La caractérisation d’objets enfouis à partir de mesures d’ondes diffractées est un problème présent dans de nombreuses applications comme l’exploration géophysique, le contrôle non-destructif, l’imagerie médicale, etc. Elle peut être obtenue numériquement par la résolution d’un problème inverse. Néanmoins, c’est un problème non linéaire et mal posé, ce qui rend la tâche difficile. Une reconstruction précise nécessite un choix judicieux de plusieurs paramètres très différents, dépendant des données de la méthode numérique d’optimisation choisie.La contribution principale de cette thèse est une étude de la reconstruction complète d’obstacles élastiques immergés à partir de mesures du champ lointain diffracté. Les paramètres à reconstruire sont la frontière, les coefficients de Lamé, la densité et la position de l’obstacle. On établit tout d’abord des résultats d’existence et d’unicité pour un problème aux limites généralisé englobant le problème direct d’élasto-acoustique. On analyse la sensibilité du champ diffracté par rapport aux différents paramètres du solide, ce qui nous conduit à caractériser les dérivées partielles de Fréchet comme des solutions du problème direct avec des seconds membres modifiés. Les dérivées sont calculées numériquement grâce à la méthode de Galerkine discontinue avec pénalité intérieure et le code est validé par des comparaisons avec des solutions analytiques. Ensuite, deux méthodologies sont introduites pour résoudre le problème inverse. Toutes deux reposent sur une méthode itérative de type Newton généralisée et la première consiste à retrouver les paramètres de nature différente indépendamment, alors que la seconde reconstruit tous les paramètre en même temps. À cause du comportement différent des paramètres, on réalise des tests de sensibilité pour évaluer l’influence de ces paramètres sur les mesures. On conclut que les paramètres matériels ont une influence plus faible sur les mesures que les paramètres de forme et, ainsi, qu’une stratégie efficace pour retrouver des paramètres de nature distincte doit prendre en compte ces différents niveaux de sensibilité. On a effectué de nombreuses expériences à différents niveaux de bruit, avec des données partielles ou complètes pour retrouver certains paramètres, par exemple les coefficients de Lamé et les paramètres de forme, la densité, les paramètres de forme et la localisation. Cet ensemble de tests contribue à la mise en place d’une stratégie pour la reconstruction complète des conditions plus proches de la réalité. Dans la dernière partie de la thèse, on étend ces résultats à des matériaux plus complexes, en particulier élastiques anisotropes. / The characterization of hidden objects from scattered wave measurements arises in many applications such as geophysical exploration, non destructive testing, medical imaging, etc. It can be achieved numerically by solving an Inverse Problem. However, this is a nonlinear and ill-posed problem, thus a difficult task. A successful reconstruction requires careful selection of very different parameters depending on the data and the chosen optimization numerical method.The main contribution of this thesis is an investigation of the full reconstruction of immersed elastic scatterers from far-field pattern measurements. The sought-after parameters are the boundary, the Lamé coefficients, the density and the location of the obstacle. First, existence and uniqueness results of a generalized Boundary Value Problem including the direct elasto-acoustic problem are established. The sensitivity of the scattered field with respect to the different parametersdescribing the solid is analyzed and we end up with the characterization of the corresponding partial Fréchet derivatives as solutions to the direct problem with modified right-hand sides. These Fréchet derivatives are computed numerically thanks to the Interior Penalty Discontinuous Galerkin method and the code is validated thanks to comparison with analytical solutions. Then, two solution methodologies are introduced for solving the inverse problem. Both are based on an iterative regularized Newton-type methodology and the first one consists in retrieving the parameters of different nature independently, while the second one reconstructs all parameters together. Due to the different behavior of the parameters, sensitivity tests are performed to assess the impact of the parameters on the measurements. We conclude that material parameters have a weaker influence on the measurements than shape parameters, and therefore, a successful strategy to retrieve parameters of distinct nature should take into account these different levels of sensitivity. Various experiments at different noise levels and with full or limited aperture data are carried out to retrieve some of the physical properties, e.g. Lamé coefficients with shape parameters, density with shape parameters a, density, shape and location. This set of tests contributes to a final strategy for the full reconstruction and in more realistic conditions. In the final part of the thesis, we extend the results to more complex material parameters, in particular anisotropic elastic.

We present three new stabilized finite element (FE) based Petrov-Galerkin methods for the convection-diffusionreaction (CDR), the Helmholtz and the Stokes problems, respectively. The work embarks upon a priori analysis of a consistency recovery procedure for some stabilization methods belonging to the Petrov- Galerkin framework. It was ound that the use of some standard practices (e.g. M-Matrices theory) for the design of essentially non-oscillatory numerical methods is not appropriate when consistency recovery methods are employed. Hence, with respect to convective stabilization, such recovery methods are not preferred. Next, we present the design of a high-resolution Petrov-Galerkin (HRPG) method for the CDR problem. The structure of the method in 1 D is identical to the consistent approximate upwind (CAU) Petrov-Galerkin method [doi: 10.1016/0045-7825(88)90108-9] except for the definitions of he stabilization parameters. Such a structure may also be attained via the Finite Calculus (FIC) procedure [doi: 10.1 016/S0045-7825(97)00119-9] by an appropriate definition of the characteristic length. The prefix high-resolution is used here in the sense popularized by Harten, i.e. second order accuracy for smooth/regular regimes and good shock-capturing in non-regular re9jmes. The design procedure in 1 D embarks on the problem of circumventing the Gibbs phenomenon observed in L projections. Next, we study the conditions on the stabilization parameters to ircumvent the global oscillations due to the convective term. A conjuncture of the two results is made to deal with the problem at hand that is usually plagued by Gibbs, global and dispersive oscillations in the numerical solution. A multi dimensional extension of the HRPG method using multi-linear block finite elements is also presented. Next, we propose a higher-order compact scheme (involving two parameters) on structured meshes for the Helmholtz equation. Making the parameters equal, we recover the alpha-interpolation of the Galerkin finite element method (FEM) and the classical central finite difference method. In 1 D this scheme is identical to the alpha-interpolation method [doi: 10.1 016/0771 -050X(82)90002-X] and in 2D choosing the value 0.5 for both the parameters, we recover he generalized fourth-order compact Pade approximation [doi: 10.1 006/jcph.1995.1134, doi: 10.1016/S0045- 7825(98)00023-1] (therein using the parameter V = 2). We follow [doi: 10.1 016/0045-7825(95)00890-X] for the analysis of this scheme and its performance on square meshes is compared with that of the quasi-stabilized FEM [doi: 10.1016/0045-7825(95)00890-X]. Generic expressions for the parameters are given that guarantees a dispersion accuracy of sixth-order should the parameters be distinct and fourth-order should they be equal. In the later case, an expression for the parameter is given that minimizes the maximum relative phase error in 2D. A Petrov-Galerkin ormulation that yields the aforesaid scheme on structured meshes is also presented. Convergence studies of the error in the L2 norm, the H1 semi-norm and the I ~ Euclidean norm is done and the pollution effect is found to be small. / Presentamos tres nuevos metodos estabilizados de tipo Petrov- Galerkin basado en elementos finitos (FE) para los problemas de convecci6n-difusi6n- reacci6n (CDR), de Helmholtz y de Stokes, respectivamente. El trabajo comienza con un analisis a priori de un metodo de recuperaci6n de la consistencia de algunos metodos de estabilizaci6n que pertenecen al marco de Petrov-Galerkin. Hallamos que el uso de algunas de las practicas estandar (por ejemplo, la eoria de Matriz-M) para el diserio de metodos numericos esencialmente no oscilatorios no es apropiado cuando utilizamos los metodos de recu eraci6n de la consistencia. Por 10 tanto, con res ecto a la estabilizaci6n de conveccion, no preferimos tales metodos de recuperacion . A continuacion, presentamos el diser'io de un metodo de Petrov-Galerkin de alta-resolucion (HRPG) para el problema CDR. La estructura del metodo en 10 es identico al metodo CAU [doi: 10.1016/0045-7825(88)90108-9] excepto en la definicion de los parametros de estabilizacion. Esta estructura tambien se puede obtener a traves de la formulacion del calculo finito (FIC) [doi: 10.1 016/S0045- 7825(97)00119-9] usando una definicion adecuada de la longitud caracteristica. El prefijo de "alta-resolucion" se utiliza aqui en el sentido popularizado por Harten, es decir, tener una solucion con una precision de segundo orden en los regimenes suaves y ser esencialmente no oscilatoria en los regimenes no regulares. El diser'io en 10 se embarca en el problema de eludir el fenomeno de Gibbs observado en las proyecciones de tipo L2. A continuacion, estudiamos las condiciones de los parametros de estabilizacion para evitar las oscilaciones globales debido al ermino convectivo. Combinamos los dos resultados (una conjetura) para tratar el problema COR, cuya solucion numerica sufre de oscilaciones numericas del tipo global, Gibbs y dispersiva. Tambien presentamos una extension multidimensional del metodo HRPG utilizando los elementos finitos multi-lineales. fa. continuacion, proponemos un esquema compacto de orden superior (que incluye dos parametros) en mallas estructuradas para la ecuacion de Helmholtz. Haciendo igual ambos parametros, se recupera la interpolacion lineal del metodo de elementos finitos (FEM) de tipo Galerkin y el clasico metodo de diferencias finitas centradas. En 10 este esquema es identico al metodo AIM [doi: 10.1 016/0771 -050X(82)90002-X] y en 20 eligiendo el valor de 0,5 para ambos parametros, se recupera el esquema compacto de cuarto orden de Pade generalizada en [doi: 10.1 006/jcph.1 995.1134, doi: 10.1 016/S0045-7825(98)00023-1] (con el parametro V = 2). Seguimos [doi: 10.1 016/0045-7825(95)00890-X] para el analisis de este esquema y comparamos su rendimiento en las mallas uniformes con el de "FEM cuasi-estabilizado" (QSFEM) [doi: 10.1016/0045-7825 (95) 00890-X]. Presentamos expresiones genericas de los para metros que garantiza una precision dispersiva de sexto orden si ambos parametros son distintos y de cuarto orden en caso de ser iguales. En este ultimo caso, presentamos la expresion del parametro que minimiza el error maxima de fase relativa en 20. Tambien proponemos una formulacion de tipo Petrov-Galerkin ~ue recupera los esquemas antes mencionados en mallas estructuradas. Presentamos estudios de convergencia del error en la norma de tipo L2, la semi-norma de tipo H1 y la norma Euclidiana tipo I~ y mostramos que la perdida de estabilidad del operador de Helmholtz ("pollution effect") es incluso pequer'ia para grandes numeros de onda. Por ultimo, presentamos una coleccion de metodos FE estabilizado para el problema de Stokes desarrollados a raves del metodo FIC de primer orden y de segundo orden. Mostramos que varios metodos FE de estabilizacion existentes y conocidos como el metodo de penalizacion, el metodo de Galerkin de minimos cuadrados (GLS) [doi: 10.1016/0045-7825(86)90025-3], el metodo PGP (estabilizado a traves de la proyeccion del gradiente de presion) [doi: 10.1 016/S0045-7825(96)01154-1] Y el metodo OSS (estabilizado a traves de las sub-escalas ortogonales) [doi: 10.1016/S0045-7825(00)00254-1] se recuperan del marco general de FIC. Oesarrollamos una nueva familia de metodos FE, en adelante denominado como PLS (estabilizado a traves del Laplaciano de presion) con las formas no lineales y consistentes de los parametros de estabilizacion. Una caracteristica distintiva de la familia de los metodos PLS es que son no lineales y basados en el residuo, es decir, los terminos de estabilizacion dependera de los residuos discretos del momento y/o las ecuaciones de incompresibilidad. Oiscutimos las ventajas y desventajas de estas tecnicas de estabilizaci6n y presentamos varios ejemplos de aplicacion

This thesis is concerned with motion planning for the classical two-phase Stefan problem in level set formulation. The interface separating the fluid phases from the solid phases is represented as the zero level set of a continuous function whose evolution is described by the level set equation. Heat conduction in the two phases is modeled by the heat equation. A quadratic tracking-type cost functional that incorporates temperature tracking terms and a control cost term that expresses the desire to have the interface follow a prescribed trajectory by adjusting the heat flux through part of the boundary of the computational domain. The formal Lagrange approach is used to establish a first-order optimality system by applying shape calculus tools. For the numerical solution, the level set equation and its adjoint are discretized in space by discontinuous Galerkin methods that are combined with suitable explicit Runge-Kutta time stepping schemes, while the temperature and its adjoint are approximated in space by the extended finite element method (which accounts for the weak discontinuity of the temperature by a dynamic local modification of the underlying finite element spaces) combined with the implicit Euler method for the temporal discretization. The curvature of the interface which arises in the adjoint system is discretized by a finite element method as well. The projected gradient method, and, in the absence of control constraints, the limited memory BFGS method are used to solve the arising optimization problems. Several numerical examples highlight the potential of the proposed optimal control approach. In particular, they show that it inherits the geometric flexibility of the level set method. Thus, in addition to unidirectional solidification, closed interfaces and changes of topology can be tracked. Finally, the Moreau-Yosida regularization is applied to transform a state constraint on the position of the interface into a penalty term that is added to the cost functional. The optimality conditions for this penalized optimal control problem and its numerical solution are discussed. An example confirms the efficacy of the state constraint. / Die vorliegende Arbeit beschäftigt sich mit einem Optimalsteuerungsproblem für das klassische Stefan-Problem in zwei Phasen. Die Phasengrenze wird als Niveaulinie einer stetigen Funktion modelliert, was die Lösung der so genannten Level-Set-Gleichung erfordert. Durch Anpassen des Wärmeflusses am Rand des betrachteten Gebiets soll ein gewünschter Verlauf der Phasengrenze angesteuert werden. Zusammen mit dem Wunsch, ein vorgegebenes Temperaturprofil zu approximieren, wird dieses Ziel in einem quadratischen Zielfunktional formuliert. Die notwendigen Optimalitätsbedingungen erster Ordnung werden formal mit Hilfe der entsprechenden Lagrange-Funktion und unter Benutzung von Techniken aus der Formoptimierung hergeleitet. Für die numerische Lösung müssen die auftretenden partiellen Differentialgleichungen diskretisiert werden. Dies geschieht im Falle der Level-Set-Gleichung und ihrer Adjungierten auf Basis von unstetigen Galerkin-Verfahren und expliziten Runge-Kutta-Methoden. Die Wärmeleitungsgleichung und die entsprechende Gleichung im adjungierten System werden mit einer erweiterten Finite-Elemente-Methode im Ort sowie dem impliziten Euler-Verfahren in der Zeit diskretisiert. Dieser Zugang umgeht die aufwändige Adaption des Gitters, die normalerweise bei der FE-Diskretisierung von Phasenübergangsproblemen unvermeidbar ist. Auch die Krümmung der Phasengrenze wird numerisch mit Hilfe der Methode der finiten Elemente angenähert. Zur Lösung der auftretenden Optimierungsprobleme werden ein Gradienten-Projektionsverfahren und, im Fall dass keine Kontrollschranken vorliegen, die BFGS-Methode mit beschränktem Speicherbedarf eingesetzt. Numerische Beispiele beleuchten die Stärken des vorgeschlagenen Zugangs. Es stellt sich insbesondere heraus, dass sich die geometrische Flexibilität der Level-Set-Methode auf den vorgeschlagenen Zugang zur optimalen Steuerung vererbt. Zusätzlich zur gerichteten Bewegung einer flachen Phasengrenze können somit auch geschlossene Phasengrenzen sowie topologische Veränderungen angesteuert werden. Exemplarisch, und zwar an Hand einer Beschränkung an die Lage der Phasengrenze, wird auch noch die Behandlung von Zustandsbeschränkungen mittels der Moreau-Yosida-Regularisierung diskutiert. Ein numerisches Beispiel demonstriert die Wirkung der Zustandsbeschränkung.

Title: Fluid-structure interaction of compressible flow Author: RNDr. Jaroslava Hasnedlová Department: Department of Numerical Mathematics, Institute of Applied Mathematics Supervisors: Prof. RNDr. Miloslav Feistauer, DrSc., Dr. h. c., Prof. Dr. Dr. h. c. Rolf Rannacher Supervisors' e-mail addresses: feist@karlin.mff.cuni.cz, rannacher@iwr.uni-heidelberg.de Abstract: The presented work is split into two parts. The first part is devoted to the theory of the discontinuous Galerkin finite element (DGFE) method for the space-time discretization of a nonstationary convection-diffusion initial-boundary value problem with nonlinear convection and linear diffusion. The DGFE method is applied sep- arately in space and time using, in general, different space grids on different time levels and different polynomial degrees p and q in space and time discretization. The main result is the proof of error estimates in L2 (L2 )-norm and in DG-norm formed by the L2 (H1 )-seminorm and penalty terms. The second part of the thesis deals with the realization of fluid-structure interaction problem of the compressible viscous flow with the elastic structure. The time-dependence of the domain occupied by the fluid is treated by the ALE (Arbitrary Lagrangian-Eulerian) method, when the compress- ible Navier-Stokes equations are formulated in...

Beaucoup de méthodes numériques ont été développées pour résoudre l'équation de Vlasov, car obtenir des simulations numériques précises en un temps raisonnable pour cette équation est un véritable défi. Cette équation décrit en effet l'évolution de la fonction de distribution de particules (électrons/ions) qui dépend de 3 variables d'espace, 3 variables de vitesse et du temps. L'idée principale de cette thèse est de réécrire l'équation de Vlasov sous forme d'un système hyperbolique par semi-discrétisation en vitesse. Cette semi-discrétisation est effectuée par méthode d'éléments finis. Le modèle ainsi obtenu est appelé équation de Vlasov réduite. Nous proposons différentes méthodes numériques pour résoudre efficacement ce modèle: méthodes des volumes finis, méthodes semi-Lagrangiennes et méthodes Galerkin discontinus. / Many numerical methods have been developed in order to selve the Vlasov equation, because computing precise simulations in a reasonable time is a real challenge. This equation describes the time evolution of the distribution function of charged particles (electrons/ions), which depends on 3 variables in space, 3 in velocity and time. The main idea of this thesis is to rewrite the Vlasov equation in the form of a hyperbolic system using a semi-discretization of the velocity. This semi-discretization is achieved using the finite element method. The resulting model is called the reduced Vlasov equation. We propose different numerical methods to salve this new model efficiently: finite volume methods, semi-Lagrangian methods and discontinuous Galerkin methods.

Problems governed by partial differential equations (PDEs) in deformable domains, t Rd; d = 2; 3; are of fundamental importance in science and engineering. They are of particular relevance in the design of many engineering systems e.g., aircrafts and bridges as well as to the analysis of several biological phenomena e.g., blood ow in arteries. However, developing numerical scheme for such problems is still very challenging even when the deformation of the boundary of domain is prescribed a priori. Possibility of excessive mesh distortion is one of the major challenge when solving such problems with numerical methods using boundary tted meshes. The arbitrary Lagrangian- Eulerian (ALE) approach is a way to overcome this difficulty. Numerical simulations of convection-dominated problems have for long been the subject to many researchers. Galerkin formulations, which yield the best approximations for differential equations with high diffusivity, tend to induce spurious oscillations in the numerical solution of convection dominated equations. Though such spurious oscillations can be avoided by adaptive meshing, which is computationally very expensive on ne grids. Alternatively, stabilization methods can be used to suppress the spurious oscillations. In this work, the considered equation is designed within the framework of ALE formulation. In the first part, Streamline Upwind Petrov-Galerkin (SUPG) finite element method with conservative ALE formulation is proposed. Further, the first order backward Euler and the second order Crank-Nicolson methods are used for the temporal discretization. It is shown that the stability of the semi-discrete (continuous in time) ALE-SUPG equation is independent of the mesh velocity, whereas the stability of the fully discrete problem is unconditionally stable for implicit Euler method and is only conditionally stable for Crank-Nicolson time discretization. Numerical results are presented to support the stability estimates and to show the influence of the SUPG stabilization parameter in a time-dependent domain. In the second part of this work, SUPG stabilization method with non-conservative ALE formulation is proposed. The implicit Euler, Crank-Nicolson and backward difference methods are used for the temporal discretization. At the discrete level in time, the ALE map influences the stability of the corresponding discrete scheme with different time discretizations, and it leads to schemes where conservative and non-conservative formulations are no longer equivalent. The stability of the fully discrete scheme, irrespective of the temporal discretization, is only conditionally stable. It is observed from numerical results that the Crank-Nicolson scheme induces high oscillations in the numerical solution compare to the implicit Euler and the backward difference time discretiza-tions. Moreover, the backward difference scheme is more sensitive to the stabilization parameter k than the other time discretizations. Further, the difference between the solutions obtained with the conservative and non-conservative ALE forms is significant when the deformation of domain is large, whereas it is negligible in domains with small deformation. Finally, the local projection stabilization (LPS) and the higher order dG time stepping scheme are studied for convection dominated problems. The analysis is based on the quadrature formula for approximating the integrals in time. We considered the exact integration in time, which is impractical to implement and the Radau quadrature in time, which can be used in practice. The stability and error estimates are shown for the mathematical basis of considered numerical scheme with both time integration methods. The numerical analysis reveals that the proposed stabilized scheme with exact integration in time is unconditionally stable, whereas Radau quadrature in time is conditionally stable with time-step restriction depending on the ALE map. The theoretical estimates are illustrated with appropriate numerical examples with distinct features. The second order dG(1) time discretization is unconditionally stable while Crank-Nicolson gives the conditional stable estimates only. The convergence order for dG(1) is two which supports the error estimate.

This thesis is concerned with motion planning for the classical two-phase Stefan problem in level set formulation. The interface separating the fluid phases from the solid phases is represented as the zero level set of a continuous function whose evolution is described by the level set equation. Heat conduction in the two phases is modeled by the heat equation. A quadratic tracking-type cost functional that incorporates temperature tracking terms and a control cost term that expresses the desire to have the interface follow a prescribed trajectory by adjusting the heat flux through part of the boundary of the computational domain. The formal Lagrange approach is used to establish a first-order optimality system by applying shape calculus tools. For the numerical solution, the level set equation and its adjoint are discretized in space by discontinuous Galerkin methods that are combined with suitable explicit Runge-Kutta time stepping schemes, while the temperature and its adjoint are approximated in space by the extended finite element method (which accounts for the weak discontinuity of the temperature by a dynamic local modification of the underlying finite element spaces) combined with the implicit Euler method for the temporal discretization. The curvature of the interface which arises in the adjoint system is discretized by a finite element method as well. The projected gradient method, and, in the absence of control constraints, the limited memory BFGS method are used to solve the arising optimization problems. Several numerical examples highlight the potential of the proposed optimal control approach. In particular, they show that it inherits the geometric flexibility of the level set method. Thus, in addition to unidirectional solidification, closed interfaces and changes of topology can be tracked. Finally, the Moreau-Yosida regularization is applied to transform a state constraint on the position of the interface into a penalty term that is added to the cost functional. The optimality conditions for this penalized optimal control problem and its numerical solution are discussed. An example confirms the efficacy of the state constraint. / Die vorliegende Arbeit beschäftigt sich mit einem Optimalsteuerungsproblem für das klassische Stefan-Problem in zwei Phasen. Die Phasengrenze wird als Niveaulinie einer stetigen Funktion modelliert, was die Lösung der so genannten Level-Set-Gleichung erfordert. Durch Anpassen des Wärmeflusses am Rand des betrachteten Gebiets soll ein gewünschter Verlauf der Phasengrenze angesteuert werden. Zusammen mit dem Wunsch, ein vorgegebenes Temperaturprofil zu approximieren, wird dieses Ziel in einem quadratischen Zielfunktional formuliert. Die notwendigen Optimalitätsbedingungen erster Ordnung werden formal mit Hilfe der entsprechenden Lagrange-Funktion und unter Benutzung von Techniken aus der Formoptimierung hergeleitet. Für die numerische Lösung müssen die auftretenden partiellen Differentialgleichungen diskretisiert werden. Dies geschieht im Falle der Level-Set-Gleichung und ihrer Adjungierten auf Basis von unstetigen Galerkin-Verfahren und expliziten Runge-Kutta-Methoden. Die Wärmeleitungsgleichung und die entsprechende Gleichung im adjungierten System werden mit einer erweiterten Finite-Elemente-Methode im Ort sowie dem impliziten Euler-Verfahren in der Zeit diskretisiert. Dieser Zugang umgeht die aufwändige Adaption des Gitters, die normalerweise bei der FE-Diskretisierung von Phasenübergangsproblemen unvermeidbar ist. Auch die Krümmung der Phasengrenze wird numerisch mit Hilfe der Methode der finiten Elemente angenähert. Zur Lösung der auftretenden Optimierungsprobleme werden ein Gradienten-Projektionsverfahren und, im Fall dass keine Kontrollschranken vorliegen, die BFGS-Methode mit beschränktem Speicherbedarf eingesetzt. Numerische Beispiele beleuchten die Stärken des vorgeschlagenen Zugangs. Es stellt sich insbesondere heraus, dass sich die geometrische Flexibilität der Level-Set-Methode auf den vorgeschlagenen Zugang zur optimalen Steuerung vererbt. Zusätzlich zur gerichteten Bewegung einer flachen Phasengrenze können somit auch geschlossene Phasengrenzen sowie topologische Veränderungen angesteuert werden. Exemplarisch, und zwar an Hand einer Beschränkung an die Lage der Phasengrenze, wird auch noch die Behandlung von Zustandsbeschränkungen mittels der Moreau-Yosida-Regularisierung diskutiert. Ein numerisches Beispiel demonstriert die Wirkung der Zustandsbeschränkung.

This thesis is concerned with several issues of a posteriori error estimates for linear problems. In its first part error estimates for the heat conduction equation discretized by the backward Euler method in time and discontinuous Galerkin method in space are derived. In the second part guaranteed and locally efficient error estimates involving algebraic error for Poisson equation discretized by the discontinuous Galerkin method are derived. The technique is based on the flux reconstruction where meshes with hanging nodes and variable polynomial degree are allowed. An adaptive strategy combining both adaptive mesh refinement and stopping criteria for iterative algebraic solvers is proposed. In the last part a numerical method for computing guaranteed lower and upper bounds of principal eigenvalues of symmetric linear elliptic differential operators is presented. 1

Práce je zaměřená na numerickou simulaci dvoufázového proudění. Je studován matematický model a numerická aproximace toku dvou nemísitelných nestlačitelných tekutin. Rozhraní mezi tekutinami je popsáno pomocí pomocí tzv. level set metody. Představena je diskretizace problému v prostoru a v čase. Metoda konečných prvk· se zpětnou Eulerovou metodou je aplikována na Navierovy-Stokesovy rovnice a časoprostorová nespojitá Galerkinova metoda je použita k řešení transportního problému. D·raz je kladen na analýzu chyby nespojité Galerkinovy metody přímek a časoprostorové nespojité Galerkinovy metody pro transportní problém. Jsou prezentovány numerické výsledky. 1

In diese Dissertation werden lineare retardierte Differentialgleichungen (DDEs) und deren Lösungsoperatoren untersucht. Wir stellen eine neue Methode vor, mit der die Lösungsoperatoren für autonome und nicht-autonome DDEs bestimmt werden. Die neue Methode basiert auf dem Pfadintegralformalismus, der aus der Quantenmechanik und von der Analyse stochastischer Differentialgleichungen bekannt ist. Es zeigt sich, dass die Lösung eines Delaysystems zum Zeitpunkt t durch die Integration aller möglicher Pfade von der Anfangsbedingung bis zur Zeit t gebildet werden kann. Die Pfade bestehen dabei aus verschiedenen Schritten unterschiedlicher Längen und Gewichte. Für skalare autonome DDEs können analytische Ausdrücke des Lösungsoperators in der Literatur gefunden werden, allerdings existieren keine für nicht-autonome oder höherdimensionale DDEs. Mithilfe der neuen Methode werden wir die Lösungsoperatoren der genannten DDEs aufstellen und zusätzlich auf Delaysysteme mit mehreren Delaytermen erweitern. Dabei bestätigen wir unsere Ergebnisse sowohl analytisch wie auch numerisch. Die gewonnenen Lösungsoperatoren verwenden wir anschließend zur Stabilitätsanalyse periodischer Delaysysteme. Es werden zwei neue Verfahren präsentiert, die mithilfe des Lösungsoperators den transformierten Monodromieoperator des Delaysystems nähern und daraus die Stabilität bestimmen können. Beide neue Verfahren sind spektrale Methoden für autonome sowie nicht-autonome Delaysysteme und haben keine Einschränkungen wie bei der bekannten Chebyshev-Kollokationsmethode oder der Chebyshev-Polynomentwicklung. Die beiden bisherigen Verfahren beschränken sich auf Delaysysteme mit rationalem Verhältnis zwischen Periode und Delay. Außerdem werden wir eine bereits bekannte Methode erweitern und zu einer spektralen Methode für periodische nicht-autonome Delaysysteme entwickeln. Wir bestätigen alle drei neue Verfahren numerisch. Damit werden in dieser Dissertation drei neue spektrale Verfahren zur Stabilitätsanalyse periodischer Delaysysteme vorgestellt. / In this thesis linear delay differential equations (DDEs) and its solutions operators are studied. We present a new method to calculate the solution operators for autonomous and non-autonomous DDEs. The new method is related to the path integral formalism, which is known from quantum mechanics and the analysis of stochastic differential equations. It will be shown that the solution of a time delay system at time t can be constructed by integrating over all paths from the initial condition to time t. The paths consist of several steps with different lengths and weights. Analytic expressions for the solution operator for scalar autonomous DDEs can be found in the literature but no results exist for non-autonomous or high dimensional DDEs. With the help of the new method we can calculate the solution operators for such DDEs and for time delay systems with several delay terms. We verify our results analytically and numerically. We use the obtained solution operators for the stability analysis of periodic time delay systems. Two new methods will be presented to approximate the transformed monodromy operator with the help of the solution operator and to get the stability. Both new methods are spectral methods for autonomous and non-autonomous delay systems and have no limitations like the known Chebyshev collocation method or Chebyshev polynomial expansion. Both previously known methods are limited to time delay systems with a rational relation between period and delay. Furthermore we will extend a known method to a spectral method for non-autonomous time delay systems. We verify all three new methods numerically. Hence, in this thesis three new spectral methods for the stability analysis of periodic time delay systems are presented.