Incremental Sheet Forming (ISF) is a progressive metal forming process, where the deformation occurs locally around the point of contact between a tool and the metal sheet. The final work-piece is formed cumulatively by the movements of the tool, which is usually attached to a CNC milling machine. The ISF process is dieless in nature and capable of producing different parts of geometries with a universal tool. The tooling cost of ISF can be as low as 5–10% compared to the conventional sheet metal forming processes. On the laboratory scale, the accuracy of the parts created by ISF is between ±1.5 mm and ±3mm. However, in order for ISF to be competitive with a stamping process, an accuracy of below ±1.0 mm and more realistically below ±0.2 mm would be needed. In this work, we first studied the ISF deformation process by a simplified phenomenal linear model and employed a predictive controller to obtain an optimised tool trajectory in the sense of minimising the geometrical deviations between the targeted shape and the shape made by the ISF process. The algorithm is implemented at a rig in Cambridge University and the experimental results demonstrate the ability of the model predictive controller (MPC) strategy. We can achieve the deviation errors around ±0.2 mm for a number of simple geometrical shapes with our controller. The limitations of the underlying linear model for a highly nonlinear problem lead us to study the ISF process by a physics based model. We use the elastoplastic constitutive relation to model the material law and the contact mechanics with Signorini’s type of boundary conditions to model the process, resulting in an infinite dimensional system described by a partial differential equation. We further developed the computational method to solve the proposed mathematical model by using an augmented Lagrangian method in function space and discretising by finite element method. The preliminary results demonstrate the possibility of using this model for optimal controller design.

We investigate the simulations of the the Schrödinger equation using the onedimensional quantum lattice Boltzmann (QLB) scheme and the irregular behaviour of solution. We isolate error due to approximation of the Schrödinger solution with the non-relativistic limit of the Dirac equation and numerical error in solving the Dirac equation. Detailed analysis of the original scheme showed it to be first order accurate. By discretizing the Dirac equation consistently on both sides we derive a second order accurate QLB scheme with the same evolution algorithm as the original and requiring only a one-time unitary transformation of the initial conditions and final output. We show that initializing the scheme in a way that is consistent with the non-relativistic limit supresses the oscillations around the Schrödinger solution. However, we find the QLB scheme better suited to simulation of relativistic quantum systems governed by the Dirac equation and apply it to the Klein paradox. We reproduce the quantum tunnelling results of previous research and show second order convergence to the theoretical wave packet transmission probability. After identifying and correcting the error in the multidimensional extension of the original QLB scheme that produced asymmetric solutions, we expand our second order QLB scheme to multiple dimensions. Next we use the QLB scheme to simulate Klein tunnelling of massless charge carriers in graphene, compare with theoretical solutions and study the dependence of charge transmission on the incidence angle, wave packet and potential barrier shape. To do this we derive a representation of the Dirac-like equation governing charge carriers in graphene for the one-dimensional QLB scheme, and derive a two-dimensional second order graphene QLB scheme for more accurate simulation of wave packets. We demonstrate charge confinement in a graphene device using a configuration of multiple smooth potential barriers, thereby achieving a high ratio of on/off current with potential application in graphene field effect transistors for logic devices. To allow simulation in magnetic or pseudo-magnetic fields created by deformation of graphene, we expand the scheme to include vector potentials. In addition, we derive QLB schemes for bilayer graphene and the non-linear Dirac equation governing Bose-Einstein condensates in hexagonal optical lattices.

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.

This thesis investigates the high-order hierarchical finite element method, also known as the finite element p-version, as a computationally-efficient technique for generating numerical solutions to the cardiac monodomain equation. We first present it as a uniform-order method, and through an a priori error bound we explain why the associated cardiac cell model must be thought of as a PDE and approximated to high-order in order to obtain the accuracy that the p-version is capable of. We perform simulations demonstrating that the achieved error agrees very well with the a priori error bound. Further, in terms of solution accuracy for time taken to solve the linear system that arises in the finite element discretisation, it is more efficient that the state-of-the-art piecewise linear finite element method. We show that piecewise linear FEM actually introduces quite significant amounts of error into the numerical approximations, particularly in the direction perpendicular to the cardiac fibres with physiological conductivity values, and that without resorting to extremely fine meshes with elements considerably smaller than 70 micrometres, we can not use it to obtain high-accuracy solutions. In contrast, the p-version can produce extremely high accuracy solutions on meshes with elements around 300 micrometres in diameter with these conductivities. Noting that most of the numerical error is due to under-resolving the wave-front in the transmembrane potential, we also construct an adaptive high-order scheme which controls the error locally in each element by adjusting the finite element polynomial basis degree using an analytically-derived a posteriori error estimation procedure. This naturally tracks the location of the wave-front, concentrating computational effort where it is needed most and increasing computational efficiency. The scheme can be controlled by a user-defined error tolerance parameter, which sets the target error within each element as a proportion of the local magnitude of the solution as measured in the H^1 norm. This numerical scheme is tested on a variety of problems in one, two and three dimensions, and is shown to provide excellent error control properties and to be likely capable of boosting efficiency in cardiac simulation by an order of magnitude. The thesis amounts to a proof-of-concept of the increased efficiency in solving the linear system using adaptive high-order finite elements when performing single-thread cardiac simulation, and indicates that the performance of the method should be investigated in parallel, where it can also be expected to provide considerable improvement. In general, the selection of a suitable preconditioner is key to ensuring efficiency; we make use of a variety of different possibilities, including one which can be expected to scale very well in parallel, meaning that this is an excellent candidate method for increasing the efficiency of cardiac simulation using high-performance computing facilities.

During intense rain events a stormwater system can fill rapidly and undergo a transition from open channel flow to pressurized flow. This transition can create large discrete pockets of trapped air in the system. These pockets are pressurized in the horizontal reaches of the system and then are released through vertical vents. In extreme cases, the transition and release of air pockets can create a geyser feature. The current models are inadequate for simulating mixed flows with complicated air-water interactions, such as geysers. Additionally, the simulation of air escaping in the vertical dropshaft is greatly simplified, or completely ignored, in the existing models. In this work a two-phase numerical model solving the Navier-Stokes equations is developed to investigate the key factors that form geysers. A projection method is used to solve the Navier-Stokes Equation. An advanced two-phase flow model, Volume of Fluid (VOF), is implemented in the Navier-Stokes solver to capture and advance the interface. This model has been validated with standard two-phase flow test problems that involve significant interface topology changes, air entrainment and violent free surface motion. The results demonstrate the capability of handling complicated two-phase interactions. The numerical results are compared with experimental data and theoretical solutions. The comparisons consistently show satisfactory performance of the model. The model is applied to a real stormwater system and accurately simulates the pressurization process in a horizontal channel. The two-phase model is applied to simulate air pockets rising and release motion in a vertical riser. The numerical model demonstrates the dominant factors that contribute to geyser formation, including air pocket size, pressurization of main pipe and surcharged state in the vertical riser. It captures the key dynamics of two-phase flow in the vertical riser, consistent with experimental results, suggesting that the code has an excellent potential of extending its use to practical applications.

Le but de cette thèse est d'apporter une contribution à la problématique de valorisation de produits dérivés en marchés incomplets. Nous considérons tout d'abord les cibles stochastiques introduites par Soner et Touzi (2002) afin de traiter le problème de sur-réplication, et récemment étendues afin de traiter des approches plus générales par Bouchard, Elie et Touzi (2009). Nous généralisons le travail de Bouchard {\sl et al} à un cadre plus général où les diffusions sont sujettes à des sauts. Nous devons considérer dans ce cas des contrôles qui prennent la forme de fonctions non bornées, ce qui impacte de façon non triviale la dérivation des EDP correspondantes. Notre deuxième contribution consiste à établir une version des cibles stochastiques qui soit robuste à l'incertitude de modèle. Dans un cadre abstrait, nous établissons une version faible du principe de programmation dynamique géométrique de Soner et Touzi (2002), et nous dérivons, dans un cas d'EDS controllées, l'équation aux dérivées partielles correspondantes, au sens des viscosités. Nous nous intéressons ensuite à un exemple de couverture partielle sous incertitude de Knightian. Finalement, nous nous concentrons sur le problème de valorisation de produits dérivées {\sl hybrides} (produits dérivés combinant finance de marché et assurance). Nous cherchons plus particulièrement à établir une condition suffisante sous laquelle une règle de valorisation (populaire dans l'industrie), consistant à combiner l'approches actuarielle de mutualisation avec une approche d'arbitrage, soit valable.

The existence of pathwise stationary solutions of this stochastic partial differential equation (SPDE, for abbreviation) is demonstrated. In Part II, a connection between certain kind of state constrained controlled Forward-Backward Stochastic Differential Equations (FBSDEs) and Hamilton-Jacobi-Bellman equations (HJB equations) are demonstrated. The special case provides a probabilistic representation of some geometric flows, including the mean curvature flows. Part II includes also a probabilistic proof of the finite time existence of the mean curvature flows.

Cette thèse comporte deux volets distincts. Le premier, qui fait l'objet du chapitre 2, porte sur les modèles mathématiques en calcul de structures électroniques, et consiste plus particulièrement en l'étude des modèles de type Kohn-Sham avec fonctionnelles d'échange-corrélation LDA et GGA. Nous prouvons, pour un système moléculaire neutre ou chargé positivement, que le modèle Kohn-Sham LDA étendu admet un minimiseur, et que le modèle Kohn-Sham GGA pour un système contenant deux électrons admet un minimiseur. Le second volet de la thèse traite de problématiques diverses en homogénéisation. Dans les chapitres 3 et 4, nous nous intéressons à un modèle de matériau aléatoire dans lequel un matériau périodique est perturbé de manière stochastique. Nous proposons plusieurs approches, certaines rigoureuses et d'autres heuristiques, pour calculer au second ordre en la perturbation le comportement homogénéisé de ce matériau de manière purement déterministe. Les tests numériques effectués montrent que ces approches sont plus efficaces que l'approche stochastique directe. Le chapitre 5 est consacré aux couches limites en homogénéisation périodique, et vise notamment, dans le cadre parabolique, à comprendre comment prendre en compte les conditions aux limites et initiale, et comment corriger en conséquence le développement à deux échelles sur lequel repose classiquement l'homogénéisation, pour obtenir des estimations d'erreur dans des espaces fonctionnels adéquats / This thesis is divided into two parts. The first part, that coincides with Chapter 2, deals with mathematical models in quantum chemistry, and specifically focuses on Kohn-Sham models with LDA and GGA exchange-correlation functionals. We prove, for a neutral or positively charged system, that the extended Kohn-Sham LDA model admits a minimizer, and that the Kohn-Sham GGA model for a two-electron system admits a minimizer. The second part is concerned with various issues in homogenization. In Chapters 3 and 4, we introduce and study a model in which the material of interest consists of a random perturbation of a periodic material. We propose different approaches, either rigorous or formal, to compute the homogenized behavior of this material up to the second order in the size of the perturbation, in an entirely deterministic way. Numerical experiments show the efficiency of these approaches as compared to the direct stochastic homogenization process. Chapter 5 is devoted to boundary layers in periodic homogenization, in particular in the parabolic setting. It aims at giving a better understanding of how to take into account boundary and initial conditions, and how to correct the two-scale expansion on which homogenization is classically grounded, to obtain fine error estimates

For certain nonlinear Schroedinger equations there exist solutions which are called solitary waves. Addition of a potential $V$ changes the dynamics, but for small enough $||V||_{L^\infty}$ we can still obtain stability (and approximately Newtonian motion of the solitary wave's center of mass) for soliton-like solutions up to a finite time that depends on the size and scale of the potential $V$. Our method is an adaptation of the well-known Lyapunov method. For the sake of completeness, we also prove long-time stability of traveling solitons in the case $V=0$.

Capillaries in tumours are often severely buckled (in a plane perpendicular to the axis) and / or chaotic in their direction. We develop a model of these phenomena using nonlinear solid mechanics. Our model focusses on the immediate surrounding of a capillary. The vessel and surrounding tissue are modelled as concentric annulii. The growth is dependent on the concentration of a nutrient (oxygen) diffusing from the vessel into the tumour interstitium. The stress is modelled using a multiplicative decomposition of the deformation gradient F=F_e F_g. The stress is determined by substituting the elastic deformation gradient F_e (which gives the deformation gradient from the hypothetical configuration to the current configuration) into a hyperelastic constitutive model as per classical solid mechanics. We use a Blatz-Ko model, parameterised using uniaxial compression experiments. The entire system is in quasi-static equilibrium, with the divergence of the stress tensor equal to zero. We determine the onset of buckling using a linear stability analysis. We then investigate the postbuckling behaviour by introducing higher order perturbations in the deformation and growth before using the Fredholm Alternative to obtain the magnitude of the buckle. Our results demonstrate that the growth-induced stresses are sufficient for the capillary to buckle in the absence of external loading and / or constraints. Planar buckling usually occurs after 2-5 times the cellular proliferation timescale. Buckles with axial variation almost always go unstable after planar buckles. Buckles of fine wavelength are initially preferred by the system, but over time buckles of large wavelength become energetically more favourable. The tumoural hoop stress T_{ThetaTheta} is the most invariant (Eulerian) variable at the time of buckling: it is typically of the order of the tumoural Young's Modulus when this occurs.