Storm surge, the pileup of seawater occurring as a result of high surface stresses and strong currents generated by extreme storm events such as hurricanes, is known to cause greater loss of life than these storms' associated winds. For example, inland flooding from the storm surge along the Gulf Coast during Hurricane Katrina killed hundreds of people. Previous storms produced even larger death tolls. Simultaneously, dune, barrier island, and channel erosion taking place during a hurricane leads to the removal of major flow controls, which significantly affects inland inundation. Also, excessive sea bed scouring around pilings can compromise the structural integrity of bridges, levees, piers, and buildings. Modeling these processes requires tightly coupling a bed morphology equation to the shallow water equations (SWE). Discontinuous Galerkin finite element methods (DGFEMs) are a natural choice for modeling this coupled system, given the need to solve these problems on large, complicated, unstructured computational meshes, as well as the desire to implement hp-adaptivity for capturing the dynamic features of the solution. Comprehensive modeling of these processes in the coastal zone presents several challenges and open questions. Most existing hydrodynamic models use a fixed-bed approach; the bottom is not allowed to evolve in response to the fluid motion. With respect to movable-bed models, there is no single, generally accepted mathematical model in use. Numerical challenges include coupling models of processes that exhibit disparate time scales during fair weather, but possibly similar time scales during intense storms. The main goals of this dissertation include implementing a robust, efficient, tightly-coupled morphological model using the local discontinuous Galerkin (LDG) method within the existing Advanced Circulation (ADCIRC) modeling framework, performing systematic code and model verification (using test cases with known solutions, proven convergence rates, or well-documented physical behavior), analyzing the stability and accuracy of the implemented numerical scheme by way of a priori error estimates, and ultimately laying some of the necessary groundwork needed to simultaneously model storm surges and bed morphodynamics during extreme storm events. / text

O desenvolvimento de uma ferramenta de Dinâmica de Fluidos Computacional que utiliza Método de Elementos Finitos baseada na discretização de Galerkin descontínuo é apresentado neste trabalho com objetivo de resolver a equação de Euler linearizada para escoamento compressível em duas dimensões usando malhas estruturadas e não estruturadas. Procuramos utilizar esta ferramenta como um propagador de ondas sonoras para estudar fenômenos aeroacústicos. O problema de Riemann presente no fluxo convectivo da equação de Euler é tratado com um método upwind HLL e para o avanço da solução no tempo é usado o método de Runge-Kutta explícito de 4 estágios com segunda ordem de precisão. A eficiência computacional, a convergência do método e a precisão são testadas através de simulações de escoamentos já apresentadas na literatura. A taxa de convergência para altas ordens de aproximação é assintótica que é um resultado compatível com a formulação Galerkin descontínuo. / The development of a Computation Fluid Dynamic Tool based on the Finite Element Method with discontinuous Galerkin discretization is presented in this work. The aim of this study is to solve the compressible linearized Euler\'s equation in two dimensions on structured and non structured meshes. This tool has been used as a means to study aeroacoustics phenomena. The Riemann\'s problem presented on a convective flow in Euler\'s equation is tackled by a HLL\'s method and the time integration being used is the four-stage Runge-Kutta explicit method with second order of accuracy. The computational efficiency, the convergence of the method and the accuracy are tested by comparing our results for flow simulations with those that are available in the literature. The convergence rate to high approximation order is asymptotic and it shows a result which is compatible with a discontinuous Galerkin formulation.

Efficient numerical methods for option pricing is an active field of research. This project has the goal to examine possible ways to improve an established method of numerical pricing. The method is based on an adaptive finite difference method in price and uses the backwards differentiation formula of order 2, BDF2, in time. The project will focus on improvements to the time integration through implementation of discontinuous Galerkin methods, dG. Empirical convergence and accuracy results are obtained for equidistant dG-methods up to order 3 and performance is compared to BDF2. The dG-methods do not succeed in outperforming the BDF2-method when comparing accuracy to time for computation, but they do match the performance. Possible ways for improvements are suggested.

We consider high order discontinuous-Galerkin finite element methods for partial differential equations, with a focus on the neutron transport equation. We begin by examining a method for preprocessing block-sparse matrices, of the type that arise from discontinuous-Galerkin methods, prior to factorisation by a multifrontal solver. Numerical experiments on large two and three dimensional matrices show that this pre-processing method achieves a significant reduction in fill-in, when compared to methods that fail to exploit block structures. A discontinuous-Galerkin finite element method for the neutron transport equation is derived that employs high order finite elements in both space and angle. Parallel Krylov subspace based solvers are considered for both source problems and $k_{eff}$-eigenvalue problems. An a-posteriori error estimator is derived and implemented as part of an h-adaptive mesh refinement algorithm for neutron transport $k_{eff}$-eigenvalue problems. This algorithm employs a projection-based error splitting in order to balance the computational requirements between the spatial and angular parts of the computational domain. An hp-adaptive algorithm is presented and results are collected that demonstrate greatly improved efficiency compared to the h-adaptive algorithm, both in terms of reduced computational expense and enhanced accuracy. Computed eigenvalues and effectivities are presented for a variety of challenging industrial benchmarks. Accurate error estimation (with effectivities of 1) is demonstrated for a collection of problems with inhomogeneous, irregularly shaped spatial domains as well as multiple energy groups. Numerical results are presented showing that the hp-refinement algorithm can achieve exponential convergence with respect to the number of degrees of freedom in the finite element space

Cette thèse s'inscrit dans un projet d'innovation duale RAPID financé par DGA/DS/MRIS et appelé GREAT faisant intervenir la société Axessim, l'ONERA, INRIA, l'IRMA et le CEA. Ce projet a pour but la mise en place d'une solution industrielle de simulation électromagnétique basée sur une méthode Galerkin Discontinue (GD) parallèle sur maillage hexaédrique. Dans un premier temps, nous établissons un schéma numérique adapté à un système de loi de conservation. Nous pouvons ainsi appliquer cette approche aux équations de Maxwell, mais également à tout système hyperbolique. Dans un second temps, nous mettons en place une parallélisation à deux niveaux de ce schéma. D'une part, les calculs sont parallélisés sur carte graphique au moyen de la bibliothèque OpenCL. D'autre part, plusieurs cartes graphiques peuvent être utilisées, chacune étant pilotée par un processus MPI. De plus, les communications MPI et les calculs OpenCL sont asynchronisés permettant d'obtenir une forte accélération. / This thesis is part of a dual innovation project funded by RAPID DGA/DS/MRIS and called GREAT involving Axessim company, ONERA, INRIA, IRMA and the CEA. This project aims at the establishment of an industrial solution of electromagnetic simulation based on a method Discontinuous Galerkin (DG) on parallel hexahedral mesh. First, we establish a numerical scheme adapted to a conservation law system. We can apply this approach to the Maxwell equations but also to any hyperbolic system. In a second step, we set up a two-level parallelization of this scheme. On the one hand, the calculations are parallelized on graphics card using the OpenCL library. On the other hand, multiple graphics cards can be used, each driven by a MPI process. In addition, MPI communications and OpenCL computations are launched asynchronously in order to obtain a strong acceleration.

L'objectif principal de cette thèse est l'étude des problèmes et des applications qu'ils se développent dans le domaine de la nanophotonique. Plus précisément, nous considérons les structures de métaux nobles où les modèles de dispersion locaux sont insuffisants et la non-localité doit être incluse dans le modèle. Ici, le système physique sous-jacent est typiquement modélisé comme des équations de Maxwell couplées à des lois de dispersion spatio-temporelles dans le régime des longueurs d'onde optiques. Bien que les solutions analytiques puissent être dérivées pour un petit nombre de problèmes, cela n'est généralement pas possible pour les dispositifs du monde réel, qui présentent souvent des géométries complexes et des compositions de matériaux. Suite à une analyse rigoureuse des propriétés physiques et mathématiques du modèle continu original, nous proposons une méthode de type à éléments finis d'ordre élevé pour discrétiser le modèle continu dans l'espace et le temps. Les méthodes discontinues Galerkin (DG) sont bien établies pour la discrétisation spatiale des équations de Maxwell. Cette thèse prolonge les travaux antérieurs sur les systèmes couplés des équations de Maxwell et les lois de dispersion spatiale. Nous utilisons des méthodes explicites de Runge-Kutta (RK) d'ordre élevé pour la discrétisation temporelle. L'intégration temporelle RK garantit un ordre de convergence espace-temps élevé du schéma entièrement discret, qui repose sur un schéma de preuve de convergence. Parallélisme MPI (Message Passing Interface), éléments curvilignes et PML (Perfectly Matched Layers) autour des aspects d'implémentation et d'évaluation des performances dans le cadre du logiciel développé à Inria Sophia Antipolis-Méditerannée (DIOGENES). La méthode développée est appliquée à de nombreuses simulations nanophotoniques réelles de dispositifs où des observables tels que la réflexion, la section transversale (CS) et la spectroscopie de perte d'énergie électronique (EELS) sont étudiés. Entre autres, nous élaborons une feuille de route pour un étalonnage expérimental robuste du modèle de dispersion non local linéarisé basé sur la solution de problèmes inverses et la quantification d'incertitude (UQ) des paramètres géométriques stochastiques. Nous avons également amélioré les accords de simulations numériques non locales et les résultats expérimentaux pour la résonance des plasmons d'espacement des nano-cubes d'argent. Cela démontre la pertinence de simulations non locales précises. / The main objective of this thesis is the study of problems and applications as they arise in the field of nanophotonics. More speci cally, we consider noble metal structures where local dispersion models are insu cient and nonlocality has to be included in the model. Here, the underlying physical system is typically modeled as Maxwell’s equations coupled to spatio- temporal dispersion laws in the regime of optical wavelengths. While analytical solutions can be derived for a small number of problems, this is typically not possible for real-world devices, which often feature complicated geometries and material compositions. Following a rigorous analysis of the physical and mathematical properties of the original continuous model, we propose a high order finite element type method for discretizing the continuous model in space and time. Discontinuous Galerkin (DG) methods are well established for the spatial discretization of Maxwell’s equations. This thesis extends previous work on the coupled systems of Maxwell’s equations and spatial dispersion laws. We use explicit high-order Runge-Kutta (RK) methods for the subsequent time discretiz- ation. RK time integration guarantees a high space-time convergence order of the fully-discrete scheme, which is underpinned by a sketch of a convergence proof. Message Passing Interface (MPI) parallelization, curvilinear elements and Perfectly Matched Layers (PMLs) round of implementation aspects and performance assessments in the scope of the Software developed at Inria Sophia Antipolis-Méditerannée (DIOGENeS). The developed method is applied to numerous real-world nanophotonics simulations of devices where observables like re ectance, Cross Section (CS) and Electron Energy Loss Spectroscopy (EELS) are studied. Inter alia, we elaborate a roadmap for a robust experimental calibration of the linearized nonlocal disper- sion model based on the solution of inverse problems and Uncertainty Quanti cation (UQ) of stochastic geometric parameters. We also find improved agreements of nonlocal numerical simulations and exper- imental results for the gap-plasmon resonance of silver nano-cubes. This demonstrates the relevance of accurate nonlocal simulations.

Moment methods derived from the kinetic theory of gases can be used for the prediction of continuum and non-equilibrium flows and offer numerical advantages over other methods, such as the Navier-Stokes model. Models developed in this fashion are described by first-order hyperbolic partial differential equations (PDEs) with stiff local relaxation source terms. The application of discontinuous-Galerkin (DG) methods for the solution of such models has many benefits. Of particular interest is the third-order accurate, coupled space-time discontinuous-Galerkin Hancock (DGH) method. This scheme is accurate, as well as highly efficient on large-scale distributed-memory computers. The current study outlines a general implementation of the DGH method used for the parallel solution of moment methods in one, two, and three dimensions on modern distributed clusters. An algorithm for adaptive mesh refinement (AMR) was developed alongside the implementation of the scheme, and is used to achieve even higher accuracy and efficiency. Many different first-order hyperbolic and hyperbolic-relaxation PDEs are solved to demonstrate the robustness of the scheme. First, a linear convection-relaxation equation is solved to verify the order of accuracy of the scheme in three dimensions. Next, some classical compressible Euler problems are solved in one, two, and three dimensions to demonstrate the scheme's ability to capture discontinuities and strong shocks, as well as the efficacy of the implemented AMR. A special case, Ringleb's flow, is also solved in two-dimensions to verify the order of accuracy of the scheme for non-linear PDEs on curved meshes. Following this, the shallow water equations are solved in two dimensions. Afterwards, the ten-moment (Gaussian) closure is applied to two-dimensional Stokes flow past a cylinder, showing the abilities of both the closure and scheme to accurately compute classical viscous solutions. Finally, the one-dimensional fourteen-moment closure is solved.

We present immersed discontinuous Galerkin finite element methods for one and two dimensional acoustic wave propagation problems in inhomogeneous media where elements are allowed to be cut by the material interface. The proposed methods use the standard discontinuous Galerkin finite element formulation with polynomial approximation on elements that contain one fluid while on interface elements containing more than one fluid they use specially-built piecewise polynomial shape functions that satisfy appropriate interface jump conditions. The finite element spaces on interface elements satisfy physical interface conditions from the acoustic problem in addition to extended conditions derived from the system of partial differential equations. Additional curl-free and consistency conditions are added to generate bilinear and biquadratic piecewise shape functions for two dimensional problems. We established the existence and uniqueness of one dimensional immersed finite element shape functions and existence of two dimensional bilinear immersed finite element shape functions for the velocity. The proposed methods are tested on one dimensional problems and are extended to two dimensional problems where the problem is defined on a domain split by an interface into two different media. Our methods exhibit optimal $O(h^{p+1})$ convergence rates for one and two dimensional problems. However it is observed that one of the proposed methods is not stable for two dimensional interface problems with high contrast media such as water/air. We performed an analysis to prove that our immersed Petrov-Galerkin method is stable for interface problems with high jumps across the interface. Local time-stepping and parallel algorithms are used to speed up computation. Several realistic interface problems such as ether/glycerol, water/methyl-alcohol and water/air with a circular interface are solved to show the stability and robustness of our methods. / Ph. D.

In recent years, the discontinuous Galerkin (DG) method has been successfully applied to solving hyperbolic conservation laws. Due to its compactness, high order accuracy, and versatility, the DG method has been extensively applied to convection-diffusion problems. In this dissertation, a numerical package, texttt{PHORCE}, is introduced to solve a number of convection-diffusion problems in neutral fluids and plasmas. Unstructured grids are used in order to randomize grid errors, which is especially important for complex geometries. texttt{PHORCE} is written in texttt{C++} and fully parallelized using the texttt{MPI} library. Memory optimization has been considered in this work to achieve improved efficiency. DG algorithms for hyperbolic terms are well studied. However, an accurate and efficient diffusion solver still constitutes ongoing research, especially for a nodal representation of the discontinuous Galerkin (NDG) method. An affine reconstructed discontinuous Galerkin (aRDG) algorithm is developed in this work to solve the diffusive operator using an unstructured NDG method. Unlike other reconstructed/recovery algorithms, all computations can be performed on a reference domain, which promotes efficiency in computation and storage. In addition, to the best of the authors' knowledge, this is the first practical guideline that has been proposed for applying the reconstruction algorithm on a nodal discontinuous Galerkin method. TVB type and WENO type limiters are also studied to deal with numerical oscillations in regions with strong physical gradients in state variables. A high-order positivity-preserving limiter is also extended in this work to prevent negative densities and pressure. A new interface tracking method, mass of fluid (MOF), along with its bound limiter has been proposed in this work to compute the mass fractions of different fluids over time. Hydrodynamic models, such as Euler and Navier-Stokes equations, and plasma models, such as ideal-magnetohydrodynamics (MHD) and two-fluid plasma equations, are studied and benchmarked with various applications using this DG framework. Numerical computations of Rayleigh-Taylor instability growth with experimentally relevant parameters are performed using hydrodynamic and MHD models on planar and radially converging domains. Discussions of the suppression mechanisms of Rayleigh-Taylor instabilities due to magnetic fields, viscosity, resistivity, and thermal conductivity are also included. This work was partially supported by the US Department of Energy under grant number DE-SC0016515. The author acknowledges Advanced Research Computing at Virginia Tech for providing computational resources and technical support that have contributed to the results reported within this work. URL: http://www.arc.vt.edu / Doctor of Philosophy / High-energy density (HED) plasma science is an important area in studying astrophysical phenomena as well as laboratory phenomena such as those applicable to inertial confinement fusion (ICF). ICF plasmas undergo radial compression, with an aim of achieving fusion ignition, and are subject to a number of hydrodynamic instabilities that can significantly alter the implosion and prevent sufficient fusion reactions. An understanding of these instabilities and their mitigation mechanisms is important allow for a stable implosion in ICF experiments. This work aims to provide a high order accurate and robust numerical framework that can be used to study these instabilities through simulations. The first half of this work aims to provide a detailed description of the numerical framework, texttt{PHORCE}. texttt{PHORCE} is a high order numerical package that can be used in solving convection-diffusion problems in neutral fluids and plasmas. Outstanding challenges exist in simulating high energy density (HED) hydrodynamics, where very large gradients exist in density, temperature, and transport coefficients (such as viscosity), and numerical instabilities arise from these region if there is no intervention. These instabilities may lead to inaccurate results or cause simulations to fail, especially for high-order numerical methods. Substantial work has been done in texttt{PHORCE} to improve its robustness in dealing with numerical instabilities. This includes the implementation and design of several high-order limiters. An novel algorithm is also proposed in this work to solve the diffusion term accurately and efficiently, which further enriches the physics that texttt{PHORCE} can investigate. The second half of this work involves rigorous benchmarks and experimentally relevant simulations of hydrodynamic instabilities. Both advection and diffusion solvers are well verified through convergence studies. Hydrodynamic and plasma models implemented are also validated against results in existing literature. Rayleigh-Taylor instability growth with experimentally relevant parameters are performed on both planar and radially converging domains. Although this work is motivated by physics in HED hydrodynamics, the emphasis is placed on numerical models that are generally applicable across a wide variety of fields and disciplines.

We deal with the numerical solution of the Navier-Stokes equations describing a motion of viscous compressible flows. The governing equations are discretized with the aid of discontinuous Galerkin finite element method which is based on a discontinuous piecewise polynomial approximation. The discretizations leads to a large nonlinear algebraic system. In order to solve this system efficiently, we develop the so-called p-multigrid solution strategy which employ as a projec- tion and a restriction operators the L2 -projection in the spaces of polynomial functions on each element separately. The p-multigrid technique is studied, deve- loped and implemented in the code ADGFEM. The computational performance of the method is presented.