Cette thèse traite de l'étude des équations de Navier-Stokes stationnaires incompressibles et, plus précisément, le comportement quand x→∞ de ses solutions. On étudie la situation dans différents types de domaines non bornés en supposant une condition de nullité à l'infini. On regarde d'abord la dimension 3, dans lequel on sait que si le terme de force décroît très vite à l'infini, le comportement asymptotique est donné par les solutions de Landau, qui sont homogènes de degré -1. On généralise donc ce résultat à des termes de force petits dont le comportement asymptotique est donné par un terme avec l'homogénéité correspondante, c'est-à-dire de degré -3. Pour cela, on trouve une condition nécessaire et suffisante qui est que la partie homogène du terme de force soit de moyenne nulle sur la sphère. Pour finir, on généralise ce résultat au cas d'un domaine extérieur. Dans le cas d'un demi-espace, on va plus loin en montrant que si le terme de force décroit assez à l'infini on obtient des solutions décroissant comme 1/|x|2 à l'infini et on trouve une expression explicite du terme dominant. On peut aussi montrer le même type de résultat que dans l'espace entier avec un terme de force en 1/|x|3 mais la condition de moyenne nulle sur la sphère disparaıt. Dans l'étude de la dimension 2 dans le plan tout entier, on se rend compte que les choses sont plus compliquées. D'abord, pour les solutions homogènes, on arrive à trouver les conditions pour que, si le terme de force est suffisamment petit, on obtienne l'existence de solution qui forment alors une famille à deux paramètres. Mais en leur imposant la restriction d'avoir un flux nul sur le cercle unité, on obtient une famille avec un paramètre seulement. Enfin on étudie les solutions non homogènes, mais pour cela on doit supposer certaines conditions de symétrie sur les données. On trouve alors, pour des termes de force décroissant très vite à l'infini, des solutions en 1/|x|3 et on obtient une formule explicite pour le terme principal de leur développement asymptotique. Ce résultat se généralise aussi au cas d'un domaine extérieur et pour finir, dans ce cadre symétrique, on trouve un résultat analogue au cas de la dimension 3 pour des termes de force qui décroissent en 1/|x|3 à l'infini / This thesis deals with the steady incompressible Navier-Stokes equations, more precisely with the asymptotic behavior of its solutions when |x| → ∞. We consider several types of unbounded domains and we assume that the velocity vanishes at infinity. We first look at the three dimensional case, for which we know that if the forcing term decays fast enough at infinity, the asymptotic behavior of the solutions is given by the Landau solutions that are homogeneous of degree -1. We generalize this result to small forcing terms whose asymptotic behavior at infinity is homogeneous of degree -3. To obtain solutions with an asymptotic behavior at infinity homogeneous of degree -1 we find a necessary and sufficient condition on the forcing : the homogeneous part of the forcing term must have zero mean over the unit sphere. Finally, we generalize this result to the case of an exterior domain. In the case of a half space, we prove that if the forcing term decays sufficiently fast at infinity, then we obtain solutions that decay as 1/|x|2 at infinity and we find an explicit formula for the dominant term in the expansion at infinity of the solution. We can also prove the same type of result as in the full space with forcing terms decaying like 1/|x|3 but the condition of zero mean over the sphere is not required any more. The case of the dimension two is much more difficult. We study first homogeneous solutions and find a family indexed on two real parameters. Imposing the restriction of having zero flux through the unit circle, we get a family of solutions with only one parameter. Finally we deal with non homogeneous solutions, but to do this we need to assume some symmetry conditions on the data. If the forcing term is small and decays sufficiently fast at infinity, we find solutions that decay like 1/|x|3 at infinity and we also obtain an explicit formula for the main term in their asymptotic expansion. We generalize this result to the case of an exterior domain and we also obtain, again under symmetry assumptions, an analogous result to the three dimensional case for forcing terms that decay like 1/|x|3 at infinity

Dans cette thèse, on s'est intéressé à la dynamique des poches de tourbillon pour des équations issues de la mécanique des fluides posées dans le plan. La thèse est composée de trois partie indépendantes. Un des objectifs est d'établir l'existence des tourbillons uniformément concentrés et rigides, c’est-à-dire, qui ne se déforment pas lors de l'évolution. Nous analysons deux configurations liées à la nature topologique du support: poches simplement et doublement connexes. Nos solutions sont obtenues via des techniques de bifurcations et d'analyse complexe. Le deuxième objectif est d'obtenir des précisions sur la structure globale du diagramme de bifurcation et sa réponse vis-à-vis des petites perturbations dans le modèle. Plus précisément, dans le deuxième chapitre on prouve l'existence de V-states doublement connexes dans un voisinage de l'anneau pour le modèle des surfaces quasi-géostrophique. On montre que l'on peut construire des branches de solutions qui sont des anneaux perturbés pour certaines valeurs explicites de vitesses angulaires qui sont liées aux fonctions hypergéométriques de Gauss et aux fonctions de Bessel. Le troisième chapitre porte sur l'étude de la structure du diagramme de bifurcation dans le cas doublement connexes pour l'équation d'Euler. Numériquement, près d'un cas dégénéré, les deux branches issues des deux vitesses angulaires possibles semblaient se rejoindre pour former un lacet. Nous avons prouvé analytiquement ce résultat. Le quatrième chapitre porte sur le modèle shallow water quasi-géostrophique. Dans une première partie, on prouve l'existence de V-states simplement connexes dans un voisinage du tourbillon de Rankine pour un nombre dénombrable de vitesses angulaires liées aux fonctions de Bessel modifiées. La deuxième partie porte sur la réponse du diagramme de bifurcation lorsque l'on fait varier un paramètre du modèle. On montre en particulier qu'une singularité présente lors d'un cas limite est éclatée. Notre étude analytique a été complétée par des simulations numériques portant sur les V-states limites pour les symétries deux et trois. / In this dissertation, we are concerned with the vortex dynamics for some equations arising in fluid mechanics. We distinguish three independent parts. One of the objectives is to prove the existence of uniformly concentrated rigid vortices, they do not change their shapes during the motion. We examine two configurations related to the topological nature of the support: simply and doubly connected vortex patches. Our solutions are obtained using bifurcation arguments and complex analysis tools. The second objective is to obtain some precisions on the global structure of the bifurcation diagram and its response to small perturbations. More precisely, in the second chapter we prove the existence of doubly connected V-states in a neighborhood of the annulus for the surface quasi-geostrophic model. We check that we can construct some branches of solutions which are perturbated annulus at some angular velocities related to hypergeometric Gauss functions and Bessel functions. The goal of the third chapter is to study the structure of the bifurcation diagram in the doubly connected case for Euler equations. Numerically, close to a degenerate case, the two branches of solutions come from the two angular velocities seems to merge to form a loop. We prove analytically this result. In the last chapter, we focus on the shallow quasi-geostrophic model. In the first part, we prove the existence of the simply V-states in a neighborhood of the Rankine Vortices for a countable number of angular velocities related to modified Bessel functions. In the second part, we study the reaction of the diagram bifurcation for small perturbations of the parameter. In particular, we prove that some singularities are broken due to a resonance phenomenon. Our analytical study is completed by numerical simulations on the limiting V-states for the two and three fold symetries.

First, we provide new classes of initial data, that grant short time uniqueness of the associated weak Leray-Hopf solutions of the three dimensional Navier-Stokes equations. The main novelty here is the establishment of certain continuity properties near the initial time, for weak Leray-Hopf solutions with initial data in supercritical Besov spaces. The techniques used here build upon related ideas of Calderón. Secondly, we prove local regularity up to the at part of the boundary, for certain classes of solutions to the Navier-Stokes equations, provided that the velocity field belongs to L_∞(-1; 0; L^{3, β}(B(1) ⋂ ℝ³ ₊)) with 3 ≤ β < ∞. What enables us to build upon the work of Escauriaza, Seregin and Šverák [27] and Seregin [100] is the establishment of new scale-invariant estimates, new estimates for the pressure near the boundary and a convenient new ϵ-regularity criterion. Third, we show that if a weak Leray-Hopf solution in ℝ³ ₊×]0,∞[ has a finite blow-up time T, then necessarily lim_t↑T||v(·, t)||_{L^3,β(ℝ³ ₊)} = ∞ with 3 < β < ∞. The proof hinges on a rescaling procedure from Seregin's work [106], a new stability result for singular points on the boundary, suitable a priori estimates and a Liouville type theorem for parabolic operators developed by Escauriaza, Seregin and Šverák [27]. Finally, we investigate a notion of global-in-time solutions to the Navier- Stokes equations in ℝ³, with solenoidal initial data in the critical Besov space ?^-1/4_4,∞(ℝ³), which has certain continuity properties with respect to weak* convergence of the initial data. Such properties are motivated by the strategy used by Seregin [106] to show that if a weak Leray-Hopf solution in ℝ³×]0,∞[ has a finite blow-up time T, then necessarily lim_t↑T ||v(·, t)||_{L₃(ℝ³)} = ∞. We prove new decomposition results for Besov spaces, which are key in the conception and existence theory of such solutions.

In this thesis, we present a collection of newly obtained results concerning the existence of vanishing viscosity solutions to the one-dimensional compressible Euler equations of gas dynamics, with and without geometric structure. We demonstrate the existence of such vanishing viscosity solutions, which we show to be entropy solutions, to the transonic nozzle problem and spherically symmetric Euler equations in Chapter 4, in both cases under the simple and natural assumption of relative finite-energy. In Chapter 5, we show that the viscous solutions of the one-dimensional compressible Navier-Stokes equations converge, as the viscosity tends to zero, to an entropy solution of the Euler equations, again under the assumption of relative finite-energy. In so doing, we develop a compactness framework for the solutions and approximate solutions to the Euler equations under the assumption of a physical pressure law. Finally, in Chapter 6, we consider the Euler equations in special relativity, and show the existence of bounded entropy solutions to these equations. In the process, we also construct fundamental solutions to the entropy equations and develop a compactness framework for the solutions and approximate solutions to the relativistic Euler equations.

Orientador: João Frederico da Costa Azevedo Meyer / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-10-08T14:48:19Z (GMT). No. of bitstreams: 1 SaavedraVasquez_JulioCesar_D.pdf: 2693907 bytes, checksum: b3b22b83e62ead2cea6f7a9f22b7be6d (MD5) Previous issue date: 2005 / Resumo: Neste trabalho, é analisado o comportamento transiente da dispersão de água pro-duzida decorrente da atividade offshore, através de simulação numérica. O processo de dispersão é modelado através de um sistema de Equações Diferenciais Parciais que reúne as equações clássicas de Stokes e de Difusão-advecçãojreação em 3D, sendo que as veloci-dades obtidas na resolução numérica da I equação são usadas como parâmetro na equação de Difusão. Uma vez verificada existência e unicidade da solução da formulação variaci-onal, são aplicados os métodos SUPG(de ordem II) e Crank-Nicolson, que correspondem a métodos de elementos finitos no espaço e diferenças finitas no tempo respectivamente, para achar uma solução aproximada do problema original. Adicionalmente estabelecemos algumas estimativas do erro induzido pelo método de Galerkin tanto no caso contínuo como no discreto no tempo.Finalmente incluimos a implementação de um programa computacional o qual, através de diversas simulações de diferentes cenários, permite ilustrar a capacidade qualitativa do modelo e sua abordagem computacional / Abstract: In this work we study the evolutionary behavior of dispersal process of produced water resultant from off-shore activities, using a system of the classic partial differen-tial equations to mo deI both a circulation map as well as diffusion and advection in a three-dimensional domain. An existence and uniqueness result is obtained in the studied case, where finite elements are used in spatial discretization and finite differences in the Crank-Nicolson form are used for time steps. A Streamline-upwindjPetrov-Galerkin II adaptation is used for obtaining the necessary numerical approximations. Error estimates are established for Galerkin's method in both the continuous and discrete cases. An algo-rithm is presented with which several scenarios were carried out and discussed, illustrating qualitative merits of the process and its computational expression / Doutorado / Matematica / Doutor em Matemática

Orientador: Laecio Carvalho de Barros / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-10-08T14:50:03Z (GMT). No. of bitstreams: 1 Gomes_LucianaTakata_M.pdf: 2589094 bytes, checksum: a8624d15e477320b8d14458f3fd6b9ce (MD5) Previous issue date: 2009 / Resumo: A doença a ser analisada é a dengue e, com este intuito, são criados alguns modelos matemáticos para simular sua evolução no distrito sul da cidade de Campinas. Divide-se a população humana local em três compartimentos, de acordo com o estado dos indivíduos - suscetível, infectante ou recuperado. A interação destas diferentes populações de humanos com a de mosquitos Aedes aegypti determina o comportamento da doença no domínio especificado. As variáveis de estado do modelo são as populações de humanos e a população de mosquitos, cuja divisão em compartimentos depende do modelo adotado. Seus valores são determinísticos e representam a densidade das populações em cada ponto do domínio. O trabalho contempla informações de especialistas a respeito do comportamento da doença e das condições para a proliferação e espalhamento do mosquito vetor. Tais condições, consideradas de natureza incerta, acabam por determinar o risco de contração da doença e, consequentemente, parâmetros dos modelos. A modelagem resulta em sistemas de Equações Diferencias Parciais, com alguns de seus parâmetros incertos. Para a obtenção de soluções (valores das variáveis em questão ao longo do tempo e sobre o domínio espacial citado), utilizam-se ferramentas de solução numérica (métodos dos Elementos Finitos e de Crank-Nicolson). Parâmetros relacionados ao comportamento da população do mosquito são avaliados por meio de Sistemas Baseados em Regras Fuzzy, aos quais são fornecidos, como entradas, as informações dos especialistas a respeito das condições do ambiente. / Abstract: The aim of this work is to study dengue and, with this purpose, some mathematical models were created to simulate its evolution in the southern district of the city of Campinas. The human population was subdivided into three compartments, according to the state of the individuals { susceptible, infectious or recovered. The interaction between these different populations and the Aedes aegypti mosquito population establishes the behaviour of the disease in the specified domain. The state variables of the models are the human populations and the mosquito population, whose compartmental division depends on the adopted model. Its values are deterministic and represent population densities in each point of the domain. This work takes into account specialists' information concerning the behaviour of the disease and the conditions of the proliferation and spread of the mosquito vector. These conditions, whose nature is considered uncertain, determine the risk of contraction of the disease and, consequently, the model parameters. The modelling results in systems of partial differential equations with some of its parameters being uncertain. To obtain the solutions (variable values according to time and the cited domain), numerical solution tools are used (Finite Elements and Crank-Nicolson methods). Parameters related to the behaviour of mosquito populations are evaluated through the Fuzzy Rules Based Systems, to which are provided, as entries, the specialists' information with respect to the environmental conditions. / Mestrado / Mestre em Matemática Aplicada

Ce travail de thèse aborde deux sujets : (i) L'utilisation d'une nouvelle méthode numérique pour l'évaluation des options sur un panier d'actifs, (ii) Le risque de liquidité, la modélisation du carnet d'ordres et la microstructure de marché. Premier thème : Un algorithme glouton et ses applications pour résoudre des équations aux dérivées partielles. L'exemple typique en finance est l'évaluation d'une option sur un panier d'actifs, laquelle peut être obtenue en résolvant l'EDP de Black-Scholes ayant comme dimension le nombre d'actifs considérés. Nous proposons d'étudier un algorithme qui a été proposé et étudié récemment dans [ACKM06, BLM09] pour résoudre des problèmes en grande dimension et essayer de contourner la malédiction de la dimension. L'idée est de représenter la solution comme une somme de produits tensoriels et de calculer itérativement les termes de cette somme en utilisant un algorithme glouton. La résolution des EDP en grande dimension est fortement liée à la représentation des fonctions en grande dimension. Dans le Chapitre 1, nous décrivons différentes approches pour représenter des fonctions en grande dimension et nous introduisons les problèmes en grande dimension en finance qui sont traités dans ce travail de thèse. La méthode sélectionnée dans ce manuscrit est une méthode d'approximation non-linéaire appelée Proper Generalized Decomposition (PGD). Le Chapitre 2 montre l'application de cette méthode pour l'approximation de la solution d'une EDP linéaire (le problème de Poisson) et pour l'approximation d'une fonction de carré intégrable par une somme des produits tensoriels. Un étude numérique de ce dernier problème est présenté dans le Chapitre 3. Le problème de Poisson et celui de l'approximation d'une fonction de carré intégrable serviront de base dans le Chapitre 4 pour résoudre l'équation de Black-Scholes en utilisant l'approche PGD. Dans des exemples numériques, nous avons obtenu des résultats jusqu'en dimension 10. Outre l'approximation de la solution de l'équation de Black-Scholes, nous proposons une méthode de réduction de variance des méthodes Monte Carlo classiques pour évaluer des options financières. Second thème : Risque de liquidité, modélisation du carnet d'ordres, microstructure de marché. Le risque de liquidité et la microstructure de marché sont devenus des sujets très importants dans les mathématiques financières. La dérégulation des marchés financiers et la compétition entre eux pour attirer plus d'investisseurs constituent une des raisons possibles. Dans ce travail, nous étudions comment utiliser cette information pour exécuter de façon optimale la vente ou l'achat des ordres. Les ordres peuvent seulement être placés dans une grille des prix. A chaque instant, le nombre d'ordres en attente d'achat (ou vente) pour chaque prix est enregistré. Dans [AFS10], Alfonsi, Fruth et Schied ont proposé un modèle simple du carnet d'ordres. Dans ce modèle, il est possible de trouver explicitement la stratégie optimale pour acheter (ou vendre) une quantité donnée d'actions avant une maturité. L'idée est de diviser l'ordre d'achat (ou de vente) dans d'autres ordres plus petits afin de trouver l'équilibre entre l'acquisition des nouveaux ordres et leur prix. Ce travail de thèse se concentre sur une extension du modèle du carnet d'ordres introduit par Alfonsi, Fruth et Schied. Ici, l'originalité est de permettre à la profondeur du carnet d'ordres de dépendre du temps, ce qui représente une nouvelle caractéristique du carnet d'ordres qui a été illustré par [JJ88, GM92, HH95, KW96]. Dans ce cadre, nous résolvons le problème de l'exécution optimale pour des stratégies discrètes et continues. Ceci nous donne, en particulier, des conditions suffisantes pour exclure les manipulations des prix au sens de Huberman et Stanzl [HS04] ou de Transaction-Triggered Price Manipulation (voir Alfonsi, Schied et Slynko) / This work is organized in two themes : (i) A novel numerical method to price options on manyassets, (ii) The liquidity risk, the limit order book modeling and the market microstructure.First theme : Greedy algorithms and applications for solving partial differential equations in high dimension Many problems of interest for various applications (material sciences, finance, etc) involve high-dimensional partial differential equations (PDEs). The typical example in finance is the pricing of a basket option, which can be obtained by solving the Black-Scholes PDE with dimension the number of underlying assets. We propose to investigate an algorithm which has been recently proposed and analyzed in [ACKM06, BLM09] to solve such problems and try to circumvent the curse of dimensionality. The idea is to represent the solution as a sum of tensor products and to compute iteratively the terms of this sum using a greedy algorithm. The resolution of high dimensional partial differential equations is highly related to the representation of high dimensional functions. In Chapter 1, we describe various linear approaches existing in literature to represent high dimensional functions and we introduce the high dimensional problems in finance that we will address in this work. The method studied in this manuscript is a non-linear approximation method called the Proper Generalized Decomposition. Chapter 2 shows the application of this method to approximate the so-lution of a linear PDE (the Poisson problem) and also to approximate a square integrable function by a sum of tensor products. A numerical study of this last problem is presented in Chapter 3. The Poisson problem and the approximation of a square integrable function will serve as basis in Chapter 4for solving the Black-Scholes equation using the PGD approach. In numerical experiments, we obtain results for up to 10 underlyings. Second theme : Liquidity risk, limit order book modeling and market microstructure. Liquidity risk and market microstructure have become in the past years an important topic in mathematical finance. One possible reason is the deregulation of markets and the competition between them to try to attract as many investors as possible. Thus, quotation rules are changing and, in general, more information is available. In particular, it is possible to know at each time the awaiting orders on some stocks and to have a record of all the past transactions. In this work we study how to use this information to optimally execute buy or sell orders, which is linked to the traders' behaviour that want to minimize their trading cost. In [AFS10], Alfonsi, Fruth and Schied have proposed a simple LOB model. In this model, it is possible to explicitly derive the optimal strategy for buying (or selling) a given amount of shares before a given deadline. Basically, one has to split the large buy (or sell) order into smaller ones in order to find the best trade-off between attracting new orders and the price of the orders. Here, we focus on an extension of the Limit Order Book (LOB) model with general shape introduced by Alfonsi, Fruth and Schied. The additional feature is a time-varying LOB depth that represents a new feature of the LOB highlighted in [JJ88, GM92, HH95, KW96]. We solve the optimal execution problem in this framework for both discrete and continuous time strategies. This gives in particular sufficient conditions to exclude Price Manipulations in the sense of Huberman and Stanzl [HS04] or Transaction-Triggered Price Manipulations (see Alfonsi, Schied and Slynko). The seconditions give interesting qualitative insights on how market makers may create price manipulations

Neste trabalho estudamos propriedades de integrais concentradas, ou seja, integrais cujo integrando atua apenas em uma vizinhança do domínio em questão. Tais termos são utilizados para conhecer o comportamento do integrando em regiões cuja medida de Lebesgue se aproxima de zero quando um parâmetro tende a zero. Ilustraremos estes resultados abstratos através de duas aplicações, ambas em domínios Lipschitz de R2, onde adicionamos um termo de concentração em problemas semilineares elípticos: domínio com fronteira oscilante que tende a um domínio limite fixo; e domínio do tipo fino com fronteira oscilante. Em ambos os casos, provamos a semicontinuidade superior e inferior da família de soluções dos problemas. / In this work we study concentrating integrals properties, in other words, we analyze integrals which function that is been integrated acts only in a neighborhood of the boundary of the domain. Such terms are use to know the behaviour of the integrand in regions which Lebesgue measure tends to zero when a parameter goes to zero. We will illustrate these abstract results through two applications, both in Lipschitz domains of R2, where we add a concentration term in semi linear elliptic problems: oscillating boundary domain which tends to a fixed limit domain; and a thin domain with a oscillatory boundary. In both cases we prove the upper and lower semicontinuity of the family of solutions from these problems.

Problems involving the minimization of functionals date back to antiquity. The mathematics of the calculus of variations has provided a framework for the analytical solution of a limited class of such problems. This paper describes a numerical approximation technique for obtaining machine solutions to minimal path problems. It is shown that this technique is applicable not only to the common case of finding geodesics on parameterized surfaces in R3, but also to the general case of finding minimal functionals on hypersurfaces in Rn associated with an arbitrary metric.

Material thermal properties are highly sought after to better understand the performance of a material under particular conditions. As new materials are created, their physical properties will determine their performance for various applications. These properties have been estimated using many techniques including experimental testing, numerical modeling, and a combination of both. Existing methods can be time consuming, thus, a time-efficient and precise method to estimate these thermal properties was desired. A one-dimensional finite difference numerical model was developed to replicate the heat transfer through an experimental apparatus. A combination of this numerical model and the Continuous Genetic Algorithm optimization technique was used to estimate material thermal properties of fibrous insulation from test data. The focus of this work was to predict these material thermal properties for an Alumina Paper that is commonly used in aerospace applications. The background, methodology, and results are discussed.