Least-squares finite element method (LSFEM) is employed to simulate 2-D and axisymmetric flows governed by the compressible Euler equations. Least-squares formulation brings many advantages over classical Galerkin finite element methods. For non-self-adjoint systems, LSFEM result in symmetric positive-definite matrices which can be solved efficiently by iterative methods. Additionally, with a unified formulation it can work in all flight regimes from subsonic to supersonic. Another advantage is that, the method does not require artificial viscosity since it is naturally diffusive which also appears as a difficulty for sharply resolving high gradients in the flow field such as shock waves. This problem is dealt by employing adaptive mesh refinement (AMR) on triangular meshes. LSFEM with AMR technique is numerically tested with various flow problems and good agreement with the available data in literature is seen.

Coupled systems are ubiquitous in modern engineering and science. Such systems can encompass fluid dynamics, structural mechanics, chemical species transport and electrostatic effects among other components, all of which can be coupled in many different ways. In addition, such models are usually multiscale, making their numerical simulation challenging, and necessitating the use of adaptive modeling techniques. The multiscale, multiphysics models of electrosomotic flow (EOF) constitute a particularly challenging coupled flow system. A special feature of such models is that the coupling between the electric physics and hydrodynamics is via the boundary. Numerical simulations of coupled systems are typically targeted towards specific Quantities of Interest (QoIs). Adjoint-based approaches offer the possibility of QoI targeted adaptive mesh refinement and efficient parameter sensitivity analysis. The formulation of appropriate adjoint problems for EOF models is particularly challenging, due to the coupling of physics via the boundary as opposed to the interior of the domain. The well-posedness of the adjoint problem for such models is also non-trivial. One contribution of this dissertation is the derivation of an appropriate adjoint problem for slip EOF models, and the development of penalty-based, adjoint-consistent variational formulations of these models. We demonstrate the use of these formulations in the simulation of EOF flows in straight and T-shaped microchannels, in conjunction with goal-oriented mesh refinement and adjoint sensitivity analysis. Complex computational models may exhibit uncertain behavior due to various reasons, ranging from uncertainty in experimentally measured model parameters to imperfections in device geometry. The last decade has seen a growing interest in the field of Uncertainty Quantification (UQ), which seeks to determine the effect of input uncertainties on the system QoIs. Monte Carlo methods remain a popular computational approach for UQ due to their ease of use and "embarassingly parallel" nature. However, a major drawback of such methods is their slow convergence rate. The second contribution of this work is the introduction of a new Monte Carlo method which utilizes local sensitivity information to build accurate surrogate models. This new method, called the Local Sensitivity Derivative Enhanced Monte Carlo (LSDEMC) method can converge at a faster rate than plain Monte Carlo, especially for problems with a low to moderate number of uncertain parameters. Adjoint-based sensitivity analysis methods enable the computation of sensitivity derivatives at virtually no extra cost after the forward solve. Thus, the LSDEMC method, in conjuction with adjoint sensitivity derivative techniques can offer a robust and efficient alternative for UQ of complex systems. The efficiency of Monte Carlo methods can be further enhanced by using stratified sampling schemes such as Latin Hypercube Sampling (LHS). However, the non-incremental nature of LHS has been identified as one of the main obstacles in its application to certain classes of complex physical systems. Current incremental LHS strategies restrict the user to at least doubling the size of an existing LHS set to retain the convergence properties of LHS. The third contribution of this research is the development of a new Hierachical LHS algorithm, that creates designs which can be used to perform LHS studies in a more flexibly incremental setting, taking a step towards adaptive LHS methods. / text

Darbe nagrinėjami barjero pasirinkimo sandorių įkainojimo metodai. Barjero pasirinkimo sandorių išmokos sutampa su įprastinių pasirinkimo sandorių išmokomis, jei išpildoma papildoma barjero sąlyga, kurią reikia įvertinti. Įkainojimui naudojami diskretieji modeliai: binominis ir trinominis, tiriama jų konvergavimas į klasikinę Black-Scholes formulę. Dėl modelio diskretumo ir barjero sąlygos konvergavimas tam tikrais atvejais yra lėtas ir nemonotoniškas. Todėl siūloma pritaikyti adaptyviojo tinklelio algoritmą, smulkinant trinominio medžio tinklelį kritinėse srityse. Šiame darbe pateikiami rezultatai, gauti palyginus barjero pasirinkimo sandorio įkainojimo modelius. / In this paper we consider barrier options pricing models. Barrier options are standard call or put options except that they disappear or appear if the asset price crosses a predeterminant set of fixing dates. Barrier options are priced using continuous state Black-Scholes model and numerical approximation techniques, such as binomial and trinomial. Because of the the barrier condition and discreteness of these models the convergence to Black-Scholes model sometimes is slow. It is offered to apply adaptive mesh model grafting small sections of fine high-resolution lattice onto a tree in trinomial model. In this work we present the comparison of the models with some numerical results for barrier options.

A three-dimensional, parallel, anisotropic, block-based, adaptive mesh refinement (AMR) algorithm is proposed and described for the solution of fluid flows on body-fitted, multi-block, hexahedral meshes. Refinement and de-refinement in any grid block computational direction, or combination of directions, allows the mesh to rapidly adapt to anisotropic flow features such as shocks, boundary layers, or flame fronts, common to complex flow physics. Anisotropic refinements and an efficient and highly scalable parallel implementation lead to a potential for significant reduction in computational cost as compared to a more typical isotropic approach. Unstructured root-block topology allows for greater flexibility in the treatment of complex geometries. The AMR algorithm is coupled with an upwind finite-volume scheme for the solution of the Euler equations governing inviscid, compressible, gaseous flow. Steady-state and time varying, three-dimensional, flow problems are investigated for various geometries, including the cubed-sphere mesh.

A three-dimensional, parallel, anisotropic, block-based, adaptive mesh refinement (AMR) algorithm is proposed and described for the solution of fluid flows on body-fitted, multi-block, hexahedral meshes. Refinement and de-refinement in any grid block computational direction, or combination of directions, allows the mesh to rapidly adapt to anisotropic flow features such as shocks, boundary layers, or flame fronts, common to complex flow physics. Anisotropic refinements and an efficient and highly scalable parallel implementation lead to a potential for significant reduction in computational cost as compared to a more typical isotropic approach. Unstructured root-block topology allows for greater flexibility in the treatment of complex geometries. The AMR algorithm is coupled with an upwind finite-volume scheme for the solution of the Euler equations governing inviscid, compressible, gaseous flow. Steady-state and time varying, three-dimensional, flow problems are investigated for various geometries, including the cubed-sphere mesh.

Depuis le début du millénaire, la simulation numérique directe est apparue comme un outil précieux capable d'étudier l’atomisation d’une goutte isolée par un écoulement à grande vitesse. L’atomisation peut être divisée en deux phases distinctes : l'éclatement se produit d'abord sous la forme d'aplatissement de la goutte, formant également des filaments, puis il se poursuit via l'obtention d'une multitude de gouttes de tailles réduites ce qui complète le processus d’atomisation. Les principaux objectifs pour le présent travail étaient donc d’établir un modèle et une méthode numérique capables d’étudier au mieux ces phénomènes. L'atomisation d’une goutte isolée est présentée et est accompagnée d’une comparaison avec l’expérience qui confirme les capacités du modèle et de la méthode à simuler numériquement les différents processus physiques mis en jeu. Des informations essentielles quant aux mécanismes d’atomisation, non exploitables avec l’expérience, sont décrites et l’objectif d’obtenir des gouttes de tailles réduites est atteint. / Only at the beginning of the millennium, direct numerical simulation has emerged as a valuable tool capable of studying the atomization of an isolated droplet by a high-speed flow. The atomization can be divided into two distinct phases: the aerobreakup occurs first in the form of flattening of the droplet, also forming filaments, and then it continues via the obtaining of a multitude of reduced sizes droplets what completes the process of atomization. The main objectives of this work were therefore to establish a model and a numerical method able to study these phenomena as well as possible. The atomization of an isolated droplet is presented and is accompanied by a comparison with the experiment which confirms the capacities of the model and the method to numerically simulate the different physical processes involved. Essential information on atomization mechanisms, which cannot be exploited with experiments, is described and the objective of obtaining droplets of reduced sizes is achieved.

La reconstruction tomographique à partir de données de projections est un problème inverse largement utilisé en imagerie médicale et de façon plus modeste pour le contrôle nondestructif. Avec un nombre suffisant de projections, les algorithmes analytiques permettentdes reconstructions rapides et précises. Toutefois, dans le cas d’un faible nombre de vues(imagerie faible dose) et/ou d’angle limité (contraintes spécifiques liées à l’installation), lesdonnées disponibles pour l’inversion ne sont pas complètes, le mauvais conditionnementdu problème s’accentue, et les résultats montrent des artefacts importants. Pour aborderces situations, une approche alternative consiste à discrétiser le problème de reconstruction,et à utiliser des algorithmes itératifs ou une formulation statistique du problème afinde calculer une estimation de l’objet inconnu. Ces méthodes sont classiquement basées surune discrétisation du volume en un ensemble de voxels, et fournissent des cartes 3D de ladensité de l’objet étudié. Les temps de calcul et la ressource mémoire de ces méthodesitératives sont leurs principaux points faibles. Par ailleurs, quelle que soit l’application, lesvolumes sont ensuite segmentés pour une analyse quantitative. Devant le large éventaild’outils de segmentation existant, basés sur différentes interprétations des contours et defonctionnelles à minimiser, les choix sont multiples et les résultats en dépendent.Ce travail de thèse présente une nouvelle approche de reconstruction simultanée àla segmentation des différents matériaux qui composent le volume. Le processus dereconstruction n’est plus basé sur une grille régulière de pixels (resp. voxels), mais sur unmaillage composé de triangles (resp. tétraèdres) non réguliers qui s’adaptent à la formede l’objet. Après une phase d’initialisation, la méthode se décompose en trois étapesprincipales que sont la reconstruction, la segmentation et l’adaptation du maillage, quialternent de façon itérative jusqu’à convergence. Des algorithmes itératifs de reconstructioncommunément utilisés avec une représentation conventionnelle de l’image ont étéadaptés et optimisés pour être exécutés sur des grilles irrégulières composées d’élémentstriangulaires ou tétraédriques. Pour l’étape de segmentation, deux méthodes basées surune approche paramétrique (snake) et l’autre sur une approche géométrique (level set)ont été mises en oeuvre afin de considérer des objets de différentes natures (mono- etmulti- matériaux). L’adaptation du maillage au contenu de l’image estimée est basée surles contours segmentés précédemment, pour affiner la maille au niveau des détails del’objet et la rendre plus grossière dans les zones contenant peu d’information. En finde processus, le résultat est une image classique de reconstruction tomographique enniveaux de gris, mais dont la représentation par un maillage adapté au contenu proposeidirectement une segmentation associée. Les résultats montrent que la partie adaptative dela méthode permet de représenter efficacement les objets et conduit à diminuer drastiquementla mémoire nécessaire au stockage. Dans ce contexte, une version 2D du calcul desopérateurs de reconstruction sur une architecture parallèle type GPU montre la faisabilitédu processus dans son ensemble. Une version optimisée des opérateurs 3D permet descalculs encore plus efficaces. / Tomography reconstruction from projections data is an inverse problem widely used inthe medical imaging field. With sufficiently large number of projections over the requiredangle, the FBP (filtered backprojection) algorithms allow fast and accurate reconstructions.However in the cases of limited views (lose dose imaging) and/or limited angle (specificconstrains of the setup), the data available for inversion are not complete, the problembecomes more ill-conditioned, and the results show significant artifacts. In these situations,an alternative approach of reconstruction, based on a discrete model of the problem,consists in using an iterative algorithm or a statistical modelisation of the problem to computean estimate of the unknown object. These methods are classicaly based on a volumediscretization into a set of voxels and provide 3D maps of densities. Computation time andmemory storage are their main disadvantages. Moreover, whatever the application, thevolumes are segmented for a quantitative analysis. Numerous methods of segmentationwith different interpretations of the contours and various minimized energy functionalare offered, and the results can depend on their use.This thesis presents a novel approach of tomographic reconstruction simultaneouslyto segmentation of the different materials of the object. The process of reconstruction isno more based on a regular grid of pixels (resp. voxel) but on a mesh composed of nonregular triangles (resp. tetraedra) adapted to the shape of the studied object. After aninitialization step, the method runs into three main steps: reconstruction, segmentationand adaptation of the mesh, that iteratively alternate until convergence. Iterative algorithmsof reconstruction used in a conventionnal way have been adapted and optimizedto be performed on irregular grids of triangular or tetraedric elements. For segmentation,two methods, one based on a parametric approach (snake) and the other on a geometricapproach (level set) have been implemented to consider mono and multi materials objects.The adaptation of the mesh to the content of the estimated image is based on the previoussegmented contours that makes the mesh progressively coarse from the edges to thelimits of the domain of reconstruction. At the end of the process, the result is a classicaltomographic image in gray levels, but whose representation by an adaptive mesh toits content provide a correspoonding segmentation. The results show that the methodprovides reliable reconstruction and leads to drastically decrease the memory storage. Inthis context, the operators of projection have been implemented on parallel archituecturecalled GPU. A first 2D version shows the feasability of the full process, and an optimizedversion of the 3D operators provides more efficent compoutations.

CoordenaÃÃo de AperfeiÃoamento de Pessoal de NÃvel Superior / A animaÃÃo de tecido vem sendo estudada abundantemente nas Ãltimas dÃcadas por haver demanda na indÃstria do entretenimento bem como no comÃrcio eletrÃnico de roupas. Esse tipo de animaÃÃo, na maioria das vezes, à feita com base em simulaÃÃo fÃsica, havendo muito gasto computacional. Esse trabalho tenta usufruir de vÃrios modelos para diminuir esse gasto. à feito uma modelagem do tecido com uma malha triangular e usa-se um modelo massa-mola-amortecedor para simular as forÃas entre as partÃculas, que sÃo os vÃrtices dessa malha. Dependendo da disposiÃÃo do modelo do tecido e dos objetos da cena, sÃo detectadas colisÃes entre eles. A malha à discretizada ou simplificada, levando em consideraÃÃo a compressÃo, a colisÃo e a curvatura das molas, para que seja usada uma malha boa em cada passo ao longo da animaÃÃo. Portanto, o objetivo principal desse trabalho à estudar o comportamento do tecido utilizando o modelo de remalhamento para adaptar essa malha. / In the last decades, cloth animation has been the focus of much research, due to demands from the entertainment industry and from e-commerce. That type of animation is most often the result of a physics-based simulation and has a great computational cost. This work investigates how to reduce the computational cost of the simulation, by refining the mesh only in regions that need a fine level of detail. The fabric model consists of a triangular mesh and uses a spring-mass-damper system to compute the forces among the particles, which are located at the meshâs vertices. The collision detection depends on the arrangement of the cloth model and the objects in the scene. The mesh is refined or simplified, taking into account the spring compression, collision and curvature, so the simulation uses a better mesh every time step. Therefore, this workâs main objective is to study the dynamic behavior of cloth, using a remeshing procedure in order to adapt the mesh.

This paper is concerned with mesh refinement techniques for treating elliptic boundary value problems in domains with re- entrant edges and corners, and focuses on numerical experiments. After a section about the model problem and discretization strategies, their realization in the experimental code FEMPS3D is described. For two representative examples the numerically determined error norms are recorded, and various mesh refinement strategies are compared.

Ce travail de thèse présente l'implémentation de la simulation d'écoulements diphasiques dans des conditions de réacteurs nucléaires à caloporteur eau, à l'échelle de bulles individuelles. Pour ce faire, nous étudions plusieurs modèles d'écoulements thermohydrauliques et nous focalisons sur une technique de capture d'interface mince entre phases liquide et vapeur. Nous passons ainsi en revue quelques techniques possibles de maillage adaptatif (AMR) et nous fournissons des outils algorithmiques et informatiques adaptés à l'AMR par patchs dont l'objectif localement la précision dans des régions d'intérêt. Plus précisément, nous introduisons un algorithme de génération de patchs conçu dans l'optique du calcul parallèle équilibré. Cette approche nous permet de capturer finement des changements situés à l'interface, comme nous le montrons pour des cas tests d'advection ainsi que pour des modèles avec couplage hyperbolique-elliptique. Les calculs que nous présentons incluent également la simulation du système de Navier-Stokes incompressible qui modélise la déformation de l'interface entre deux fluides non-miscibles. / This PhD work presents the implementation of the simulation of two-phase flows in conditions of water-cooled nuclear reactors, at the scale of individual bubbles. To achieve that, we study several models for Thermal-Hydraulic flows and we focus on a technique for the capture of the thin interface between liquid and vapour phases. We thus review some possible techniques for Adaptive Mesh Refinement (AMR) and provide algorithmic and computational tools adapted to patch-based AMR, which aim is to locally improve the precision in regions of interest. More precisely, we introduce a patch-covering algorithm designed with balanced parallel computing in mind. This approach lets us finely capture changes located at the interface, as we show for advection test cases as well as for models with hyperbolic-elliptic coupling. The computations we present also include the simulation of the incompressible Navier-Stokes system, which models the shape changes of the interface between two non-miscible fluids.