Le code XTOR-2F simule la dynamique 3D des instabilités MHD bi-fluides de plasmas de tokamaks.La première partie de la thèse a été consacrée à la parallélisation du code XTOR-2F. Le code a été parallélisé significativement malgré la représentation pseudo-spectrale pour les deux directions angulaires, la raideur des équations résolues et l’utilisation d’une décomposition LU exacte afin d’inverser le préconditionneur physique. Le temps d’exécution de la version parallèle est un ordre de grandeur plus petit que la version séquentielle sur un maillage basse résolution. L’accélération croît ensuite avec la taille du maillage. La parallélisation permet également de réaliser des simulations avec des maillages plus grands, autrefois non réalisables par la limitation du stockage en RAM.La seconde partie de la thèse a été consacrée au développement d’une version du code permettant de réaliser des simulations en géométrie à frontière libre, s’approchant de la géométrie des tokamaks expérimentaux de grandes tailles. Les conditions initiales sont fournies par le code d’équilibre CHEASE à l’intérieur du plasma. A l’extérieur du plasma, la solution a été étendue en ajustant le potentiel magnétique avec un ensemble de bobines magnétiques poloïdales externes. Les conditions de bord utilisent des fonctions de Green afin de calculer une matrice de transfert permettant de relier les composantes tangentes et normales du champ magnétique externe à la coque avec la solution interne. Ceci permet de modéliser une coque résistive fine. Cette nouvelle version élargie le domaine d’investigation de XTOR-2F, autrefois restreint aux instabilités internes, aux instabilités externes. Le comportement linéaire du code est validé sur deux familles d’instabilités, les modes axisymétriques n = 0 et les kinks externes n = 1 / m = 2. Afin de valider le comportement non linéaire, des simulations en MHD résistive de modes tearing à bêta nul évoluant vers un état stationnaire ont été réalisées. / The XTOR-2F code simulates the 3D dynamics of full bi-fluid MHD instabilities in tokamak plasmas.The first part of the thesis was dedicated to the parallelisation of XTOR-2F code. The code has been parallelised significantly despite the numerical profile of the problem solved, i.e. a discretisation with pseudo-spectral representations in all angular directions, the stiffness of the two-fluid stability problem in tokamaks, and the use of a direct LU decomposition to invert the physical pre-conditioner. The execution time of the parallelised version is an order of magnitude smaller than the sequential one for low-resolution cases, with an increasing speedup when the discretisation mesh is refined. Moreover, it allows to perform simulations with higher resolutions, previously forbidden because of memory limitations.The second part of the thesis was dedicated to the development of free boundary condition. The original fixed boundary computational domain of the code was generalised to a free-boundary one, thus approaching closely the geometry of today’s and future large experimental devices. The initial conditions are given by the CHEASE equilibrium code inside the plasma. Outside the plasma, fitting the magnetic potential at the CHEASE computation domain boundary with a set of external poloidal magnetic coils extends the solution. The boundary conditions use Green functions to construct a response matrix matching the normal and tangential components of the outside magnetic field with the inside solution. A thin resistive wall can be added to the computational domain. This new numerical setup generalises the investigation field from internal MHD instabilities towards external instabilities. The code linear behaviour is validated with two families of instabilities, n = 0 axisymmetric modes and n = 1/m = 2 external kinks. In order to validate the nonlinear behaviour, nonlinear resistive MHD simulations of tearing modes at zero beta evolving to a stationary state have been performed.

京都大学 / 0048 / 新制・課程博士 / 博士(理学) / 甲第20153号 / 理博第4238号 / 新制||理||1609(附属図書館) / 京都大学大学院理学研究科数学・数理解析専攻 / (主査)教授 坂上 貴之, 教授 上田 哲生, 教授 國府 寛司 / 学位規則第4条第1項該当 / Doctor of Science / Kyoto University / DFAM

La propagation d'une fissure chargée par un écoulement de fluide visqueux est un phénomène complexe où la compréhension des phénomènes mécaniques mis en jeu en pointe de fissures reste encore partielle. C'est le cas de la zone de décollement entre le solide et le fluide qui apparaît pour un certain choix de débit d'injection, de viscosité du fluide et de ténacité du matériau. Cette thèse propose une modélisation simplifiée de ce problème d'interaction fortement couplé. Dans un premier chapitre, on étudie un modèle simplifié unidimensionnel de film élastique collé sur un substrat rigide et on considère une injection de fluide visqueux entre le film et le substrat. On suppose que la propagation de la fissure est régie par la loi de Griffith. On néglige l'existence du retard possible entre le fluide et le solide et on choisit une loi de comportement non-linéaire pour le fluide visqueux. A partir d'une analyse asymptotique pour une faible viscosité, on établit une solution approchée du problème. On montre que le champ pression est singulier en pointe de fissure et on montre l'influence du débit d'injection sur la cinétique du trajet de fissuration. Dans le deuxième chapitre on propose de prendre en compte l'existence de la zone de décollement en modifiant la formulation du modèle et en le réécrivant sous la forme d'un problème d'optimisation en temps discret où les zones de décollement font partie des inconnues du problème. On valide la formulation proposée sur l'exemple analytique de l'écrasement d'une goutte par une barre rigide. On montre ensuite que cette formulation et l'algorithme lié à son implémentation sont capables de gérer l'évolution de l'écrasement de plusieurs gouttes de forme quelconque en capturant correctement les phase d'étalement des gouttes ainsi que de leur coalescence. On étend ensuite cette formulation au cas de l'écrasement d'une goutte par un film élastique. Dans le dernier chapitre, on examine la validité de l'hypothèse de lubrification utilisée en fracturation hydraulique. A l'aide de la méthode de développement asymptotique, on construit une équation de Reynolds régularisée avec des termes de gradient supérieur tenant compte de la variation spatiale de la hauteur des parois. On compare alors le comportement des champs de pression donnés par les équations de Reynolds classique et régularisée sur des exemples d'écoulement entre des conduits de formes multiples. / The crack evolution under a viscous fluid action is a complex phenomenon where the understanding of the mechanical phenomena near the crack tip is still largely limited. This is the case for the lag between the solid and the fluid front propagation which appears for some configurations of injection rate, fluid viscosity and material toughness. This thesis proposes a simplified model for this strongly coupled interaction problem.The first chapter studies a simplified one-dimensional model of a elastic film bonded to a rigid substrate. We consider a viscous fluid injection between the film and the substrate. The crack propagation is assumed to follow the Griffith's law. The existence of the lag is neglected and a non-linear behavior law is chosen for the viscous fluid. Using an asymptotic analysis, an approximate solution is established for the low viscosity case. It is shown that the pressure field diverges at the crack tip and that the kinetics of the crack is influenced by the injection rate. The second chapter proposes to take into account the existence of the lag by modifying the model formulation and rewriting it as a discrete time optimisation problem where the delamination zones are part of the unknowns of the problem. This formulation is validated for the analytical example of a drop crushed by a rigid bar. It is shown that this formulation and its implementation can manage the evolution of several drops of any shape and correctly captures the drops spreading and coalescence. This formulation is then extended to the case of a drop crushed by an elastic film. In the last chapter, the validity of the lubrication hypothesis is examinated. Using an asymptotic analysis, a regularized Reynolds equation is constructed with higher gradient terms taking into account the spatial variation of the walls height. A comparison between the pressure fields behaviour given by the classical and the regularized Reynolds equation is shown for different conducts.

In financial markets, spread option is a derivative security with two underlying assets and the payoff of the spread option depends on the difference of these assets. We consider American style spread option which allows the owners to exercise it at any time before the maturity. The complexity of pricing American spread option is that the boundary of the corresponding partial differential equation which determines the option price is unknown and the model for the underlying assets is two-dimensional.In this dissertation, we incorporate the stochasticity to the interest rate and assume that it satisfies the Vasicek model or the CIR model. We derive the partial differential equations with terminal and boundary conditions which determine the American spread option with stochastic interest rate and formulate the associated free boundary problem. We convert the free boundary problem to the linear complimentarity conditions for the American spread option, so that we can go around the free boundary and compute the option price numerically. Alternatively, we approximate the option price using methods based on the Monte Carlo simulation, including the regression-based method, the Lonstaff and Schwartz method and the dual method. We make the comparisons among the option prices derived by the partial differential equation method and Monte Carlo methods to show the accuracy of the result.

On the first part, we consider nonlinear operators I depending on a family of nonlocal linear operators [mathematical equations]. We study the solutions of the Dirichlet initial and boundary value problems [mathematical equations]. We do not assume even symmetry for the kernels. The odd part bring some sort of nonlocal drift term, which in principle competes against the regularization of the solution. Existence and uniqueness is established for viscosity solutions. Several Hölder estimates are established for u and its derivatives under special assumptions. Moreover, the estimates remain uniform as the order of the equation approaches the second order case. This allows to consider our results as an extension of the classical theory of second order fully nonlinear equations. On the second part, we study two phase problems posed over a two dimensional cone generated by a smooth curve [mathematical symbol] on the unit sphere. We show that when [mathematical equation] the free boundary avoids the vertex of the cone. When [mathematical equation]we provide examples of minimizers such that the vertex belongs to the free boundary. / text

We study the regularity of weak solutions for the Stefan and Hele- Shaw problems with Gibbs-Thomson law under special conditions. The main result says that whenever the free boundary is Lipschitz in space and time it becomes (instantaneously) C[superscript 2,alpha] in space and its mean curvature is Hölder continuous. Additionally, a similar model related to the Signorini problem is introduced, in this case it is shown that for large times weak solutions converge to a stationary configuration. / text

CoordenaÃÃo de AperfeÃoamento de Pessoal de NÃvel Superior / Esta tese trata do controle nulo local de um problema de fronteira-livre para a equaÃÃo do calor semilinear 1D com controles distribuÃdos (apoiado localmente no espaÃo) ou controles de fronteira (atuando em x = 0). provamos que, se o tempo final T à fixado e o estado inicial à suficientemente pequeno, existe controles que dirigem o estado exatamente para descansar no tempo t = T. AlÃm disso, analisamos a controlabilidade nulo de um sistema nÃo-linear 1D que modela a interaÃÃo de um fluido e sua fronteira. O fluido à governado pela equaÃÃo de Burgers viscosa e os controles distribuÃdos. Por Ãltimo, vamos lidar com o sistema de Navier-Stokes e Boussinesq 3D, definido em um cubo. Neste contexto, provamos um resultado sobre a sua controlabilidade aproximada global por meio de controles de fronteira que atuam em alguma parte da faces do cubo. / This Thesis deals with the local null control of a free-boundary problem for the 1D semilinear heat equation with distributed controls (locally supported in space) or boundary controls (acting at x = 0). we prove that, if the final time T is fixed and the initial state is sufficiently small, there exists controls that drive the state exactly to rest at time t = T. Furthermore, we analyze the null controllability of a 1D nonlinear system which models the interaction of a fluid and its boundary. The fluid is governed by the viscous Burgers equation and the distributed controls. Lastly, we deal with the 3D Navier-Stokes and Boussinesq system, posed in a cube. In this context, we prove a result concerning its global approximate controllability by means of boundary controls which act in some part of cube faces.

Les déplacements cellulaires, collectifs ou individuels, sont essentiels pour assurer des fonctions fondamentales de l'organisme (réponse immunitaire, morphogenèse), mais jouent également un rôle crucial dans le développement de certaines pathologies (invasion métastatique).Les processus cellulaires à l'origine du déplacement forment une activité complexe, auto-organisée et fortement multi-échelle en temps mais aussi en espace. Mettre en évidence des principes généraux de la migration est donc un enjeu majeur. Dans cette thèse, nous nous intéressons à la construction de modèles de migration individuelle qui prennent en compte ce caractère multi-échelle de manière minimale.Dans une première partie, nous nous intéressons à des modèles particulaires. Nous décrivons des processus intracellulaires clés de la migration de manière discrète au moyen de processus de population. Puis, par une renormalisation en grand nombre d'individus, taille infinitésimale et dynamique accélérée, nous obtenons des équations de dynamique continue et stochastique, permettant de faire le lien entre la dynamique intracellulaire et le déplacement macroscopique.Nous nous confrontons d'abord à la situation d'un leucocyte se déplaçant dans une artère, et développant des liaisons de différentes natures avec les molécules de la paroi, jusqu'à éventuellement s'arrêter. La dynamique de formation de liaisons est décrite par un processus stochastique de type Naissance et Mort avec Immigration. Ces liaisons correspondent à des forces de résistance au mouvement. Nous obtenons explicitement le temps d'arrêt moyen de la cellule.Puis, nous nous intéressons à la reptation cellulaire, qui se produit grâce à la formation d'excroissances au bord de la cellule, appelées protrusions, qui avancent sur le substrat et exercent des forces de traction. Nous modélisons cette dynamique au moyen d'un processus de population structurée par l'orientation de la protrusion. Le modèle continu limite obtenu peut être étudié pour la migration 1D, et donne lieu à une équation de Fokker-Planck sur la distribution de probabilité de la population de protrusion. L'étude d'une configuration stationnaire permet de mettre en avant une dichotomie entre un état non motile et un état de déplacement directionnel.Dans une seconde partie, nous construisons un modèle déterministe minimal de migration dans un domaine discoïdal non déformable. Nous nous basons sur l'idée selon laquelle les structures responsables de la migration renforcent la polarisation de la cellule, ce qui favorise en retour un déplacement directionnel. Cette boucle positive passe par le transport d'un marqueur moléculaire dont la répartition inhomogène caractérise un état polarisé.Le modèle comporte un problème de convection-diffusion sur la concentration en marqueur, où le champs d'advection correspond à la vitesse d'un fluide de Darcy modélisant le cytosquelette. Son caractère actif est porté par des termes de bord, ce qui fait l'originalité du modèle.Du point de vue analytique, le modèle 1D présente une dichotomie face à une masse critique. Dans les cas sous-critique et critique, il est possible de montrer l'existence globale de solutions faibles, ainsi que la convergence à taux explicite vers l'unique état stationnaire correspondant à un état non polarisé. Au delà de la masse critique et pour des masses intermédiaires, nous mettons en évidence deux états stationnaires supplémentaires correspondant à des profils polarisés. De plus, pour des conditions initiales assez asymétrique, nous démontrons l'apparition d'un blow-up en temps fini.Du point de vue numérique, des tests numériques en 2D sont effectués en volumes finis (Matlab) et éléments finis (FreeFem++). Ils permettent de mettre en évidence à nouveau des états motiles et non motiles. L'effet de perturbations stochastiques est étudié, permettant d'aborder des cas de réponse à des signaux extérieurs chimique (chimiotactisme) ou mécanique (obstacle). / Collective or individual cell displacements are essential in fundamental physiological processes (immune response, embryogenesis) as well as in pathological developments (tumor metastasis). The intracellular processes responsible for cell motion have a complex self-organized activity spanning different time and space scales. Highlighting general principles of migration is therefore a challenging task.In a first part, we build stochastic particular models of migration. To do so, we describe key intracellular processes as discrete in space by using stochastic population models. Then, by a renormalization in large population, infinitesimal size and accelerated dynamics, we obtain continuous stochastic equations for the dynamics of interest, allowing a relation between the intracellular dynamics and the macroscopic displacement.First, we study the case of a leukocyte carried by the blood flow and developing adhesive bonds with the artery wall, until an eventual stop. The binding dynamics is described by a stochastic Birth and Death with Immigration process. These bonds correspond to resistive forces to the motion. We obtain explicitly the mean stopping time of the cell.Then, we study the case of cell crawling, that happens by the formation of protrusions on the cell edge, that grow on the substrate and exert traction forces. We describe this dynamics by a structured population process, where the structure comes from the protrusions' orientations. The limiting continuous model can be analytically studied in the 1D migration case, and gives rise to a Fokker-Planck equation on the probability distribution for the protrusion density. For a stationary profile, we can show the existence of a dichotomy between a non motile state and a directional displacement state.In a second part, we build a deterministic minimal migration model in a discoïdal cell domain. We base our work on the idea such that the structures responsible for migration also reinforce cell polarisation, which favors in return a directional displacement. This positive feedback loop involves the convection of a molecular marker, whose inhomogeneous spatial repartition is characteristic of a polarised state.The model writes as a convection-diffusion problem for the marker's concentration, where the advection field is the velocity field of the Darcy fluid that describes the cytoskeleton. Its active character is carried by boundary terms, which makes the originality of the model.From the analytical point of vue, the 1D model shows a dichotomy depending on a critical mass for the marker. In the subcritical and critical cases, it is possible to show global existence of weak solutions, as well as a rate-explicit convergence of the solution towards the unique stationary profile, corresponding to a non-motile state. Above the critical mass, for intermediate values, we show the existence of two additional stationary solutions corresponding to polarised motile profiles. Moreover, for asymmetric enough initial profiles, we show the finite time apparition of a blowup.Studying a more complex model involving activation of the marker at the cell membrane permits to get rid of this singularity.From the numerical point of vue, numerical experiments are led in 2D either in finite volumes (Matlab) or finite elements (FreeFem++) discretizations. They allow to show both motile and non motile profiles. The effect of stochastic fluctuations in time and space are studied, leading to numerical simulations of cases of responses to an external signal, either chemical (chemotaxis) or mechanical (obstacles).

Investigation of material behaviour in a squeeze flow geometry provides an impor- tant technique in rheology and it is relevant also from the technological point of view (some types of dampers, compression moulding). To our best knowledge, the sque- eze flow has not been solved for fluids-like materials with pressure-dependent material moduli. In the main scope of the present thesis, an incompressible fluid whose visco- sity strongly depends on the pressure is studied in both the perfect-slip and the no-slip squeeze flow. It is shown that such a material model can provide interesting departures compared to the classical model for viscous (Navier-Stokes) fluid even on the level of analytical solutions, which are obtained using some physically relevant simplificati- ons. Numerical simulation of a free boundary problem for the no-slip squeeze flow is then developed in the thesis using body-fitted curvilinear coordinates and spectral collocation method. An interesting behaviour is expected especially in the corners of the computational domain where the stress singularities are normally located. Unfor- tunately, numerical results reveal some fundamental drawbacks related to the physical model and its possible improvement is discussed at the end of the thesis.

The main purpose of this work is to prove short-time structural stability of compressible vortex sheets with surface tension. The main result can be summarised as follows. Assume we start with an initial vortex-sheet configuration which consists of two inviscid fluids with density bounded below flowing smoothly past each other, where a strictly positive fixed coefficient of surface tension produces a surface tension force across the common interface, balanced by the pressure jump. We assume the fluids are modelled by the compressible Euler equations in three space dimensions with a very general equation of state relating the pressure, entropy and density in each fluid such that the sound speed is positive. Then, for a short time, which may depend on the initial configuration, there exists a unique solution of the equations with the same structure, that is, two fluids with density bounded below flowing smoothly past each other, where the surface tension force across the common interface balances the pressure jump. The mathematical approach consists of introducing a carefully chosen artificial viscosity-type regularisation which allows one to linearise the system so as to obtain a collection of transport equations for the entropy, pressure and curl together with a parabolic-type equation for the velocity. We prove a high order energy estimate for the non-linear equations that is independent of the artificial viscosity parameter which allows us to send it to zero. This approach loosely follows that introduced by Shkoller et al in the setting of a compressible liquid-vacuum interface. Although already considered by Shkoller et al, we also make some brief comments on the case of a compressible liquid-vacuum interface, which is obtained from the vortex sheets problem by replacing one of the fluids by vacuum, where it is possible to obtain a structural stability result even without surface tension.