This study is concerned with the numerical solution of certain stochastic models of chemical reactions. Such descriptions have been shown to be useful tools when studying biochemical processes inside living cells where classical deterministic rate equations fail to reproduce actual behavior. The main contribution of this thesis lies in its theoretical and practical investigation of different methods for obtaining numerical solutions to such descriptions. In a preliminary study, a simple but often quite effective approach to the moment closure problem is examined. A more advanced program is then developed for obtaining a consistent representation of the high dimensional probability density of the solution. The proposed method gains efficiency by utilizing a rapidly converging representation of certain functions defined over the semi-infinite integer lattice. Another contribution of this study, where the focus instead is on the spatially distributed case, is a suggestion for how to obtain a consistent stochastic reaction-diffusion model over an unstructured grid. Here it is also shown how to efficiently collect samples from the resulting model by making use of a hybrid method. In a final study, a time-parallel stochastic simulation algorithm is suggested and analyzed. Efficiency is here achieved by moving parts of the solution phase into the deterministic regime given that a parallel architecture is available. Necessary background material is developed in three chapters in this summary. An introductory chapter on an accessible level motivates the purpose of considering stochastic models in applied physics. In a second chapter the actual stochastic models considered are developed in a multi-faceted way. Finally, the current state-of-the-art in numerical solution methods is summarized and commented upon.

In this thesis, we have analyzed the accuracy and stability aspects of weak boundary and interface conditions (WBCs) for high order finite difference methods on Summations-By-Parts (SBP) form. The numerical technique has been applied to wave propagation and flow problems. The advantage of WBCs over strong boundary conditions is that stability of the numerical scheme can be proven. The boundary procedures in the advection-diffusion equation for a boundary layer problem is analyzed. By performing Navier-Stokes calculations, it is shown that most of the conclusions from the model problem carries over to the fully nonlinear case. The work was complemented to include the new idea of using WBCs on multiple grid points in a region, where the data is known, instead of at a single point. It was shown that we can achieve high accuracy, an increased rate of convergence to steady-state and non-reflecting boundary conditions by using this approach. Using the SBP technique and WBCs, we have worked out how to construct conservative and energy stable hybrid schemes for shocks using two different approaches. In the first method, we combine a high order finite difference scheme with a second order MUSCL scheme. In the second method, a procedure to locally change the order of accuracy of the finite difference schemes is developed. The main purpose is to obtain a higher order accurate scheme in smooth regions and a low order non-oscillatory scheme in the vicinity of shocks. Furthermore, we have analyzed the energy stability of the MUSCL scheme, by reformulating the scheme in the framework of SBP and artificial dissipation operators. It was found that many of the standard slope limiters in the MUSCL scheme do not lead to a negative semi-definite dissipation matrix, as required to get pointwise stability. Finally, high order simulations of shock diffracting over a convex wall with two facets were performed. The numerical study is done for a range of Reynolds numbers. By monitoring the velocities at the solid wall, it was shown that the computations were resolved in the boundary layer. Schlieren images from the computational results were obtained which displayed new interesting flow features.

Suivant le domaine où on les sollicite, les solutions d’un système de contraintes géométriques (SCG) peuvent être : – formelles et exactes : elles prennent par exemple la forme d’un plan de construction produisant toutes les solutions, obtenu en appliquant des règles dérivées de lemmes de géométrie. Beaucoup de SCG, surtout en 3D, résistent à cette approche ; – numériques et approchées : elles sont les solutions d’un système d’équations construit à partir des contraintes et trouvées grâce à des méthodes numériques efficaces quand elles ne recherchent qu’une solution. De par la nature des problèmes traités, chercher toutes les solutions conduit à une complexité exponentielle. Les méthodes par continuation, ou homotopie, permettent d’obtenir toutes les solutions d’un système d’équations polynomiales. Leur application à des SCG est coûteuse et difficilement sujette aux raisonnements permis par l’origine géométrique du problème car elles opèrent hors de l’espace des figures géométriques. Notre travail a pour objet la spécialisation d’une méthode par continuation à des SCG. La géométrie simplifie et justifie sa mise en œuvre dans l’espace des figures, ou des raisonnements géométriques sont possibles. On aborde également les cas ou l’ensemble de solutions d’un problème contient des éléments isolés et des continuums. Des solutions proches d’une esquisse fournie par un utilisateur sont d’abord trouvées. La recherche d’autres solutions, malgré sa complexité exponentielle, est rendue envisageable par une approche itérative. Une nouvelle méthode de décomposition est proposée pour maîtriser le coût de la résolution. / Depending on the required application field, the solutions of a geometric constraints system (GCS) are either : – symbolic and exact such as construction plans, providing all the solutions, obtained by applying geometric rules. Many problems, mostly in a 3D context, resist to this approach ; – or numerical and approximated : they are the solutions of a system of equations built from the constraints, provided by generical numerical methods that are efficient when only one solution is sought. However, searching all the solutions leads to an exponential computation cost, due to the nature of problems. Continuation methods, also called homotopic methods, find all the solutions of a polynomial system. Using them to solve systems of equations associated to systems of constraints is nevertheless costly. Moreover, combining them with geometric reasoning is a challenge, because they act in a projective complex space and not in the realizations space. The aim of this work is to specialize a continuation method to GCS. Geometry is exploited to simplify and justify its adaptation in the space of realizations, so allowing geometric reasoning. Cases where the connected components of the solution space of a problem have heterogeneous dimensions are addressed. The method discussed here provides in a first step solutions that are similar to a sketch drawn by the user. Then a procedure is proposed to search new solutions. Its iterative nature seems to make the exponential complexity of this task bearable. A new decomposition method is proposed, that restrains the resolution cost.

La théorie de la fonctionnelle de la densité (DFT) est une reformulation du problème quantique à N corps où l'énergie de l'état fondamental est exprimée sous la forme d'une fonction de la densité électronique. Dans l'approche de Kohn-Sham de la DFT, seule l'énergie dite d'échange-corrélation décrivant la partie non classique de l'interaction électron-électron nécessite d'être approchée comme une fonctionnelle de la densité. Dans le cadre de la thèse nous nous intéressons à une approximation visant à améliorer la précision et qui consiste à combiner de façon rigoureuse une approximation de type " fonctionnelle de la densité " avec un calcul explicite de type " fonction d'onde " à l'aide d'une décomposition de l'interaction électron-électron coulombienne. L'objectif est de disposer de méthodes améliorant la précision de la DFT actuelle avec un effort de calcul restant compétitif. Ce travail de thèse se décompose en trois études distinctes. Une première étude a consisté a étendre l'analyse de la convergence en base à la séparation de portée qui a permit de mettre en évidence une convergence exponentielle pour l'énergie de corrélation MP2 de longue portée. Dans un second temps nous nous sommes intéressés à une approximation auto-cohérente des fonctionnelles double-hybride utilisant la méthode des potentiels-effectifs-optimisés. Finalement la troisième étude propose une analyse de l'approximation adiabatique semi-locale du noyau d'échange et de corrélation de courte portée dans le cadre de la TDDFT avec séparation de portée dans son formalisme de réponse linéaire. / The theory of the functional of the density ( DFT) is a reformulation of the quantum problem in N body where the energy of the fundamental state is expressed under the shape of a function(office) of the electronic density. In the approach of Kohn-Sham of the DFT, only the said energy of exchange-correlation describing the not classic part(party) of the interaction electron-electron requires to be approached as a functional of the density. Within the framework of the thesis(theory) we are interested in an approximation to improve the precision and which consists in combining(organizing) in a rigorous way an approximation of type(chap) " functional of the density " with an explicit calculation of type(chap) " function(office) of wave " by means of a decomposition of the interaction electron-electron coulombienne. The objective is to have methods.

L’obtention, dans des conditions douces, sélectives et de chimie durable de molécules ciblées est aujourd’hui un enjeu majeur. Les métalloenzymesartificielles représentent une voie d’investigation importante, car en jouant, par exemple, sur la seconde sphère de coordination,il est possible de modifier fortement la réactivité de ces systèmes bio-inspirés. Le développement de cette chimie suppose une connaissanceapprofondie des différentes étapes du mécanisme de la réaction envisagée. Pour cela, la chimie théorique est essentielle à la rationalisation dela réactivité chimique mais elle souffre encore de nombreuses insuffisances pour les systèmes que nous nous proposons d’étudier.Dans ce travail, nous avons choisi d’étudier la superoxyde réductase, enzyme détoxifiante du radical superoxyde. Si de nombreuses expérimentalessont disponibles détaillant certains intermédiaires, le mécanisme précis est peu documenté. Le but a été de mettre en place uneméthodologie complète allant du développement de paramètres MM spécifiques à l’étude de la réactivité par métadynamiques QM/MM.Le développement de paramètres MM pour le site actif à fer a permis son étude en dynamique MM donnant des informations sur la conformationsdu squelette peptidique ainsi que l’interaction avec les molécules de solvant. De part la nature du fer, une description QM du site actifà été nécessaire via l’utilisation de DFT hybride. Les métadynamiques QM/MM ont permis quant à elles d’explorer les chemins réactionnelset de caractériser les espèces ainsi formées et les énergies d’activations.Cette méthodologie a permis la compréhension en premier lieu de la réactivité native de la forme sauvage et elle a aussi permis d’explorer lesréactivités nouvelles des mutations de la SOR permettant ainsi de définir le rôle crucial de la seconde sphère de coordination. / Obtaining targeted molecules under gentle, selective and sustainable conditions is still a major challenge. Artificial metalloenzymes are animportant line of enquiry, because by playing, for example, with the second sphere of coordination, it is possible to strongly modify thereactivity of these bio-inspired systems. The development of this chemistry presupposes a thorough knowledge of the different stages of themechanism of the reaction under study. For this reason, theoretical chemistry is essential to rationalize chemical reactivity, but it still suffersfrom many shortcomings for the systems we propose to study.In this work, we study the superoxide reductase, a detoxifying enzyme of the superoxide radical. While many experiments are available detailingsome intermediates, the precise mechanism is not well documented. The aim was to implement a complete methodology ranging from thedevelopment of specific MM parameters to the study of reactivity by QM/MM metadynamics.The development of MM parameters for the iron active site allowed its study by MM dynamics giving informations on the conformation ofthe peptide backbone as well as on the interaction with solvent molecules. Due to the nature of the iron, a QM description of the active sitewas required using hybrid DFT. QM/MM metadynamics have allowed us to explore reaction pathways and to characterize the compoundsformed to obtain the needed activation energies. This methodology made it possible to understand the native reactivity of the wild form ofthe SOR, but also to explore the new reactivity of the mutations of the SOR and thus to define the crucial role of the second coordination sphere.

No description available.

Les méthodes hybrides Moments/PDF sont bien adaptées pour la description des écoulements diphasiques turbulents, polydispersés, hors équilibre thermodynamique. Ces méthodes permettent d'avoir une description assez fine de la polydispersion, de la convection et des termes sources non-linéaires. Cependant, les approximations issues de telles simulations sont bruitées ce qui, dans certaines situations, occasionne un biais. L'approche alternative étudiée dans ce travail consiste à coupler une description Eulerienne des moments avec une description stochastique Lagrangienne à l'intérieur de la phase dispersée, permettant de réduire l'erreur statistique et d'éliminer le biais. La mise en oeuvre de cette méthode nécessite le développement de schémas numériques robustes. Les approches proposées sont basées sur l'utilisation simultanée des techniques de relaxation et de décentrement, et permettent d'obtenir des approximations stables des solutions instationnaires du système d'équations aux dérivées partielles, avec des données peu régulières provenant du couplage avec le modèle stochastique. Une comparaison des résultats de la méthode hybride Moments-Moments/PDF avec ceux issus de la méthode hybride "classique'' est présentée en termes d'analyse des erreurs numériques sur un cas de jet co-courant gaz-particules. / Hybrid Moments/PDF methods have shown to be well suitable for the description of polydispersed turbulent two-phase flows in non-equilibrium which are encountered in some industrial situations involving chemical reactions, combustion or sprays. hey allow to obtain a fine enough physical description of the polydispersity, non-linear source terms and convection phenomena. However, their approximations are noised with the statistical error, which in several situations may be a source of a bias. An alternative hybrid Moments-Moments/PDF approach examined in this work consists in coupling the Moments and the PDF descriptions, within the description of the dispersed phase itself. This hybrid method could reduce the statistical error and remove the bias. However, such a coupling is not straightforward in practice and requires the development of accurate and stable numerical schemes. The approaches introduced in this work rely on the combined use of the upwinding and relaxation-type techniques. They allow to obtain stable unsteady approximations for a system of partial differential equations containing non-smooth external data which are provided by the PDF part of the model. A comparison of the results obtained using the present method with those of the ``classical'' hybrid approach is presented in terms of the numerical errors for a case of a co-current gas-particle wall jet.

O setor industrial produtor de papel e celulose tem aumentado sua relevância comercial nas últimas décadas devido à demanda constantemente crescente. O aumento na competitividade do setor gerado pela economia globalizada e a dificuldade de desenvolvimento de bons planos de produção em ambientes produtivos cada vez mais complexos têm motivado a pesquisa por novas e efetivas ferramentas de auxílio à tomada de decisão. Considerando estas dificuldades, abordamos neste trabalho o problema de dimensionamento e sequenciamento de lotes com foco em empresas com processo integrado de produção de celulose e de papel. Trata-se de um problema de planejamento de médio a curto prazo, geralmente com maior enfoque no curto prazo por considerar o planejamento detalhado da produção em horizontes de planejamento que não superam 30 dias. No processo integrado de celulose e papel, foram consideradas as decisões de produção do digestor, evaporador, caldeira de recuperação e de múltiplas máquinas produtoras de papel, além do controle de estoque de produtos intermediários e finais. Modelos matemáticos da literatura foram modificados e estendidos para incorporar características adicionais do problema como, por exemplo, processos com múltiplas máquinas de papel. Além disso, foram desenvolvidas heurísticas construtivas, heurísticas de melhoria, abordagens de solução híbridas baseadas em algoritmos genéticos combinadas com ferramentas comerciais de solução exata, além de combinações entre os métodos. As abordagens desenvolvidas foram testadas computacionalmente e as melhores combinações de métodos foram definidas. De forma geral, os resultados dessas abordagens foram superiores aos obtidos por ferramentas de solução comerciais puras. Ademais, a variação proposta da heurística de melhoria fixe-e-otimize com mudanças na função objetivo se destacou com relação aos demais métodos, obtendo os melhores resultados, independentemente da qualidade da solução inicial utilizada. As principais contribuições desta tese são a apresentação de modelos matemáticos para representar apropriadamente o problema estudado, e o desenvolvimento de métodos de solução efetivos para resolver o problema. / The pulp and paper industry has been increasing the commercial importance in recent decades due to the constant growing demand. The increasing competitiveness of this sector generated by the globalized economy and the difficulty to develop good production plans in complex production environments have motivated the search for new and effective decision support systems. Given these difficulties, in this thesis we address the lot sizing and scheduling problem focused on integrated pulp and paper mills. This is a problem of medium to short term planning, generally more focused on the short term as it covers detailed production schedules in planning horizons which do not exceed 30 days. In these integrated pulp and paper process the production decisions of digester, evaporator, recovery boiler and multiple paper machines are considered, apart from the inventory control of intermediate and final products. Mathematical models known in the literature were modified and extended to incorporate additional features of the problem, such as processes with multiple paper machines. In addition, constructive and improvement heuristics, and hybrid methods based on genetic algorithms combined with a commercial solver were developed, as well as combinations of these solution approaches. The methods developed were computationally tested and the best combinations of methods were defined. Overall, the results of these methods were superior to the solutions obtained by pure commercial solvers. Moreover, the alternative variation proposed of the improvement heuristic fix-and-optimize with exchanges in the objective function surpassed the other methods, obtaining the best results, regardless of the quality of the initial solution used. The main contribution of this thesis are the presentation of mathematical models that appropriately represents the problem under study, and the development of effective solution methods to deal with the problem.

La thèse a pour but de développer une méthodologie de calcul instationnaire permettant une étude qualitative et quantitative de l’aérodynamique externe d’une automobile. La première partie de l’étude est consacrée au développement de la méthodologie numérique sur les différents corps d’Ahmed à 25°, géométries simplifiées d’une automobile réelle, afin de valider les choix stratégiques de maillages et de méthodes numériques ainsi que s’assurer de la bonne résolution de l’écoulement. Les résultats numériques sont comparés aux données expérimentales obtenues au cours d’essais réalisés à la soufflerie La Ferté Vidame lors de travaux de thèse précédents. A l’issue de ce travail, la méthode hybride Delayed Detached Eddy Simulation Shear-Stress Transport (DDES SST) est sélectionnée pour la suite de l’étude au vu des meilleures performances obtenues (torseur aérodynamique, coefficient de pression, topologie d’écoulement) par rapport aux méthodes Reynolds Averaged Navier-Stokes (RANS), Scale Adaptive Simulation (SAS) et Stress-Blended Eddy Simulation (SBES). La seconde phase de l’étude consiste à adapter la méthodologie précédemment développée sur un véhicule réel, la Peugeot 308 SW. Au préalable, une base de données expérimentales conséquente a été réalisée au sein du Groupement d’Intérêt Economique Souffleries Aéroacoustiques Automobiles (GIE S2A) au cours de ces travaux. La géométrie est tout d’abord simplifiée afin de faciliter la mise en place de la méthodologie numérique : entrées d’air fermées, soubassement lissé, roues remplacées par des carénages. Les résultats obtenus sont encourageants et démontrent globalement la supériorité de la DDES par rapport aux méthodes RANS classiques. La topologie d’écoulement est mieux prédite (soubassement et sillage), même si la prédiction du coefficient de portance reste une difficulté majeure pour ce type de méthode hybride. / The main goal of this PhD is to develop an unsteady numerical method to study the external aerodynamic flow around real vehicles. The first part of the study focuses on the flow around simplified geometries, such as 25° Ahmed bodies (with sharp and rounded edges on the back of the body), in order to determine the optimal turbulence model, mesh setup and numerical parameters. Computational Fluid Dynamics (CFD) results are compared to experimental data reported in literature conducted in the La Ferté Vidame wind tunnel. Based on this study, Shear-Stress Transport Delayed Detached Eddy Simulation (SST DDES) demonstrates superiority over Reynolds Averaged Navier-Stokes (RANS), Scale Adaptive Simulation (SAS) and Stress Blended Eddy Simulation (SBES) turbulence models, regarding both drag and lift coefficients predictions, and flow topology.Secondly, the numerical procedure is adapted for a real vehicle, the Peugeot 308 SW estate car. A substantial experimental campaign was carried out in the Groupement d’Intérêt Economique Souffleries Aéroacoustiques Automobiles (GIE S2A) wind tunnel to provide data against which the numerical results are compared. Given the geometric complexity of a real vehicle, the car is simplified for this study as follows: the front air inlets are closed, the underbody is smoothed with additional panels and the wheels are replaced by fairings. DDES computations show encouraging results. A significant improvement of the flow topology is obtained with DDES compared to RANS models. However, the prediction of the lift coefficient remains a major difficulty with these hybrid methods.

Fundação Carlos Chagas Filho de Amparo a Pesquisa do Estado do Rio de Janeiro / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Neste trabalho, abordamos um problema de otimização de parâmetros da biofísica em que o objetivo é a obtenção da taxa média de concentração de substrato no fígado. Este problema é altamente não-linear, multimodal e com função-objetivo não-diferenciável. Resolvemos o mesmo através de métodos de otimização da literatura e introduzimos três métodos de otimização. Os métodos introduzidos neste trabalho são baseados na hibridização de um método estocástico, que explora o espaço de busca, com um método determinístico de busca direta, que faz uma busca local mais refinada nas áreas mais promissoras deste espaço. Os novos métodos são comparados aos da literatura e é verificado que o desempenho dos primeiros é superior. / In this work, we attack a parameter optimization problem from Biophysics, where the aim is to obtain the substrate concentration rate of a liver. This problem is highly non-linear, multimodal, and with non-differentiable objective-function. We solve it using optimization methods from the literature and three methods introduced in this work. The latter methods are based on the hybridization of a stochastic technique which explores the search space, with a direct search deterministic technique which exploits the most promising areas. Our results show that the new optimization methods perform better than those from the literature.