We study a two-scale coupled system consisting of a macroscopic elliptic equation and a microscopic parabolic equation. This system models the interplay between a gas and liquid close to equilibrium within a porous medium with distributed microstructures. We use formal homogenization arguments to derive the target system. We start by proving well-posedness and inverse estimates for the two-scale system. We follow up by proposing a Galerkin scheme which is continuous in time and discrete in space, for which we obtain well-posedness, a priori error estimates and convergence rates. Finally, we propose a numerical error reduction strategy by refining the grid based on residual error estimators.

Orientador: Sônia Maria Gomes, Philippe Remy Bernard Devloo, Igor Mozolevski / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica / Made available in DSpace on 2018-08-19T03:23:02Z (GMT). No. of bitstreams: 1 Goncalves_JoaoLuis_D.pdf: 15054031 bytes, checksum: 23ef9ef75ca5a7ae7455135fc552a678 (MD5) Previous issue date: 2011 / Resumo: Neste trabalho, estudamos indicadores a posteriori para o erro na aproximação de funcionais das soluções das equações biharmônica e de Poisson obtidas pelo método de Galerkin descontínuo. A metodologia usada na obtenção dos indicadores é baseada no problema dual associado ao funcional, que é conhecida por gerar os indicadores mais eficazes. Os dois principais indicadores de erro com base no problema dual já obtidos, apresentados para problemas de segunda ordem, são estendidos neste trabalho para problemas de quarta ordem. Também propomos um terceiro indicador para problemas de segunda e quarta ordem. Estudamos as características dos diferentes indicadores na localização dos elementos com as maiores contribuições do erro, na caracterização da regularidade das soluções, bem como suas consequências na eficiência dos indicadores. Estabelecemos uma estratégia hp-adaptativa específica para os indicadores de erro em funcionais. Os experimentos numéricos realizados mostram que a estratégia hp-adaptativa funciona adequadamente e que o uso de espaços de aproximação hp-adaptados resulta ser eficiente para a redução do erro em funcionais com menor úmero de graus de liberdade. Além disso, nos exemplos estudados, a qualidade dos resultados varia entre os indicadores, dependendo do tipo de singularidade e da equação tratada, mostrando a importância de dispormos de uma maior diversidade de indicadores / Abstract: In this work we study goal-oriented a posteriori error indicators for approximations by the discontinuous Galerkin method for the biharmonic and Poisson equations. The methodology used for the indicators is based on the dual problem associated with the functional, which is known to generate the most effective indicators. The two main error indicators based on the dual problem, obtained for second order problems, are extended to fourth order problems. We also propose a third indicator for second and fourth order problems. The characteristics of the different indicators are studied for the localization of the elements with the greatest contributions of the error, and for the characterization of the regularity of the solutions, as well as their consequences on indicators efficiency. We propose an hp-adaptive strategy specific for goal-oriented error indicators. The performed numerical experiments show that the hp-adaptive strategy works properly, and that the use of hp-adapted approximation spaces turns out to be efficient to reduce the error with a lower number of degrees of freedom. Moreover, in the examples studied, a comparison of the quality of results for the different indicators shows that it may depend on the type of singularity and of the equation treated, showing the importance of having a wider range of indicators / Doutorado / Matematica Aplicada / Doutor em Matemática Aplicada

Dans le contexte industriel actuel, où la simulation numérique joue un rôle majeur, de nombreux outils sont développés afin de rendre les calculs les plus performants et exacts possibles en utilisant les ressources numériques de façon optimale. Parmi ces outils, ceux non-intrusifs, c’est-à-dire ne modifiant pas les codes commerciaux disponibles mais permettant d’utiliser des méthodes de résolution avancées telles que l’analyse isogéométrique ou les couplages multi-échelles, apparaissent parmi les plus attirants pour les industriels. L’objectif de cette thèse est ainsi de coupler l’Analyse IsoGéométrique (AIG) et la Méthode des Éléments Finis (MEF) standard pour l’analyse de détails structuraux par une approche non-intrusive et certifiée. Dans un premier temps, on développe un lien global approché entre les fonctions de Lagrange, classiquement utilisées en éléments finis et les fonctions NURBS bases de l’AIG, ce qui permet d’implémenter des analyses isogéométriques dans un code industriel EF vu comme une boîte noire. Au travers d’exemples linéaires et non-linéaires implémentés dans le code industriel Code_Aster de EDF, nous démontrons l’efficacité de ce pont AIG\MEF et les possibilités d’applications industrielles. Il est aussi démontré que ce lien permet de simplifier l’implémentation du couplage non-intrusif entre un problème global isogéométrique et un problème local éléments finis. Ensuite, le concept de couplage non-intrusif entre les méthodes étant ainsi possible, une stratégie d’adaptation est mise en place afin de certifier ce couplage vis-à-vis d’une quantité d’intérêt. Cette stratégie d’adaptation est basée sur des méthodes d’estimation d’erreur a posteriori. Un estimateur global et des indicateurs d’erreur d’itération, de modèle et de discrétisation permettent de piloter la définition du problème couplé. La méthode des résidus est utilisée pour évaluer ces erreurs dans des cas linéaires, et une extension aux problèmes non-linéaires via le concept d’Erreur en Relation de Comportement (ERC) est proposée. / In the current industrial context where the numerical simulation plays a major role, a large amount of tools are developed in order to perform accurate and effective simulations using as less numerical resources as possible. Among all these tools, the non-intrusive ones which do not modify the existing structure of commercial softwares but allowing the use of advanced solving methods, such as isogeometric analysis or multi-scale coupling, are the more attractive to the industry. The goal of these thesis works is thus the coupling of the Isogeometric Analysis (IGA) with the Finite Element Method (FEM) to analyse structural details with a non-intrusive and certified approach. First, we develop an approximate global link between the Lagrange functions, commonly used in the FEM, and the NURBS functions on which the IGA is based. It’s allowed the implementation of isogeometric analysis in an existing finite element industrial software considering as a black-box. Through linear and nonlinear examples implemented in the industrial software Code_Aster of EDF, we show the efficiency of the IGA\FEM bridge and all the industrial applications that can be made. This link is also a key to simplify the non-intrusive coupling between a global isogeometric problem and a local finite element problem. Then, as the non-intrusive coupling between both methods is possible, an adaptive process is introduced in order to certify this coupling regarding a quantity of interest. This adaptive strategy is based on a posteriori error estimation. A global estimator and indicators of iteration, model and discretization error sources are computed to control the definition of the coupled problem. Residual base methods are performed to estimated errors for linear cases, an extension to the concept of constitutive relation errors is also initiated for non-linear problems.

We propose a moving-boundary scenario to model the penetration of diffusants into rubbers. Immobilizing the moving boundary by using the well-known Landau transformation transforms the original governing equations into new equations posed in a fixed domain. We solve the transformed equations by the finite element method and investigate the parameter space by exploring the eventual effects of the choice of parameters on the overall diffusants penetration process. Numerical simulation results show that the computed penetration depths of the diffusant concentration are within the range of experimental measurements. We discuss numerical estimations of the expected large-time behavior of the penetration fronts. To have trust in the obtained simulation results, we perform the numerical analysis for our setting. Initially, we study semi-discrete finite element approximations of the corresponding weak solutions. We prove both a priori and a posteriori error estimates for the mass concentration of the diffusants, and respectively, for the a priori unknown position of the moving boundary. Finally, we present a fully discrete scheme for the numerical approximation of model equations. Our scheme is based on the Galerkin finite element method for the space discretization combined with the backward Euler method for time discretization. In addition to proving the existence and uniqueness of a solution to the fully discrete problem, we also derive a priori error estimates for the mass concentration of the diffusants, and respectively, for the position of the moving boundary that fit to our implementation in Python. Our numerical illustrations verify the obtained theoretical order of convergence in physical parameter regimes.

En géosciences, les applications associées au calage de modèles d'écoulement nécessitent d'appeler plusieurs fois un simulateur au cours d'un processus d'optimisation. Or, une seule simulation peut durer plusieurs heures et l'exécution d'une boucle complète de calage peut s'étendre sur plusieurs jours. Diminuer le temps de calcul global à l'aide des techniques de bases réduites (RB) constitue l’objectif de la thèse.Il s'agit plus précisément dans ce travail d'appliquer ces techniques aux écoulements incompressibles diphasiques eau-huile en milieu poreux. Ce modèle, bien que simplifié par rapport aux modèles utilisés dans l'industrie pétrolière, constitue déjà un défi du point de vue de la pertinence de la méthode RB du fait du couplage entre les différentes équations, de la forte hétérogénéité des données physiques, ainsi que du choix des schémas numériques de référence.Nous présentons d'abord le modèle considéré, le schéma volumes finis (VF) retenu pour l'approximation numérique, ainsi que différentes paramétrisations pertinentes en simulation de réservoir. Ensuite, après un bref rappel de la méthode RB, nous mettons en oeuvre la réduction du problème en pression à un instant donné en suivant deux démarches distinctes. La première consiste à interpréter la discrétisation VF comme une approximation de Ritz-Galerkine, ce qui permet de se ramener au cadre standard de la méthode RB mais n'est possible que sous certaines hypothèses restrictives. La seconde démarche lève ces restrictions en construisant le modèle réduit directement au niveau discret.Enfin, nous testons deux stratégies de réduction pour la collection en temps de pressions paramétrées par les variations de la saturation. La première considère le temps juste comme un paramètre supplémentaire. La seconde tente de mieux capturer la causalité temporelle en introduisant les trajectoires en temps paramétrées. / In geosciences, applications involving model calibration require a simulator to be called several times with an optimization process. However, a single simulation can take several hours and a complete calibration loop can extend over serval days. The objective of this thesis is to reduce the overall simulation time using reduced basis (RB) techniques.More specifically, this work is devoted to applying such techniques to incompressible two-phase water-oil flows in porous media. Despite its relative simplicity in comparison to other models used in the petroleum industry, this model is already a challenge from the standpoint of reduced order modeling. This is due to the coupling between its equations, the highly heterogeneous physical data, as well as the choice of reference numerical schemes.We first present the two-phase flow model, along with the finite volume (FV) scheme used for the discretization and relevant parameterizations in reservoir simulation. Then, after having recalled the RB method, we perform a reduction of the pressure equation at a fixed time step by two different approaches. In the first approach, we interpret the FV discretization as a Ritz-Galerkine approximation, which takes us back to the standard RB framework but which is possible only under severe assumptions. The second approach frees us of these restrictions by building the RB method directly at the discrete level.Finally, we deploy two strategies for reducing the collection in time of pressuresparameterized by the variations of the saturation. The first one simply considers time as an additional parameter. The second one attempts to better capture temporalcausality by introducing parameterized time-trajectories.

De nombreux problèmes de mécanique des structures nécessitent la résolution de plusieurs problèmes numériques semblables. Une approche itérative de type réduction de modèle, la Proper Generalized Decomposition (PGD), permet de déterminer l’ensemble des solutions en une fois, par l’introduction de paramètres supplémentaires. Cependant, un frein majeur à son utilisation dans le monde industriel est l’absence d’estimateur d’erreur robuste permettant de mesurer la qualité des solutions obtenues. L’approche retenue s’appuie sur le concept d’erreur en relation de comportement. Cette méthode consiste à construire des champs admissibles, assurant ainsi l’aspect conservatif et garanti de l’estimation de l’erreur en réutilisant le maximum d’outils employés dans le cadre éléments finis. La possibilité de quantifier l’importance des différentes sources d’erreur (réduction et discrétisation) permet de plus de piloter les principales stratégies de résolution PGD. Deux stratégies ont été proposées dans ces travaux. La première s’est principalement limitée à post-traiter une solution PGD pour construire une estimation de l’erreur commise, de façon non intrusive pour les codes PGD existants. La seconde consiste en une nouvelle stratégie PGD fournissant une approximation améliorée couplée à une estimation de l’erreur commise. Les diverses études comparatives sont menées dans le cadre des problèmes linéaires thermiques et en élasticité. Ces travaux ont également permis d’optimiser les méthodes de construction de champs admissibles en substituant la résolution de nombreux problèmes semblables par une solution PGD, exploitée comme un abaque. / Many structural mechanics problems require the resolution of several similar numerical problems. An iterative model reduction approach, the Proper Generalized Decomposition (PGD), enables the control of the main solutions at once, by the introduction of additional parameters. However, a major drawback to its use in the industrial world is the absence of a robust error estimator to measure the quality of the solutions obtained.The approach used is based on the concept of constitutive relation error. This method consists in constructing admissible fields, thus ensuring the conservative and guaranteed aspect of the estimation of the error by reusing the maximum number of tools used in the finite elements framework. The ability to quantify the importance of the different sources of error (reduction and discretization) allows to control the main strategies of PGD resolution.Two strategies have been proposed in this work. The first was limited to post-processing a PGD solution to construct an estimate of the error committed, in a non-intrusively way for existing PGD codes. The second consists of a new PGD strategy providing an improved approximation associated with an estimate of the error committed. The various comparative studies are carried out in the context of linear thermal and elasticity problems.This work also allowed us to optimize the admissible fields construction methods by substituting the resolution of many similar problems by a PGD solution, exploited as a virtual chart.

Le but de cette étude est d'améliorer les performances, en termes d'espace mémoire et de temps de calcul, des simulations actuelles de l'Interaction mécanique Pastille-Gaine (IPG), phénomène complexe pouvant avoir lieu lors de fortes montées en puissance dans les réacteurs à eau sous pression. Parmi les méthodes de raffinement de maillage, méthodes permettant de simuler efficacement des singularités locales, une approche multi-grille locale a été choisie car elle présente l'intérêt de pouvoir utiliser le solveur en boîte noire tout en ayant un faible nombre de degrés de liberté à traiter par niveau. La méthode Local Defect Correction (LDC), adaptée à une discrétisation de type éléments finis, a tout d'abord été analysée et vérifiée en élasticité linéaire, sur des configurations issues de l'IPG, car son utilisation en mécanique des solides est peu répandue. Différentes stratégies concernant la mise en oeuvre pratique de l'algorithme multi-niveaux ont également été comparées. La combinaison de la méthode LDC et de l'estimateur d'erreur a posteriori de Zienkiewicz-Zhu, permettant d'automatiser la détection des zones à raffiner, a ensuite été testée. Les performances obtenues sur des cas bidimensionnels et tridimensionnels sont très satisfaisantes, l'algorithme proposé se montrant plus performant que des méthodes de raffinement h-adaptatives. Enfin, l'algorithme a été étendu à des problèmes mécaniques non linéaires. Les questions d'un raffinement espace/temps mais aussi de la transmission des conditions initiales lors du remaillage ont entre autres été abordées. Les premiers résultats obtenus sont encourageants et démontrent l'intérêt de la méthode LDC pour des calculs d'IPG. / The aim of this study is to improve the performances, in terms of memory space and computational time, of the current modelling of the Pellet-Cladding mechanical Interaction (PCI),complex phenomenon which may occurs during high power rises in pressurised water reactors. Among the mesh refinement methods - methods dedicated to efficiently treat local singularities - a local multi-grid approach was selected because it enables the use of a black-box solver while dealing few degrees of freedom at each level. The Local Defect Correction (LDC) method, well suited to a finite element discretisation, was first analysed and checked in linear elasticity, on configurations resulting from the PCI, since its use in solid mechanics is little widespread. Various strategies concerning the implementation of the multilevel algorithm were also compared. Coupling the LDC method with the Zienkiewicz-Zhu a posteriori error estimator in orderto automatically detect the zones to be refined, was then tested. Performances obtained on two-dimensional and three-dimensional cases are very satisfactory, since the algorithm proposed is more efficient than h-adaptive refinement methods. Lastly, the LDC algorithm was extended to nonlinear mechanics. Space/time refinement as well as transmission of the initial conditions during the remeshing step were looked at. The first results obtained are encouraging and show the interest of using the LDC method for PCI modelling.

The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with a given accuracy. This notion offers a way tounderstand the efficiency of different numerical methods. The first paper develops new expansions of the weakcomputational error for Itˆo stochastic differentialequations using Malliavin calculus. These expansions have acomputable leading order term in a posteriori form, and arebased on stochastic flows and discrete dual backward problems.Beside this, these expansions lead to efficient and accuratecomputation of error estimates and give the basis for adaptivealgorithms with either deterministic or stochastic time steps.The second paper proves convergence rates of adaptivealgorithms for Itˆo stochastic differential equations. Twoalgorithms based either on stochastic or deterministic timesteps are studied. The analysis of their numerical complexitycombines the error expansions from the first paper and anextension of the convergence results for adaptive algorithmsapproximating deterministic ordinary differential equations.Both adaptive algorithms are proven to stop with an optimalnumber of time steps up to a problem independent factor definedin the algorithm. The third paper extends the techniques to theframework of Itˆo stochastic differential equations ininfinite dimensional spaces, arising in the Heath Jarrow Mortonterm structure model for financial applications in bondmarkets. Error expansions are derived to identify differenterror contributions arising from time and maturitydiscretization, as well as the classical statistical error dueto finite sampling. The last paper studies the approximation of linear ellipticstochastic partial differential equations, describing andanalyzing two numerical methods. The first method generates iidMonte Carlo approximations of the solution by sampling thecoefficients of the equation and using a standard Galerkinfinite elements variational formulation. The second method isbased on a finite dimensional Karhunen- Lo`eve approximation ofthe stochastic coefficients, turning the original stochasticproblem into a high dimensional deterministic parametricelliptic problem. Then, adeterministic Galerkin finite elementmethod, of either h or p version, approximates the stochasticpartial differential equation. The paper concludes by comparingthe numerical complexity of the Monte Carlo method with theparametric finite element method, suggesting intuitiveconditions for an optimal selection of these methods. 2000Mathematics Subject Classification. Primary 65C05, 60H10,60H35, 65C30, 65C20; Secondary 91B28, 91B70. / QC 20100825

When the finite element method is used to solve boundary value problems, the corresponding finite element mesh is appropriate if it is reflects the behavior of the true solution. A posteriori error estimators are suited to construct adequate meshes. They are useful to measure the quality of an approximate solution and to design adaptive solution algorithms. Singularly perturbed problems yield in general solutions with anisotropic features, e.g. strong boundary or interior layers. For such problems it is useful to use anisotropic meshes in order to reach maximal order of convergence. Moreover, the quality of the numerical solution rests on the robustness of the a posteriori error estimation with respect to both the anisotropy of the mesh and the perturbation parameters. There exist different possibilities to measure the a posteriori error in the energy norm for the singularly perturbed reaction-diffusion equation. One of them is the equilibrated residual method which is known to be robust as long as one solves auxiliary local Neumann problems exactly on each element. We provide a basis for an approximate solution of the aforementioned auxiliary problem and show that this approximation does not affect the quality of the error estimation. Another approach that we develope for the a posteriori error estimation is the hierarchical error estimator. The robustness proof for this estimator involves some stages including the strengthened Cauchy-Schwarz inequality and the error reduction property for the chosen space enrichment. In the rest of the work we deal with adaptive algorithms. We provide an overview of the existing methods for the isotropic meshes and then generalize the ideas for the anisotropic case. For the resulting algorithm the error reduction estimates are proven for the Poisson equation and for the singularly perturbed reaction-difussion equation. The convergence for the Poisson equation is also shown. Numerical experiments for the equilibrated residual method, for the hierarchical error estimator and for the adaptive algorithm confirm the theory. The adaptive algorithm shows its potential by creating the anisotropic mesh for the problem with the boundary layer starting with a very coarse isotropic mesh.

On s’intéresse ici aux erreurs de modélisation liées à l’usage de modèles de flammelette sous-maille en combustion turbulente non prémélangée. Le but de cette thèse est de développer une stratégie d’estimation d’erreur a posteriori pour déterminer le meilleur modèle parmi une hiérarchie, à un coût numérique similaire à l’utilisation de ces mêmes modèles. Dans un premier temps, une stratégie faisant appel à un estimateur basé sur les résidus pondérés est développée et testée sur un système d’équations d’advection-diffusion-réaction. Dans un deuxième temps, on teste la méthodologie d’estimation d’erreur sur un autre système d’équations, où des effets d’extinction et de réallumage sont ajoutés. Lorsqu’il n’y a pas d’advection, une analyse asymptotique rigoureuse montre l’existence de plusieurs régimes de combustion déjà observés dans les simulations numériques. Nous obtenons une approximation des paramètres de réallumage et d’extinction avec la courbe en «S», un graphe de la température maximale de la flamme en fonction du nombre de Damköhler, composée de trois branches et d’une double courbure. En ajoutant des effets advectifs, on obtient également une courbe en «S» correspondant aux régimes de combustion déjà identifiés. Nous comparons les erreurs de modélisation liées aux approximations asymptotiques dans les deux régimes stables et établissons une nouvelle hiérarchie des modèles en fonction du régime de combustion. Ces erreurs sont comparées aux estimations données par la stratégie d’estimation d’erreur. Si un seul régime stable de combustion existe, l’estimateur d’erreur l’identifie correctement ; si plus d’un régime est possible, on obtient une fac˛on systématique de choisir un régime. Pour les régimes où plus d’un modèle est approprié, la hiérarchie prédite par l’estimateur est correcte. / We are interested here in the modeling errors of subgrid flamelet models in nonpremixed turbulent combustion. The goal of this thesis is to develop an a posteriori error estimation strategy to determine the best model within a hierarchy, with a numerical cost at most that of using the models in the first place. Firstly, we develop and test a dual-weighted residual estimator strategy on a system of advection-diffusion-reaction equations. Secondly, we test that methodology on another system of equations, where quenching and ignition effects are added. In the absence of advection, a rigorous asymptotic analysis shows the existence of many combustion regimes already observed in numerical simulations. We obtain approximations of the quenching and ignition parameters, alongside the S-shaped curve, a plot of the maximal flame temperature as a function of the Damköhler number, consisting of three branches and two bends. When advection effects are added, we still obtain a S-shaped curve corresponding to the known combustion regimes. We compare the modeling errors of the asymptotic approximations in the two stable regimes and establish new model hierarchies for each combustion regime. These errors are compared with the estimations obtained by using the error estimation strategy. When only one stable combustion regime exists, the error estimator correctly identifies that regime; when two or more regimes are possible, it gives a systematic way of choosing one regime. For regimes where more than one model is appropriate, the error estimator’s predicted hierarchy is correct.