In soil and rock mechanics, coupling effects between geomechanics field and fluid-flow field are important to understand many physical phenomena. Coupling effects in fluid-saturated porous media comes from the interaction between the geomechanics field and the fluid flow. Stresses subjected on the porous material result volumetric strains and fluid diffusion in the pores. In turn, pore pressure change cause effective stresses change that leads to the deformation of the geomechanics field. Coupling effects have been neglected in traditional geotechnical engineering and petroleum engineering however, it should not be ignored or simplified to increases reliability of the results. The coupling effect in porous media was theoretically established in the poroelasticity theory developed by Biot, and it has become a powerful theory for modeling three-dimensional consolidation type of problem. The analysis of the porous media with fully-coupled simulations based on the Biot's theory requires intensive computational effort due to the large number of interacting fields. Therefore, advanced computational techniques need to be exploited to reduce computational time. In order to solve the coupled problem, several techniques are currently available such as one-way coupling, partial-coupling, and full-coupling. The fully-coupled approach is the most rigorous approach and produces the most correct results. However, it needs large computational efforts because it solves the geomechanics and the fluid-flow unknowns simultaneously and monolithically. In order to overcome this limitation, staggered solution based on the Biot's theory is proposed and implemented using a modular approach. In this thesis, Biot's equations are implemented using a Finite Element method and/or Finite Difference method with expansion of nonlinear stress-strain constitutive relation and multi-phase fluid flow. Fully-coupled effects are achieved by updating the compressibility matrix and by using an additional source term in the conventional fluid flow equation. The proposed method is tested in multi-phase FE and FD fluid flow codes coupled with a FE geomechanical code and numerical results are compared with analytical solutions and published results. / Ph. D.

The overall objective is to improve the one-dimensional numerical prediction of the fine and non-cohesive bed material load in alluvial rivers, especially during high intensity episodes during which sediment beds are strongly remobilized. For this reason, we attempt to reduce the major inaccuracy sources coming from the alluvial resistance and bed material load relations needed to close the mathematical system. Through a shared parameter called the control factor m, the interactions occurring in alluvial rivers are incorporated more deeply into the mathematical model and more particularly into the closure laws: bed material load (SVRD, Suction-Vortex Resuspension Dynamics) and the energy slope (Verbanck et al. 2007). The control factor m is assumedly related to the Rossiter resonance modes of the separated flow downstream the bed form crest. To further improve the representation of the flow-sediment-morphology interactions, a fully coupled model approach has been naturally chosen. In this work the terminology fully coupled means that the three equations forming the system are solved synchronously and that the terms often neglected by more traditional decoupled models are kept. The feasibility of the new closure methodology has been drawn up by reproducing numerically the silt-flushing experiment conducted by the Yellow River Conservancy Commission (Y.R.C.C.) in the Lower Yellow River (LYR) in Northern China. The objective of the silt flushing experiment is to reverse the aggradation trend of the Lower Yellow River which, in the last decades, has become a perched river. The numerical simulation specifically reproduces the silt-flush effects in a reach of LYR located in the meandering part of the river. This reach (around 100 km) is delimited by Aishan and Luokou hydrometric stations. Since the SVRD formulation has been developed from flume observations, the law has first been confronted to river datasets. The confrontation has revealed that the SVRD law becomes less suitable for fine sediment fluxes (ratio of water depth over median particle size > 5000). Therefore, a modified equation SVRD-2 has been built to enlarge the validity range. The suitability of the SVRD-2 equation to predict fine sediment fluxes has been tested on data available from several hydrometric stations located in the meandering reach of the LYR: historical observations and measures collected during the flushes. The SVRD-2 has also been compared with relations specifically calibrated for this configuration. The comparison has pointed out that the performance of the two formulas is similar, which is encouraging for the SVRD-2 approach as it has not been calibrated on those data. The closed equation system has been written on its quasi-linear form and is solved by a Finite Volume Method combined with a linearized Riemann algorithm. The numerical model has been checked up on two test cases: deposition upstream of a dam and the aggradation experiment conducted by Soni 1975. As it is not yet possible to predict dynamically the value of the control factor m, a possible solution would be to extract its value from the measured data at the inlet cross section. Unfortunately, the necessary data are not measured locally. Moreover, a uniform value of the control factor m may not suffice to reproduce the flow along the whole reach. Therefore, it has been proposed to work temporarily in the reverse way. From the comparison between the numerical results and the experimental data, a time evolution of the control factor m has effectively been extracted and it has been shown that it varies along the reach. At Aishan, the evolution of the control factor m corresponds to the evolution expected from the data analysis previously conducted on other data sets: the value of the control factor m decreases during the flush as it tries to reach the optimal value m=1. The time evolution at Luokou behaves differently to the one at Aishan, but remains in agreement with m evolution patterns observed historically for the river section flowing round Jinan City walls. For Luokou, the highlighted differences may come from three dimensional effects coming from the meander bend upstream the station. Generally, the results obtained for the hydraulics, the sediment transport and bed adaptation are encouraging but still need improvements and additional feeding from the experimental data. The results for the concentration and therefore the bed elevation are very sensitive to the value of the control factor m as it influences most of the terms of the bed material load equation (SVRD-2). The major remaining difficulties are, firstly, to deal with the rapid transients for which the model is less suitable and, secondly, to improve the prediction of the value of control factor m. Before paying more attention into the transients, enhancements concerning the flow along the reach (initial condition and discharge rates during the first days of the flush) must be conducted in priority. Indeed as the prediction of the bed or the cross section evolutions depend directly on the quality of the prediction of the sediment concentration and the hydraulics, one should first improve these aspects. To perform this study, more information about the water levels or sediment concentrations is necessary at some intermediate stations. One solution is to lengthen the studied reach, upstream to Sunkou and downstream to Lijin, totaling a river length of 456 Km. A more entire signal of the energy slopes and the associated bed configurations at different stations would enlighten how the control factor m evolves along the reach during the silt-flush events.

Diverse hypotheses are behind the strength degradation in metals due to hydrogen diffusion, leading to a severe, sudden failure. These diverse hypotheses of hydrogen embrittlement include various mechanisms that are responsible for the embrittlement of metals due to hydrogen exposure in their microstructures. This research study focuses on one hydrogen embrittlement mechanism: Hydrogen-Enhanced-Localized-Plasticity (HELP). The HELP is the only single mechanism characterized by promoting localization of plastic flow ahead of the crack by increasing dislocation motion in that region. The current state of the art is a development of a numerical model representing a fully diffusion-mechanical coupled model. This fully coupled model attempts to gain valuable insights into hydrogen's influence on the mechanical properties and the fatigue life of metals, in general. First, detailed development of a numerical approach is illustrated describing how to fully couple the hydrogen diffusion and stresses using a finite element method. The formulation is based on a coupled temperature-displacement procedure using Abaqus. This coupled computational model, described in this first part, is novel because the mechanical part is based on an isotropic-kinematic hardening law. Furthermore, this fully coupled numerical model can capture both a hardening and softening effect of the stress-strain curve when the solution of the plastic properties is dependent on hydrogen. This can also contribute in a complementary way to the results previously shown by other researchers. Though these previous studies used the same hydrogen diffusion model, their mechanical part was based on a power law. Second, this research attempts to delve into the hydrogen effect on the constitutive response of metals undergoing a cyclic load. Hence, based on the HELP theory, this constitutive coupled model can capture different cyclic hardening behaviors. This study can largely contribute to understanding the degradation of the mechanical properties of materials before crack propagation, which has been heavily covered in the literature.

In this research, two comprehensive numerical models were developed using ABAQUS/CAE Finite Element (FE) software: 1) geothermal model, and 2) coupled thermo-hydro-mechanical model. In the first model, a purely heat transfer analysis was performed to reproduce the conditions at the site and investigate the subsurface thermal regime beneath the road embankment. The existence of a frozen section (frost bulb) underneath the embankment and its size and location were investigated by the model. The second model concentrated on the mechanical behaviour of the road embankment. Temperature-dependent thermal and mechanical properties were used for all the materials. Model parameters were calibrated using the results of the triaxial and oedometer tests which have been conducted by previous researchers. A fully-coupled and a sequentially-coupled analysis were conducted. The results of the two analyses were compared to each other and to the field measurements. / February 2016

Lors du dimensionnement des ouvrages en terre : remblais, digues, on observe que la plupart des matériaux sont compactés à l’optimum Proctor ou coté humide. En général, ce compactage implique que le sol se trouve dans un état où le degré de saturation est très élevé. Cruz et al (1985) ont montré qu'à un degré de saturation élevé (supérieur à 85%, voire 90% dans le cas de certains sols), la phase liquide est continue alors que l’air présent sous forme de bulles est occlus ; ce qui rend le comportement du sol complexe. L’élaboration d’un modèle de comportement pour ce type de sols nécessite une compréhension approfondie des phénomènes physico-mécaniques intervenant au sein de l’air occlus, de l'eau liquide contenant de l'air dissous et du squelette solide. Dans ce sens, un nouveau modèle hydromécanique a été développé. Ce modèle prend en compte le comportement physico-mécanique et la cinématique propre de chacun des constituants du milieu polyphasé (eau liquide, air dissous, air sous forme gazeuse et matrice solide). En particulier, dans ce modèle, nous tenons compte de la tension de surface, de la migration des phases gazeuse et liquide qui ont des impacts importants sur le comportement mécanique des sols. Le développement du modèle conduit à un système d’équations aux dérivées partielles fortement non linéaire qui peut être résolu numériquement en utilisant la méthode des éléments finis. Ce nouveau modèle a été implémenté dans un code de calcul écrit en C++ « Hydromech », développé à l'origine par Pereira (2005), qui permet de simuler les essais oedométriques suivant différents trajets de chargement hydromécanique. En particulier, ce code de calcul permet de simuler de façon cohérente la transition entre différents régimes de saturation, aussi bien dans l'espace (translation progressive d'une frontière entre deux régimes voisins) que dans le temps (passage d'un régime à l'autre en un point donné) ; ce qui constitue un problème de modélisation difficile. Les études numériques réalisées montrent que ce modèle donne des résultats cohérents et mettent en évidence sa capacité à simuler avec précision le comportement hydromécanique des sols quasi-saturés comportant de l'air occlus. / The behaviour of quasi-saturated materials is an important factor to be considered when designing cuttings and embankments in which earthwork materials are compacted to the optimum proctor density. Typically, soil compaction is performed at the optimum Proctor or on the wet side of the optimum, which means that the soil is in a highly saturated state. Cruz et al (1985) have shown that at a high degree of saturation (greater than 85% or even 90% in the case of certain soils), the liquid phase is continuous whereas the gas phase in the form of entrapped air bubbles is discontinuous. It is the presence of the entrapped air bubbles which makes the soil behaviour complex. The construction of a theoretical model for this type of soils requires the consideration of various physical-mechanical phenomena and their couplings occurring within the tri-phasic medium consisting of the solid grains, liquid water containing dissolved air and the entrapped air bubbles. In this sense, a new hydromechanical model has been developed that takes into account the physical-mechanical interactions between different phases as well as the kinematics of each constituent (liquid water, dissolved air, gaseous air and solid grains). In particular, the model accounts for the interfacial tension, migration of gaseous and liquid phases, which have important impacts on the mechanical behaviour. The development leads to a system of highly non-linear partial differential equations which can be solved numerically using the finite element method. This new model has been implemented in a numerical code “Hydromech” written in C++, developed originally by Pereira (2005) that has been used to simulate oedometer tests with different hydromechanical loading paths. In particular, this code allows to simulate consistently the transition across different regimes of saturation, both with respect to space (progressive translation of a boundary between two neighbouring regimes) and to time (transition of one regime to another at a fixed material point); which constituted a difficult modelling problem at the start. Numerical studies carried out show that this model gives consistent results providing a clear demonstration of its ability to simulate with precision the hydro-mechanical behaviour of quasi-saturated soils containing entrapped air.

A produção de petróleo e gás em campos brasileiros é cada vez mais proveniente de regiões com águas profundas e situadas longe da costa, chegando a distâncias de mais de 100 km, como, por exemplo, na Bacia de Campos ou de Santos. Devido à falta de infra-estrutura e às características do petróleo desses campos, a cadeia de abastecimento e o sistema de exportação da produção possuem grande importância para a indústria offshore. Uma maneira usual para a exportação da produção é através de dutos submarinos, onde o óleo e/ou a gás flui das plataformas diretamente para o continente. Com esta infra-estrutura é possível a utilização de sistemas de produção sem capacidade de armazenamento e, conseqüentemente, torna-se desnecessário o uso de navios para o alívio da produção. No entanto, devido à qualidade do óleo e às distâncias entre os poços e a costa em alguns campos brasileiros, a utilização dos oleodutos mostra-se uma solução pouco viável. Por este motivo, é bastante comum o uso de FPSOs ou semi-submersíveis conectadas a sistemas auxiliares, como o FSO (Floating Storage and Offloading). Nas plataformas, outra característica importante e desejada é tornar viável o uso de um sistema de completação seca (árvore de Natal acima da linha dágua) com o objetivo de diminuir, significativamente, os custos operacionais envolvidos. Esse tipo de completação é utilizado, com excelência, por unidade do tipo TLWP ou Spar, devido ao baixo nível dos movimentos e acelerações observadas nestas plataformas. Entretanto, as condições ambientais severas amplificam as dificuldades para encontrar um sistema com grande capacidade de armazenamento e que permita o uso de completação seca. Neste contexto, pesquisadores e engenheiros estão sendo obrigados a desenvolver novos conceitos capazes de atender a essa demanda. Desta forma, uma nova solução, considerando um FPSO e uma TLWP operando a uma curta distância e trabalhando de forma acoplada com a conexão garantida por cabos sintéticos vem sendo estudada. Essencialmente, o grande atrativo deste conceito é o fato de que toda a produção e o armazenamento são concentrados no FPSO e a TLWP é responsável pela perfuração e extração dos hidrocarbonetos através de risers verticais. Assim o sistema trabalhando de forma conjunta possui capacidade de armazenamento e permite o uso da completação seca. Nesta dissertação, foi realizado um estudo sobre a evolução deste novo conceito, dividido em três fases. A primeira focada no dimensionamento do sistema de conexão e ancoragem das unidades e em uma investigação da interação hidrodinâmica entre as unidades de forma a mostrar a viabilidade do sistema. A segunda fase, focada na validação dos resultados por meio da comparação com os testes realizados no modelo em escala do NMRI (National Maritime Research Institute - Japão). Finalmente, a terceira fase, com foco no redimensionamento do sistema de amarração e no sistema de conexão, com base nos resultados obtidos na segunda fase. / The oil and gas production in Brazilian fields are commonly found in deep water and situated far away from the coast, reaching distances of more than 100 km as, for example, in the Campos Basin or Santos Basin. Due to the heavy oil and lack of pipeline infrastructure found in these fields, not only subsea equipments that must support high pressure but also logistics problems such as supply chain and production exportation system play an important role for the offshore industry. A usual way to export the production is to concentrate it in hubs of submarine pipelines which flows the oil or gas from the platforms to the continent. This infrastructure makes possible the use of no storage production systems and, consequently, releases the use of the shuttle tanks employment. However, due to the quality of the oil and the distances between the wells and the coast, some Brazilian fields do not allow the use of the pipelines to export their production. For this reason, is quite common to use FPSO and semi-submersible aided by auxiliary systems such as the FSO (Floating Storage and Offloading) units. Another important and desired characteristic of production platforms is to make it feasible to install a dry Christmas tree system aiming to decrease, significantly, operational costs involved. This feature is performed, with excellence, by TLWP and Spar units due to the low level of motions and accelerations observed in these platforms. Harsh environmental conditions can bring difficulties to find a solution of a system with both storage and dry tree system capability. In this context, researchers and engineers are being forced to develop new technological systems capable to support this demand. In this way, a new solution considering a FPSO and a TLWP coupled in a short distance by synthetic ropes has being studied. Essentially, the attractive feature of this concept is the fact that the production is performed by the FPSO whereas the TLWP is responsible to support the risers and drilling facilities turning the system coupled, equipped with a dry Christmas tree and with the possibility to storage the production. By now, the concept evolution has been divided in three phases. The first phase concerned about an advanced research focusing on the connection and mooring system development and the hydrodynamic interaction between the units and having in mind the verification of the concept feasibility. The second phase, concerned about the results validation by a comparison with scale model tests performed in the NMRI (National Maritime Research Institute Japan). Finally, the third phase, has the focus in the mooring and connection system resizing based on the results obtained on second phase.

A produção de petróleo e gás em campos brasileiros é cada vez mais proveniente de regiões com águas profundas e situadas longe da costa, chegando a distâncias de mais de 100 km, como, por exemplo, na Bacia de Campos ou de Santos. Devido à falta de infra-estrutura e às características do petróleo desses campos, a cadeia de abastecimento e o sistema de exportação da produção possuem grande importância para a indústria offshore. Uma maneira usual para a exportação da produção é através de dutos submarinos, onde o óleo e/ou a gás flui das plataformas diretamente para o continente. Com esta infra-estrutura é possível a utilização de sistemas de produção sem capacidade de armazenamento e, conseqüentemente, torna-se desnecessário o uso de navios para o alívio da produção. No entanto, devido à qualidade do óleo e às distâncias entre os poços e a costa em alguns campos brasileiros, a utilização dos oleodutos mostra-se uma solução pouco viável. Por este motivo, é bastante comum o uso de FPSOs ou semi-submersíveis conectadas a sistemas auxiliares, como o FSO (Floating Storage and Offloading). Nas plataformas, outra característica importante e desejada é tornar viável o uso de um sistema de completação seca (árvore de Natal acima da linha dágua) com o objetivo de diminuir, significativamente, os custos operacionais envolvidos. Esse tipo de completação é utilizado, com excelência, por unidade do tipo TLWP ou Spar, devido ao baixo nível dos movimentos e acelerações observadas nestas plataformas. Entretanto, as condições ambientais severas amplificam as dificuldades para encontrar um sistema com grande capacidade de armazenamento e que permita o uso de completação seca. Neste contexto, pesquisadores e engenheiros estão sendo obrigados a desenvolver novos conceitos capazes de atender a essa demanda. Desta forma, uma nova solução, considerando um FPSO e uma TLWP operando a uma curta distância e trabalhando de forma acoplada com a conexão garantida por cabos sintéticos vem sendo estudada. Essencialmente, o grande atrativo deste conceito é o fato de que toda a produção e o armazenamento são concentrados no FPSO e a TLWP é responsável pela perfuração e extração dos hidrocarbonetos através de risers verticais. Assim o sistema trabalhando de forma conjunta possui capacidade de armazenamento e permite o uso da completação seca. Nesta dissertação, foi realizado um estudo sobre a evolução deste novo conceito, dividido em três fases. A primeira focada no dimensionamento do sistema de conexão e ancoragem das unidades e em uma investigação da interação hidrodinâmica entre as unidades de forma a mostrar a viabilidade do sistema. A segunda fase, focada na validação dos resultados por meio da comparação com os testes realizados no modelo em escala do NMRI (National Maritime Research Institute - Japão). Finalmente, a terceira fase, com foco no redimensionamento do sistema de amarração e no sistema de conexão, com base nos resultados obtidos na segunda fase. / The oil and gas production in Brazilian fields are commonly found in deep water and situated far away from the coast, reaching distances of more than 100 km as, for example, in the Campos Basin or Santos Basin. Due to the heavy oil and lack of pipeline infrastructure found in these fields, not only subsea equipments that must support high pressure but also logistics problems such as supply chain and production exportation system play an important role for the offshore industry. A usual way to export the production is to concentrate it in hubs of submarine pipelines which flows the oil or gas from the platforms to the continent. This infrastructure makes possible the use of no storage production systems and, consequently, releases the use of the shuttle tanks employment. However, due to the quality of the oil and the distances between the wells and the coast, some Brazilian fields do not allow the use of the pipelines to export their production. For this reason, is quite common to use FPSO and semi-submersible aided by auxiliary systems such as the FSO (Floating Storage and Offloading) units. Another important and desired characteristic of production platforms is to make it feasible to install a dry Christmas tree system aiming to decrease, significantly, operational costs involved. This feature is performed, with excellence, by TLWP and Spar units due to the low level of motions and accelerations observed in these platforms. Harsh environmental conditions can bring difficulties to find a solution of a system with both storage and dry tree system capability. In this context, researchers and engineers are being forced to develop new technological systems capable to support this demand. In this way, a new solution considering a FPSO and a TLWP coupled in a short distance by synthetic ropes has being studied. Essentially, the attractive feature of this concept is the fact that the production is performed by the FPSO whereas the TLWP is responsible to support the risers and drilling facilities turning the system coupled, equipped with a dry Christmas tree and with the possibility to storage the production. By now, the concept evolution has been divided in three phases. The first phase concerned about an advanced research focusing on the connection and mooring system development and the hydrodynamic interaction between the units and having in mind the verification of the concept feasibility. The second phase, concerned about the results validation by a comparison with scale model tests performed in the NMRI (National Maritime Research Institute Japan). Finally, the third phase, has the focus in the mooring and connection system resizing based on the results obtained on second phase.

The overall objective is to improve the one-dimensional numerical prediction of the fine and non-cohesive bed material load in alluvial rivers, especially during high intensity episodes during which sediment beds are strongly remobilized. For this reason, we attempt to reduce the major inaccuracy sources coming from the alluvial resistance and bed material load relations needed to close the mathematical system. Through a shared parameter called the control factor m, the interactions occurring in alluvial rivers are incorporated more deeply into the mathematical model and more particularly into the closure laws: bed material load (SVRD, Suction-Vortex Resuspension Dynamics) and the energy slope (Verbanck et al. 2007). The control factor m is assumedly related to the Rossiter resonance modes of the separated flow downstream the bed form crest. <p><p>To further improve the representation of the flow-sediment-morphology interactions, a fully coupled model approach has been naturally chosen. In this work the terminology fully coupled means that the three equations forming the system are solved synchronously and that the terms often neglected by more traditional decoupled models are kept. <p><p>The feasibility of the new closure methodology has been drawn up by reproducing numerically the silt-flushing experiment conducted by the Yellow River Conservancy Commission (Y.R.C.C.) in the Lower Yellow River (LYR) in Northern China. The objective of the silt flushing experiment is to reverse the aggradation trend of the Lower Yellow River which, in the last decades, has become a perched river. The numerical simulation specifically reproduces the silt-flush effects in a reach of LYR located in the meandering part of the river. This reach (around 100 km) is delimited by Aishan and Luokou hydrometric stations.<p><p>Since the SVRD formulation has been developed from flume observations, the law has first been confronted to river datasets. The confrontation has revealed that the SVRD law becomes less suitable for fine sediment fluxes (ratio of water depth over median particle size > 5000). Therefore, a modified equation SVRD-2 has been built to enlarge the validity range.<p><p>The suitability of the SVRD-2 equation to predict fine sediment fluxes has been tested on data available from several hydrometric stations located in the meandering reach of the LYR: historical observations and measures collected during the flushes. The SVRD-2 has also been compared with relations specifically calibrated for this configuration. The comparison has pointed out that the performance of the two formulas is similar, which is encouraging for the SVRD-2 approach as it has not been calibrated on those data. <p><p>The closed equation system has been written on its quasi-linear form and is solved by a Finite Volume Method combined with a linearized Riemann algorithm. The numerical model has been checked up on two test cases: deposition upstream of a dam and the aggradation experiment conducted by Soni 1975. <p><p>As it is not yet possible to predict dynamically the value of the control factor m, a possible solution would be to extract its value from the measured data at the inlet cross section. Unfortunately, the necessary data are not measured locally. Moreover, a uniform value of the control factor m may not suffice to reproduce the flow along the whole reach. Therefore, it has been proposed to work temporarily in the reverse way. <p><p>From the comparison between the numerical results and the experimental data, a time evolution of the control factor m has effectively been extracted and it has been shown that it varies along the reach. At Aishan, the evolution of the control factor m corresponds to the evolution expected from the data analysis previously conducted on other data sets: the value of the control factor m decreases during the flush as it tries to reach the optimal value m=1. The time evolution at Luokou behaves differently to the one at Aishan, but remains in agreement with m evolution patterns observed historically for the river section flowing round Jinan City walls. For Luokou, the highlighted differences may come from three dimensional effects coming from the meander bend upstream the station.<p><p>Generally, the results obtained for the hydraulics, the sediment transport and bed adaptation are encouraging but still need improvements and additional feeding from the experimental data. The results for the concentration and therefore the bed elevation are very sensitive to the value of the control factor m as it influences most of the terms of the bed material load equation (SVRD-2). <p><p>The major remaining difficulties are, firstly, to deal with the rapid transients for which the model is less suitable and, secondly, to improve the prediction of the value of control factor m. Before paying more attention into the transients, enhancements concerning the flow along the reach (initial condition and discharge rates during the first days of the flush) must be conducted in priority. Indeed as the prediction of the bed or the cross section evolutions depend directly on the quality of the prediction of the sediment concentration and the hydraulics, one should first improve these aspects. To perform this study, more information about the water levels or sediment concentrations is necessary at some intermediate stations. One solution is to lengthen the studied reach, upstream to Sunkou and downstream to Lijin, totaling a river length of 456 Km.<p><p>A more entire signal of the energy slopes and the associated bed configurations at different stations would enlighten how the control factor m evolves along the reach during the silt-flush events. <p><p> / Doctorat en Sciences de l'ingénieur / info:eu-repo/semantics/nonPublished

Doctor of Philosophy / Department of Mechanical and Nuclear Engineering / Daniel V. Swenson / The objective of the thesis is to provide a fully coupled thermo-hydro-mechanical (THM) tool, T2STR, which enables quantitative understanding and prediction of thermal as well as mechanical effects on flow in the porous media under multiphase conditions. This is achieved by incorporating a finite element based hydro-thermo-mechanical stress capability into the well-established IFDM (Integrated Finite Difference Method) based flow simulation code TOUGH2. TOUGH2 is a program for calculation of multi-phase, multi-component, non-isothermal flow in porous media. It implements several equation of state modules to represent different fluid mixtures. The dual mesh technique is natural for combining both discretization methods and is used innovatively and effectively. A generalized approach is developed to accommodate the switching of variables implemented in TOUGH2 to adapt the phase changes. The forward coupling is achieved by using the thermal, hydrostatic, and poroelastic effects in the stress calculations. The backward coupling includes the effect of strain on the fluid flow. T2STR also allows the user to study the variation in porosity, permeability and capillary pressure as function of mean effective stress in the porous media. Multiple materials can be used to model the reservoir in T2STR, parallel to the implementation in TOUGH2. T2STR is implemented to carry out as a fully coupled, one way coupled (only deformation as function of hydro-thermal effects), or original TOUGH2 implementation. It provides the ability to switch on and off the thermal and/or poroelastic effects. T2STR is developed to model the fractured porous media using discrete fractures. The modeling of fractured porous media is limited to a staggered coupling approach. The fluid parameters like permeability, porosity are modified based on the stresses and/or aperture changes due to deformation. A set of verification problems, used to validate the code and display the capabilities of the code, are discussed. A graphical user interface is designed to pre-process the necessary data. Macros are developed for excel and Tecplot to post-process the results for easy visualization.

Zentraler Gegenstand dieser Dissertation ist die Entwicklung von mathematischen Methoden zur Charakterisierung und Implementierung von optimalen Investmentstrategien eines Kleininvestors auf einem Finanzmarkt. Zur Behandlung dieser Probleme ziehen wir als Hauptwerkzeug Stochastische Rückwärts-Differenzialgleichungen (BSDEs) mit nicht-linearen Drifts heran. Diese Nicht-Lineariäten ordnen sie außerhalb der Standardklasse der Lipschitz-stetigen BSDEs ein und treten häufig in finanzmathematischen Kontrollproblemen auf. Wir charakterisieren das optimale Vermögen und die optimale Investmentstrategie eines Kleininvestors mit Hilfe einer sog. Stochastischen Vorwärts-Rückwärts-Differenzialgleichung (FBSDE), einem System bestehend aus einer stochastischen Vorwärtsgleichung, die vollständig gekoppelt ist an eine Rückwärtsgleichung. Die Festlegung bestimmter Nutzenfunktionen führt uns schließlich zu einer weiteren Klasse von nicht-standard BSDEs, die in unmittelbarem Zusammenhang zu dem sog. Ansatz der stochastischen partiellen Rückwärts-Differenzialgleichungen (BSPDEs) steht. Anschließend entwickeln wir eine Methode zur numerischen Behandlung von quadratischen BSDEs, die auf einem stochastischen Analogon der Cole-Hopf-Transformation basiert. Wir studieren weiterhin eine Klasse von BSDEs, deren Drifts explizite Pfadabhängigkiten aufweisen und leiten mehrere analytische Eigenschaften her. Schließlich studieren wir Dualdarstellungen für Optimalen Mehrfachstoppprobleme. Wir leiten Martingal-Dualdarstellungen her, die die Grundlage für die Entwicklung von Regressions-basierten Monte Carlo Simulationsalgorithmen bilden, die schnell und effektiv untere und obere Schranken berechnen. / This thesis elaborates on the wealth maximization problem of a small investor who invests in a financial market. Key tools for our studies come across in the form of several classes of BSDEs with particular non-linearities, casting them outside the standard class of Lipschitz continuous BSDEs. We first give a characterization of a small investor''s optimal wealth and its associated optimal strategy by means of a systems of coupled equations, a forward-backward stochastic differential equation (FBSDE) with non-Lipschitz coefficients, where the backward component is of quadratic growth. We then examine how specifying concrete utility functions give rise to another class of non-standard BSDEs. In this context, we also investigate the relationship to a modeling approach based on random fields techniques, known by now as the backward stochastic partial differential equations (BSPDEs) approach. We continue with the presentation of a numerical method for a special type of quadratic BSDEs. This method is based on a stochastic analogue to the Cole-Hopf transformation from PDE theory. We discuss its applicability to numerically solve indifference pricing problems for contingent claims in an incomplete market. We then proceed to BSDEs whose drifts explicitly incorporate path dependence. Several analytical properties for this type of non-standard BSDEs are derived. Finally, we devote our attention to the problem of a small investor who is equipped with several exercise rights that allow her to collect pre-specified cashflows. We solve this problem by casting it into the language of multiple optimal stopping and develop a martingale dual approach for characterizing the optimal possible outcome. Moreover, we develop regression based Monte Carlo algorithms which simulate efficiently lower and upper price bounds.