Uncertainty Quantification (UQ) has been an active area of research in recent years with a wide range of applications in data and imaging sciences. In many problems, the source of uncertainty stems from an unknown parameter in the model. In physical and engineering systems for example, the parameters of the partial differential equation (PDE) that model the observed data may be unknown or incompletely specified. In such cases, one may use a probabilistic description based on prior information and formulate a forward UQ problem of characterising the uncertainty in the PDE solution and observations in response to that in the parameters. Conversely, inverse UQ encompasses the statistical estimation of the unknown parameters from the available observations, which can be cast as a Bayesian inverse problem. The contributions of the thesis focus on examining the aforementioned forward and inverse UQ problems for the low-frequency, time-harmonic Maxwell equations, where the model uncertainty emanates from the lack of knowledge of the material conductivity parameter. The motivation comes from the Controlled-Source Electromagnetic Method (CSEM) that aims to detect and image hydrocarbon reservoirs by using electromagnetic field (EM) measurements to obtain information about the conductivity profile of the sub-seabed. Traditionally, algorithms for deterministic models have been employed to solve the inverse problem in CSEM by optimisation and regularisation methods, which aside from the image reconstruction provide no quantitative information on the credibility of its features. This work employs instead stochastic models where the conductivity is represented as a lognormal random field, with the objective of providing a more informative characterisation of the model observables and the unknown parameters. The variational formulation of these stochastic models is analysed and proved to be well-posed under suitable assumptions. For computational purposes the stochastic formulation is recast as a deterministic, parametric problem with distributed uncertainty, which leads to an infinite-dimensional integration problem with respect to the prior and posterior measure. One of the main challenges is thus the approximation of these integrals, with the standard choice being some variant of the Monte-Carlo (MC) method. However, such methods typically fail to take advantage of the intrinsic properties of the model and suffer from unsatisfactory convergence rates. Based on recently developed theory on high-dimensional approximation, this thesis advocates the use of Sparse Quadrature (SQ) to tackle the integration problem. For the models considered here and under certain assumptions, we prove that for forward UQ, Sparse Quadrature can attain dimension-independent convergence rates that out-perform MC. Typical CSEM models are large-scale and thus additional effort is made in this work to reduce the cost of obtaining forward solutions for each sampling parameter by utilising the weighted Reduced Basis method (RB) and the Empirical Interpolation Method (EIM). The proposed variant of a combined SQ-EIM-RB algorithm is based on an adaptive selection of training sets and a primal-dual, goal-oriented formulation for the EIM-RB approximation. Numerical examples show that the suggested computational framework can alleviate the computational costs associated with forward UQ for the pertinent large-scale models, thus providing a viable methodology for practical applications.

Nous présentons dans cette thèse nos travaux sur la réduction d'ordre appliquée à des simulations d'aérothermie. Nous considérons le couplage entre les équations de Navier-Stokes et une équations d'énergie de type advection-diffusion. Les paramètres physiques considérés nous obligent à considéré l'introduction d'opérateurs de stabilisation de type SUPG ou GLS. Le but étant d'ajouter une diffusion numérique dans la direction du champs de convection, afin de supprimer les oscillations non-phyisques. Nous présentons également notre stratégie de résolution basée sur la méthode des bases réduite (RBM). Afin de retrouver une décomposition affine, essentielle pour l'application de la RBM, nous avons implémenté une version discrète de la méthode d'interpolation empirique (EIM). Cette variante permet de la construction d'approximation affine pour des opérateurs complexes. Nous utilisons notamment cette méthode pour la réduction des opérateurs de stabilisations. Cependant, la construction des bases EIM pour des problèmes non-linéaires implique un grand nombre de résolution éléments finis. Pour pallier à ce problème, nous mettons en oeuvre les récents développement de l'algorithme de coconstruction entre EIM et RBM (SER). / We present in this thesis our work on model order reduction for aerothermal simulations. We consider the coupling between the incompressible Navier-Stokes equations and an advection-diffusion equation for the temperature. Since the physical parameters induce high Reynolds and Peclet numbers, we have to introduce stabilization operators in the formulation to deal with the well known numerical stability issue. The chosen stabilization, applied to both fluid and heat equations, is the usual Streamline-Upwind/Petrov-Galerkin (SUPG) which add artificial diffusivity in the direction of the convection field. We also introduce our order reduction strategy for this model, based on the Reduced Basis Method (RBM). To recover an affine decomposition for this complex model, we implemented a discrete variation of the Empirical Interpolation Method (EIM) which is a discrete version of the original EIM. This variant allows building an approximated affine decomposition for complex operators such as in the case of SUPG. We also use this method for the non-linear operators induced by the shock capturing method. The construction of an EIM basis for non-linear operators involves a potentially huge number of non-linear FEM resolutions - depending on the size of the sampling. Even if this basis is built during an offline phase, we usually can not afford such expensive computational cost. We took advantage of the recent development of the Simultaneous EIM Reduced basis algorithm (SER) to tackle this issue.

Cette thèse aborde deux thématiques différentes. On s’intéresse d’abord au développement et à l’analyse de méthodes pour le sens électrique appliqué à la robotique. On considère en particulier la méthode des réflexions permettant, à l’image de la méthode de Schwarz, de résoudre des problèmes linéaires à partir de sous-problèmes plus simples. Ces deniers sont obtenus par décomposition des frontières du problème de départ. Nous en présentons des preuves de convergence et des applications. Dans le but d’implémenter un simulateur du problème direct d’électrolocation dans un robot autonome, on s’intéresse également à une méthode de bases réduites pour obtenir des algorithmes peu coûteux en temps et en place mémoire. La seconde thématique traite d’un problème inverse dans le domaine de la chimie quantique. Nous cherchons ici à déterminer les caractéristiques d’un système quantique. Celui-ci est éclairé par un champ laser connu et fixé. Dans ce cadre, les données du problème inverse sont les états avant et après éclairage. Un résultat d’existence locale est présenté, ainsi que des méthodes de résolution numériques. / This thesis tackle two different topics.We first design and analyze algorithms related to the electrical sense for applications in robotics. We consider in particular the method of reflections, which allows, like the Schwartz method, to solve linear problems using simpler sub-problems. These ones are obtained by decomposing the boundaries of the original problem. We give proofs of convergence and applications. In order to implement an electrolocation simulator of the direct problem in an autonomous robot, we build a reduced basis method devoted to electrolocation problems. In this way, we obtain algorithms which satisfy the constraints of limited memory and time resources. The second topic is an inverse problem in quantum chemistry. Here, we want to determine some features of a quantum system. To this aim, the system is ligthed by a known and fixed Laser field. In this framework, the data of the inverse problem are the states before and after the Laser lighting. A local existence result is given, together with numerical methods for the solving.