In non-rotating fluids, boundary-layer separation occurs when the nearly inviscid flow just outside a viscous boundary-layer experiences an appreciable deceleration due to a region of adverse pressure gradient. The fluid ceases to flow along the boundary due to a flow recirculation region close to the boundary. The flow is then said to be "detached." In recent decades, attention has shifted to the study of boundary-layer separation in a rotating reference frame due to its significance in Geophysical Fluid Dynamics (GFD). Since the Earth is a rotating sphere, the so-called β-plane approximation f = f0 + βy is often used to account for the inherent meridional variation of the Coriolis parameter, f, while still solving the governing equations on a plane. Numerical simulations of currents on the β-plane have been useful in understanding ocean currents such as the Gulf Stream, the Brazil Current, and the Antarctic Circumpolar Current to name a few. In this thesis, we first consider the problem of prograde flow past a cylindrical obstacle on the β-plane. The problem is governed by the barotropic vorticity equation and is solved using a numerical method that is a combination of a finite difference method and a spectral method. A modified form of the β-plane approximation is proposed to avoid computational difficulties. Results are given and discussed for flow past a circular cylinder at selected Reynolds numbers (Re) and non-dimensional β-parameters (β^). Results are then given and discussed for flow past an elliptic cylinder of a fixed aspect ratio (r = 0.2) and at two angles of inclination (90°, 15°) at selected Re and β^. In general, it is found that the β-effect acts to suppress boundary-layer separation and to allow Rossby waves to form in the exterior flow field. In the asymmetrical case of an inclined elliptic cylinder, the β-effect was found to constrain the region of vortex shedding to a small region near the trailing edge of the cylinder. The shed vortices were found to propagate around the trailing edge instead of in the expected downstream direction, as observed in the non-rotating case. The second problem considered in this thesis is the separation of western boundary currents from a curved coastline. This problem is also governed by the barotropic vorticity equation, and it is solved on an idealized model domain suitable for investigating the effects that boundary curvature has on the tendency of a boundary current to separate. The numerical method employed is a two-dimensional Chebyshev spectral collocation method and yields high order accuracy that helps to better resolve the boundary-layer dynamics in comparison to low-order methods. Results are given for a selection of boundary curvatures, non-dimensional β-parameters (β^), Reynolds numbers (Re), and Munk Numbers (Mu). In general, it is found than an increase in β^ will act to suppress boundary-layer separation. However, a sufficiently sharp obstacle can overcome the β-effect and force the boundary current to separate regardless of the value of β^. It is also found that in the inertial limit (small Mu, large Re) the flow region to the east of the primary boundary current is dominated by strong wave interactions and large eddies which form as a result of shear instabilities. In an interesting case of the inertial limit, strong waves were found to interact with the separation region, causing it to expand and propagate to the east as a large eddy. This idealized the mechanism by which western boundary currents such as the Gulf Stream generate eddies in the world's oceans.

In non-rotating fluids, boundary-layer separation occurs when the nearly inviscid flow just outside a viscous boundary-layer experiences an appreciable deceleration due to a region of adverse pressure gradient. The fluid ceases to flow along the boundary due to a flow recirculation region close to the boundary. The flow is then said to be "detached." In recent decades, attention has shifted to the study of boundary-layer separation in a rotating reference frame due to its significance in Geophysical Fluid Dynamics (GFD). Since the Earth is a rotating sphere, the so-called β-plane approximation f = f0 + βy is often used to account for the inherent meridional variation of the Coriolis parameter, f, while still solving the governing equations on a plane. Numerical simulations of currents on the β-plane have been useful in understanding ocean currents such as the Gulf Stream, the Brazil Current, and the Antarctic Circumpolar Current to name a few. In this thesis, we first consider the problem of prograde flow past a cylindrical obstacle on the β-plane. The problem is governed by the barotropic vorticity equation and is solved using a numerical method that is a combination of a finite difference method and a spectral method. A modified form of the β-plane approximation is proposed to avoid computational difficulties. Results are given and discussed for flow past a circular cylinder at selected Reynolds numbers (Re) and non-dimensional β-parameters (β^). Results are then given and discussed for flow past an elliptic cylinder of a fixed aspect ratio (r = 0.2) and at two angles of inclination (90°, 15°) at selected Re and β^. In general, it is found that the β-effect acts to suppress boundary-layer separation and to allow Rossby waves to form in the exterior flow field. In the asymmetrical case of an inclined elliptic cylinder, the β-effect was found to constrain the region of vortex shedding to a small region near the trailing edge of the cylinder. The shed vortices were found to propagate around the trailing edge instead of in the expected downstream direction, as observed in the non-rotating case. The second problem considered in this thesis is the separation of western boundary currents from a curved coastline. This problem is also governed by the barotropic vorticity equation, and it is solved on an idealized model domain suitable for investigating the effects that boundary curvature has on the tendency of a boundary current to separate. The numerical method employed is a two-dimensional Chebyshev spectral collocation method and yields high order accuracy that helps to better resolve the boundary-layer dynamics in comparison to low-order methods. Results are given for a selection of boundary curvatures, non-dimensional β-parameters (β^), Reynolds numbers (Re), and Munk Numbers (Mu). In general, it is found than an increase in β^ will act to suppress boundary-layer separation. However, a sufficiently sharp obstacle can overcome the β-effect and force the boundary current to separate regardless of the value of β^. It is also found that in the inertial limit (small Mu, large Re) the flow region to the east of the primary boundary current is dominated by strong wave interactions and large eddies which form as a result of shear instabilities. In an interesting case of the inertial limit, strong waves were found to interact with the separation region, causing it to expand and propagate to the east as a large eddy. This idealized the mechanism by which western boundary currents such as the Gulf Stream generate eddies in the world's oceans.

Quand on veut évaluer ou manipuler une fonction mathématique f, il est fréquent de la remplacer par une approximation polynomiale p. On le fait, par exemple, pour implanter des fonctions élémentaires en machine, pour la quadrature ou la résolution d'équations différentielles ordinaires (ODE). De nombreuses méthodes numériques existent pour l'ensemble de ces questions et nous nous proposons de les aborder dans le cadre du calcul rigoureux, au sein duquel on exige des garanties sur la précision des résultats, tant pour l'erreur de méthode que l'erreur d'arrondi.Une approximation polynomiale rigoureuse (RPA) pour une fonction f définie sur un intervalle [a,b], est un couple (P, Delta) formé par un polynôme P et un intervalle Delta, tel que f(x)-P(x) appartienne à Delta pour tout x dans [a,b].Dans ce travail, nous analysons et introduisons plusieurs procédés de calcul de RPAs dans le cas de fonctions univariées. Nous analysons et raffinons une approche existante à base de développements de Taylor.Puis nous les remplaçons par des approximants plus fins, tels que les polynômes minimax, les séries tronquées de Chebyshev ou les interpolants de Chebyshev.Nous présentons aussi plusieurs applications: une relative à l'implantation de fonctions standard dans une bibliothèque mathématique (libm), une portant sur le calcul de développements tronqués en séries de Chebyshev de solutions d'ODE linéaires à coefficients polynômiaux et, enfin, un processus automatique d'évaluation de fonction à précision garantie sur une puce reconfigurable. / For purposes of evaluation and manipulation, mathematical functions f are commonly replaced by approximation polynomials p. Examples include floating-point implementations of elementary functions, integration, ordinary differential equations (ODE) solving. For that, a wide range of numerical methods exists. We consider the application of such methods in the context of rigorous computing, where we need guarantees on the accuracy of the result, with respect to both the truncation and rounding errors.A rigorous polynomial approximation (RPA) for a function f defined over an interval [a,b] is a couple (P, Delta) where P is a polynomial and Delta is an interval such that f(x)-P(x) belongs to Delta, for all x in [a,b]. In this work we analyse and bring forth several ways of obtaining RPAs for univariate functions. Firstly, we analyse and refine an existing approach based on Taylor expansions. Secondly, we replace them with better approximations such as minimax approximations, Chebyshev truncated series or interpolation polynomials.Several applications are presented: one from standard functions implementation in mathematical libraries (libm), another regarding the computation of Chebyshev series expansions solutions of linear ODEs with polynomial coefficients, and finally an automatic process for function evaluation with guaranteed accuracy in reconfigurable hardware.

Due to failure of the continuum hypothesis for higher Knudsen numbers, rarefied gases and microflows of gases are particularly difficult to model. Macroscopic transport equations compete with particle methods, such as the direct simulation Monte Carlo method (DSMC) to find accurate solutions in the rarefied gas regime. Due to growing interest in micro flow applications, such as micro fuel cells, it is important to model and understand evaporation in this flow regime. To gain a better understanding of evaporation physics, a non-steady simulation for slow evaporation in a microscopic system, based on the Navier-Stokes-Fourier equations, is conducted. The one-dimensional problem consists of a liquid and vapor layer (both pure water) with respective heights of 0.1mm and a corresponding Knudsen number of Kn=0.01, where vapor is pumped out. The simulation allows for calculation of the evaporation rate within both the transient process and in steady state. The main contribution of this work is the derivation of new evaporation boundary conditions for the R13 equations, which are macroscopic transport equations with proven applicability in the transition regime. The approach for deriving the boundary conditions is based on an entropy balance, which is integrated around the liquid-vapor interface. The new equations utilize Onsager relations, linear relations between thermodynamic fluxes and forces, with constant coefficients that need to be determined. For this, the boundary conditions are fitted to DSMC data and compared to other R13 boundary conditions from kinetic theory and Navier-Stokes-Fourier solutions for two steady-state, one-dimensional problems. Overall, the suggested fittings of the new phenomenological boundary conditions show better agreement to DSMC than the alternative kinetic theory evaporation boundary conditions for R13. Furthermore, the new evaporation boundary conditions for R13 are implemented in a code for the numerical solution of complex, two-dimensional geometries and compared to Navier-Stokes-Fourier (NSF) solutions. Different flow patterns between R13 and NSF for higher Knudsen numbers are observed which suggest continuation of this work. / Graduate

It is well-known that the solution of a so-called singularly perturbed differential equation exhibits layers. These are small regions in the domain where the solution changes drastically. These layers deteriorate the convergence of standard numerical algorithms, such as the finite element method on a uniform mesh. In the past many approaches were developed to overcome this difficulty. In this context it was very helpful to understand the structure of the solution - especially to know where the layers can occur. Therefore, we have a lot of analysis in the literature concerning the properties of solutions of such problems. Nevertheless, this field is far from being understood conclusively. More recently, there is an increasing interest in the numerics of optimal control problems subject to a singularly perturbed convection-diffusion equation and box constraints for the control. However, it is not much known about the solutions of such optimal control problems. The proposed solution methods are based on the experience one has from scalar singularly perturbed differential equations, but so far, the analysis presented does not use the structure of the solution and in fact, the provided bounds are rather meaningless for solutions which exhibit boundary layers, since these bounds scale like epsilon^(-1.5) as epsilon converges to 0. In this thesis we strive to prove bounds for the solution and its derivatives of the optimal control problem. These bounds show that there is an additional layer that is weaker than the layers one expects knowing the results for scalar differential equation problems, but that weak layer deteriorates the convergence of the proposed methods. In Chapter 1 and 2 we discuss the optimal control problem for the one-dimensional case. We consider the case without control constraints and the case with control constraints separately. For the case without control constraints we develop a method to prove bounds for arbitrary derivatives of the solution, given the data is smooth enough. For the latter case we prove bounds for the derivatives up to the second order. Subsequently, we discuss several discretization methods. In this context we use special Shishkin meshes. These meshes are piecewise equidistant, but have a very fine subdivision in the region of the layers. Additionally, we consider different ways of discretizing the control constraints. The first one enforces the compliance of the constraints everywhere and the other one enforces it only in the mesh nodes. For each proposed algorithm we prove convergence estimates that are independent of the parameter epsilon. Hence, they are meaningful even for small values of epsilon. As a next step we turn to the two-dimensional case. To be able to adapt the proofs of Chapter 2 to this case we require bounds for the solution of the scalar differential equation problem for a right hand side f only in W^(1,infty). Although, a lot of results for this problem can be found in the literature but we can not apply any of them, because they require a smooth right hand side f in C^(2,alpha) for some alpha in (0,1). Therefore, we dedicate Chapter 3 to the analysis of the scalar differential equations problem only using a right hand side f that is not very smooth. In Chapter 4 we strive to prove bounds for the solution of the optimal control problem in the two dimensional case. The analysis for this problem is not complete. Especially, the characteristic layers induce subproblems that are not understood completely. Hence, we can not prove sharp bounds for all terms in the solution decomposition we construct. Nevertheless, we propose a solution method. Numerical results indicate an epsilon-independent convergence for the considered examples - although we are not able to prove this.

Traditional methods in optical design like ray tracing suffer from slow convergence and are not constructive, i.e., each minimal perturbation of input parameters might lead to “chaotic” changes in the output. However, so-called inverse methods can be helpful in designing optical systems of reflectors and lenses. The equations in R2 become ordinary differential equations, while in R3 the equations become partial differential equations. These equations are then used to transform source distributions into target distributions, where the distributions are arbitrary, though assumed to be positive and integrable. In this project, we derive the governing equations and solve them numerically, for the systems presented by our instructor Martijn Anthonissen [Anthonissen et al. 2021]. Additionally, we show how point sources can be derived as a special case of a interval source with di- rected source interval, i.e., with each point in the source interval there is also an associated unit direction vector which could be derived from a system of two interval sources in R2. This way, it is shown that connecting source distributions with target distributions can be classified into two instead of three categories. The resulting description of point sources as a source along an interval with directed rays could potentially be extended to three dimensions, leading to interpretations of point sources as directed sources on convex or star-shaped sets.:1 Abstract 4 2 Notation And Conventions 4 3 Introduction 5 4 ECMI Modeling Week Challenges 5 4.1 Problem 1 - Parallel to Near-Field Target 5 4.1.1 Description 5 4.1.2 Deriving The Equations 5 4.2 Problem 2 - Parallel Source To Two Targets 8 4.3 Problem 3 - Point Source To Near-Field Target 9 4.3.1 Deriving The Equations 9 4.4 Problem 4 - Point Source To Two Targets 11 5 Validation - Ray tracing 13 5.1 Splines 13 5.1.1 Piece-Wise Affine Reflectors 13 5.1.2 Piece-Wise Cubic Reflectors 14 5.2 Error Estimates For Spline Reflectors 14 5.2.1 Lemma: A Priori Feasibility Of Starting Values For Near-Field Problems 15 5.2.2 Estimates for single reflector, near-field targets 16 5.3 Ray Tracing Errors - Illumination Errors 17 5.3.1 Definition: Axioms For Errors 18 5.3.2 Extrapolated Ray Tracing Error (ERTE) 18 5.3.3 Definition: Minimal Distance Ray Tracing Error (MIRTE) 19 5.3.4 Lemma: Continuity Of The Ray Traced Reflection Projection Of Smooth Reflectors 19 5.3.5 Theorem: Convergence Of The MIRTE 20 5.3.6 Convergence Of The ERTE 21 5.3.7 Application 21 6 Numerical Implementation 21 6.1 The DOPTICS Library 21 6.2 Pseudocode Of The Implementation 21 6.2.1 Solutions Of The Problems 22 6.2.2 Ray Tracing And Ray Tracing Error 22 6.3 ERTE Implementation 25 7 Results 26 7.1 Problem 1: Results 26 7.2 Problem 2: Results 26 7.3 Problem 3: Results 27 7.4 Problem 4: Results 27 8 Generalizations In Two Dimensions 29 8.1 Directed Densities 29 8.2 Generalized, Orthogonally Emitting Sources in R2 30 8.2.1 Point Light Sources As Orthogonally Emitting Sources 30 9 Conclusion and Future Research 32 10 Group Dynamic 32 References 32