A new construction of regular solutions to the three dimensional Navier{Stokes equa- tions is introduced and applied to the study of their asymptotic expansions. This construction and other Phragmen-Linderl??of type estimates are used to establish su??- cient conditions for the convergence of those expansions. The construction also de??nes a system of inhomogeneous di??erential equations, called the extended Navier{Stokes equations, which turns out to have global solutions in suitably constructed normed spaces. Moreover, in these spaces, the normal form of the Navier{Stokes equations associated with the terms of the asymptotic expansions is a well-behaved in??nite system of di??erential equations. An application of those asymptotic expansions of regular solutions is the analysis of the helicity for large times. The dichotomy of the helicity's asymptotic behavior is then established. Furthermore, the relations between the helicity and the energy in several cases are described.

Through perturbation analysis, a study of the role of Brinkman viscosity in the propagation of finite amplitude harmonic waves is carried out. Interplay between various parameters, namely, frequency, Reynolds number and beta are investigated. For systems with physically realizable Reynolds numbers, departure from the Darcy Jordan model (DJM) is noted for high frequency signals. Low and high frequency limiting cases are discussed, and the physical parameters defining the acoustic propagation are obtained. Through numerical analyses, the roles of Brinkman viscosity, the Darcy coefficient, and the coefficient of nonlinearity on the evolution of finite amplitude harmonic waves is stud- ied. An investigation of acoustic blow-ups is conducted, showing that an increase in the magnitude of the nonlinear term gives rise to blow-ups, while an increase in the strength of the Darcy and/or Brinkman terms mitigate them. Finally, an analytical study via a regular perturbation expansion is given to support the numerical results. In order to gain insight into the formation and evolution of nonlinear standing waves un- der the Brinkman model, a numerical analysis is conducted on the weakly nonlinear model based on Brinkman’s equation. We develop a finite difference scheme and conduct a param- eter study. An examination of the Brinkman, Darcy, and nonlinear terms is carried out in the context of their roles on shock formation. Finally, we compare our findings to those of previous results found in similar nonlinear equations in other fields. So as to better understand the behavior of finite-amplitude harmonic waves under a Brinkman-based poroacoustic model, approximations and transformations are used to recast the Brinkman equation into the damped Burger’s equation. An examination is carried out for the two special solutions of the damped Burger’s equation: the approximate solution to the damped Burger’s equation and the boundary value problem given an initial sinusoidal pulse. The effects of the Darcy coefficient, Reynolds number, and nonlinear coefficient on these solutions are investigated.

<p>Thin liquid films are often studied by reducing the Navier-Stokes equations</p><p>using Reynolds lubrication theory, which leverages a small aspect ratio</p><p>to yield simplified governing equations. In this dissertation a plate</p><p>coating application, in which polydimethylsiloxane coats a silicon substrate,</p><p>is studied using this approach. Thermal Marangoni stress</p><p>drives fluid motion against the resistance of gravity, with the parameter</p><p>regime being chosen such that these stresses lead to a stable advancing front.</p><p>Additional localized thermal Marangoni stress is used to control the thin film;</p><p>in particular, coating thickness is modulated through the intensity of such</p><p>localized forcing. As thermal effects are central to film dynamics, the dissertation</p><p>focuses specifically on the effect that incorporating temperature dependence</p><p>into viscosity, surface tension, and density has on film dynamics and control.</p><p>Incorporating temperature dependence into viscosity, in particular,</p><p>leads to qualitative changes in film dynamics.</p><p>A mathematical model is developed in which the temperature dependence</p><p>of viscosity and surface tension is carefully taken into account.</p><p>This model is then</p><p>studied through numerical computation of solutions, qualitative analysis,</p><p>and asymptotic analysis. A thorough comparison is made between the</p><p>behavior of solutions to the temperature-independent and</p><p>temperature-dependent models. It is shown that using</p><p>localized thermal Marangoni stress as a control mechanism is feasible</p><p>in both models. Among constant steady-state solutions</p><p>there is a unique such solution in the temperature-dependent model,</p><p>but not in the temperature-independent model, a feature that</p><p>better reflects the known dynamics of the physical system.</p><p>The interaction of boundary conditions with finite domain size is shown</p><p>to generate both periodic and finite-time blow-up solutions, with</p><p>qualitative differences in solution behavior between models.</p><p>This interaction also accounts for the fact that locally perturbed solutions,</p><p>which arise when localized thermal Marangoni forcing is too weak</p><p>to effectively control thin film thickness, exist only for a discrete</p><p>set of boundary heights.</p><p>Modulating the intensity of localized thermal Marangoni forcing is</p><p>an effective means of modulating the thickness of a thin film</p><p>for a plate coating application; however, such control must be initiated before</p><p>the film reaches the full thickness it would reach in the absence of</p><p>such localized forcing. This conclusion holds for both the temperature-independent</p><p>and temperature-dependent mathematical models; furthermore, incorporating</p><p>temperature dependence into viscosity causes qualitative changes in solution</p><p>behavior that better align with known features of the underlying physical system.</p> / Dissertation

Cette thèse est dédiée à la description et à l'analyse mathématique de phénomènes d'hétérogénéités et de congestion dans les modèles de la mécanique des fluides.On montre un lien rigoureux entre des modèles de congestion douce de type Navier-Stokes compressible qui intègrent des forces de répulsion à très courte portée entre composants élémentaires; et des modèles de congestion dure de type compressible/incompressible décrivant les transitions entre zones libres et zones congestionnées.On s'intéresse ensuite à la modélisation macroscopique de mélanges formés par des particules solides immergées dans un fluide.On apporte dans ce cadre une première réponse mathématique à la question de la transition entre les régimes de suspensions dictés par les interactions hydrodynamiques et les régimes granulaires dictés par les contacts entre les particules solides.On met par cette démarche en évidence le rôle crucial joué par les effets de mémoire dans le régime granulaire.Cette approche permet également un nouveau point de vue pour l'étude mathématique des fluides avec viscosité dépendant de la pression.On s'intéresse enfin à la modélisation microscopique et macroscopique du trafic routier.Des schémas numériques originaux sont proposés afin de reproduire des phénomènes de persistance d'embouteillages. / This thesis is dedicated to the description and the mathematical analysis of heterogeneities and congestion phenomena in fluid mechanics models.A rigorous link between soft congestion models, based on the compressible Navier--Stokes equations which take into account short--range repulsive forces between elementary components; and hard congestion models which describe the transitions between free/compressible zones and congested/incompressible zones.We are interested then in the macroscopic modelling of mixtures composed solid particles immersed in a fluid.We provide a first mathematical answer to the question of the transition between the suspension regime dictated by hydrodynamical interactions and the granular regime dictated by the contacts between the solid particles.The method highlights the crucial role played by the memory effects in the granular regime.This approach enables also a new point of view concerning fluids with pressure-dependent viscosities.We finally deal with the microscopic and the macroscopic modelling of vehicular traffic.Original numerical schemes are proposed to robustly reproduce persistent traffic jams.

This thesis considers classical methods to solve stochastic control problems and valuation problems from financial mathematics numerically. To this end, (linear) partial differential equations (PDEs) in non-divergence form or the optimality conditions known as the (nonlinear) Hamilton-Jacobi-Bellman (HJB) equations are solved by means of finite differences, volumes and elements. We consider all of these three approaches in detail after a thorough introduction to stochastic control problems and discuss various solution terms including classical solutions, strong solutions, weak solutions and viscosity solutions. A particular role in this thesis play degenerate problems. Here, a new model for the optimal control of an energy storage facility is developed which extends the model introduced in [Chen, Forsyth (2007)]. This four-dimensional HJB equation is solved by the classical finite difference Kushner-Dupuis scheme [Kushner, Dupuis (2001)] and a semi-Lagrangian variant which are both discussed in detail. Additionally, a convergence proof of the standard scheme in the setting of parabolic HJB equations is given. Finite volume schemes are another classical method to solve partial differential equations numerically. Sharing similarities to both finite difference and finite element schemes we develop a vertex-centered dual finite volume scheme. We discuss convergence properties and apply the scheme to the solution of HJB equations, which has not been done in such a broad context, to the best of our knowledge. Astonishingly, this is one of the first times the finite volume approach is systematically discussed for the solution of HJB equations. Furthermore, we give many examples which show advantages and disadvantages of the approach. Finally, we investigate novel tailored non-conforming finite element approximations of second-order PDEs in non-divergence form, utilizing finite-element Hessian recovery strategies to approximate second derivatives in the equation. We study approximations with both continuous and discontinuous trial functions. Of particular interest are a-priori and a-posteriori error estimates as well as adaptive finite element methods. In numerical experiments our method is compared with other approaches known from the literature. We discuss implementations of all three approaches in MATLAB (finite differences and volumes) and FEniCS (finite elements) publicly available in GitHub repositories under https://github.com/janblechschmidt. Many numerical experiments show convergence properties as well as pros and cons of the respective approach. Additionally, a new postprocessing procedure for policies obtained from numerical solutions of HJB equations is developed which improves the accuracy of control laws and their incurred values.

Le contexte du sujet est la gestion des systèmes aquifères, en particulier le contrôle de leur exploitation et de leur éventuelle pollution. Comme exemple d'application, nous nous focalisons sur le problème d'eau salée dans les aquifères côtiers. Plus généralement, le travail s'applique à tout écoulement miscible et stratifié dans un milieu poreux faiblement déformable. Le but est d'obtenir un modèle robuste pour modéliser le déplacement des fronts de l'eau salée et de la surface supérieure de l'aquifère. Nous avons proposé une approche mixte entre interface diffuse et interface abrupte ce qui a l'avantage de respecter la réalité physique du problème tout en conservant l'efficacité numérique. De plus, nous réussissons à modéliser ce problème 3D par un modèle dynamique 2D où la 3ème dimension est traitée via l'évolution des fronts d'eau salée et de la surface libre supérieure de l'aquifère en prenant en compte l'épaisseur des zones de transition (transition entre eau salée et eau claire, transition entre zone saturée et zone insaturée). Le modèle est basé sur les lois de conservation dans le domaine de l'eau salée et dans celui de l'eau douce, les deux domaines (à frontière libre) étant couplés par un modèle intermédiaire de changement de phase. De plus, nous avons effectué des simulations numériques pour comparer notre modèle 2D issu de l'approche mixte avec un modèle 3D d'écoulement de deux fluides miscibles en milieu compressible saturé. Puis, des simulations sont faites sur notre modèle 2D pour illustrer son efficacité (cette fois dans le cas insaturé). / The context of the subject is the management of aquifers, in especially the control of their operations and their possible pollution. A critical case is the saltwater intrusion problem in costal aquifers. The goal is to obtain efficient and accurate models to simulate the displacement of fresh and salt water fronts in coastal aquifer for the optimal exploitation of groundwater. More generally, the work applies for miscible and stratified displacements in slightly deformable porous media. In this work we propose an original model mixing abrupt interfaces/diffuse interfaces approaches. The advantage is to adopt the (numerical) simplicity of a sharp interface approach, and to take into account the existence of diffuse interfaces. The model is based on the conservation laws written in the saltwater zone and in the freshwater zone, these two free boundary problems being coupled through an intermediate phase field model. An upscaling procedure let us reduce the problem to a two-dimensional setting. The theoretical analysis of the new model is performed. We also present numerical simulations comparing our 2D model with the classical 3D model for miscible displacement in a confined aquifer. Physical predictions from our new model are also given for an unconfined setting.

In this thesis we present some results on cross-diffusion and nonlocal interaction. In the first part we study a PDE model for two diffusing species interacting by local size exclusion and global attraction. This leads to a nonlinear degenerate cross-diffusion system, for which we provide a global existence result. The analysis is motivated by the formulation of the system as a formal gradient flow for an appropriate energy functional consisting of entropic terms as well as quadratic nonlocal terms. Key ingredients are entropy dissipation methods as well as the recently developed boundedness by entropy principle. Moreover, we investigate phase separation effects inherent in the cross-diffusion model by an analytical and numerical study of minimizers of the energy functional and their asymptotics to a previously studied case as the diffusivity tends to zero. Finally we briefly discuss coarsening dynamics in the system, which can be observed in numerical results and is motivated by rewriting the PDEs as a system of nonlocal Cahn-Hilliard equations. Proving the uniqueness of solutions to multi-species cross-diffusion systems is a difficult task in the general case, and very few results exist in this direction. In the second part of this thesis, we study a particular system with zero-flux boundary conditions for which the existence of a weak solution has been proven in [60]. Under additional assumptions on the value of the cross-diffusion coefficients, we are able to show the existence and uniqueness of nonnegative strong solutions. The proof of the existence relies on the use of an appropriate linearized problem and a fixed-point argument. In addition, a weak-strong stability result is obtained for this system in dimension one which also implies uniqueness of weak solutions. In the third part we focus on a class of integral functionals known as nonlocal perimeters. Intuitively, these functionals express a weighted interaction between a set and its complement. The weight is provided by a positive kernel K which might be singular. We show that these functionals are indeed perimeters in a generalised sense and we establish existence of minimisers for the corresponding Plateau’s problem. Also, when K is radial and strictly decreasing, we prove that halfspaces are minimisers if we prescribe “flat” boundary conditions. Furthermore, a Γ-convergence result is discussed. We study the limiting behaviour of the nonlocal perimeters associated with certain rescalings of a given kernel which might be singular in the origin but that have faster-than-L 1 decay at infinity and we show that the Γ-limit is the classical perimeter, up to a multiplicative constant that we give explicitly.

Cette thèse est consacrée à l'étude des systèmes d'équations<br />différentielles non linéaires aux dérivées partielles. L'approche choisie est celle de l'algèbre différentielle. Étant donné un système d'équations différentielles, nous cherchons à obtenir des renseignements sur ses solutions. Pour ce faire, nous calculons une famille d'ensembles particuliers (appelés chaînes différentielles régulières) dont la réunion des solutions coïncide avec les solutions du système initial.<br /> <br />Les nouveaux résultats relèvent principalement du calcul formel. Le chapitre 2 clarifie le lien entre les chaînes régulières et les chaînes différentielles régulières. Deux nouveaux algorithmes (chapitres 4 et 5) viennent optimiser les algorithmes existants permettant de calculer ces chaînes différentielles régulières. Ces deux algorithmes intègrent des techniques purement algébriques qui permettent de mieux contrôler le grossissement des données et de supprimer des calculs inutiles. Des problèmes jusqu'à présent non résolus ont ainsi pu être traités. Un algorithme de calcul de forme normale d'un polynôme différentiel modulo une chaîne différentielle régulière est exposé dans le chapitre 2.<br /> <br />Les derniers résultats relèvent de l'analyse. Les solutions que nous considérons sont des séries formelles. Le chapitre 3 fournit des conditions suffisantes pour qu'une solution formelle soit analytique. Ce même chapitre présente un contre-exemple à une conjecture portant sur l'analycité des solutions formelles.

In this thesis, we develop partial differential equation (PDE) based numerical methods to solve certain optimal stochastic control problems in finance. The value of a stochastic control problem is normally identical to the viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation or an HJB variational inequality. The HJB equation corresponds to the case when the controls are bounded while the HJB variational inequality corresponds to the unbounded control case. As a result, the solution to the stochastic control problem can be computed by solving the corresponding HJB equation/variational inequality as long as the convergence to the viscosity solution is guaranteed. We develop a unified numerical scheme based on a semi-Lagrangian timestepping for solving both the bounded and unbounded stochastic control problems as well as the discrete cases where the controls are allowed only at discrete times. Our scheme has the following useful properties: it is unconditionally stable; it can be shown rigorously to converge to the viscosity solution; it can easily handle various stochastic models such as jump diffusion and regime-switching models; it avoids Policy type iterations at each mesh node at each timestep which is required by the standard implicit finite difference methods. In this thesis, we demonstrate the properties of our scheme by valuing natural gas storage facilities---a bounded stochastic control problem, and pricing variable annuities with guaranteed minimum withdrawal benefits (GMWBs)---an unbounded stochastic control problem. In particular, we use an impulse control formulation for the unbounded stochastic control problem and show that the impulse control formulation is more general than the singular control formulation previously used to price GMWB contracts.

In this thesis, we develop partial differential equation (PDE) based numerical methods to solve certain optimal stochastic control problems in finance. The value of a stochastic control problem is normally identical to the viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation or an HJB variational inequality. The HJB equation corresponds to the case when the controls are bounded while the HJB variational inequality corresponds to the unbounded control case. As a result, the solution to the stochastic control problem can be computed by solving the corresponding HJB equation/variational inequality as long as the convergence to the viscosity solution is guaranteed. We develop a unified numerical scheme based on a semi-Lagrangian timestepping for solving both the bounded and unbounded stochastic control problems as well as the discrete cases where the controls are allowed only at discrete times. Our scheme has the following useful properties: it is unconditionally stable; it can be shown rigorously to converge to the viscosity solution; it can easily handle various stochastic models such as jump diffusion and regime-switching models; it avoids Policy type iterations at each mesh node at each timestep which is required by the standard implicit finite difference methods. In this thesis, we demonstrate the properties of our scheme by valuing natural gas storage facilities---a bounded stochastic control problem, and pricing variable annuities with guaranteed minimum withdrawal benefits (GMWBs)---an unbounded stochastic control problem. In particular, we use an impulse control formulation for the unbounded stochastic control problem and show that the impulse control formulation is more general than the singular control formulation previously used to price GMWB contracts.