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.

Nesta dissertação de Mestrado será apresentada uma poderosa técnica numérica, conhecida como método Level Set, capaz de simular e analisar movimentos de curvas em diferentes cenários físicos. Tal método - formulado por Osher e Sethian [1] - está sedimentado na seguinte idéia: representar uma determinada curva (ou superfície) Γ como a curva de nível zero (zero level set) de uma função Φ de maior dimensão (denominada função Level Set). A equação diferencial do tipo Hamilton-Jacobi que descreve a evolução da função Level Set é discretizada através da utilização de acurados esquemas hiperbólicos e, como resultado de tal acurácia, obtém-se uma formulação numérica capaz de tratar eficazmente mudanças topológicas e/ou descontinuidades que, eventualmente, podem surgir no decorrer da propagação da curva (ou superfície) de nível zero. Em virtude da eficácia e versatilidade do método Level Set, esta técnica numérica está sendo amplamente aplicada à diversas áreas científicas, incluindo mecânica dos fluidos, processamento de imagens e visão computacional, crescimento de cristais, geometria computacional e ciência dos materiais. Particularmente, o propósito deste trabalho equivale ao estudo dos fundamentos do método Level Set e, por fim, visa-se aplicar tal modelo numérico à problemas existentes na área de crescimento de cristais. [1] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, J. Comp. Phys., 79:12, 1988. / In this dissertation, we present a powerful numerical technique known as Level Set Method for computing and analyzing moving fronts in different physical settings. The method -formulated by Osher and Sethian [1] - is based on the following idea: a curve (or surface) is embedded as the zero level set of a higher-dimensional function Φ (called level set function). Then, we can link the evolution of this function Φ to the propagation of the curve itself through a time-dependent initial value problem. At any time, the curve is given by the zero level set of the time-dependent level set function Φ. The evolution of the level set function Φ is described by a Hamilton-Jacobi type partial differential equation, which can be discretised by the use of accurate methods for hyperbolic equations. As a result, the Level Set Method is able to track complex curves that can develop large spikes, sharp corners or change its topology as they evolve. Because of its versatility and efficacy, this numerical technique has found applications in a large number of areas, including fluid mechanics, image processing and computer vision, crystal growth, computational geometry and materials science. Particularly, the aim of this dissertation has been to understand the fundamentals of Level Set Method and its final goal is compute the motion of bondaries in crystal growth using this numerical model. [1] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, J. Comp. Phys., 79:12, 1988.

Nesta dissertação de Mestrado será apresentada uma poderosa técnica numérica, conhecida como método Level Set, capaz de simular e analisar movimentos de curvas em diferentes cenários físicos. Tal método - formulado por Osher e Sethian [1] - está sedimentado na seguinte idéia: representar uma determinada curva (ou superfície) Γ como a curva de nível zero (zero level set) de uma função Φ de maior dimensão (denominada função Level Set). A equação diferencial do tipo Hamilton-Jacobi que descreve a evolução da função Level Set é discretizada através da utilização de acurados esquemas hiperbólicos e, como resultado de tal acurácia, obtém-se uma formulação numérica capaz de tratar eficazmente mudanças topológicas e/ou descontinuidades que, eventualmente, podem surgir no decorrer da propagação da curva (ou superfície) de nível zero. Em virtude da eficácia e versatilidade do método Level Set, esta técnica numérica está sendo amplamente aplicada à diversas áreas científicas, incluindo mecânica dos fluidos, processamento de imagens e visão computacional, crescimento de cristais, geometria computacional e ciência dos materiais. Particularmente, o propósito deste trabalho equivale ao estudo dos fundamentos do método Level Set e, por fim, visa-se aplicar tal modelo numérico à problemas existentes na área de crescimento de cristais. [1] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, J. Comp. Phys., 79:12, 1988. / In this dissertation, we present a powerful numerical technique known as Level Set Method for computing and analyzing moving fronts in different physical settings. The method -formulated by Osher and Sethian [1] - is based on the following idea: a curve (or surface) is embedded as the zero level set of a higher-dimensional function Φ (called level set function). Then, we can link the evolution of this function Φ to the propagation of the curve itself through a time-dependent initial value problem. At any time, the curve is given by the zero level set of the time-dependent level set function Φ. The evolution of the level set function Φ is described by a Hamilton-Jacobi type partial differential equation, which can be discretised by the use of accurate methods for hyperbolic equations. As a result, the Level Set Method is able to track complex curves that can develop large spikes, sharp corners or change its topology as they evolve. Because of its versatility and efficacy, this numerical technique has found applications in a large number of areas, including fluid mechanics, image processing and computer vision, crystal growth, computational geometry and materials science. Particularly, the aim of this dissertation has been to understand the fundamentals of Level Set Method and its final goal is compute the motion of bondaries in crystal growth using this numerical model. [1] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, J. Comp. Phys., 79:12, 1988.

The hyperbolic conservation laws model the phenomena of nonlinear waves including discontinuities. The coupled nonlinear equations representing such conservation laws may lead to discontinuous solutions even for smooth initial data. To solve such equations, developing numerical methods which are accurate, robust, and resolve all the wave structures appearing in the solutions is a challenging task. Among several discretization techniques developed for solving hyperbolic conservation laws numerically, Finite Volume Method (FVM) is the most popular. Numerical algorithms, in the framework of FVM, are broadly classified as upwind and central discretization methods. Upwind methods mimic the features of hyperbolic conservation laws very well. However, most of the popular upwind schemes are known to suffer from the shock instabilities. Many upwind methods are heavily dependent on eigen-structure, therefore methods developed for one system of conservation laws are not straightforwardly extended to other systems. On the contrary, central discretization methods are simple, independent of eigen-structure, and therefore, are easily extended to other systems. In the first part of the thesis, a hybrid central discretization method is introduced for Euler equations of gas dynamics. This hybrid scheme is then extended to other hyperbolic conservation laws namely, shallow water equations of oceanography and ideal magnetohydrodynamics equations. The baseline solver for the new hybrid scheme, Method of Optimal Viscosity for Enhanced Resolution of Shocks (MOVERS), is an accurate scheme capable of capturing grid aligned steady discontinuities exactly. This central scheme is free from complicated Riemann solvers and therefore is easy to implement. This low diffusive algorithm produces sonic glitches at the expansion regions involving sonic points and is prone to shock instabilities. Therefore it requires an entropy fix to avoid these problems. With the use of entropy fix the exact discontinuity capturing property of the scheme is lost, although sonic glitches and shock instabilities are avoided. The motivation for this work is to develop a numerical method which exactly preserves the steady contacts, is accurate, free of multi-dimensional shock instabilities and yet avoids the entropy fix. This is achieved by constructing a coefficient of numerical diffusion based on pressure gradient sensor. The pressure gradients are known to detect shocks and they vanish across contact discontinuities. This property of pressure sensor is utilized in constructing the coefficient of numerical diffusion. In addition to the numerical diffusion of the baseline solver, a numerical diffusion based on the pressure sensor, scaled by the maximum of eigen-spectrum, is used to avoid shock instabilities. At contact discontinuities, pressure gradients vanish and coefficient of numerical diffusion of MOVERS is automatically retained to capture steady contact discontinuities exactly. This simple hybrid central solver is accurate, captures steady contact discontinuities exactly and is free of multi-dimensional shock instabilities. This novel method is extended to shallow water and ideal magnetohydrodynamics equations in a similar way. In the second part of the thesis, an entropy stable central discretization method for hyperbolic conservation laws is introduced. In a quest for optimal numerical viscosity, development of entropy stable schemes gained importance in recent times. In this work, the entropy conservation equation is used as a guideline to fix the coefficient of numerical diffusion for smooth regions of the flow. At the large gradients, coefficient of numerical diffusion of baseline solver is used. Switch over between smooth and large gradients of the flow is done using limiter functions which are known to distinguish between smooth and high gradient regions of the flow. This simple and stable central scheme termed MOVERS-LE captures grid aligned steady discontinuities exactly and is free of shock instabilities in multi-dimensions. Both the above algorithms are tested on various well established benchmark test problems.

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Ce travail présente quelques résultats sur les systèmes de particules en interaction pour l'interprétation probabiliste des équations aux dérivées partielles, avec des applications à des questions de dynamique moléculaire et de chimie quantique. On présente notamment une méthode particulaire permettant d'analyser le processus de la force biaisante adaptative, utilisé en dynamique moléculaire pour le calcul de différences d'énergies libres. On étudie également la sensibilité de dynamiques stochastiques par rapport à un paramètre, en vue du calcul des forces dans l'approximation de Born-Oppenheimer pour rechercher l'état quantique fondamental de molécules. Enfin, on présente un schéma numérique basé sur un système de particules pour résoudre des lois de conservation scalaires, avec un terme de diffusion anormale se traduisant par une dynamique de sauts sur les particules / This work presents some results on stochastically interacting particle systems and probabilistic interpretations of partial differential equations with applications to molecular dynamics and quantum chemistry. We present a particle method allowing to analyze the adaptive biasing force process, used in molecular dynamics for the computation of free energy differences. We also study the sensitivity of stochastic dynamics with respect to some parameter, aiming at the computation of forces in the Born-Oppenheimer approximation for determining the fundamental quantum state of molecules. Finally, we present a numerical scheme based on a particle system for the resolution of scalar conservation laws with an anomalous diffusion term, corresponding to a jump dynamics on the particles

An adaptive mesh redistribution method for efficient and accurate simulation of multi dimensional hyperbolic conservation laws is developed. The algorithm consists of two coupled steps; evolution of the governing PDE followed by a redistribution of the computational nodes. The second step, i.e. mesh redistribution is carried out at each time step iteratively with the primary aim of adapting the grid to the computed solution in order to maximize accuracy while minimizing the computational overheads. The governing hyperbolic conservation laws, originally defined on the physical domain, are transformed on to a simplified computational domain where the position of the nodes remains independent of time. The transformed governing hyperbolic equations are recast in a strong conservative form and are solved directly on the computational domain without the need for interpolation that is typically associated with standard mesh redistribution algorithms. Several standard test cases involving numerical solution of scalar and system of hyperbolic conservation laws in one and two dimensions are presented in order to demonstrate the accuracy and computational efficiency of the proposed technique.