We study the convergence of a nonlinear approximation method introduced in the engineering literature for the numerical solution of a high-dimensional Fokker--Planck equation featuring in Navier--Stokes--Fokker--Planck systems that arise in kinetic models of dilute polymers. To do so, we build on the analysis carried out recently by Le~Bris, Leli\`evre and Maday (Const. Approx. 30: 621--651, 2009) in the case of Poisson's equation on a rectangular domain in $\mathbb{R}^2$, subject to a homogeneous Dirichlet boundary condition, where they exploited the connection of the approximation method with the greedy algorithms from nonlinear approximation theory explored, for example, by DeVore and Temlyakov (Adv. Comput. Math. 5:173--187, 1996). We extend the convergence analysis of the pure greedy and orthogonal greedy algorithms considered by Le~Bris, Leli\`evre and Maday to the technically more complicated situation of the elliptic Fokker--Planck equation, where the role of the Laplace operator is played out by a high-dimensional Ornstein--Uhlenbeck operator with unbounded drift, of the kind that appears in Fokker--Planck equations that arise in bead-spring chain type kinetic polymer models with finitely extensible nonlinear elastic potentials, posed on a high-dimensional Cartesian product configuration space $\mathsf{D} = D_1 \times \dotsm \times D_N$ contained in $\mathbb{R}^{N d}$, where each set $D_i$, $i=1, \dotsc, N$, is a bounded open ball in $\mathbb{R}^d$, $d = 2, 3$. We exploit detailed information on the spectral properties and elliptic regularity of the Ornstein--Uhlenbeck operator to give conditions on the true solution of the Fokker--Planck equation which guarantee certain rates of convergence of the greedy algorithms. We extend the analysis to discretized versions of the greedy algorithms.

In studies of the ocean it has become conventional to retain only the component of the Coriolis force associated with the radial component of the Earth’s rotation vector, the so-called “traditional approximation”. We investigate the role of the “non-traditional” component of the Coriolis force, corresponding to the non-radial component of the rotation vector, in transporting abyssal waters across the equator. We first derive a non-traditional generalisation of the multi-layer shallow water equations, which describe the flow of multiple superposed layers of inviscid, incompressible fluid with constant densities over prescribed topography in a rotating frame. We derive these equations both by averaging the three-dimensional governing equations over each layer, and via Hamilton’s principle. The latter derivation guarantees that conservation laws for mass, momentum, energy and potential vorticity are preserved. Within geophysically realistic parameters, including the complete Coriolis force modifies the domain of hyperbolicity of the multi-layer equations by no more than 5%. By contrast, long linear plane waves exhibit dramatic structural changes due to reconnection of the surface and internal wave modes in the long-wave limit. We use our non-traditional shallow water equations as an idealised model of an abyssal current flowing beneath a less dense upper ocean. We focus on the Antarctic Bottom Water, which crosses the equator in the western Atlantic ocean, where the bathymetry forms an almost-westward channel. Cross-equatorial flow is strongly constrained by potential vorticity conservation, which requires fluid to acquire a large relative vorticity in order to move between hemispheres. Including the complete Coriolis force accounts for the fact that fluid crossing the equator in an eastward/westward channel experiences a smaller change in angular momentum, and therefore acquires less relative vorticity. Our analytical and numerical solutions for shallow water flow over idealised channel topography show that the non-traditional component of the Coriolis force facilitates cross-equatorial flow through an almost-westward channel.

This thesis describes a combined model and laboratory investigation of the generation and mutual interactions of fluid waves whose characteristic scales differ by an order of magnitude or more. The principal aims are to study how waves on one scale can generate waves on another, much shorter scale, and to examine the subsequent nonlinear feedback of the short waves on the long waves. The underlying motive is to better understand such interactions in rotating, stratified, planetary fluids such as atmospheres and oceans. The first part of the thesis describes a laboratory investigation using a rotating, two-layer annulus, forced by imposing a shear across the interface between the layers. A method is developed for making measurements of the two-dimensional interface height field which are very highly-resolved both in space and time. The system's linear normal modes fall into two distinct classes: 'slow' waves which are relatively long in wavelength and intrinsic period, and 'fast' waves which are much shorter and more quickly-evolving. Experiments are performed to categorize the flow at a wide range of points in the system's parameter space. At very small background rotation rates, the interface is completely devoid of waves of both types. At higher rates, fast modes only are generated, and are shown to be consistent with the Kelvin-Helmholtz instability mechanism based on a critical Richardson number. At rotation rates which are higher still, baroclinic instability gives rise to the onset of slow modes, with subsequent localized generation of fast modes superimposed in the troughs of the slow waves. In order to examine the generation mechanism of these coexisting fast modes, and to assess the extent of their impact upon the evolution of the slow modes, a quasi-geostrophic numerical model of the laboratory annulus is developed in the second part of the thesis. Fast modes are filtered out of the model by construction, as the phase space trajectory is confined to the slow manifold, but the slow wave dynamics is accurately captured. Model velocity fields are used to diagnose a number of fast wave radiation indicators. In contrast to the case of isolated fast waves, the Richardson number is a poor indicator of the generation of the coexisting fast waves that are observed in the laboratory, and so it is inferred that these are not Kelvin-Helmholtz waves. The best indicator is one associated with the spontaneous emission of inertia-gravity waves, a generalization of geostrophic adjustment radiation. A comparison is carried out between the equilibrated wavenumbers, phase speeds and amplitudes of slow waves in the laboratory (which coexist with fast modes), and slow waves in the model (which exist alone). There are significant differences between these wave properties, but it is shown that these discrepancies can be attributed to uncertainties in fluid properties, and to model approximations apart from the neglect of fast modes. The impact of the fast modes on the slow modes is therefore sufficiently small to evade illumination by this method of inquiry. As a stronger test of the interaction, a stochastic parameterization of the inertia-gravity waves is included in the model. Consistent with the laboratory/model intercomparison, the parameterized fast waves generally have only a small impact upon the slow waves. However, sufficiently close to a transition curve between two different slow modes in the system's parameter space, it is shown that the fast modes can exert a dominant influence. In particular, the fast modes can force spontaneous transitions from one slow mode to another, due to the phenomenon of stochastic resonance. This finding should be of interest to the meteorological and climate modelling communities, because of its potential to affect model reliability.

The work presented in this thesis aims to provide various tools to be used during design process to make maximum use of the increasing availability of accurate engine blade measurement data for high fidelity fluid mechanic simulations at a reasonable computational expense. A new method for uncertainty propagation for geometric error has been proposed for fluid mechanics codes using adjoint error correction. Inexpensive Monte Carlo (IMC) method targets small uncertainties and provides complete probability distribution for the objective function at a significantly reduced computational cost. A brief literature survey of the existing methods is followed by the formulation of IMC. An example algebraic model is used to demonstrate the IMC method. The IMC method is extended to fluid mechanic applications using Principal Component Analysis (PCA) for reduced order modelling. Implementation details for the IMC method are discussed using an example airfoil code. Finally, the IMC method has been implemented and validated for an industrial fluid mechanic code HYDRA. A consistent methodology has been developed for the automatic generation of the linear and adjoint codes by selective use of automatic differentiation (AD) technique. The method has the advantage of keeping the linear and the adjoint codes in-sync with the changes in the underlying nonlinear fluid mechanic solver. The use of various consistency checks have been demonstrated to ease the development and maintenance process of the linear and the adjoint codes. The use of AD has been extended for the calculation of the complete Hessian using forward-on-forward approach. The complete mathematical formulation for Hessian calculation using the linear and the adjoint solutions has been outlined for fluid mechanic solvers. An efficient implementation for the Hessian calculation is demonstrated using the airfoil code. A new application of the Independent Component Analysis (ICA) is proposed for manufacturing uncertainty source identification. The mathematical formulation is outlined followed by an example application of ICA for artificially generated uncertainty for the NACA0012 airfoil.

This thesis presents a finite element methodology for simulating fluid–solid interactions in the left ventricle (LV) under LVAD support. The developed model was utilised to study the passive and active characteristics of ventricular function in anatomically accurate LV geometries constructed from normal and patient image data. A non–conforming ALE Navier–Stokes/finite–elasticity fluid–solid coupling system formed the core of the numerical scheme, onto which several novel numerical additions were made. These included a fictitious domain (FD) Lagrange multiplier method to capture the interactions between immersed rigid bodies and encasing elastic solids (required for the LVAD cannula), as well as modifications to the Newton–Raphson/line search algorithm (which provided a 2 to 10 fold reduction in simulation time). Additional developments involved methods for extending the model to ventricular simulations. This required the creation of coupling methods, for both fluid and solid problems, to enable the integration of a lumped parameter representation of the systemic and pulmonary circulatory networks; the implementation and tuning of models of passive and active myocardial behaviour; as well as the testing of appropriate element types for coupling non–conforming fluid– solid finite element models under high interface tractions (finding that curvilinear spatial interpolations of the fluid geometry perform best). The behaviour of the resulting numerical scheme was investigated in a series of canonical test problems and found to be convergent and stable. The FD convergence studies also found that discontinuous pressure elements were better at capturing pressure gradients across FD boundaries. The ventricular simulations focused firstly on studying the passive diastolic behaviour of the LV both with and without LVAD support. Substantially different vortical flow features were observed when LVAD outflow was included. Additionally, a study of LVAD cannula lengths, using a particle tracking algorithm to determine recirculation rates of blood within the LV, found that shorter cannulas improved the recirculation of blood from the LV apex. Incorporating myocardial contraction, the model was extended to simulate the full cardiac cycle, converging on a repeating pressure–volume loop over 2 heart beats. Studies on the normal LV geometry found that LVAD implementation restricts the recirculation of early diastolic inflow, and that fluid–solid coupled models introduce greater heterogeneity of myocardial work than was observed in equivalent solid only models. A patient study was undertaken using a myocardial geometry constructed using image data from an LVAD implant recipient. A series of different LVAD flow regimes were tested. It was found that the opening of the aortic valve had a homogenising effect on the spatial variation of work, indicating that the synchronisation of LVAD outflow with the cardiac cycle is more important if the valve remains shut. Additionally, increasing LVAD outflow during systole and decreasing it during diastole led to improved mixing of blood in the ventricular cavity – compared with either the inverse, or holding outflow constant. Validation of these findings has the potential to impact the treatment protocols of LVAD patients.

Correct modelling of embankment breach formation is essential for an accurate assessment of the associated flood risk. Modelling breach formation due to overflow requires a thorough understanding of the geotechnical processes in unsaturated soils as well as erosion processes under supercritical flow conditions. This thesis describes 1D slope stability analysis performed for unsaturated soils whose moisture content changes with time. The analysis performed shows that sediment-laden gravity flows play an important role in the erosion behaviour of embankments. The thesis also describes a practical, fast breach model based on a simplified description of the physical processes that can be used in modelling and decision support frameworks for flooding. To predict the breach hydrograph, the rapid model distinguishes between breach formation due to headcut erosion and surface erosion in the case of failure due to overflow. The model also predicts the breach hydrograph in the case of failure due to piping. The assumptions with respect to breach flow modelling are reviewed, and result in a new set of breadth-integrated Navier-Stokes equations, that account for wall shear stresses and a variable breadth geometry. The vertical 2D flow field described by the equations can be used to calculate accurately the stresses on the embankment during the early stages of breach formation. Pressure-correction methods are given for solving the 2D Navier-Stokes equations for a variable breadth, and good agreement is found when validating the flow model against analytical solutions.

Sedimentary basins form when water-borne sediments in shallow seas are deposited over periods of millions of years. Sediments compact under their own weight, causing the expulsion of pore water. If this expulsion is sufficiently slow, overpressuring can result, a phenomenon which is of concern in oil drilling operations. The competition between pore water expulsion and burial is complicated by a variety of factors, which include diagenesis (clay dewatering), and different modes (elastic or viscous) of rheological deformation via compaction and pressure solution, which may also include hysteresis in the constitutive behaviours. This thesis is concerned with models which can describe the evolution of porosity and pore pressure in sedimentary basins. We begin by analysing the simplest case of poroelastic compaction which in a 1-D case results in a nonlinear diffusion equation, controlled principally by a dimensionless parameter lambda, which is the ratio of the hydraulic conductivity to the sedimentation rate. We provide analytic and numerical results for both large and small lambda in Chapter 3 and Chapter 4. We then put a more realistic rheological relation with hysteresis into the model and investigate its effects during loading and unloading in Chapter 5. A discontinuous porosity profile may occur if the unloaded system is reloaded. We pursue the model further by considering diagenesis as a dehydration model in Chapter 6, then we extend it to a more realistic dissolution-precipitation reaction-transport model in Chapter 7 by including most of the known physics and chemistry derived from experimental studies. We eventually derive a viscous compaction model for pressure solution in sedimentary basins in Chapter 8, and show how the model suggests radically different behaviours in the distinct limits of slow and fast compaction. When lambda << 1, compaction is limited to a basal boundary layer. When lambda >> 1, compaction occurs throughout the basin, and the basic equilibrium solution near the surface is a near parabolic profile of porosity. But it is only valid to a finite depth where the permeability has decreased sufficiently, and a transition occurs, marking a switch from a normally pressured environment to one with high pore pressures.

The thermally-driven rotating annulus is a laboratory experiment used to study the dynamics of planetary atmospheres under controlled and reproducible conditions. The predictability of this experiment is studied by applying the same principles used to predict the atmosphere. A forecasting system for the annulus is built using the analysis correction method for data assimilation and the breeding method for ensemble generation. The results show that a range of flow regimes with varying complexity can be accurately assimilated, predicted, and studied in this experiment. This framework is also intended to demonstrate a proof-of-concept: that the annulus could be used as a testbed for meteorological techniques under laboratory conditions. First, a regime diagram is created using numerical simulations in order to select points in parameter space to forecast, and a new chaotic flow regime is discovered within it. The two components of the framework are then used as standalone algorithms to measure predictability in the perfect model scenario and to demonstrate data assimilation. With a perfect model, regular flow regimes are found to be predictable until the end of the forecasts, and chaotic regimes are predictable over hundreds of seconds. There is a difference in the way predictability is lost between low-order chaotic regimes and high-order chaos. Analysis correction is shown to be accurate in both regular and chaotic regimes, with residual velocity errors about 3-8 times the observational error. Specific assimilation scenarios studied include information propagation from data-rich to data-poor areas, assimilation of vortex shedding observations, and assimilation over regime and rotation rate transitions. The full framework is used to predict regular and chaotic flow, verifying the forecasts against laboratory data. The steady wave forecasts perform well, and are predictable until the end of the available data. The amplitude and structural vacillation forecasts lose quality and skill by a combination of wave drift and wavenumber transition. Amplitude vacillation is predictable up to several hundred seconds ahead, and structural vacillation is predictable for a few hundred seconds.

This thesis details the development, verification and validation of an unsteady unstructured high order (≥ 3) h/p Discontinuous Galerkin - Fourier solver for the incompressible Navier-Stokes equations on static and rotating meshes in two and three dimensions. This general purpose solver is used to provide insight into cross-flow (wind or tidal) turbine physical phenomena. Simulation of this type of turbine for renewable energy generation needs to account for the rotational motion of the blades with respect to the fixed environment. This rotational motion implies azimuthal changes in blade aero/hydro-dynamics that result in complex flow phenomena such as stalled flows, vortex shedding and blade-vortex interactions. Simulation of these flow features necessitates the use of a high order code exhibiting low numerical errors. This thesis presents the development of such a high order solver, which has been conceived and implemented from scratch by the author during his doctoral work. To account for the relative mesh motion, the incompressible Navier-Stokes equations are written in arbitrary Lagrangian-Eulerian form and a non-conformal Discontinuous Galerkin (DG) formulation (i.e. Symmetric Interior Penalty Galerkin) is used for spatial discretisation. The DG method, together with a novel sliding mesh technique, allows direct linking of rotating and static meshes through the numerical fluxes. This technique shows spectral accuracy and no degradation of temporal convergence rates if rotational motion is applied to a region of the mesh. In addition, analytical mappings are introduced to account for curved external boundaries representing circular shapes and NACA foils. To simulate 3D flows, the 2D DG solver is parallelised and extended using Fourier series. This extension allows for laminar and turbulent regimes to be simulated through Direct Numerical Simulation and Large Eddy Simulation (LES) type approaches. Two LES methodologies are proposed. Various 2D and 3D cases are presented for laminar and turbulent regimes. Among others, solutions for: Stokes flows, the Taylor vortex problem, flows around square and circular cylinders, flows around static and rotating NACA foils and flows through rotating cross-flow turbines, are presented.