Singularly perturbed reaction-diffusion problems exhibit in general solutions with anisotropic features, e.g. strong boundary and/or interior layers. This anisotropy is reflected in the discretization by using meshes with anisotropic elements. The quality of the numerical solution rests on the robustness of the a posteriori error estimator with respect to both the perturbation parameters of the problem and the anisotropy of the mesh. An estimator that has shown to be one of the most reliable for reaction-diffusion problem is the <i>equilibrated residual method</i> and its modification done by Ainsworth and Babuška for singularly perturbed problem. However, even the modified method is not robust in the case of anisotropic meshes. The present work modifies the equilibrated residual method for anisotropic meshes. The resulting error estimator is equivalent to the equilibrated residual method in the case of isotropic meshes and is proved to be robust on anisotropic meshes as well. A numerical example confirms the theory.

Singularly perturbed reaction-diffusion problems exhibit in general solutions with anisotropic features, e.g. strong boundary and/or interior layers. This anisotropy is reflected in the discretization by using meshes with anisotropic elements. The quality of the numerical solution rests on the robustness of the a posteriori error estimator with respect to both the perturbation parameters of the problem and the anisotropy of the mesh. The simplest local error estimator from the implementation point of view is the so-called hierarchical error estimator. The reliability proof is usually based on two prerequisites: the saturation assumption and the strengthened Cauchy-Schwarz inequality. The proofs of these facts are extended in the present work for the case of the singularly perturbed reaction-diffusion equation and of the meshes with anisotropic elements. It is shown that the constants in the corresponding estimates do neither depend on the aspect ratio of the elements, nor on the perturbation parameters. Utilizing the above arguments the concluding reliability proof is provided as well as the efficiency proof of the estimator, both independent of the aspect ratio and perturbation parameters.

L’objectif de cette thèse est d’étudier et de donner des outils pour la compréhension des problèmes de perturbations singulières pour des modèles épidémiques et des problèmes de dynamiques de populations. Les modèles considérés sont des équations structurées en âge qui peuvent dans certains cas se réécrire comme des équations à retard. L’étude de ces classes d’exemples s’est faite avec succès et a permis de comprendre et de mettre en évidence toute la complexité et l’étendue de ces problèmes. Comme on peut le remarquer dans la littérature, l’une des clés fondamentales à la compréhension de ces problèmes est l’étude des variétés normalement hyperboliques en dimension infinie que nous avons largement étudiées dans cette thèse. L’approche utilisée est la méthode de Lyapunov-Perron. Ce qui nous a amené à étudier les problèmes de persistance et d’existence de trichotomie (dichotomie) exponentielle qui sont des éléments fondamentaux dans l’utilisation de cette méthode. / In this thesis we aim to give tools to understand singular perturbations in epidemic model sand population dynamic models. We study some singularly perturbed delay differential equation which does not enter into the class frame work of geometric singular perturbation for delay differential equations. An example of singularly perturbed age structured model is also studied. The study of these examples allowed us to understand and highlight some complexities of these problems. One of the main tools in understanding such questions is the normally hyperbolic manifolds theory which is our central focus in this thesis. The approach used here is the Lyapunov-Perron method. Therefore the problems of persistence and existence of exponential trichotomy (dichotomy) are also stressed since there are one of the mainingredients of this method.

Les gyroscopes laser à gaz constituent une solution technique de haute performances dans les problématiques de navigation inertielle. Néanmoins, pour de très faibles vitesses de rotation, les petites imperfections des miroirs de la cavité optique font que les deux faisceaux contra-propageant sont verrouillés en phase. En conséquence, les mesures en quadrature de leur différence de phase ne permettent plus de remonter directement aux vitesses de rotation à l'intérieur d'une zone autour de zéro, dite zone aveugle statique, ou, si l'on utilise une procédure d'activation mécanique, dite zone aveugle dynamique. Ce travail montre qu'il est néanmoins possible, en utilisant des méthodes issues du filtrage et de l'estimation, de remonter aux vitesses de rotation mêmes si ces dernières sont en zone aveugle. Pour cela, on part d'une modélisation physique de la dynamique que l'on simplifie par des techniques de perturbations singulières pour en déduire une généralisation des équations de Lamb. Il s'agit de quatre équations différentielles non-linéaires qui décrivent la dynamique des intensités et des phases des deux faisceaux contra-propageant. Une étude qualitative par perturbations régulières, stabilité exponentielle des points d'équilibre et applications de Poincaré permet de caractériser les zones aveugles statiques et dynamiques en fonction des imperfections dues aux miroirs. Il est alors possible d'estimer en ligne avec un observateur asymptotique fondé sur les moindre carrés récursifs ces imperfections en rajoutant aux deux mesures en quadrature celles des deux intensités. La connaissance précise de ces imperfections permet alors de les compenser dans la dynamique de la phase relative, et ainsi d'estimer les rotations en zone aveugle. Des simulations numériques détaillées illustrent l'intérêt de ces observateurs pour augmenter la précision des gyroscopes à gaz. / Gaz ring laser gyroscopes provide a high performance technical solution for inertial navigation. However, for very low rotational speeds, the mirrors imperfections of the optical cavity induce a locking phenomena between the phases of the two counter-propagating Laser beams. Hence, the measurements of the phase difference can no longer be used when the speed is within an area around zero, called lock-in zone, or,if a procedure of mechanical dithering is implemented, dithering lock-in zone. Nevertheless, this work shows that it is possible using filtering and estimation methods to measure the speed even within the lock-in zones. To achieve this result, we exploit a physical modeling of the dynamics that we simplify, using singular perturbation techniques, to obtain a generalization of Lamb's equations. There are four non-linear differential equations describing the dynamics of the intensities and phases of the two counter-propagating beams. A qualitative study by regular perturbation theory, exponential stability of the equilibrium points and Poincaré maps allows a characterisation of the lock-in zones according to the mirrors imperfections. It is then possible to estimate online, with an asymptotic observer based on recursive least squares, these imperfections by considering the additional measurements of the beam intensities. Accurate knowledge of these imperfections enables us to compensate them in the dynamic of the relative phase, and thus to estimate rotational speeds within the lock-in zones. Detailed numerical simulations illustrate the interest of those observers to increase the accuracy of gas ring laser gyroscopes.

Cette thèse traite du problème de la réduction de modèle pour les systèmes quantiquesouverts possédant différentes échelles de temps, également connu sous le nom d’éliminationadiabatique. L’objectif est d’obtenir une méthode générale d’élimination adiabatiqueassurant la structure quantique du modèle réduit.On considère un système quantique ouvert, décrit par une équation maîtresse deLindblad possédant deux échelles de temps, la dynamique rapide faisant converger lesystème vers un état d’équilibre. Les systèmes associés à un état d’équilibre unique ouune variété d’états d’équilibre ("decoherence-free space") sont considérés. La dynamiquelente est traitée comme une perturbation. En utilisant la séparation des échelles de temps,on développe une nouvelle technique d’élimination adiabatique pour obtenir, à n’importequel ordre, le modèle réduit décrivant les variables lentes. Cette méthode, basée sur undéveloppement asymptotique et la théorie géométrique des perturbations singulières, assureune bonne interprétation physique du modèle réduit au second ordre en exprimant ladynamique réduite sous une forme de Lindblad et la paramétrisation définissant la variétélente dans une forme de Kraus (préservant la trace et complètement positif). On obtientainsi des formules explicites, pour calculer le modèle réduit jusqu’au second ordre, dans lecas des systèmes composites faiblement couplés, de façon Hamiltonienne ou en cascade;des premiers résultats au troisième ordre sont présentés. Pour les systèmes possédant unevariété d’états d’équilibre, des formules explicites pour calculer le modèle réduit jusqu’ausecond ordre sont également obtenues. / This thesis addresses the model reduction problem for open quantum systems with differenttime-scales, also called adiabatic elimination. The objective is to derive a generic adiabaticelimination technique preserving the quantum structure for the reduced model.We consider an open quantum system, described by a Lindblad master equation withtwo time-scales, where the fast time-scale drives the system towards an equilibrium state.The cases of a unique steady state and a manifold of steady states (decoherence-free space)are considered. The slow dynamics is treated as a perturbation. Using the time-scaleseparation, we developed a new adiabatic elimination technique to derive at any orderthe reduced model describing the slow variables. The method, based on an asymptoticexpansion and geometric singular perturbation theory, ensures the physical interpretationof the reduced second-order model by giving the reduced dynamics in a Lindblad formand the mapping defining the slow manifold as a completely positive trace-preserving map(Kraus map) form. We give explicit second-order formulas, to compute the reduced model,for composite systems with weak - Hamiltonian or cascade - coupling between the twosubsystems and preliminary results on the third order. For systems with decoherence-freespace, explicit second order formulas are as well derived.

Let us consider the singularly perturbed model problem Lu := -epsilon laplace u-bu_x+cu = f with homogeneous Dirichlet boundary conditions on the unit-square (0,1)^2. Assuming that b > 0 is of order one, the small perturbation parameter 0 < epsilon << 1 causes boundary layers in the solution. In order to solve above problem numerically, it is beneficial to resolve these layers. On properly layer-adapted meshes we can apply finite element methods and observe convergence. We will consider standard Galerkin and stabilised FEM applied to above problem. Therein the polynomial order p will be usually greater then two, i.e. we will consider higher-order methods. Most of the analysis presented here is done in the standard energy norm. Nevertheless, the question arises: Is this the right norm for this kind of problem, especially if characteristic layers occur? We will address this question by looking into a balanced norm. Finally, a-posteriori error analysis is an important tool to construct adapted meshes iteratively by solving discrete problems, estimating the error and adjusting the mesh accordingly. We will present estimates on the Green’s function associated with L, that can be used to derive pointwise error estimators.

Philosophiae Doctor - PhD / Fitted Numerical Methods for Delay Di erential Equations Arising in Biology E.B.M. Bashier PhD thesis, Department of Mathematics and Applied Mathematics,Faculty of Natural Sciences, University of the Western Cape. This thesis deals with the design and analysis of tted numerical methods for some delay di erential models that arise in biology. Very often such di erential equations are very complex in nature and hence the well-known standard numerical methods seldom produce reliable numerical solutions to these problems. Ine ciencies of these methods are mostly accumulated due to their dependence on crude step sizes and unrealistic stability conditions.This usually happens because standard numerical methods are initially designed to solve a class of general problems without considering the structure of any individual problems. In this thesis, issues like these are resolved for a set of delay di erential equations. Though the developed approaches are very simplistic in nature, they could solve very complex problems as is shown in di erent chapters.The underlying idea behind the construction of most of the numerical methods in this thesis is to incorporate some of the qualitative features of the solution of the problems into the discrete models. Resulting methods are termed as tted numerical methods. These methods have high stability properties, acceptable (better in many cases) orders of convergence, less computational complexities and they provide reliable solutions with less CPU times as compared to most of the other conventional solvers. The results obtained by these methods are comparable to those found in the literature. The other salient feature of the proposed tted methods is that they are unconditionally stable for most of the problems under consideration.We have compared the performances of our tted numerical methods with well-known software packages, for example, the classical fourth-order Runge-Kutta method, standard nite di erence methods, dde23 (a MATLAB routine) and found that our methods perform much better. Finally, wherever appropriate, we have indicated possible extensions of our approaches to cater for other classes of problems. May 2009.

Let us consider the singularly perturbed model problem Lu := -epsilon laplace u-bu_x+cu = f with homogeneous Dirichlet boundary conditions on the unit-square (0,1)^2. Assuming that b > 0 is of order one, the small perturbation parameter 0 < epsilon << 1 causes boundary layers in the solution. In order to solve above problem numerically, it is beneficial to resolve these layers. On properly layer-adapted meshes we can apply finite element methods and observe convergence. We will consider standard Galerkin and stabilised FEM applied to above problem. Therein the polynomial order p will be usually greater then two, i.e. we will consider higher-order methods. Most of the analysis presented here is done in the standard energy norm. Nevertheless, the question arises: Is this the right norm for this kind of problem, especially if characteristic layers occur? We will address this question by looking into a balanced norm. Finally, a-posteriori error analysis is an important tool to construct adapted meshes iteratively by solving discrete problems, estimating the error and adjusting the mesh accordingly. We will present estimates on the Green’s function associated with L, that can be used to derive pointwise error estimators.

Cette thèse porte sur la modélisation, pour le contrôle, des profils de compositions dans les colonnes de distillation cryogénique. Nous obtenons un modèle non-linéaire de convection-diffusion par réduction d'un modèle d'équations-bilans singulièrement perturbé. Du point de vue de l'automatique, nous nous intéressons à la stabilité des profils de compositions résultants, ainsi qu'à leur observabilité. Du point de vue du procédé, la nouvauté de notre modèle réside dans la prise en compte d'une efficacité de garnissage dépendant des conditions d'opération de la colonne. Le modèle est validé par des comparaisons avec des données de fonctionnement dynamique issues d'une unité de séparation réelle, pour la séparation d'un mélange binaire. Sur le cas plus complexe d'une cascade de colonnes séparant un mélange ternaire, le modèle montre une grande sensibilité aux erreurs d'estimation des taux de reflux. Des résultats adaptés du champ de la chromatographie nous permettent de relier cette sensibilité à des erreurs d'estimation des vitesses d'ondes de compositions cohérentes. En parallèle, nous proposons et testons également un modèle de fonctions de transfert simple (fondé sur des gains statiques et des retards purs uniquement) pour les petites dynamiques de compositions, qui dépend explicitement de valeurs mesurables ou observables sur le procédé / This thesis addresses the problem of modeling the composition profiles dynamics inside cryogenic distillation columns, for control applications. We obtain a non-linear convection-diffusion model from the reduction of a singularly perturbed mass-balances model. In the control theory framework, we consider the stability of the resulting composition profiles and their observability. From the process viewpoint, we express the novelty of our model in terms of operating-conditions dependent packing efficiency. The model is validated against real dynamic plant data for a binary separation case. On a more complex, ternary separation columns cascade, the model shows highly sensitive to reflux rate estimation errors. Result adapted from the field of chromatography allows us to interpret this sensitivity in terms of erroneous coherent composition waves speeds. In parallel, we also propose and test a simple transfer functions model (based on static gains and pure delays only) for small composition dynamics, which explicitly depends on measurable or observable process data.