We consider a class of control problems governed by a linear parabolic initial-boundary value problem with linear-quadratic objective and pointwise constraints on the control. The control system contains different types of perturbations. They appear in the linear part of the objective functional, in the right hand side of the equation, in its boundary condition, and in the initial value. Making use of parabolic regularity in the whole scale of $L^p$ the known Lipschitz stability in the $L^2$-norm is improved to the supremum-norm.

Vários modelos computacionais que implementam o transporte de soluto em meio poroso saturado surgem constantemente em publicações científicas devido à suma importância dada à compreensão e previsão do transporte de constituintes dissolvidos em água subterrânea. As soluções numéricas obtidas por esquemas computacionais não estão imunes aos erros de discretização. No entanto, a confiabilidade nos resultados obtidos das complexas operações provenientes da dinâmica de fluidos computacional pode ser aumentada através de estimadores de erro a posteriori que indicam a precisão da solução numérica de um modelo matemático que simula o fenômeno físico de interesse. Neste trabalho é apresentado um estimador residual para a equação parabólica que descreve os fenômenos de advecção-dispersão-reação (ADR) em meio poroso saturado, considerando o transporte em regime de pequena advecção. A solução numérica da equação ADR é obtida pelo método dos elementos finitos que emprega termos upwind para minimizar as inconvenientes oscilações espúrias. A implementação do código computacional para obter essa solução numérica e o seu correspondente erro a posteriori, é feita em linguagem JAVA na plataforma Eclipse seguindo o paradigma da Programação Orientada a Objetos (POO). A solução numérica da equação elíptica do fluxo subterrâneo e o seu estimador de erro com características de recuperação do gradiente, o estimador ZZ, também são implementados no código JAVA. Assim, a solução da equação do transporte é obtida em função da reusabilidade POO prevista na implementação da equação do fluxo. A comparação da solução numérica do modelo ADR 2D com a correspondente solução analítica disponível na literatura, demonstra que o estimador residual apresenta excelentes índices de eficiência. Os resultados numéricos obtidos mostraram que o estimador residual encontra-se limitado inferior e superiormente pelo erro real da solução em malha grosseira. O estimador ZZ mostrou-se inadequado para a análise do erro de aproximação das equações ADR. Os exemplos selecionados para verificação e aplicação do estimador residual abrangem, em diferentes escalas, modelos que descrevem reação de primeira ordem e modelos com fenômenos de sorção e retardamento na migração do contaminante em meio poroso saturado. Em conseqüência, o estimador residual proposto provou ser computável, eficiente e robusto no sentido de abranger uma grande variedade das aplicações dos fenômenos de transporte de contaminantes em meio poroso saturado e regime de pequena advecção. / Several computational models that implement the solute migration in saturated porous media constantly appear in scientific publications due to the great importance given to the understanding and forecast of the solute transport in groundwater. The numerical solutions obtained by computational schemes are not immune to errors related to the discretization process. However, the reliability of the results obtained by the complex operations of the computational fluids dynamics can be enhanced by a posteriori error estimates that indicate the accuracy of the numerical solution. In this work a residual error estimator is presented for the parabolic equation that describes the advection-dispersion-reaction phenomena (ADR) in saturated porous media, considering the transport in small advection regime. The numerical solution of the ADR equation is obtained by the finite element method using upwind terms to minimize the spurious oscillations. The computational code and the correspondent a posteriori error estimates are implemented in Java language following the Object Oriented Programming (OOP) paradigm in Eclipse platform. The numerical solution of the elliptic groundwater flow equation and the respective error estimates with gradient recovery characteristic, the ZZ-estimator, are also implemented in the JAVA code. The solution of the transport equation is obtained as a consequence of the OOP reusability intended in the implementation of the flow equation. The numerical solution of the ADR 2D simulation compared to the analytical solution available in the literature, demonstrate the excellent effectivity index presented by the residual error estimator. The obtained results indicate that the residual error estimator is lower and upper bounded by a solution in coarse mesh. The ZZ-estimator showed to be inadequate for the error analysis of the ADR equations. The examples selected for validation and application of the residual estimator include, in distinct scales, models that describe reaction of first order and models with sorption and retardation phenomena in the pollutant migration in saturated porous media. Therefore, the proposed residual error estimator proved to be computable, efficient and robust in the sense of solving a great variety of applications of transport phenomena in saturated porous media at small advection regime.

[pt] Os efeitos das variações laterais de um terreno irregular na propagação de ondas eletromagnéticas são considerados pela representação dos campos vetoriais em termo de dois potenciais escalares Hertzianos em coordenadas esféricas. A combinação da equação parabólica para esses potenciais com uma condição de contorno de impedância para o solo, seguida por uma transformação de variáveis, define um problema de condição de contorno caracterizado por equações exibindo coeficientes que dependem da função altura do terreno e de suas derivadas parciais. A solução do problema através do esquema de Crank-Nicolson leva a um sistema esparso de equações lineares que é resolvido por um método direto. O modelo numérico resultante é aplicado a terrenos irregulares, representando configurações tridimensionais hipotéticas. / [en] The effects from lateral variations of irregular terrain on the propagation of radio waves are considered by the representation of the vector fields in terms of two scalar Hertz potentials in spherical coordinates. The combination of three-dimensional parabolic equations for these potentials with an impedance boundary condition for the ground, followed by a transformation of variables, will define a boundary-condition problem characterized by equations displaying coefficients that depend on the terrain height function and its partial derivatives. The problem solution through the Crank-Nicolson scheme will lead to a sparse system of linear equations, which will be solved by a direct method. The resulting numerical model will be applied to irregular terrain, representing hypothetical three-dimensional configurations.

Dans cette thèse, nous nous intéressons à l'étude de trois équations aux dérivées partielles et d'évolution non-locales en espace et en temps. Les solutions de ces trois solutions peuvent exploser en temps fini. Dans une première partie de cette thèse, nous considérons l'équation de la chaleur nonlinéaire avec une puissance fractionnaire du laplacien, et obtenons notamment que, dans le cas d'exposant sur-critique, le comportement asymptotique de la solution lorsque $t\rightarrow+\infty$ est déterminé par le terme de diffusion anormale. D'autre part, dans le cas d'exposant sous-critique, l'effet du terme non-linéaire domine. Dans une deuxième partie, nous étudions une équation parabolique avec le laplacien fractionnaire et un terme non-linéaire et non-local en temps. On montre que la solution est globale dans le cas sur-critique pour toute donnée initiale ayant une mesure assez petite, tandis que dans le cas sous-critique, on montre que la solution explose en temps fini $T_{\max}>0$ pour toute condition initiale positive et non-triviale. Dans ce dernier cas, on cherche le comportement de la norme $L^1$ de la solution en précisant le taux d'explosion lorsque $t$ s'approche du temps d'explosion $T_{\max}.$ Nous cherchons encore les conditions nécessaires à l'existence locale et globale de la solution. Une toisième partie est consacré à une généralisation de la deuxième partie au cas de systèmes $2\times 2$ avec le laplacien ordinaire. On étudie l'existence locale de la solution ainsi qu'un résultat sur l'explosion de la solution avec les mêmes propriétés étudiées dans le troisième chapitre. Dans la dernière partie, nous étudions une équation hyperbolique dans $\mathbb{R}^N,$ pour tout $N\geq2,$ avec un terme non-linéaire non-local en temps. Nous obtenons un résultat d'existence locale de la solution sous des conditions restrictives sur les données initiales, la dimension de l'espace et les exposants du terme non-linéaire. De plus on obtient, sous certaines conditions sur les exposants, que la solution explose en temps fini, pour toute condition initiale ayant de moyenne strictement positive.

La thèse, dont le sujet est "Modélisation de la propagation électromagnétique en milieux à gradient d'indice basée sur les faisceaux gaussiens - Application à la propagation en atmosphère réaliste et à la radio-occultation entre satellites" a été commencée le 2 décembre 2013, au Département ÉlectroMagnétisme et Radar (DEMR) de l'Onera de Toulouse et avec le laboratoire LAPLACE de l'Université Paul Sabatier. Elle est co-financée par l'ONERA et par la Région Midi-Pyrénées. L'encadrement a été assuré par Jérôme Sokoloff (Laplace/UPS, directeur de thèse), Alexandre Chabory (ENAC, co-directeur) et Vincent Fabbro (ONERA). L'École Doctorale est l' "École Doctorale Génie Électrique, Électronique, Télécommunications : du système au nanosystème". Le faisceau gaussien a été principalement utilisé dans la recherche scientifique afin d'étudier les systèmes optiques tels que les lasers. Des études plus rares et plus récentes ont proposé de l'utiliser pour modéliser la propagation des ondes sismiques. Ses propriétés spatiales et spectrales ont amené certains auteurs à étudier son utilisation dans des modèles de propagation atmosphériques. Cette thèse a consisté à développer un modèle, appelé GBAR (Gaussian Beam for Atmospheric Refraction), de propagation troposphérique réaliste et déterministe en utilisant le formalisme des faisceaux gaussiens. La démarche adoptée a consisté à reprendre les équations fondamentales introduites par Cerveny et Popov décrivant de façon itérative la propagation d'un faisceau gaussien en milieu inhomogène, sous hypothèse de haute fréquence (modèle asymptotique). De nouvelles équations ont été développées à partir d'elles pour obtenir une description analytique de la propagation d'un faisceau gaussien dans un milieu troposphérique décrit par les variations spatiales de l'indice de réfraction. L'hypothèse de base pour l'obtention de la formulation analytique est que le gradient de l'indice de réfraction peut être considéré vertical et constant au voisinage du faisceau. Les équations analytiques pour la description de la propagation d'un seul faisceau ont ensuite été étendues à la modélisation d'un champ quelconque dans un milieu troposphérique pouvant contenir de fortes variations du gradient d'indice, y compris des inversions de gradient. Ceci a été réalisé en couplant les équations analytiques avec la procédure de décomposition multi-faisceaux développée dans sa thèse pas Alexandre Chabory. Le modèle GBAR a été validé dans des milieux troposphériques réalistes issus de simulations du modèle météo méso-échelle WRF (Weather Research and Forecasting). Dans un troisième temps, le modèle a été utilisé pour simuler des inversions de données de radio-occultation. Des outils existent pour fournir un modèle d'interprétation de ces données pour estimer les propriétés physiques de l'atmosphère à partir des mesures en phase, amplitude, Doppler et délai des signaux GNSS transmis entre satellites en orbite autour de la Terre / The subject of this PhD thesis is " Electromagnetic propagation modeling in inhomogeneous media with refractive index gradients based on Gaussian beams - Application to realistic atmospheric propagation and radio occultation between satellites ". The study started on december 2nd, 2013 at the DEMR (Département Électromagnétisme et Radar) department of the ONERA research laboratory, in Toulouse, France. It was funded both by the ONERA and Région Midi-Pyrénées. It was supervised by Jérôme Sokoloff (LAPLACE/UPS, thesis director), Alexandre Chabory (ENAC, thesis co-director) and Vincent Fabbro (ONERA). The doctoral school was "École Doctorale Génie Électrique, Électronique, Télécommunications : du système au nanosystème ". The Gaussian beam was mostly used in scientific investigations to study optical systems such as lasers. Rarer and more recent works suggested the use of the Gaussian beam formalism in order to model the propagation of seismic waves. The properties of the Gaussian beam also led some authors to develop models for atmospheric propagation. In this thesis a model based on Gaussian beams called GBAR (Gaussian Beam for Atmospheric Refraction) was developped for tropospheric propagation in realistic and deterministic conditions. The scientific approach consisted in rewritting the fundamental equations introduced by Cerveny and Popov describing iteratively the propagation of a Gaussian beam in inhomogeneous media, under the high-frequency assumption (asymptotic model). New equations were derived from them in order to get analytical equations of the propagation of a Gaussian beam in inhomogeneous media described by the variations of the refractive index. The basic assumption under to get the analytical equations is to consider that the refractive index gradient is vertical and constant around the beam axis. The analytical equations that describe the propagation of a Gaussian beam were extended to model the propagation of an arbitrary field in a tropospheric medium with strong variations and inversions of the refractive index. This was done by coupling the analytical equations with the multibeam expansion procedure developped by Alexandre Chabory in his PhD thesis. The GBAR model was validated in tropospheric conditions, using refractive index grids from the WRF (Weather Research and Forecasting) mesoscale meteorological model. In the third and final phase, the GBAR model was used to simulate Radio Occultation data inversions. Tools exist to allow for interpretations of Radio Occultation data in order to estimate the physical properties of the atmosphere from measured phased, amplitude, Doppler shift and delay of GNSS signals transmitted between satellites orbiting around the Earth

[pt] O crescimento da demanda por serviços de telecomunicações em terra firme também pode ser encontrado em ambientes marítimos por usuários a bordo de embarcações, sejam elas civis ou militares. Nestes ambientes, um fenômeno conhecido como duto de evaporação influencia a propagação eletromagnética na troposfera, proporcionando a comunicação ponto-a-ponto em distâncias além do horizonte rádio. Este trabalho utiliza a técnica de traçado de raios para analisar o comportamento da onda eletromagnética nestes meios. Foi elaborado um algoritmo capaz de traçar raios e determinar amplitudes e fases do campo elétrico em meios inomogêneos bidimensionais dado um mapa de refratividade modificada M. A partir destes mapas, o algoritmo calcula os gradientes verticais de M, que podem variar ao longo do percurso, e traça os raios, a partir da antena transmissora. Como aplicação, além de cenários com dutos de evaporação, foram utilizados mapas de M estimados com base em dados meteorológicos fornecidos por radiossondas lançadas no litoral brasileiro. Os resultados obtidos foram comparados aos fornecidos pelo software Advanced Refractive Effects Prediction System (AREPS), baseado na solução numérica de equação parabólica. Este trabalho também apresenta resultados estatísticos de dutos de evaporação no litoral brasileiro, a partir de dados meteorológicos fornecidos por boias oceanográficas do Programa Nacional de Boias (PNBOIA). Para tal, é utilizado, com pequenas alterações, o algoritmo de Paulus-Jeske, que estima a altura de dutos de evaporação. / [en] The demand growth for land-based telecommunications services can also be found in maritime environments by users on board ships, whether civilian or military. In these environments, a phenomenon known as the evaporation duct influences electromagnetic propagation in the troposphere, providing point-to-point communication at distances beyond the radio horizon. This work uses the raytracing technique to analyze the behavior of electromagnetic waves in these media. An algorithm capable of tracing rays and determining electric field amplitudes and phases in two-dimensional inhomogeneous media was developed, given a map of modified refractivity M. From these maps, the algorithm calculates the vertical gradients of M, which can vary along the path, and traces rays from the transmitting antenna. As an application, in addition to scenarios with evaporation ducts, M maps were estimated based on meteorological data provided by radiosondes launched in the Brazilian coast. The results obtained were compared with those provided by the Advanced Refractive Effects Prediction System (AREPS) software, based on the numerical solution of parabolic equation. This work also presents statistical results of evaporation ducts in the Brazilian coast, based on meteorological data provided by oceanographic buoys of Programa Nacional de Boias (PNBOIA). For this, the Paulus-Jeske algorithm, which estimates the height of the evaporation ducts, is used with small changes.

Vários modelos computacionais que implementam o transporte de soluto em meio poroso saturado surgem constantemente em publicações científicas devido à suma importância dada à compreensão e previsão do transporte de constituintes dissolvidos em água subterrânea. As soluções numéricas obtidas por esquemas computacionais não estão imunes aos erros de discretização. No entanto, a confiabilidade nos resultados obtidos das complexas operações provenientes da dinâmica de fluidos computacional pode ser aumentada através de estimadores de erro a posteriori que indicam a precisão da solução numérica de um modelo matemático que simula o fenômeno físico de interesse. Neste trabalho é apresentado um estimador residual para a equação parabólica que descreve os fenômenos de advecção-dispersão-reação (ADR) em meio poroso saturado, considerando o transporte em regime de pequena advecção. A solução numérica da equação ADR é obtida pelo método dos elementos finitos que emprega termos upwind para minimizar as inconvenientes oscilações espúrias. A implementação do código computacional para obter essa solução numérica e o seu correspondente erro a posteriori, é feita em linguagem JAVA na plataforma Eclipse seguindo o paradigma da Programação Orientada a Objetos (POO). A solução numérica da equação elíptica do fluxo subterrâneo e o seu estimador de erro com características de recuperação do gradiente, o estimador ZZ, também são implementados no código JAVA. Assim, a solução da equação do transporte é obtida em função da reusabilidade POO prevista na implementação da equação do fluxo. A comparação da solução numérica do modelo ADR 2D com a correspondente solução analítica disponível na literatura, demonstra que o estimador residual apresenta excelentes índices de eficiência. Os resultados numéricos obtidos mostraram que o estimador residual encontra-se limitado inferior e superiormente pelo erro real da solução em malha grosseira. O estimador ZZ mostrou-se inadequado para a análise do erro de aproximação das equações ADR. Os exemplos selecionados para verificação e aplicação do estimador residual abrangem, em diferentes escalas, modelos que descrevem reação de primeira ordem e modelos com fenômenos de sorção e retardamento na migração do contaminante em meio poroso saturado. Em conseqüência, o estimador residual proposto provou ser computável, eficiente e robusto no sentido de abranger uma grande variedade das aplicações dos fenômenos de transporte de contaminantes em meio poroso saturado e regime de pequena advecção. / Several computational models that implement the solute migration in saturated porous media constantly appear in scientific publications due to the great importance given to the understanding and forecast of the solute transport in groundwater. The numerical solutions obtained by computational schemes are not immune to errors related to the discretization process. However, the reliability of the results obtained by the complex operations of the computational fluids dynamics can be enhanced by a posteriori error estimates that indicate the accuracy of the numerical solution. In this work a residual error estimator is presented for the parabolic equation that describes the advection-dispersion-reaction phenomena (ADR) in saturated porous media, considering the transport in small advection regime. The numerical solution of the ADR equation is obtained by the finite element method using upwind terms to minimize the spurious oscillations. The computational code and the correspondent a posteriori error estimates are implemented in Java language following the Object Oriented Programming (OOP) paradigm in Eclipse platform. The numerical solution of the elliptic groundwater flow equation and the respective error estimates with gradient recovery characteristic, the ZZ-estimator, are also implemented in the JAVA code. The solution of the transport equation is obtained as a consequence of the OOP reusability intended in the implementation of the flow equation. The numerical solution of the ADR 2D simulation compared to the analytical solution available in the literature, demonstrate the excellent effectivity index presented by the residual error estimator. The obtained results indicate that the residual error estimator is lower and upper bounded by a solution in coarse mesh. The ZZ-estimator showed to be inadequate for the error analysis of the ADR equations. The examples selected for validation and application of the residual estimator include, in distinct scales, models that describe reaction of first order and models with sorption and retardation phenomena in the pollutant migration in saturated porous media. Therefore, the proposed residual error estimator proved to be computable, efficient and robust in the sense of solving a great variety of applications of transport phenomena in saturated porous media at small advection regime.

L'environnement urbain est le siège de fortes nuisances sonores notamment générées par les moyens de transport. Afin de lutter contre ces nuisances, la réglementation européenne impose la réalisation de cartographies de bruit. Dans ce contexte, des travaux fondamentaux sont menés autour de la propagation d'ondes acoustiques basses fréquences en milieu urbain. Différents travaux de recherche récents portent sur la mise en œuvre de méthodes ondulatoires pour la propagation d'ondes acoustiques dans de tels milieux. Le coût numérique de ces méthodes limite cependant leur utilisation dans un contexte d'ingénierie. L'objectif de ces travaux de thèse porte sur l'approximation unidirectionnelle de la propagation des ondes, appliquée à l'acoustique urbaine. Cette approximation permet d'apporter des simplifications à l'équation d'onde afin de limiter le temps de calcul lors de sa résolution. La particularité de ce travail de thèse réside dans la prise en compte des variations, continues ou discontinues, de la largeur des rues. Deux formalismes sont utilisés : l'équation parabolique et une approche multimodale. L'approche multimodale sert de support à une étude théorique sur les mécanismes de couplages de modes dans des guides d'ondes irréguliers bidimensionnels. Pour cela, le champ de pression est décomposé en fonction du sens de propagation des ondes à la manière d'une série de Bremmer. La contribution particulière de l'approximation unidirectionnelle est étudiée en fonction des paramètres géométriques du guide d'ondes, ce qui permet de mieux cerner les limites de validité de cette approximation. L'utilisation de l'équation parabolique a pour but une application à l'acoustique urbaine. Une transformation de coordonnées est associée à l'équation parabolique grand angle afin de prendre en compte l'effet de la variation de la section du guide d'ondes. Une méthode de résolution est alors spécifiquement développée et permet une évaluation précise du champ de pression. D'autre part, une méthode de résolution de l'équation parabolique grand angle tridimensionnelle est adaptée à la modélisation de la propagation acoustique en milieu urbain. Cette méthode permet de tenir compte des variations brusques ou continues de la largeur de la rue. Une comparaison avec des mesures sur maquette de rue à échelle réduite permet de mettre en avant les possibilités de la méthode. / The urban environment is the seat of loud noise generated by means of transportation. To fight against these nuisances, European legislation requires the achievement of noise maps. In this context, fundamental work is carried around the propagation of acoustic low-frequency waves in urban areas. Several recent research focuses on the implementation of wave methods for acoustic wave propagation in such environments. The computational cost of these methods, however, limits their use in the context of engineering. The objective of this thesis focuses on the one-way approximation of wave propagation, applied to urban acoustics. This approximation allows to make simplifications on the wave equation in order to limit the computation time. The particularity of this thesis lies in the consideration of variations, continuous or discontinuous, of the width of streets. Two formalisms are used: parabolic equation and a multimodal approach. The multimodal approach provides support for a theoretical study on the mode-coupling mechanisms in two-dimensional irregular waveguides. For this, the pressure field is decomposed according to the direction of wave propagation in the manner of a Bremmer series. The specific contribution of the one-way approximation is studied as a function of the geometric parameters of the waveguide, which helps identify the limits of validity of this approximation. Use of the parabolic equation is intended for application to urban acoustic. A coordinate transformation is associated with the wide-angle parabolic-equation in order to take into account the variation effect of the waveguide section. A resolution method is developed specifically and allows an accurate assessment of the pressure field. On the other hand, a solving method of the three-dimensional parabolic-equation is suitable for the modeling of acoustic propagation in urban areas. This method takes into account sudden or continuous variations of the street width. A comparison with measurements on scaled model of street allows to highlight the possibilities of the method.

Dans cette recherche, un modèle de propagation d’ondes de choc sur grandes distances sur un environnement urbain est construit et validé. L’approche consiste à utiliser l’Equation Parabolique Nonlinéaire (NPE) comme base. Ce modèle est ensuite étendu afin de prendre en compte d’autres effets relatifs à la propagation du son en milieu extérieur (surfaces non planes, couches poreuses, etc.). La NPE est résolue en utilisant la méthode des différences finies et donne des résultats en accord avec d’autres méthodes numériques. Ce modèle déterministe est ensuite utilisé comme base pour la construction d’un modèle stochastique de propagation sur environnements urbains. La Théorie de l’Information et le Principe du Maximum d’Entropie permettent la construction d’un modèle probabiliste d’incertitudes intégrant la variabilité du système dans la NPE. Des résultats de référence sont obtenus grâce à une méthode exacte et permettent ainsi de valider les développements théoriques et l’approche utilisée / This research aims at developing and validating a numerical model for the study of blast wave propagation over large distances and over urban environments. The approach consists in using the Nonlinear Parabolic Equation (NPE) model as a basis. The model is then extended to handle various features of sound propagation outdoors (non-flat ground topographies, porous ground layers, etc.). The NPE is solved using the finite-difference method and is proved to be in good agreement with other numerical methods. This deterministic model is then used as a basis for the construction of a stochastic model for sound propagation over urban environments. Information Theory and the Maximum Entropy Principle enable the construction of a probabilistic model of uncertainties, which takes into account the variability of the urban environment within the NPE model. Reference results are obtained with an exact numerical method and allow us to validate the theoretical developments and the approach used

A class of Lagrange-Newton-SQP methods is investigated for optimal control problems governed by semilinear parabolic initial- boundary value problems. Distributed and boundary controls are given, restricted by pointwise upper and lower bounds. The convergence of the method is discussed in appropriate Banach spaces. Based on a weak second order sufficient optimality condition for the reference solution, local quadratic convergence is proved. The proof is based on the theory of Newton methods for generalized equations in Banach spaces.