In this dissertation, a continuum sensitivity method is developed for efficient and accurate computation of design derivatives for nonlinear aeroelastic structures subject to transient<br />aerodynamic loads. The continuum sensitivity equations (CSE) are a set of linear partial<br />differential equations (PDEs) obtained by differentiating the original governing equations of<br />the physical system. The linear CSEs may be solved by using the same numerical method<br />used for the original analysis problem. The material (total) derivative, the local (partial)<br />derivative, and their relationship is introduced for shape sensitivity analysis. The CSEs are<br />often posed in terms of local derivatives (local form) for fluid applications and in terms of total<br />derivatives (total form) for structural applications. The local form CSE avoids computing<br />mesh sensitivity throughout the domain, as required by discrete analytic sensitivity methods.<br />The application of local form CSEs to built-up structures is investigated. The difficulty<br />of implementing local form CSEs for built-up structures due to the discontinuity of local<br />sensitivity variables is pointed out and a special treatment is introduced. The application<br />of the local form and the total form CSE methods to aeroelastic problems are compared.<br />Their advantages and disadvantages are discussed, based on their derivations, efficiency,<br />and accuracy. Under certain conditions, the total form continuum method is shown to be<br />equivalent to the analytic discrete method, after discretization, for systems governed by a<br />general second-order PDE. The advantage of the continuum sensitivity method is that less<br />information of the source code of the analysis solver is required. Verification examples are<br />solved for shape sensitivity of elastic, fluid and aeroelastic problems. / Ph. D.

Made available in DSpace on 2015-03-04T18:50:29Z (GMT). No. of bitstreams: 1 Apresentacao.pdf: 103220 bytes, checksum: c76acce6b0debd619e9db9533aa20f11 (MD5) Previous issue date: 2003-02-13 / Conselho Nacional de Desenvolvimento Cientifico e Tecnologico / The Topological Sensitivity Analysis results in a scalar function, denoted as Topological Derivative, that supplies for each point of the domain of definition of the problem the sensitivity of a given cost function when a small hole is created. However, when a hole is introduced, it is no longer possible to stablish a homeomorphism between the domains. Due to this mathematical difficulty the Topological Derivative may become restrictive, nevertheless be extremely general. Thus, in the present work it is proposed a new method to calculte the Topological Derivative via Shape Sensitivity Analysis. This result, formally proved through a theorem, leads to a simpler and more general methodology than the others found in the literature. The Topological Sensitivity Analysis is performed for several Engineering problems, and the obtained results are used to improve the design of mechanical devices by introducing holes. The same theory developed to calculate the Topological Derivative is used to determine the sensitivity of the cost function when a small incrustation is introduced in each position of the domain, resulting in a novel concept denoted as Configurational Sensitivity Analysis, being discussed some possible applications in the context of Inverse Problems and modelling of phenomena that experiment changes in the physical properties of the medium. Thus, the methodology developed in the present work results in a framework with potential applications in Topology Optimization, Inverse Problems and Mechanical Modelling, which may be seen, from now on, not only as a method to calculate the Topological Derivative, but as a promising research area in Computational Modelling. / A análise de Sensibilidade Topológica resulta em uma função escalar, denominada Derivada Topológica, que fornece para cada ponto do domínio de definição do problema a sensibilidade de uma dada função custo quando um pequeno furo é criado. No entanto, ao introduzir um furo, não é mais possível estabelecer um homeomorfismo entre os domínios envolvidos. Devido a essa dificuldade matemática a Derivada Topológica pode se tornar restritiva, não obstante seja extremamente geral. No presente trabalho, portanto, é proposto um novo método de cálculo da Derivada Topológica via Análise de Sensibilidade à Mudança de Forma. Este resultado, formalmente demonstrado através de um teorema, conduz a uma metodologia mais simples e geral do que as demais encontradas na literatura. A Análise de Sensibilidade Topológica é então realizada em diversos problemas da Engenharia e os resultados obtidos são empregados para melhorar o projeto de componentes mecânicos mediante a introdução de furos. A mesma teoria desenvolvida para calcular a Derivada Topológica é utilizada para determinar a sensibilidade da função custo ao introduzir uma pequena incrustação numa dada posição do domínio, resultando em um novo conceito denominado Análise de Sensibilidade Configuracional, sendo discutidas suas possíveis aplicações no contexto de Problemas Inversos e de modelagem de fenômenos que experimentam mudanças nas propriedades físicas do meio. Assim, a metodologia aqui desenvolvida é uma ferramenta em potencial tanto de Otimização Topológica quanto de Problemas Inversos e de Modelagem Mecânica, podendo ser vista, a partir de agora, não somente como um método de cálculo da Derivada Topológica, mas como uma promissora área de pesquisa em Modelagem Computacional.

En aquest treball s'analitza el procés de disseny des d'una perspectiva metodològica general. Aquest enfocament condueix de forma natural al concepte de disseny òptim i a la seva formulació com un problema de Programació Matemàtica. En aquests termes es planteja la realització de l'anàlisi de sensibilitat de primer i segon ordre i es discuteix la aplicabilitat del mètode d'estat adjunt com alternativa al mètode de diferenciació directa. Amb aquests plantejaments s'aborda l'optimització de la forma i les dimensions d'estructures contínues, duent a terme l'anàlisi estructural mitjançant el Mètode d'Elements Finits. La formulació es desenvolupa completament per problemes en règim estàtic i lineal i s'indiquen les implicacions de la seva extensió a problemes no-lineals. Per la realització de l'anàlisi de sensibilitat (de primer ordre i d'ordre superior) es desenvolupa un nou procediment -exacte des del punt de vista analític i ben fonamentat matemàticament- que permet unificar els problemes clàsicament diferenciats d'optimització de dimensions i d'optimització de formes. Finalment, es proposa un algorisme de Programació Matemàtica específic per aquest tipus de problemes. Tot això es concreta en la realització d'un potent i versàtil sistema de disseny asistit per ordinador basat en el Mètode d'Elements Finits, en la que la seva eficàcia, fiabilitat i robustesa es posen de manifest mitjançant la solució de diversos problemes d'optimització estructural. / En este trabajo se analiza el proceso de diseño desde una perspectiva metodológica general. Este enfoque conduce de forma natural al concepto de diseño óptimo y a su formulación como un problema general de Programación Matemática. En estos términos se plantea la realización del análisis de sensibilidad de primer y segundo orden y se discute la aplicabilidad del método de estado adjunto como alternativa al método de diferenciación directa. Con estos planteamientos se aborda la optimización de la forma y de las dimensiones de estructuras continuas, realizando el análisis estructural mediante el Método de Elementos Finitos. La formulación se desarrolla completamente para problemas en régimen estático y lineal y se indican las implicaciones de su extensión a problemas no lineales. Para la realización del análisis de sensibilidad (de primer orden y de orden superior) se desarrolla un nuevo procedimiento -exacto desde el punto de vista analítico y bien fundamentado matemáticamente- que permite unificar los problemas clásicamente diferenciados de optimización de dimensiones y de optimización de formas. Finalmente, se propone un algoritmo de Programación Matemática específico para este tipo de problemas. Todo ello se concreta en la realización de un potente y versátil sistema de diseño asistido óptimo por ordenador basado en el Método de Elementos Finitos, cuya eficacia, fiabilidad y robustez se ponen de manifiesto mediante la solución de diversos problemas de optimización estructural. / In this work the design process is analyzed from a general methodological point of view. This approach leads naturally to the concept of optimum design and to its statement in terms of a general Mathematical Programming problem. In these terms, the first and second order sensitivity analysis is stated and the applicability of the adjoint state method as an alternative to the direct differentiation method is discussed. Following this approach the general problem of structural sizing and shape optimization is addressed, being the structural analysis performed by means of the Finite Element Method. The formulation is enterely developed for linear static problems and its further extension for the treatment of non-linear problems is briefly analyzed. A new unified procedure -exact from the analytical point of view and mathematically well founded- is proposed for the first and higher order sensitivity analysis of both, the structural sizing and shape optimization cases. Finally, a suitable Mathematical Programming algorithm is proposed to solve this kind of problems. Following all these ideas, a powerfull and versatile computer aided optimum design system is developed on the basis of the Finite Element Method. The efficiency, reliability and robustness of the system is demonstrated by solving several application problems of structural optimization.

The Topological Sensitivity Analysis results in a scalar function, denoted as Topological Derivative, that supplies for each point of the domain of definition of the problem the sensitivity of a given cost function when a small hole is created. However, when a hole is introduced, it is no longer possible to stablish a homeomorphism between the domains. Due to this mathematical difficulty the Topological Derivative may become restrictive, nevertheless be extremely general. Thus, in the present work it is proposed a new method to calculte the Topological Derivative via Shape Sensitivity Analysis. This result, formally proved through a theorem, leads to a simpler and more general methodology than the others found in the literature. The Topological Sensitivity Analysis is performed for several Engineering problems, and the obtained results are used to improve the design of mechanical devices by introducing holes. The same theory developed to calculate the Topological Derivative is used to determine the sensitivity of the cost function when a small incrustation is introduced in each position of the domain, resulting in a novel concept denoted as Configurational Sensitivity Analysis, being discussed some possible applications in the context of Inverse Problems and modelling of phenomena that experiment changes in the physical properties of the medium. Thus, the methodology developed in the present work results in a framework with potential applications in Topology Optimization, Inverse Problems and Mechanical Modelling, which may be seen, from now on, not only as a method to calculate the Topological Derivative, but as a promising research area in Computational Modelling. / A análise de Sensibilidade Topológica resulta em uma função escalar, denominada Derivada Topológica, que fornece para cada ponto do domínio de definição do problema a sensibilidade de uma dada função custo quando um pequeno furo é criado. No entanto, ao introduzir um furo, não é mais possível estabelecer um homeomorfismo entre os domínios envolvidos. Devido a essa dificuldade matemática a Derivada Topológica pode se tornar restritiva, não obstante seja extremamente geral. No presente trabalho, portanto, é proposto um novo método de cálculo da Derivada Topológica via Análise de Sensibilidade à Mudança de Forma. Este resultado, formalmente demonstrado através de um teorema, conduz a uma metodologia mais simples e geral do que as demais encontradas na literatura. A Análise de Sensibilidade Topológica é então realizada em diversos problemas da Engenharia e os resultados obtidos são empregados para melhorar o projeto de componentes mecânicos mediante a introdução de furos. A mesma teoria desenvolvida para calcular a Derivada Topológica é utilizada para determinar a sensibilidade da função custo ao introduzir uma pequena incrustação numa dada posição do domínio, resultando em um novo conceito denominado Análise de Sensibilidade Configuracional, sendo discutidas suas possíveis aplicações no contexto de Problemas Inversos e de modelagem de fenômenos que experimentam mudanças nas propriedades físicas do meio. Assim, a metodologia aqui desenvolvida é uma ferramenta em potencial tanto de Otimização Topológica quanto de Problemas Inversos e de Modelagem Mecânica, podendo ser vista, a partir de agora, não somente como um método de cálculo da Derivada Topológica, mas como uma promissora área de pesquisa em Modelagem Computacional.

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Cette thèse s’inscrit dans le domaine des mathématiques appelé optimisation de formes. Plus précisément, nous étudions ici un problème inverse de détection à l’aide du calcul de forme et de l’analyse asymptotique. L’objectif est de localiser un objet immergé dans un fluide visqueux, incompressible et stationnaire. Les questions principales qui ont motivé ce travail sont les suivantes :– peut-on détecter un objet immergé dans un fluide à partir d’une mesure effectuée à la surface ?– peut-on reconstruire numériquement cet objet, i.e. approcher sa position et sa forme, à partir de cette mesure ?– peut-on connaître le nombre d’objets présents dans le fluide en utilisant cette mesure ?Les résultats obtenus sont décrits dans les cinq chapitres de cette thèse :– le premier met en place un cadre mathématique pour démontrer l’existence des dérivées de forme d’ordre un et deux pour les problèmes de détection d’inclusions ;– le deuxième analyse le problème de détection à l’aide de l’optimisation géométrique de forme : un résultat d’identifiabilité est montré, le gradient de forme de plusieurs types de fonctionnelles de forme est caractérisé et l’instabilité de ce problème inverse est enfin démontrée ;– le chapitre 3 utilise nos résultats théoriques pour reconstruire numériquement des objets immergés dans un fluide à l’aide d’un algorithme de gradient de forme ;– le chapitre 4 analyse la localisation de petites inclusions dans un fluide à l’aide de l’optimisation topologique de forme : le gradient topologique d’une fonctionnelle de forme de Kohn-Vogelius est caractérisé ;– le dernier chapitre utilise cette dernière expression théorique pour déterminer numériquement le nombre et la localisation de petits obstacles immergés dans un fluide à l’aide d’un algorithme de gradient topologique. / This dissertation takes place in the mathematic field called shape optimization. More precisely, we focus on a detecting inverse problem using shape calculus and asymptotic analysis. The aim is to localize an object immersed in a viscous, incompressible and stationary fluid. This work was motivated by the following main questions:– can we localize an obstacle immersed in a fluid from a boundary measurement?– can we reconstruct numerically this object, i.e. be close to its localization and its shape, from this measure?– can we know how many objects are included in the fluid using this measure?The results are described in the five chapters of the thesis:– the first one gives a mathematical framework in order to prove the existence of the shape derivatives oforder one and two in the frame of the detection of inclusions;– the second one analyzes the detection problem using geometric shape optimization: an identifiabilityresult is proved, the shape gradient of several shape functionals is characterized and the instability of thisinverse problem is proved;– the chapter 3 uses our theoretical results in order to reconstruct numerically some objets immersed in a fluid using a shape gradient algorithm;– the fourth chapter analyzes the detection of small inclusions in a fluid using the topological shape optimization : the topological gradient of a Kohn-Vogelius shape functional is characterized;– the last chapter uses this theoretical expression in order to determine numerically the number and the location of some small obstacles immersed in a fluid using a topological gradient algorithm.

Humanitarian clearance of minefields is most often carried out by hand, conventionally using a a metal detector and a probe. Detection is a very slow process, as every piece of detected metal must treated as if it were a landmine and carefully probed and excavated, while many of them are not. The process can be safely sped up by use of Ground-Penetrating Radar (GPR) to image the subsurface, to verify metal detection results and safely ignore any objects which could not possibly be a landmine. In this thesis, we explore the possibility of using Full Wave Inversion (FWI) to improve GPR imaging for landmine detection. Posing the imaging task as FWI means solving the large-scale, non-linear and ill-posed optimisation problem of determining the physical parameters of the subsurface (such as electrical permittivity) which would best reproduce the data. This thesis begins by giving an overview of all the mathematical and implementational aspects of FWI, so as to provide an informative text for both mathematicians (perhaps already familiar with other inverse problems) wanting to contribute to the mine detection problem, as well as a wider engineering audience (perhaps already working on GPR or mine detection) interested in the mathematical study of inverse problems and FWI.We present the first numerical 3D FWI results for GPR, and consider only surface measurements from small-scale arrays as these are suitable for our application. The FWI problem requires an accurate forward model to simulate GPR data, for which we use a hybrid finite-element boundary-integral solver utilising first order curl-conforming N\'d\'{e}lec (edge) elements. We present a novel `line search' type algorithm which prioritises inversion of some target parameters in a region of interest (ROI), with the update outside of the area defined implicitly as a function of the target parameters. This is particularly applicable to the mine detection problem, in which we wish to know more about some detected metallic objects, but are not interested in the surrounding medium. We may need to resolve the surrounding area though, in order to account for the target being obscured and multiple scattering in a highly cluttered subsurface. We focus particularly on spatial sensitivity of the inverse problem, using both a singular value decomposition to analyse the Jacobian matrix, as well as an asymptotic expansion involving polarization tensors describing the perturbation of electric field due to small objects. The latter allows us to extend the current theory of sensitivity in for acoustic FWI, based on the Born approximation, to better understand how polarization plays a role in the 3D electromagnetic inverse problem. Based on this asymptotic approximation, we derive a novel approximation to the diagonals of the Hessian matrix which can be used to pre-condition the GPR FWI problem.