena associate to advection-dispersion equation. Many developed numerical methods may produce a succession of mistakes, just as oscillations, numerical dispersion and/or dissipation, instability and those methods also may be inappropriate to determined boundary conditions. The present work shows and analyses the DFLD-exp methodology, a new way to obtain semi-analytic solutions to advection-dispersion equation, that make use of a particular form of finite differencing to the spatial discretization with techniques of matrix exponential to the time solving. A detailed numerical analysis shows the methodology is non-oscillatory, essentially non-dispersive and non-dissipative, and unconditionally stable. Resolutions of any numerical examples, by a computational code developed in MATLAB language, confirm the theoretical results.

[pt] Esta tese propõe um método meshfree adaptativo de advecção para problemas de fluxo bifásico de fluidos incompressíveis e imiscíveis em meios porosos heterogêneos tridimensionais. Este método se baseia principalmente na combinação do método Semi-Lagrangeano adaptativo com interpolação local meshfree usando splines poliharmônicas como funções de base radial. O método proposto é uma melhoria e uma extensão do método adaptativo meshfree AMMoC proposto por Iske e Kaser (2005) para modelagem 2D de reservatórios de petróleo. Inicialmente este trabalho propõe um modelo em duas dimensões, contribuindo com uma melhoria significativa no cálculo do Laplaciano, utilizando os métodos meshfree de Hermite e Kansa. Depois, o método é ampliado para três dimensões (3D) e para um meio poroso heterogêneo. O método proposto é testado com o problema de five spot e os resultados são comparados com os obtidos por sistemas bem conhecidos na indústria de petróleo. / [en] This thesis proposes an adaptive meshfree advection method for two-phase flow problems of incompressible and immiscible fluids through three-dimensional heterogeneous porous media. This method is based mainly on a combination of adaptive semi-Lagrangian method with local meshfree interpolation using polyharmonic splines as radial basis functions. The proposed method is an improvement and extension of the adaptive meshfree advection scheme AMMoC proposed by Iske and Kaser (2005) for 2D oil reservoir modeling. Initially this work proposes a model in two dimensions, contributing to a significant improvement in the calculation of the Laplacian, using the meshfree methods of Hermite and Kansa. Then, the method is extended to three dimensions (3D) and a heterogeneous porous medium. The proposed method is tested with the five spot problem and the results are compared with those obtained by well-known systems in the oil industry.

A equação de advecção-dispersão possui grande importância na engenharia e nas ciências aplicadas. No entanto, como é bem conhecido, a obtenção de uma solução numérica apropriada para essa equação é um problema desafiador tanto para engenheiros como para matemáticos, físicos e outros profissionais que trabalham com a modelagem de fenômenos associados a ela. Muitos métodos numéricos desenvolvidos podem apresentar uma série de inconvenientes, tais como oscilações, dispersão e/ou dissipação numérica e instabilidade, além de serem inapropriados para determinadas condições de contorno. O presente trabalho apresenta e analisa a metodologia DFLD-exp, uma nova abordagem para a obtenção de soluções semi-analíticas da equação de advecção-dispersão, a qual utiliza um tipo particular de diferenças finitas para a discretização espacial juntamente com técnicas de exponencial de matrizes para a resolução temporal. Uma cuidadosa análise numérica mostra que a metodologia resultante é não-oscilatória, essencialmente não-dispersiva e não-dissipativa, e incondicionalmente estável. Resoluções de vários exemplos numéricos, através de um código desenvolvido em linguagem MATLAB, confirmam os resultados teóricos. / The advection-dispersion equation has been very important in engineering and the applied sciences. However, the obtainment of an appropriate numerical solution to that equation has been challenging problem to engineers, mathematicians, physicians and others that work in the modeling of phenomena associate to advection-dispersion equation. Many developed numerical methods may produce a succession of mistakes, just as oscillations, numerical dispersion and/or dissipation, instability and those methods also may be inappropriate to determined boundary conditions. The present work shows and analyses the DFLD-exp methodology, a new way to obtain semi-analytic solutions to advection-dispersion equation, that make use of a particular form of finite differencing to the spatial discretization with techniques of matrix exponential to the time solving. A detailed numerical analysis shows the methodology is non-oscillatory, essentially non-dispersive and non-dissipative, and unconditionally stable. Resolutions of any numerical examples, by a computational code developed in MATLAB language, confirm the theoretical results.

Cette thèse présente la construction de schémas distribuant le résidu (RD) d'ordre très élevés, pour la discrétisation d'équations d'advection-diffusion multidimensionnelles et stationnaires sur maillages non structurés. Des schémas linéaires ainsi que des schémas non linéaires sont considérés. Une approximation de la solution polynomiale par morceaux et continue sur chaque élément est adoptée, de plus une procédure de reconstruction du gradient que celle de la solution numérique est utilisée afin d'avoir une représentation continue de la solution numérique et de son gradient. Il est montré que le gradient doit être reconstruit avec la même précision de la solution, sans quoi la précision formel du schéma numérique est perdue dans les cas où les effets de diffusion prévalent sur les effets d'advection, et aussi quand l'advection et la diffusion sont également importants. Ensuite, la méthode est étendue à des systèmes d'équations, en particulier aux équations de Navier-Stokes et aux équations RANS. La précision, l'efficacité et la robustesse du solveur RD implicite sont démontrées sur plusieurs cas tests. / The construction of compact high-order Residual Distribution schemes for the discretizationof steady multidimensional advection-diffusion problems on unstructuredgrids is presented. Linear and non-linear scheme are considered. A piecewise continuouspolynomial approximation of the solution is adopted and a gradient reconstructionprocedure is used in order to have a continuous representation of both thenumerical solution and its gradient. It is shown that the gradient must be reconstructedwith the same accuracy of the solution, otherwise the formal accuracy ofthe numerical scheme is lost in applications in which diffusive effects prevail overthe advective ones, and when advection and diffusion are equally important. Thenthe method is extended to systems of equations, with particular emphasis on theNavier-Stokes and RANS equations. The accuracy, efficiency, and robustness of theimplicit RD solver is demonstrated using a variety of challenging aerodynamic testproblems.

Les terres agricoles ont été durablement contaminées à la fois par les pesticides mis à la disposition des agriculteurs pour lutter contre les charançons et autres insectes nuisibles, et par les engrais azotées pour augmenter la productivité chez les plantes.Des recherches récentes concernent des cultures alternatives écologiques utilisant les plantes de service qui fournissent les nutriments aux plantes principales. Ce travail de thèse s'inscrit dans cette perspective, d'un point de vue modélisation.L'accent est mis sur la résolution de problèmes de contrôle du phénomène d'absorption de nutriments, par les racines dans la rhizosphère (partie proche des racines), en considérant les deux cas de sols : sol sain et sol pollué.Ces phénomènes d'absorption sont modélisés par des systèmes d'advection-diffusion de type Nye-Tinker-Barber (NTB). La concentration de nutriments absorbée, solution du problème, est une fonction du temps et de l'espace.On étudie l'existence de solution du système NTB dans les deux cas où la fonction d'absorption de nutriments à la frontière (surface de la racine) appelée fonction de Michealis-Menten, est linéaire et/ou non linéaire, à l’aide des outils d’analyse fonctionnelle. On étudie ensuite les problèmes de contrôle optimal associés au système NTB, en considérant les deux cas linéaire et non linéaire, en application pour les deux cas d’absorption de nutriments en sol non pollué puis en sol pollué. Pour le premier cas, on utilise les techniques classiques de recherche d'un contrôle pour les systèmes distribués, tandis que, pour le second cas, on fait appel aux notions de contrôle sans regret et contrôle à moindres regrets de J.-L. Lions. Les contrôles obtenus pour les différents problèmes sont caractérisés chacun par un système d'optimalité (SO) cas sans pollution, et système d’optimalité singulier (SOS) dans le cas avec pollution.= / Agriculture soils were highly contaminated for a long time by pesticides which were widely used by producers to fight against weevils. Soils where also contaminated by the use of fertilizers to increase the plant development. An ecological alternative using service plants is encouraged following recent research. The aim of this work is to give a mathematical and a modelling point of view as we study the mecha- nisms of nutrient transfer to plants using the mathematical analysis and optimal control theories. The two cases of polluted and non-polluted soils are considered. The nutrient transfer and uptake processes are modeled by an advection-diffusion system derived from the Nye-Tinker-Barber (NTB) model. The absorbed nutrient concentration represented by the Michaelis-Mention function at the root surface of the principal plant, depends on time and space. We study the existence of a solution for the linear and nonlinear NTB systems, then we characterize the opti- mal control which corresponds to the added nutrients from the service plant. For the pollution case, we use the concept of low-regret and no-regret control of J.-L. Lions.

This thesis deals with simulation and rendering of fluid based volumetric effects, especially effect of fire and smoke. Computations are accelerated on graphics card using modern graphics API with motivation to achieve realistic visual results as well as physically correct calculations. Implemented volumetric effects are distributed as dynamic library which allows addition of these effects to existing applications.

Liquid film flow is an important flow type in many applications of process engineering. For supporting experiments, theoretical and numerical investigations are required. The present state of the art is to model the liquid film flow with Navier--Stokes-based methods, whereas the lattice Boltzmann method is employed here. The final model has been developed within this treatise by means of a two-phase flow and a heat transfer model, and boundary and initial conditions. All these sub-models have been applied to simple test cases. It could be found that the two-phase model is capable of solving flow phenomena with a large density ratio which has been shown impressively in conjunction with wall boundary conditions. The heat transfer model was tested against spectral method results with a transient non-uniform flow field. It was possible to find optimal parameters for computation. The final model has been applied to steady-state film flow, and showed very good agreement to OpenFOAM simulations. Tests with transient film flow demonstrated that the model is also able to predict these flow phenomena. / Flüssigkeitsfilmströmungen kommen in vielen verfahrenstechnischen Prozessen zum Einsatz. Zur Unterstützung von Experimenten sind theoretische und numerische Untersuchungen nötig. Stand der Technik ist es, Navier--Stokes-basierte Modelle zu verwenden, wohingegen hier die Lattice-Boltzmann-Methode verwendet wird. Das finale Modell wurde unter Verwendung eines Zweiphasen- und eines Wärmeübertragungsmodell entwickelt und geeignete Rand- und Anfangsbedingungen formuliert. Alle Untermodelle wurden anhand einfacher Testfälle überprüft. Es konnte herausgefunden werden, dass das Zweiphasenmodell Strömungen großer Dichteunterschiede rechnen kann, was eindrucksvoll im Zusammenhang mit Wandrandbedingungen gezeigt wurde. Das Wärmeübertragungsmodell wurde gegen eine Spektrallösung anhand eines transienten und nichtuniformen Strömungsproblemes getestet. Stationäre Filmströmungen zeigten sehr gute Übereinstimmungen mit OpenFOAM-Lösungen und instationäre Berechungen bewiesen, dass das Model auch solche Strömungen abbilden kann.