This thesis proposes a model reduction technique for nonlinear dynamical systems based upon combining Proper Orthogonal Decomposition (POD) and a new method, called the Discrete Empirical Interpolation Method (DEIM). The popular method of Galerkin projection with POD basis reduces dimension in the sense that far fewer variables are present, but the complexity of evaluating the nonlinear term generally remains that of the original problem. DEIM, a discrete variant of the approach from [11], is introduced and shown to effectively overcome this complexity issue. State space error estimates for POD-DEIM reduced systems are also derived. These [Special characters omitted.] error estimates reflect the POD approximation property through the decay of certain singular values and explain how the DEIM approximation error involving the nonlinear term comes into play. An application to the simulation of nonlinear miscible flow in a 2-D porous medium shows that the dynamics of a complex full-order system of dimension 15000 can be captured accurately by the POD-DEIM reduced system of dimension 40 with a factor of [Special characters omitted.] (1000) reduction in computational time.

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.

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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.

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.