This dissertation discusses the predictability of the atmosphere-ocean climate system on interannual and decadal timescales. We investigate the extent to which the atmospheric internal variability (weather noise) can cause climate prediction to lose skill; and we also look for the oceanic processes that contribute to the climate predictability via interaction with the atmosphere. First, we develop a framework for assessing the predictability of a linear stochastic system. Based on the information of deterministic dynamics and noise forcing, various predictability measures are defined and new predictability-analysis tools are introduced. For the sake of computational efficiency, we also discuss the formulation of a low-order model within the context of four reduction methods: modal, EOF, most predictable pattern, and balanced truncation. Subsequently, predictabilities of two specific physical systems are investigated within such framework. The first is a mixed layer model of SST with focus on the effect of oceanic advection.Analytical solution of a one-dimensional model shows that even though advection can give rise to a pair of low-frequency normal modes, no enhancement in the predictability is found in terms of domain averaged error variance. However, a Predictable Component Analysis (PrCA) shows that advection can play a role in redistributing the predictable variance. This analytical result is further tested in a more realistic two-dimensional North Atlantic model with observed mean currents. The second is a linear coupled model of tropical Atlantic atmosphere-ocean system. Eigen-analysis reveals that the system has two types of coupled modes: a decadal meridional mode and an interannual equatorial mode. The meridional mode, which manifests itself as a dipole pattern in SST, is controlled by thermodynamic feedback between wind, latent heat flux, and SST, and modified by ocean heat transport. The equatorial mode, which manifests itself as an SST anomaly in the eastern equatorial basin, is dominated by dynamic feedback between wind, thermocline, upwelling, and SST. The relative strength of thermodynamic vs dynamic feedbacks determines the behavior of the coupled system, and enables the tropical Atlantic variability to be more predictable than the passive-ocean scenario.

<p>In this thesis we apply linear feedback control to spatially evolving flows in order to minimize disturbance growth. The dynamics is assumed to be described by the linearized Navier--Stokes equations. Actuators and sensor are designed and a Kalman filtering technique is used to reconstruct the unknown flow state from noisy measurements. This reconstructed flow state is used to determine the control feedback which is applied to the Navier--Stokes equations through properly designed actuators. Since the control and estimation gains are obtained through an optimization process, and the Navier--Stokes equations typically forms a very high-dimensional system when discretized there is an interest in reducing the complexity of the equations. One possible approach is to perform Fourier decomposition along (almost) homogeneous spatial directions and another is by constructing a reduced order model by Galerkin projection on a suitable set of vectors. The first strategy is used to control the evolution of a range of instabilities in the classical family of Falkner--Skan--Cooke flows whereas the second is applied to a more complex cavity type of geometry.</p>

<p>Methods in hydrodynamic stability, systems and control theory are applied to spatially developing flows, where the flow is not required to vary slowly in the streamwise direction. A substantial part of the thesis presents a theoretical framework for the stability analysis, input-output behavior, model reduction and control design for fluid dynamical systems using examples on the linear complex Ginzburg-Landau equation. The framework is then applied to high dimensional systems arising from the discretized Navier–Stokes equations. In particular, global stability analysis of the three-dimensional jet in cross flow and control design of two-dimensional disturbances in the flat-plate boundary layer are performed. Finally, a parametric study of the passive control of two-dimensional disturbances in a flat-plate boundary layer using streamwise streaks is presented.</p>

We investigate model reduction of large-scale linear time-invariant systems in generalized state-space form. We consider sparse state matrix pencils, including pencils with banded structure. The balancing-based methods employed here are composed of well-known linear algebra operations and have been recently shown to be applicable to large models by exploiting the structure of the matrices defining the dynamics of the system. In this paper we propose a modification of the LR-ADI iteration to solve large-scale generalized Lyapunov equations together with a practical convergence criterion, and several other implementation refinements. Using kernels from several serial and parallel linear algebra libraries, we have developed a parallel package for model reduction, SpaRed, extending the applicability of balanced truncation to sparse systems with up to $O(10^5)$ states. Experiments on an SMP parallel architecture consisting of Intel Itanium 2 processors illustrate the numerical performance of this approach and the potential of the parallel algorithms for model reduction of large-scale sparse systems.

Model reduction is a common theme within the simulation, control and optimization of complex dynamical systems. For instance, in control problems for partial differential equations, the associated large-scale systems have to be solved very often. To attack these problems in reasonable time it is absolutely necessary to reduce the dimension of the underlying system. We focus on model reduction by balanced truncation where a system theoretical background provides some desirable properties of the reduced-order system. The major computational task in balanced truncation is the solution of large-scale Lyapunov equations, thus the method is of limited use for really large-scale applications. We develop an effective implementation of balancing-related model reduction methods in exploiting the structure of the underlying problem. This is done by a data-sparse approximation of the large-scale state matrix A using the hierarchical matrix format. Furthermore, we integrate the corresponding formatted arithmetic in the sign function method for computing approximate solution factors of the Lyapunov equations. This approach is well-suited for a class of practical relevant problems and allows the application of balanced truncation and related methods to systems coming from 2D and 3D FEM and BEM discretizations.

We provide a unifying projection-based framework for structure-preserving interpolatory model reduction of parameterized linear dynamical systems, i.e., systems having a structured dependence on parameters that we wish to retain in the reduced-order model. The parameter dependence may be linear or nonlinear and is retained in the reduced-order model. Moreover, we are able to give conditions under which the gradient and Hessian of the system response with respect to the system parameters is matched in the reduced-order model. We provide a systematic approach built on established interpolatory $\mathcal{H}_2$ optimal model reduction methods that will produce parameterized reduced-order models having high fidelity throughout a parameter range of interest. For single input/single output systems with parameters in the input/output maps, we provide reduced-order models that are \emph{optimal} with respect to an $\mathcal{H}_2\otimes\mathcal{L}_2$ joint error measure. The capabilities of these approaches are illustrated by several numerical examples from technical applications.

We discuss the numerical solution of large-scale sparse projected discrete-time periodic Lyapunov equations in lifted form which arise in model reduction of periodic descriptor systems. We extend the alternating direction implicit method and the Smith method to such equations. Low-rank versions of these methods are also presented, which can be used to compute low-rank approximations to the solutions of projected periodic Lyapunov equations in lifted form with low-rank right-hand side. Moreover, we consider an application of the Lyapunov solvers to balanced truncation model reduction of periodic discrete-time descriptor systems. Numerical results are given to illustrate the efficiency and accuracy of the proposed methods.

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Good process control is often critical for the economic viability of large-scale production of several commercial products. In this work, the production of biodiesel from microalgae is investigated. Successful implementation of a model-based control strategy requires the identification of a model that properly captures the biochemical dynamics of microalgae, yet is simple enough to allow its implementation for controller design. For this purpose, two model reparameterization algorithms are proposed that partition the parameter space into estimable and inestimable subspaces. Both algorithms are applied using a first principles ODE model of a microalgal bioreactor, containing 6 states and 12 unknown parameters. Based on initial simulations, the non-linear algorithm achieved better degree of output prediction when compared to the linear one at a greatly decreased computational cost. Using the parameter estimates obtained through implementation of the non-linear algorithm on experimental data from a fed-batch bioreactor, the possible improvement in volumetric productivity was recognized. / Process Control

Les modèles mathématiques ont pour but de décrire le comportement d'un système. Bien souvent, cette description est imparfaite, notamment en raison des incertitudes sur les paramètres qui définissent le modèle. Dans le contexte de la modélisation des fluides géophysiques, ces paramètres peuvent être par exemple la géométrie du domaine, l'état initial, le forçage par le vent, ou les coefficients de frottement ou de viscosité. L'objet de l'analyse de sensibilité est de mesurer l'impact de l'incertitude attachée à chaque paramètre d'entrée sur la solution du modèle, et, plus particulièrement, identifier les paramètres (ou groupes de paramètres) og sensibles fg. Parmi les différentes méthodes d'analyse de sensibilité, nous privilégierons la méthode reposant sur le calcul des indices de sensibilité de Sobol. Le calcul numérique de ces indices de Sobol nécessite l'obtention des solutions numériques du modèle pour un grand nombre d'instances des paramètres d'entrée. Cependant, dans de nombreux contextes, dont celui des modèles géophysiques, chaque lancement du modèle peut nécessiter un temps de calcul important, ce qui rend inenvisageable, ou tout au moins peu pratique, d'effectuer le nombre de lancements suffisant pour estimer les indices de Sobol avec la précision désirée. Ceci amène à remplacer le modèle initial par un emph{métamodèle} (aussi appelé emph{surface de réponse} ou emph{modèle de substitution}). Il s'agit d'un modèle approchant le modèle numérique de départ, qui nécessite un temps de calcul par lancement nettement diminué par rapport au modèle original. Cette thèse se centre sur l'utilisation d'un métamodèle dans le cadre du calcul des indices de Sobol, plus particulièrement sur la quantification de l'impact du remplacement du modèle par un métamodèle en terme d'erreur d'estimation des indices de Sobol. Nous nous intéressons également à une méthode de construction d'un métamodèle efficace et rigoureux pouvant être utilisé dans le contexte géophysique. / Mathematical models seldom represent perfectly the reality of studied systems, due to, for instance, uncertainties on the parameters that define the system. In the context of geophysical fluids modelling, these parameters can be, e.g., the domain geometry, the initial state, the wind stress, the friction or viscosity coefficients. Sensitivity analysis aims at measuring the impact of each input parameter uncertainty on the model solution and, more specifically, to identify the ``sensitive'' parameters (or groups of parameters). Amongst the sensitivity analysis methods, we will focus on the Sobol indices method. The numerical computation of these indices require numerical solutions of the model for a large number of parameters' instances. However, many models (such as typical geophysical fluid models) require a large amount of computational time just to perform one run. In these cases, it is impossible (or at least not practical) to perform the number of runs required to estimate Sobol indices with the required precision. This leads to the replacement of the initial model by a emph{metamodel} (also called emph{response surface} or emph{surrogate model}), which is a model that approximates the original model, while having a significantly smaller time per run, compared to the original model. This thesis focuses on the use of metamodel to compute Sobol indices. More specifically, our main topic is the quantification of the metamodeling impact, in terms of Sobol indices estimation error. We also consider a method of metamodeling which leads to an efficient and rigorous metamodel, which can be used in the geophysical context.