This thesis examines the Euler equations of gas dynamics and develops a new adaption indicator, which is based on the weak local residual measured for the non- conservative pressure variable. We demonstrate that the proposed indicator is capable of automatically detecting discontinuities and distinguishing between the shock and contact waves when they are isolated from each other. We use the developed indi- cator to design a scheme adaption algorithm, according to which nonlinear limiters are used only in the vicinity of shocks. The new adaption algorithm is realized using a second-order limited scheme and a high-order nonlimited central-upwind scheme. Robustness and high resolution of the designed method is shown on a number of one- and two-dimensional numerical examples. / acase@tulane.edu

Bubbly flows around ships have been studied for years, mostly in relation with ship acoustic signatures. Bubbles are generated at the bow and shoulder breaking waves, at the hull/free surface contact line, the propeller and the highly turbulent stern flow. These bubbles are further transported downstream by the flow forming a two-phase mixture in the wake that can be kilometers long. The presence of bubbles in the wake of a ship significantly affects the acoustic response of the medium and can be detected by measuring acoustic attenuation and backscattering making a ship vulnerable to detection. Additionally, the bubbly wake shows at the surface as a characteristic signature of white water, and given the length of the bubbly wake, it makes a ship visible from satellites. Therefore, the bubbly wake can be used to detect and identify surface ships. Bubbly flows do not scale to model scale experiments, and experiments on full scale ships are scarce mostly due to difficult access areas and the high speeds involved. It is therefore of interest to simulate the bubbly flow around ships to provide information difficult, if not impossible, to obtain with experiments. This work presents the development of a code for the simulation of polydispersed bubbly flows with a focus on ship hydrodynamics. The mathematical model implemented is based on a two-fluid formulation coupled with a Boltzmann-like transport equation describing the bubbly phase. The tool developed attempts to include most of the relevant physics of the problem to represent better the conditions of real scenarios. The resulting code allows the simulation of polydispersed bubbly flows in situations including free surface and air entrainment, high void fraction levels and moving control surfaces and propulsors. The code is two-way coupled, with a strong coupling between the two phases and between the bubble sizes. The complexity of the problems tackled in this research required the development of novel numerical methods solving issues never identified before or simply neglected. These methods play an essential role in the accuracy, robustness and efficiency of the code and include: a two-phase projection method that not only couples pressure and velocity but also implicitly couples void fraction, a time splitting marching scheme to solve separately coupling in space and in bubble sizes, and a stable numerical method to integrate the strong coupling introduced by collision forces. The implemented code is applied to the simulation of the bubbly flow around a full scale ship using the latest available models and computational techniques. A study is performed on the influence of several mechanisms on the predicted bubbly wake and comparisons with available experimental data are presented. The influence of breakup in the boundary layer is analyzed in detail as well. In addition, this work identifies several modeling and implementations issues and attempts to provide a path for future studies. To illustrate the flexibility and robustness of the code, a final demonstration case is presented that includes rotating propellers. The computation is performed at full scale, with the fully appended geometry of the vessel and includes incoming waves, oceanic background and rectified diffusion models. Many of these features are unique to this computation and make it the first of its kind.

Numerical schemes for the partial differential equations used to characterize stiffly forced conservation laws are constructed and analyzed. Partial differential equations of this form are found in many physical applications including modeling gas dynamics, fluid flow, and combustion. Many difficulties arise when trying to approximate solutions to stiffly forced conservation laws numerically. Some of these numerical difficulties are investigated. A new class of numerical schemes is developed to overcome some of these problems. The numerical schemes are constructed using an infinite sequence of conservation laws. Restrictions are given on the schemes that guarantee they maintain a uniform bound and satisfy an entropy condition. For schemes meeting these criteria, a proof is given of convergence to the correct physical solution of the conservation law. Numerical examples are presented to illustrate the theoretical results.

Les géomatériaux tels les roches et le béton ont la particularité de s’amollir sous chargement dynamique, c.-à-d. que la vitesse du son diminue avec l’amplitude de forçage. Afin de reproduire ce comportement, un modèle de milieu continu à variables internes est proposé. Il est composé d’une loi de comportement donnant l’expression de la contrainte, et d’une équation d’évolution pour la variable interne. La viscoélasticité non linéaire de type Zener est prise en compte par l’ajout de variables internes supplémentaires. Les équations du mouvement forment un système de lois de conservation non linéaire et non homogène. Le système d’équations aux dérivées partielles est résolu numériquement à l’aide de la méthode des volumes finis. Une solution analytique du problème de Riemann de l’élastodynamique non linéaire est explicitée. Elle est utilisée pour évaluer les performances des méthodes numériques. Les résultats numériques sont en accord qualitatif avec les résultats expérimentaux d’expériences de résonance (NRUS) et d’acousto-élasticité dynamique (DAET). Des méthodes similaires sont développées en 2D pour réaliser des simulations de propagation d’ondes. Dans le cadre des méthodes de continuation reposant sur la décomposition en harmoniques, une méthode numérique est développée pour le calcul de solutions périodiques. Sur la base d’une discrétisation éléments finis des équations du mouvement, cette méthode fréquentielle donne des simulations de résonance rapides, ce qui est utile pour mener des validations expérimentales. / Geomaterials such as rocks and concrete are known to soften under a dynamic loading, i.e., the speed of sound diminishes with forcing amplitudes. To reproduce this behavior, an internal-variable model of continuum is proposed. It is composed of a constitutive law for the stress and an evolution equation for the internal variable. Nonlinear viscoelasticity of Zener type is accounted for by using additional internal variables. The equations of motion write as a nonlinear and nonhomogeneous system of conservation laws. This system of partial differential equations is solved numerically using finite-volume methods. An analytical solution to the Riemann problem of nonlinear elastodynamics is provided, which is used to benchmark the performances of the numerical methods. Numerical results are in qualitative agreement with experimental results from resonance experiments (NRUS) and dynamic acousto-elastic testing (DAET). Similar methods are developed in 2D to perform wave propagation simulations. In the framework of harmonic-based continuation methods, a numerical method is developed for the computation of periodic solutions. Based on a finite element discretization of the equations of motion, this frequency-domain method provides fast resonance simulations, which is useful to carry out experimental validations.

Les travaux de thèse gravitent autour de la thématique des matériaux poreux en aéronautique, et de la prise en compte de l'incertitude sur les caractérisations réalisées. Est envisagé l'ajout de matériaux poreux au sein des cavités de liners acoustiques, matériaux constitués d'une plaque perforée et d'une cavité fonctionnant sur le principe du résonateur de Helmholtz et majoritairement utilisés dans l'industrie aéronautique. Cet ajout est réalisé avec pour objectif d'augmenter l'étendue spectrale de l'absorption acoustique de tels matériaux et d'en améliorer le fonctionnement en présence d'un fort niveau sonore et d'un écoulement rasant.Pour répondre à cette problématique générale, deux grandes pistes sont suivies. Plusieurs études sont d'abord menées sur des matériaux poreux seuls, afin de déterminer les propriétés intrinsèques de leur micro-géométrie, nécessaires à l'utilisation des modèles semi-phénoménologiques de fluide équivalent adoptés par la suite. Pour cela, un outil statistique d'inférence Bayésienne est utilisé afin d'extraire l'information sur ces propriétés, contenue dans les signaux réfléchis ou transmis par un matériau poreux, et ce dans trois régimes fréquentiels distincts. De plus, une extension de la modélisation des matériaux poreux rigides est proposée, par l'ajout de deux paramètres intrinsèques reliés au comportement visco-inertiel du fluide intra-pores dans le régime des basses fréquences.Dans un second temps, l'impédance d'un liner, une propriété globale représentant le comportement acoustique de matériaux, est identifiée par inférence Bayésienne. Des données issues d'un benchmark de la NASA sont utilisées pour valider l'outil d'inférence développé, lorsque le matériau est en présence d'un écoulement rasant. Une extension des résultats au cas du banc B2A de l'ONERA est également réalisée, avec des mesures des champs de vitesses au dessus du liner, obtenues par LDV. Cette technique d'identification est par la suite utilisée sur un cas issu du B2A où un matériau poreux est présent au sein des cavités du liner, afin de mettre à jour l'influence du matériau poreux sur la réponse acoustique du liner en présence d'un écoulement rasant. Des mesures complémentaires en tube à impédance, sans écoulement et en incidence normale, sont également réalisées à différents niveaux sonores et pour diverses combinaisons de plaques perforées et de matériaux poreux, de façon à mettre en évidence l'influence de la présence d'un matériau poreux sur le comportement acoustique d'un liner soumis à de forts niveaux sonores. / The present work focuses on porous materials in aeronautics and the uncertainty considerations on the performed identifications. Porous materials are added inside the cavities of acoustic liners, materials formed with perforated plates and cavities, behaving as Helmholtz resonators, which are widely used in the industry. The aim is to increase the frequency range of the absorption spectrum, while improving the behaviour of liners to grazing flow and high sound intensity.This general topic is addressed by following two different leads.Porous materials were first considered in order to identify the intrinsic properties of their micro-geometry, necessary to the equivalent fluid semi-phenomenological models used later on. To achieve this, a statistical Bayesian inference tool is used to extract information on these properties, contained in reflected or transmitted signals, in three distinct frequency regimes. Furthermore, a modelling extension of rigid porous media is introduced, by adding two new intrinsic parameters related to the pore micro-structure and linked to the visco-inertial behaviour of the intra-pore fluid, at low frequencies.Then, the liner impedance, a global property representing the acoustic behaviour of materials, is identified through a Bayesian inference process. Data from a NASA benchmark are used to validate the developed tool, when the liner is subject to a shear grazing flow. An extension of these results to ONERA's B2A aeroacoustic bench is also performed, with measurements of the velocity profiles above the liner, obtained with a Laser Doppler Velocimetry technique. This identification technique is then further used for liner materials filled with porous media, to highlight the eventual influence of such a porous media on the acoustic response of the liner, when subject to a shear grazing flow. Additional measurements are permed without flow, at normal incidence, in a classical impedance tube. Different combinations of perforated plates and porous materials are tested at different sound pressure level, to evaluate the influence of the presence of porous media on the non-linear behaviour of liners when high sound pressure levels are present.

<p>An article of Zariphopoulou and Musiela "An example of indifference prices under exponential preferences", was background of our work.</p>

For over 30 years, the Implicit Monte Carlo (IMC) method has been used to solve challenging problems in thermal radiative transfer. These problems are typically optically thick and di ffusive, as a consequence of the high degree of "pseudo-scattering" introduced to model the absorption and reemission of photons from a tightly-coupled, radiating material. IMC has several well-known features which could be improved: a) it can be prohibitively computationally expensive, b) it introduces statistical noise into the material and radiation temperatures, which may be problematic in multiphysics simulations, and c) under certain conditions, solutions can be unphysical and numerically unstable, in that they violate a maximum principle - IMC calculated temperatures can be greater than the maximum temperature used to drive the problem. We have developed a variant of IMC called "iterative thermal emission" IMC, which is designed to be more stable than IMC and have a reduced parameter space in which the maximum principle is violated. ITE IMC is a more implicit method version of the IMC in that it uses the information obtained from a series of IMC photon histories to improve the estimate for the end of time-step material temperature during a time step. A better estimate of the end of time-step material temperature allows for a more implicit estimate of other temperature dependent quantities: opacity, heat capacity, Fleck Factor (probability that a photon absorbed during a time step is not reemitted) and the Planckian emission source. The ITE IMC method is developed by using Taylor series expansions in material temperature in a similar manner as the IMC method. It can be implemented in a Monte Carlo computer code by running photon histories for several sub-steps in a given time-step and combining the resulting data in a thoughtful way. The ITE IMC method is then validated against 0-D and 1-D analytic solutions and compared with traditional IMC. We perform an in finite medium stability analysis of ITE IMC and show that it is slightly more numerically stable than traditional IMC. We find that significantly larger time-steps can be used with ITE IMC without violating the maximum principle, especially in problems with non-linear material properties. We also compare ITE IMC to IMC on a two-dimensional, orthogonal mesh, x-y geometry problem called the "crooked pipe" and show that our new method reproduces the IMC solution. The ITE IMC method yields results with larger variances; however, the accuracy of the solution is improved in comparison with IMC, for a given choice of spatial and temporal grid. / Graduation date: 2013

The discontinuities in the solutions of systems of conservation laws are widely considered as one of the difficulties in numerical simulation. A numerical method is proposed for solving these partial differential equations with discontinuities in the solution. The method is able to track these sharp discontinuities or interfaces while still fully maintain the conservation property. The motion of the front is obtained by solving a Riemann problem based on the state values at its both sides which are reconstructed by using weighted essentially non oscillatory (WENO) scheme. The propagation of the front is coupled with the evaluation of "dynamic" numerical fluxes. Some numerical tests in 1D and preliminary results in 2D are presented. / Singapore-MIT Alliance (SMA)

A mathematical model for a consolidation process of a highlyconcentrated, flocculated suspension is developed.Thesuspension is treated as a mixture of a fluid and solidparticles by an Eulerian two-phase fluid model.W e characterizethe suspension by constitutive relations correlating thestresses, interaction forces, and inter-particle forces toconcentration and velocity gradients.This results in threeempirically determined material functions: a hystereticpermeability, a non-Newtonian viscosity and a non-reversibleparticle interaction pressure.P arameters in the models arefitted to experimental data. A simulation program using finite difference methods both intime and space is applied to one and two dimensional testcases.Numer ical experiments are performed to study the effectof different viscosity and permeability models. The effect ofshear on consolidation rate is studied and it is significantwhen the permeability hysteresis model is employed.

In this thesis we focus mainly on special finite differences and finite volume methods and apply them to the pricing of barrier options.The structure of this work is the following: in Chapter 1 we introduce the definitions of options and illustrate some properties of vanilla European options and exotic options.Chapter 2 describes a classical model used in the financial world, the  Black-Scholes model. We derive theBlack-Scholes formula and show how stochastic differential equations model financial instruments prices.The aim of this chapter is also to present the initial boundary value problem and the maximum principle.We discuss boundary conditions such as: the first boundary value problem, also called  Dirichlet problem that occur in pricing ofbarrier options and European options. Some kinds of put options lead to the study of a second boundary value problem (Neumann, Robin problem),while the Cauchy problem is associated with one-factor European and American options.Chapter 3 is about finite differences methods such as theta, explicit, implicit and Crank-Nicolson method, which are used forsolving partial differential equations.The exponentially fitted scheme is presented in Chapter 4. It is one of the new classesof a robust difference scheme that is stable, has good convergence and does not produce spurious oscillations.The stability is also advantage of the box method that is presented in Chapter 5.In the beginning of the Chapter 6 we illustrate barrier options and then we consider a novel finite volume discretization for apricing the above options.Chapter 7 describes discretization of the Black-Scholes equation by the fitted finite volume scheme. In  Chapter 8 we present and describe numerical results obtained by using  the finite difference methods illustrated in the previous chapters.