The modelling of the processes of advection and dispersion-diffusion is the most crucial factor in solute transport simulations. It is generally appreciated that the first order upwind difference scheme gives rise to excessive numerical diffusion, whereas the conventional second order central difference scheme exhibits severe oscillations for advection dominated transport, especially in regions of high solute gradients or discontinuities. Higher order schemes have therefore become increasingly used for improved accuracy and for reducing grid scale oscillations. Two such schemes are the QUICK (Quadratic Upwind Interpolation for Convective Kinematics) and TOASOD (Third Order Advection Second Order Diffusion) schemes, which are similar in formulation but different in accuracy, with the two schemes being second and third order accurate in space respectively for finite difference models. These two schemes can be written in various finite difference forms for transient solute transport models, with the different representations having different numerical properties and computational efficiencies. Although these two schemes are advectively (or convectively) stable, it has been shown that the originally proposed explicit QUICK and TOASOD schemes become numerically unstable for the case of pure advection. The stability constraints have been established for each scheme representation based upon the von Neumann stability analysis. All the derived schemes have been tested for various initial solute distributions and for a number of continuous discharge cases, with both constant and time varying velocity fields. The 1-D QUICKEST (QUICK with Estimated Streaming Term) scheme is third order accurate both in time and space. It has been shown analytically and numerically that a previously derived quasi 2-D explicit QUICKEST scheme, with a reduced accuracy in time, is unstable for the case of pure advection. The modified 2-D explicit QUICKEST, ADI-TOASOD and ADI-QUICK schemes have been developed herein and proved to be numerically stable, with the bility sta- region of each derived 2-D scheme having also been established. All these derived 2-D schemesh ave been tested in a 2-D domain for various initial solute distributions with both uniform and rotational flow fields. They were further tested for a number of 2-D continuous discharge cases, with the corresponding exact solutions having also been derived herein. All the numerical tests in both the 1-D and 2-D cases were compared with the corresponding exact solutions and the results obtained using various other difference schemes, with the higher order schemes generally producing more accurate predictions, except for the characteristic based schemes which failed to conserve mass for the 2-D rotational flow tests. The ADI-TOASOD scheme has also been applied to two water quality studies in the U. K., simulating nitrate and faecal coliform distributions respectively, with the results showing a marked improvement in comparison with the results obtained by the second order central difference scheme. Details are also given of a refined numerical representation of flooding and drying of tidal flood plains for hydrodynamic modelling, with the results showing considerable improvements in comparison with a number of existing models and in good agreement with the field measured data in a natural harbour study.

The modelling of the processes of advection and dispersion-diffusion is the most crucial factor in solute transport simulations. It is generally appreciated that the first order upwind difference scheme gives rise to excessive numerical diffusion, whereas the conventional second order central difference scheme exhibits severe oscillations for advection dominated transport, especially in regions of high solute gradients or discontinuities. Higher order schemes have therefore become increasingly used for improved accuracy and for reducing grid scale oscillations. Two such schemes are the QUICK (Quadratic Upwind Interpolation for Convective Kinematics) and TOASOD (Third Order Advection Second Order Diffusion) schemes, which are similar in formulation but different in accuracy, with the two schemes being second and third order accurate in space respectively for finite difference models. These two schemes can be written in various finite difference forms for transient solute transport models, with the different representations having different numerical properties and computational efficiencies. Although these two schemes are advectively (or convectively) stable, it has been shown that the originally proposed explicit QUICK and TOASOD schemes become numerically unstable for the case of pure advection. The stability constraints have been established for each scheme representation based upon the von Neumann stability analysis. All the derived schemes have been tested for various initial solute distributions and for a number of continuous discharge cases, with both constant and time varying velocity fields. The 1-D QUICKEST (QUICK with Estimated Streaming Term) scheme is third order accurate both in time and space. It has been shown analytically and numerically that a previously derived quasi 2-D explicit QUICKEST scheme, with a reduced accuracy in time, is unstable for the case of pure advection. The modified 2-D explicit QUICKEST, ADI-TOASOD and ADI-QUICK schemes have been developed herein and proved to be numerically stable, with the bility sta- region of each derived 2-D scheme having also been established. All these derived 2-D schemesh ave been tested in a 2-D domain for various initial solute distributions with both uniform and rotational flow fields. They were further tested for a number of 2-D continuous discharge cases, with the corresponding exact solutions having also been derived herein. All the numerical tests in both the 1-D and 2-D cases were compared with the corresponding exact solutions and the results obtained using various other difference schemes, with the higher order schemes generally producing more accurate predictions, except for the characteristic based schemes which failed to conserve mass for the 2-D rotational flow tests. The ADI-TOASOD scheme has also been applied to two water quality studies in the U. K., simulating nitrate and faecal coliform distributions respectively, with the results showing a marked improvement in comparison with the results obtained by the second order central difference scheme. Details are also given of a refined numerical representation of flooding and drying of tidal flood plains for hydrodynamic modelling, with the results showing considerable improvements in comparison with a number of existing models and in good agreement with the field measured data in a natural harbour study.

First we consider implicit finite difference schemes on uniform grids in time and space for second order linear stochastic partial differential equations of parabolic type. Under sufficient regularity conditions, we prove the existence of an appropriate asymptotic expansion in powers of the the spatial mesh and hence we apply Richardson's method to accelerate the convergence with respect to the spatial approximation to an arbitrarily high order. Then we extend these results to equations where the parabolicity condition is allowed to degenerate. Finally, we consider implicit finite difference approximations for deterministic linear second order partial differential equations of parabolic type and give sufficient conditions under which the approximations in space and time can be simultaneously accelerated to an arbitrarily high order.

Les méthodes particulaires sont des méthodes numériques adaptées à la résolution d'équations de conservation. Leur principe consiste à introduire des particules ``numériques'' conservant localement l'inconnue sur un petit volume, puis à les transporter le long de leur trajectoire. Lorsqu'un terme source est présent dans les équations, l'évolution de la solution le long des caractéristiques est prise en compte par une intéraction entre les particules. Ces méthodes possèdent de bonnes propriétés de conservation et ne sont pas soumises aux conditions habituelles de CFL qui peuvent être contraignantes pour les méthodes Eulériennes. Cependant, une contrainte de recouvrement entre les particules doit être satisfaite pour vérifier des propriétés de convergence de la méthode. Pour satisfaire cette condition de recouvrement, un remaillage périodique des particules est souvent utilisé. Elle consiste à recréer régulièrement de nouvelles particules uniformément réparties, à partir de celles ayant été advectées à l'itération précédente. Quand cette étape de remaillage est effectuée à chaque pas de temps, l'analyse numérique de ces méthodes particulaires remaillées nécessite d'être reconsidérée, ce qui représente l'objectif de ces travaux de thèse. Pour mener à bien cette analyse, nous nous basons sur une analogie entre méthodes particulaires avec remaillage et schémas de grille. Nous montrons que pour des grands pas de temps les schémas numériques obtenus souffrent d'une perte de précision. Nous proposons des méthodes de correction, assurant la consistance des schémas en tout point de grille, le pas de temps étant contraint par une condition sur le gradient du champ de vitesse. Cette méthode est construite en dimension un. Des techniques de limitation sont aussi introduites de manière à remailler les particules sans créer d'oscillations en présence de fortes variations de la solution. Enfin, ces méthodes sont généralisées aux dimensions plus grandes que un en s'inspirant du principe de splitting d'opérateurs. Les applications numériques présentées dans cette thèse concernent la résolution de l'équation de transport sous forme conservative en dimension un à trois, dans des régimes linéaires ou non-linéaires. / Particle methods are numerical methods designed to solve advection dominated conservation equations. Their principle is to introduce ``numerical'' particles that concentrate the unknown locally on a small volume, and to transport them along their trajectories. These methods have good conservation properties and are not subject to the usual CFL conditions that can be binding for the Eulerian methods. However, an overlap condition must be satisfied between the particles to ensure convergence properties of the method. To satisfy this condition, a periodic remeshing of the particles is often used. New particles uniformly distributed are created on a regular mesh. When this remeshing step is performed at every time step, numerical analysis of particle methods needs to be revisited. This is the purpose of this thesis. To carry out this analysis, we rely on an analogy between remeshed particle methods and grid schemes. We show that for large time step the numerical schemes have a loss of accuracy. We propose correction methods wich ensure consistency at any grid point, provided the time step satisfies a condition based on the gradient of the velocity field. Limitation techniques are also introduced to remesh particles without creating any oscillations in the presence of strong variations of the solution. Finally, these methods are generalized to dimensions greater than one. Numerical example on various transport equations are given to illustrate the benefit of the proposed algorithms.

Many partial differential equations (PDEs) admit conserved quantities like mass or energy. Those quantities are often essential to establish well-posed results. When approximating a PDE by a finite-difference scheme, it is natural to ask whether related discretized quantities remain conserved under the scheme. Such conservation may establish the stability of the numerical scheme. We present an algorithm for checking the preservation of a polynomial quantity under a polynomial finite-difference scheme. In our algorithm, schemes can be explicit or implicit, have higher-order time and space derivatives, and an arbitrary number of variables. Additionally, we present an algorithm for, given a scheme, finding conserved quantities. We illustrate our algorithm by studying several finite-difference schemes.

In partial differential equations (PDEs), conserved quantities like mass and momentum are fundamental to understanding the behavior of the described physical systems. The preservation of conserved quantities is essential when using numerical schemes to approximate solutions of corresponding PDEs. If the discrete solutions obtained through these schemes fail to preserve the conserved quantities, they may be physically meaningless and unreliable. Previous approaches focused on checking conservation in PDEs and numerical schemes, but they did not give adequate attention to systematically handling parameters. This is a crucial aspect because many PDEs and numerical schemes have parameters that need to be dealt with systematically. Here, we investigate if the discrete analog of a conserved quantity is preserved under the solution induced by a parametric finite difference method. In this thesis, we modify and enhance a pre-existing algorithm to effectively and reliably deduce conserved quantities in the context of parametric schemes, using the concept of comprehensive Groebner systems. The main contribution of this work is the development of a versatile algorithm capable of handling various parametric explicit and implicit schemes, higher-order derivatives, and multiple spatial dimensions. The algorithm’s effectiveness and efficiency are demonstrated through examples and applications. In particular, we illustrate the process of selecting an appropriate numerical scheme among a family of potential discretization for a given PDE.