Preconditioners based upon sweeps and diffusion-synthetic acceleration (DSA) have been constructed and applied to the zeroth and first spatial moments of the 1-D transport equation using SN angular discretization and a strictly positive nonlinear spatial closure (the CSZ method). The sweep preconditioner was applied using the linear discontinuous Galerkin (LD) sweep operator and the nonlinear CSZ sweep operator. DSA preconditioning was applied using the linear LD S2 equations and the nonlinear CSZ S2 equations. These preconditioners were applied in conjunction with a Jacobian-free Newton Krylov (JFNK) method utilizing Flexible GMRES. The action of the Jacobian on the Krylov vector was difficult to evaluate numerically with a finite difference approximation because the angular flux spanned many orders of magnitude. The evaluation of the perturbed residual required constructing the nonlinear CSZ operators based upon the angular flux plus some perturbation. For cases in which the magnitude of the perturbation was comparable to the local angular flux, these nonlinear operators were very sensitive to the perturbation and were significantly different than the unperturbed operators. To resolve this shortcoming in the finite difference approximation, in these cases the residual evaluation was performed using nonlinear operators "frozen" at the unperturbed local psi. This was a Newton method with a perturbation fixup. Alternatively, an entirely frozen method always performed the Jacobian evaluation using the unperturbed nonlinear operators. This frozen JFNK method was actually a Picard iteration scheme. The perturbed Newton's method proved to be slightly less expensive than the Picard iteration scheme. The CSZ sweep preconditioner was significantly more effective than preconditioning with the LD sweep. Furthermore, the LD sweep is always more expensive to apply than the CSZ sweep. The CSZ sweep is superior to the LD sweep as a preconditioner. The DSA preconditioners were applied in conjunction with the CSZ sweep. The nonlinear CSZ DSA preconditioner did not form a more effective preconditioner than the linear DSA preconditioner in this 1-D analysis. As it is very difficult to construct a CSZ diffusion equation in more than one dimension, it will be very beneficial if the results regarding the effectiveness of the LD DSA preconditioner are applicable to multi-dimensional problems.

Distributed optimal control problems with transient convection dominated diffusion convection reaction equations are considered. The problem is discretized in space by using three types of discontinuous Galerkin (DG) method: symmetric interior penalty Galerkin (SIPG), nonsymmetric interior penalty Galerkin (NIPG), incomplete interior penalty Galerkin (IIPG). For time discretization, Crank-Nicolson and backward Euler methods are used. The discretize-then-optimize approach is used to obtain the finite dimensional problem. For one-dimensional unconstrained problem, Newton-Conjugate Gradient method with Armijo line-search. For two-dimensional control constrained problem, active-set method is applied. A priori error estimates are derived for full discretized optimal control problem. Numerical results for one and two-dimensional distributed optimal control problems for diffusion convection equations with boundary layers confirm the predicted orders derived by a priori error estimates.

In this thesis, we analyze an adaptive discontinuous finite element method for symmetric second order linear elliptic operators. Moreover, we obtain a fully computable convergence analysis on the broken energy seminorm in first order symmetric interior penalty discontin- uous Galerkin finite element approximations of this problem. The method is formulated on nonconforming meshes made of triangular elements with first order polynomial in two di- mension. We use an estimator which is completely free of unknown constants and provide a guaranteed numerical bound on the broken energy norm of the error. This estimator is also shown to provide a lower bound for the broken energy seminorm of the error up to a constant and higher order data oscillation terms. Consequently, the estimator yields fully reliable, quantitative error control along with efficiency. As a second problem, explicit expression for constants of the inverse inequality are given in 1D, 2D and 3D. Increasing mathematical analysis of finite element methods is motivating the inclusion of mesh dependent terms in new classes of methods for a variety of applications. Several inequalities of functional analysis are often employed in convergence proofs. Inverse estimates have been used extensively in the analysis of finite element methods. It is char- acterized as tools for the error analysis and practical design of finite element methods with terms that depend on the mesh parameter. Sharp estimates of the constants of this inequality is provided in this thesis.

Many real-life applications such as the shape optimization of technological devices, the identification of parameters in environmental processes and flow control problems lead to optimization problems governed by systems of convection diusion partial dierential equations (PDEs). When convection dominates diusion, the solutions of these PDEs typically exhibit layers on small regions where the solution has large gradients. Hence, it requires special numerical techniques, which take into account the structure of the convection. The integration of discretization and optimization is important for the overall eciency of the solution process. Discontinuous Galerkin (DG) methods became recently as an alternative to the finite dierence, finite volume and continuous finite element methods for solving wave dominated problems like convection diusion equations since they possess higher accuracy. This thesis will focus on analysis and application of DG methods for linear-quadratic convection dominated optimal control problems. Because of the inconsistencies of the standard stabilized methods such as streamline upwind Petrov Galerkin (SUPG) on convection diusion optimal control problems, the discretize-then-optimize and the optimize-then-discretize do not commute. However, the upwind symmetric interior penalty Galerkin (SIPG) method leads to the same discrete optimality systems. The other DG methods such as nonsymmetric interior penalty Galerkin (NIPG) and incomplete interior penalty Galerkin (IIPG) method also yield the same discrete optimality systems when penalization constant is taken large enough. We will study a posteriori error estimates of the upwind SIPG method for the distributed unconstrained and control constrained optimal control problems. In convection dominated optimal control problems with boundary and/or interior layers, the oscillations are propagated downwind and upwind direction in the interior domain, due the opposite sign of convection terms in state and adjoint equations. Hence, we will use residual based a posteriori error estimators to reduce these oscillations around the boundary and/or interior layers. Finally, theoretical analysis will be confirmed by several numerical examples with and without control constraints

Incompressible flows -- flows in which variations in the density of a fluid are negligible -- arise in a wide variety of applications, from hydraulics to aerodynamics. The incompressible Navier-Stokes equations which govern such flows are also of fundamental physical and mathematical interest. They are believed to hold the key to understanding turbulent phenomena; precise conditions for the existence and uniqueness of solutions remain unknown -- and establishing such conditions is the subject of one of the Clay Mathematics Institute's Millennium Prize Problems. Typical solutions of incompressible flow problems involve both fine- and large-scale phenomena, so that a uniform finite element mesh of sufficient granularity will at best be wasteful of computational resources, and at worst be infeasible because of resource limitations. Thus adaptive mesh refinements are required. In industry, the adaptivity schemes used are ad hoc, requiring a domain expert to predict features of the solution. A badly chosen mesh may cause the code to take considerably longer to converge, or fail to converge altogether. Typically, the Navier-Stokes solve will be just one component in an optimization loop, which means that any failure requiring human intervention is costly. Therefore, I pursue technological foundations for a solver of the incompressible Navier-Stokes equations that provides robust adaptivity starting with a coarse mesh. By robust, I mean both that the solver always converges to a solution in predictable time, and that the adaptive scheme is independent of the problem -- no special expertise is required for adaptivity. The cornerstone of my approach is the discontinuous Petrov-Galerkin (DPG) finite element methodology developed by Leszek Demkowicz and Jay Gopalakrishnan. For a large class of problems, DPG can be shown to converge at optimal rates. DPG also provides an accurate mechanism for measuring the error, and this can be used to drive adaptive mesh refinements. Several approximations to Navier-Stokes are of interest, and I study each of these in turn, culminating in the study of the steady 2D incompressible Navier-Stokes equations. The Stokes equations can be obtained by neglecting the convective term; these are accurate for "creeping" viscous flows. The Oseen equations replace the convective term, which is nonlinear, with a linear approximation. The steady-state incompressible Navier-Stokes equations approximate the transient equations by neglecting time variations. Crucial to this work is Camellia, a toolbox I developed for solving DPG problems which uses the Trilinos numerical libraries. Camellia supports 2D meshes of triangles and quads of variable polynomial order, allows simple specification of variational forms, supports h- and p-refinements, and distributes the computation of the stiffness matrix, among other features. The central contribution of this dissertation is design and development of mathematical techniques and software, based on the DPG method, for solving the 2D incompressible Navier-Stokes equations in the laminar regime (Reynolds numbers up to about 1000). Along the way, I investigate approximations to these equations -- the Stokes equations and the Oseen equations -- followed by the steady-state Navier-Stokes equations. / text

Over the last three decades, CFD simulations have become commonplace as a tool in the engineering and design of high-speed aircraft. Experiments are often complemented by computational simulations, and CFD technologies have proved very useful in both the reduction of aircraft development cycles, and in the simulation of conditions difficult to reproduce experimentally. Great advances have been made in the field since its introduction, especially in areas of meshing, computer architecture, and solution strategies. Despite this, there still exist many computational limitations in existing CFD methods; in particular, reliable higher order and hp-adaptive methods for the Navier-Stokes equations that govern viscous compressible flow. Solutions to the equations of viscous flow can display shocks and boundary layers, which are characterized by localized regions of rapid change and high gradients. The use of adaptive meshes is crucial in such settings -- good resolution for such problems under uniform meshes is computationally prohibitive and impractical for most physical regimes of interest. However, the construction of "good" meshes is a difficult task, usually requiring a-priori knowledge of the form of the solution. An alternative to such is the construction of automatically adaptive schemes; such methods begin with a coarse mesh and refine based on the minimization of error. However, this task is difficult, as the convergence of numerical methods for problems in CFD is notoriously sensitive to mesh quality. Additionally, the use of adaptivity becomes more difficult in the context of higher order and hp methods. Many of the above issues are tied to the notion of robustness, which we define loosely for CFD applications as the degradation of the quality of numerical solutions on a coarse mesh with respect to the Reynolds number, or nondimensional viscosity. For typical physical conditions of interest for the compressible Navier-Stokes equations, the Reynolds number dictates the scale of shock and boundary layer phenomena, and can be extremely high -- on the order of 10⁷ in a unit domain. For an under-resolved mesh, the Galerkin finite element method develops large oscillations which prevent convergence and pollute the solution. The issue of robustness for finite element methods was addressed early on by Brooks and Hughes in the SUPG method, which introduced the idea of residual-based stabilization to combat such oscillations. Residual-based stabilizations can alternatively be viewed as modifying the standard finite element test space, and consequently the norm in which the finite element method converges. Demkowicz and Gopalakrishnan generalized this idea in 2009 by introducing the Discontinous Petrov-Galerkin (DPG) method with optimal test functions, where test functions are determined such that they minimize the discrete linear residual in a dual space. Under the ultra-weak variational formulation, these test functions can be computed locally to yield a symmetric, positive-definite system. The main theoretical thrust of this research is to develop a DPG method that is provably robust for singular perturbation problems in CFD, but does not suffer from discretization error in the approximation of test functions. Such a method is developed for the prototypical singular perturbation problem of convection-diffusion, where it is demonstrated that the method does not suffer from error in the approximation of test functions, and that the L² error is robustly bounded by the energy error in which DPG is optimal -- in other words, as the energy error decreases, the L² error of the solution is guaranteed to decrease as well. The method is then extended to the linearized Navier-Stokes equations, and applied to the solution of the nonlinear compressible Navier-Stokes equations. The numerical work in this dissertation has focused on the development of a 2D compressible flow code under the Camellia library, developed and maintained by Nathan Roberts at ICES. In particular, we have developed a framework allowing for rapid implementation of problems and the easy application of higher order and hp-adaptive schemes based on a natural error representation function that stems from the DPG residual. Finally, the DPG method is applied to several convection diffusion problems which mimic difficult problems in compressible flow simulations, including problems exhibiting both boundary layers and singularities in stresses. A viscous Burgers' equation is solved as an extension of DPG to nonlinear problems, and the effectiveness of DPG as a numerical method for compressible flow is assessed with the application of DPG to two benchmark problems in supersonic flow. In particular, DPG is used to solve the Carter flat plate problem and the Holden compression corner problem over a range of Mach numbers and laminar Reynolds numbers using automatically adaptive schemes, beginning with very under-resolved/coarse initial meshes. / text

This paper presents three new coupling methods for interior penalty discontinuous Galerkin finite element methods and boundary element methods. The new methods allow one to use discontinuous basis functions on the interface between the subdomains represented by the finite element and boundary element methods. This feature is particularly important when discontinuous Galerkin finite element methods are used. Error and stability analysis is presented for some of the methods. Numerical examples suggest that all three methods exhibit very similar convergence properties, consistent with available theoretical results.

The physical processes in lakes remain only partially understood despite successful data collection from a variety of sources spanning several decades. Although numerical models are already frequently employed to simulate the physics of lakes, especially in the context of water quality management, improved methods are necessary to better capture the wide array of dynamically important physical processes, spanning length scales from ~ 10 km (basin-scale oscillations) - 1 m (short internal waves). In this thesis, high-order numerical methods are explored for specialized model equations of lakes, so that their use can be taken into consideration in the next generation of more sophisticated models that will better capture important small scale features than their present day counterparts. The full three-dimensional incompressible density-stratified Navier-Stokes equations remain too computationally expensive to be solved for situations that involve both complicated geometries and require resolution of features at length-scales spanning four orders of magnitude. The main source of computational expense lay with the requirement of having to solve a three-dimensional Poisson equation for pressure at every time-step. Simplified model equations are thus the only way that numerical lake modelling can be carried out at present time, and progress can be made by seeking intelligent parameterizations as a means of capturing more physics within the framework of such simplified equation sets. In this thesis, we employ the long-accepted practice of sub-dividing the lake into vertical layers of different constant densities as an approximation to continuous vertical stratification. We build on this approach by including weakly non-hydrostatic dispersive correction terms in the model equations in order to parameterize the effects of small vertical accelerations that are often disregarded by operational models. Favouring the inclusion of weakly non-hydrostatic effects over the more popular hydrostatic approximation allows these models to capture the emergence of small-scale internal wave phenomena, such as internal solitary waves and undular bores, that are missed by purely hydrostatic models. The Fourier and Chebyshev pseudospectral methods are employed for these weakly non-hydrostatic layered models in simple idealized lake geometries, e.g., doubly periodic domains, periodic channels, and annular domains, for a set of test problems relevant to lake dynamics since they offer excellent resolution characteristics at minimal memory costs. This feature makes them an excellent benchmark to compare other methods against. The Discontinuous Galerkin Finite Element Method (DG-FEM) is then explored as a mid- to high-order method that can be used in arbitrary lake geometries. The DG-FEM can be interpreted as a domain-decomposition extension of a polynomial pseudospectral method and shares many of the same attractive features, such as fast convergence rates and the ability to resolve small-scale features with a relatively low number of grid points when compared to a low-order method. The DG-FEM is further complemented by certain desirable attributes it shares with the finite volume method, such as the freedom to specify upwind-biased numerical flux functions for advection-dominated flows, the flexibility to deal with complicated geometries, and the notion that each element (or cell) can be regarded as a control volume for conserved fluid quantities. Practical implementation details of the numerical methods used in this thesis are discussed, and the various modelling and methodology choices that have been made in the course of this work are justified as the difficulties that these choices address are revealed to the reader. Theoretical calculations are intermittently carried out throughout the thesis to help improve intuition in situations where numerical methods alone fall short of giving complete explanations of the physical processes under consideration. The utility of the DG-FEM method beyond purely hyperbolic systems is also a recurring theme in this thesis. The DG-FEM method is applied to dispersive shallow water type systems as well as incompressible flow situations. Furthermore, it is employed for eigenvalue problems where orthogonal bases must be constructed from the eigenspaces of elliptic operators. The technique is applied to the problem calculating the free modes of oscillation in rotating basins with irregular geometries where the corresponding linear operator is not self-adjoint.

Ce travail de thèse s’inscrit dans l’effort de réduction des nuisances sonores dues à la soufflante d’unréacteur double-flux à l’aide de matériaux absorbants acoustiques, appelés communément «liners». Afind’optimiser ces traitements acoustiques, il convient d’étudier en détail la physique de la propagationacoustique en présence de liner. De plus, il s’agit d’améliorer la compréhension des instabilités hydrodynamiquespouvant se développer sur un liner sous des conditions particulières et possiblement génératricesde bruit. Ce travail de thèse a consisté à développer un code de calcul en formulation Galerkin discontinuepour l’analyse modale et la stabilité dans un conduit traité acoustiquement, code qui a été appliqué à desconfigurations réalistes, en considérant une section transverse ou longitudinale d’un conduit. Les étudesmodales réalisées dans la section transverse ont apporté des informations sur la propagation acoustiquedans une nacelle de turbofan avec des discontinuités du traitement acoustique («splices»), ainsi que dansle banc B2A de l’ONERA. Les calculs dans la section longitudinale ont nécessité l’implantation de conditionsaux limites PML pour tronquer le domaine de calcul, ainsi que d’une condition aux limites sur leliner, modélisée en domaine temporel à partir d’une extension de travaux existants dans la littérature.Avec ces outils, le code a permis de mettre en évidence une dynamique de type amplificateur de bruit dueau développement d’une instabilité hydrodynamique sur le liner en présence d’écoulement cisaillé ainsiqu’un rayonnement acoustique en amont et en aval du conduit dû à cette instabilité. / The current work deals with the reduction of aircraft engine fan noise using acoustic lining. In orderto optimise these liners, it is necessary to deeply understand the physics of acoustic wave propagation in lined ducts and to have a better knowledge of the hydrodynamic instabilities existing under particular conditions and likely to radiate noise. This work is about the development of a discontinuous Galerkin solver for modal and stability analysis in lined flow duct and the application of this solver to realistic configurations by considering the transverse or longitudinal section of a duct. The modal studies in the transverse section brought informations on acoustic propagation in a turbofan nacelle with lining discontinuities (“splices”) and in the B2A bench of ONERA. The computation in the longitudinal section of a duct required the implementation of PML boundary conditions in order to truncate the computational domain and of a boundary condition at the lined wall, modeled in temporal domain by the enhancement of a method published in the literature. With these features, the application of the solver highlighted a noise amplifier dynamics caused by the development of a hydrodynamic instability on the liner with sheared flow and a noise radiation mechanism upstream and downstream the lined section.

Wave propagation problems can be modeled by partial differential equations. In this thesis, we study wave propagation in fluids and in solids, modeled by the acoustic wave equation and the elastic wave equation, respectively. In real-world applications, waves often propagate in heterogeneous media with complex geometries, which makes it impossible to derive exact solutions to the governing equations. Alternatively, we seek approximated solutions by constructing numerical methods and implementing on modern computers. An efficient numerical method produces accurate approximations at low computational cost. There are many choices of numerical methods for solving partial differential equations. Which method is more efficient than the others depends on the particular problem we consider. In this thesis, we study two numerical methods: the finite difference method and the discontinuous Galerkin method. The finite difference method is conceptually simple and easy to implement, but has difficulties in handling complex geometries of the computational domain. We construct high order finite difference methods for wave propagation in heterogeneous media with complex geometries. In addition, we derive error estimates to a class of finite difference operators applied to the acoustic wave equation. The discontinuous Galerkin method is flexible with complex geometries. Moreover, the discontinuous nature between elements makes the method suitable for multiphysics problems. We use an energy based discontinuous Galerkin method to solve a coupled acoustic-elastic problem.