O seguinte trabalho procura estudar problemas de fronteira móvel, conhecidos por problemas de Stefan, bem como aproximar suas soluções. Aplicações de problemas de Stefan encontram-se, por exemplo, na física termal de mudança de estados, presente em diversos fenômenos físicos e químicos naturais e na indústria. Devido a não-linearidade, a maior parte destes problemas não possuem solução analítica conhecida e uma técnica comum para se aproximar soluções é o método de balanceamento integral, inicialmente estudado por Goodman (1958). Este método e suas variações propõem perfis de aproximação no domínio da solução e resolvem uma versão integral da equação diferencial. O problema se resume a resolver uma equação diferencial ordinária no tempo envolvendo a profundidade de penetração do calor e o perfil de aproximação proposto. O trabalho estuda tais métodos para problemas termais clássicos em primeiro lugar, de modo que a extensão para problemas de Stefan seja natural. Refinamentos são apresentados, bem como uma técnica de subdivisão do espaço que resulta num esquema numérico. A técnica de imobilização e fronteira é desenvolvida e aplicada em diversos momentos, a fim de simplificar a utilização dos métodos integrais. / The current work aims to study moving boundary problems, known as Stefan problems, and approximate their solutions. Applications of Stefan problems are found in situations where there is change of physical state, present in several natural and industrial physical and chemical phenomena. Due to their inherent nonlinearity, most of these problems have no known analytic solution and a common technique to approximate solutions is the heat balance integral method, originally studied by Goodman (1958). This method and its variations propose an approximating profile and solve an integral version of the differential equation. The problem is reduced to solving an ordinary differential equation in time involving the depth of heat penetration and the proposed profile. This work studies such classic methods to thermal problems first, in a way that the extension to Stefan problems is natural. Refinements are presented, as well as a technique of subdividing the space domain which results in a numerical scheme. The technique of boundary immobilization is developed and applied at different times in order to simplify the use of these methods.

We study the regularity of weak solutions for the Stefan and Hele- Shaw problems with Gibbs-Thomson law under special conditions. The main result says that whenever the free boundary is Lipschitz in space and time it becomes (instantaneously) C[superscript 2,alpha] in space and its mean curvature is Hölder continuous. Additionally, a similar model related to the Signorini problem is introduced, in this case it is shown that for large times weak solutions converge to a stationary configuration. / text

The thesis deals with the mathematical model for Stefan phase change problems. The model is then used in optimization procedures aimed at extremization of quantities describing the thermal behavior. The thesis also includes the derivation of the diferential heat equation, methods of energy accumulation and an introduction to phase change materials used for accumulation.

This thesis is concerned with motion planning for the classical two-phase Stefan problem in level set formulation. The interface separating the fluid phases from the solid phases is represented as the zero level set of a continuous function whose evolution is described by the level set equation. Heat conduction in the two phases is modeled by the heat equation. A quadratic tracking-type cost functional that incorporates temperature tracking terms and a control cost term that expresses the desire to have the interface follow a prescribed trajectory by adjusting the heat flux through part of the boundary of the computational domain. The formal Lagrange approach is used to establish a first-order optimality system by applying shape calculus tools. For the numerical solution, the level set equation and its adjoint are discretized in space by discontinuous Galerkin methods that are combined with suitable explicit Runge-Kutta time stepping schemes, while the temperature and its adjoint are approximated in space by the extended finite element method (which accounts for the weak discontinuity of the temperature by a dynamic local modification of the underlying finite element spaces) combined with the implicit Euler method for the temporal discretization. The curvature of the interface which arises in the adjoint system is discretized by a finite element method as well. The projected gradient method, and, in the absence of control constraints, the limited memory BFGS method are used to solve the arising optimization problems. Several numerical examples highlight the potential of the proposed optimal control approach. In particular, they show that it inherits the geometric flexibility of the level set method. Thus, in addition to unidirectional solidification, closed interfaces and changes of topology can be tracked. Finally, the Moreau-Yosida regularization is applied to transform a state constraint on the position of the interface into a penalty term that is added to the cost functional. The optimality conditions for this penalized optimal control problem and its numerical solution are discussed. An example confirms the efficacy of the state constraint. / Die vorliegende Arbeit beschäftigt sich mit einem Optimalsteuerungsproblem für das klassische Stefan-Problem in zwei Phasen. Die Phasengrenze wird als Niveaulinie einer stetigen Funktion modelliert, was die Lösung der so genannten Level-Set-Gleichung erfordert. Durch Anpassen des Wärmeflusses am Rand des betrachteten Gebiets soll ein gewünschter Verlauf der Phasengrenze angesteuert werden. Zusammen mit dem Wunsch, ein vorgegebenes Temperaturprofil zu approximieren, wird dieses Ziel in einem quadratischen Zielfunktional formuliert. Die notwendigen Optimalitätsbedingungen erster Ordnung werden formal mit Hilfe der entsprechenden Lagrange-Funktion und unter Benutzung von Techniken aus der Formoptimierung hergeleitet. Für die numerische Lösung müssen die auftretenden partiellen Differentialgleichungen diskretisiert werden. Dies geschieht im Falle der Level-Set-Gleichung und ihrer Adjungierten auf Basis von unstetigen Galerkin-Verfahren und expliziten Runge-Kutta-Methoden. Die Wärmeleitungsgleichung und die entsprechende Gleichung im adjungierten System werden mit einer erweiterten Finite-Elemente-Methode im Ort sowie dem impliziten Euler-Verfahren in der Zeit diskretisiert. Dieser Zugang umgeht die aufwändige Adaption des Gitters, die normalerweise bei der FE-Diskretisierung von Phasenübergangsproblemen unvermeidbar ist. Auch die Krümmung der Phasengrenze wird numerisch mit Hilfe der Methode der finiten Elemente angenähert. Zur Lösung der auftretenden Optimierungsprobleme werden ein Gradienten-Projektionsverfahren und, im Fall dass keine Kontrollschranken vorliegen, die BFGS-Methode mit beschränktem Speicherbedarf eingesetzt. Numerische Beispiele beleuchten die Stärken des vorgeschlagenen Zugangs. Es stellt sich insbesondere heraus, dass sich die geometrische Flexibilität der Level-Set-Methode auf den vorgeschlagenen Zugang zur optimalen Steuerung vererbt. Zusätzlich zur gerichteten Bewegung einer flachen Phasengrenze können somit auch geschlossene Phasengrenzen sowie topologische Veränderungen angesteuert werden. Exemplarisch, und zwar an Hand einer Beschränkung an die Lage der Phasengrenze, wird auch noch die Behandlung von Zustandsbeschränkungen mittels der Moreau-Yosida-Regularisierung diskutiert. Ein numerisches Beispiel demonstriert die Wirkung der Zustandsbeschränkung.

This thesis is concerned with motion planning for the classical two-phase Stefan problem in level set formulation. The interface separating the fluid phases from the solid phases is represented as the zero level set of a continuous function whose evolution is described by the level set equation. Heat conduction in the two phases is modeled by the heat equation. A quadratic tracking-type cost functional that incorporates temperature tracking terms and a control cost term that expresses the desire to have the interface follow a prescribed trajectory by adjusting the heat flux through part of the boundary of the computational domain. The formal Lagrange approach is used to establish a first-order optimality system by applying shape calculus tools. For the numerical solution, the level set equation and its adjoint are discretized in space by discontinuous Galerkin methods that are combined with suitable explicit Runge-Kutta time stepping schemes, while the temperature and its adjoint are approximated in space by the extended finite element method (which accounts for the weak discontinuity of the temperature by a dynamic local modification of the underlying finite element spaces) combined with the implicit Euler method for the temporal discretization. The curvature of the interface which arises in the adjoint system is discretized by a finite element method as well. The projected gradient method, and, in the absence of control constraints, the limited memory BFGS method are used to solve the arising optimization problems. Several numerical examples highlight the potential of the proposed optimal control approach. In particular, they show that it inherits the geometric flexibility of the level set method. Thus, in addition to unidirectional solidification, closed interfaces and changes of topology can be tracked. Finally, the Moreau-Yosida regularization is applied to transform a state constraint on the position of the interface into a penalty term that is added to the cost functional. The optimality conditions for this penalized optimal control problem and its numerical solution are discussed. An example confirms the efficacy of the state constraint. / Die vorliegende Arbeit beschäftigt sich mit einem Optimalsteuerungsproblem für das klassische Stefan-Problem in zwei Phasen. Die Phasengrenze wird als Niveaulinie einer stetigen Funktion modelliert, was die Lösung der so genannten Level-Set-Gleichung erfordert. Durch Anpassen des Wärmeflusses am Rand des betrachteten Gebiets soll ein gewünschter Verlauf der Phasengrenze angesteuert werden. Zusammen mit dem Wunsch, ein vorgegebenes Temperaturprofil zu approximieren, wird dieses Ziel in einem quadratischen Zielfunktional formuliert. Die notwendigen Optimalitätsbedingungen erster Ordnung werden formal mit Hilfe der entsprechenden Lagrange-Funktion und unter Benutzung von Techniken aus der Formoptimierung hergeleitet. Für die numerische Lösung müssen die auftretenden partiellen Differentialgleichungen diskretisiert werden. Dies geschieht im Falle der Level-Set-Gleichung und ihrer Adjungierten auf Basis von unstetigen Galerkin-Verfahren und expliziten Runge-Kutta-Methoden. Die Wärmeleitungsgleichung und die entsprechende Gleichung im adjungierten System werden mit einer erweiterten Finite-Elemente-Methode im Ort sowie dem impliziten Euler-Verfahren in der Zeit diskretisiert. Dieser Zugang umgeht die aufwändige Adaption des Gitters, die normalerweise bei der FE-Diskretisierung von Phasenübergangsproblemen unvermeidbar ist. Auch die Krümmung der Phasengrenze wird numerisch mit Hilfe der Methode der finiten Elemente angenähert. Zur Lösung der auftretenden Optimierungsprobleme werden ein Gradienten-Projektionsverfahren und, im Fall dass keine Kontrollschranken vorliegen, die BFGS-Methode mit beschränktem Speicherbedarf eingesetzt. Numerische Beispiele beleuchten die Stärken des vorgeschlagenen Zugangs. Es stellt sich insbesondere heraus, dass sich die geometrische Flexibilität der Level-Set-Methode auf den vorgeschlagenen Zugang zur optimalen Steuerung vererbt. Zusätzlich zur gerichteten Bewegung einer flachen Phasengrenze können somit auch geschlossene Phasengrenzen sowie topologische Veränderungen angesteuert werden. Exemplarisch, und zwar an Hand einer Beschränkung an die Lage der Phasengrenze, wird auch noch die Behandlung von Zustandsbeschränkungen mittels der Moreau-Yosida-Regularisierung diskutiert. Ein numerisches Beispiel demonstriert die Wirkung der Zustandsbeschränkung.

O problema da condução de calor, envolvendo mudança de fase, foi resolvido para o caso de uma cavidade limitada por duas superfícies cilíndricas indefinidamente longas. As condições de contorno impostas consistem em manter a temperatura da superfície interna fixa e abaixo da temperatura de fusão do material que preenche a cavidade, enquanto que a temperatura da superfície externa é mantida fixa e acima da temperatura de fusão. Como condição inicial se fixou a temperatura de todo o material que preenche a cavidade no valor da temperatura da superfície externa. A solução obtida consiste em duas soluções da equação de condução de calor, uma escrita para o material solidificado e outra escrita para o material em estado líquido. As duas soluções são formalmente escritas em termos da posição da frente de mudança de fase, que é representada por uma superfície cilíndrica com raio em expansão dentro da cavidade. A posição dessa superfície é, a princípio, desconhecida e é calculada impondo o balanço de energia através da frente da mudança de fase. O balanço de energia é expresso por uma equação diferencial de primeira ordem, cuja solução numérica fornece a posição da frente como função do tempo. A substituição da posição da frente de mudança de fase em um instante particular, nas soluções da equação de condução de calor, fornece a temperatura nas duas fases naquele instante. A solução obtida é ilustrada através de exemplos numéricos. / The heat conduction problem, in the presence of a change of state, was solved for the case of an indefinitely long cylindrical layer cavity. As boundary conditions it is imposed that the internal surface of the cavity is maintained below the fusion temperature of the infilling substance and the external surface is kept above it. The solution, obtained in non-dimensional variables, consists in two closed form heat conduction equation solutions for the solidified and liquid regions, which formally depend of the, at first, unknown position of the phase change front. The energy balance through the phase change front furnishes the equation for time dependence of the front position, which is numerically solved. Substitution of the front position for a particular instant in the heat conduction equation solutions gives the temperature distribution inside the cavity at that moment. The solution is illustrated with numerical examples.

O problema da condução de calor, envolvendo mudança de fase, foi resolvido para o caso de uma cavidade limitada por duas superfícies cilíndricas indefinidamente longas. As condições de contorno impostas consistem em manter a temperatura da superfície interna fixa e abaixo da temperatura de fusão do material que preenche a cavidade, enquanto que a temperatura da superfície externa é mantida fixa e acima da temperatura de fusão. Como condição inicial se fixou a temperatura de todo o material que preenche a cavidade no valor da temperatura da superfície externa. A solução obtida consiste em duas soluções da equação de condução de calor, uma escrita para o material solidificado e outra escrita para o material em estado líquido. As duas soluções são formalmente escritas em termos da posição da frente de mudança de fase, que é representada por uma superfície cilíndrica com raio em expansão dentro da cavidade. A posição dessa superfície é, a princípio, desconhecida e é calculada impondo o balanço de energia através da frente da mudança de fase. O balanço de energia é expresso por uma equação diferencial de primeira ordem, cuja solução numérica fornece a posição da frente como função do tempo. A substituição da posição da frente de mudança de fase em um instante particular, nas soluções da equação de condução de calor, fornece a temperatura nas duas fases naquele instante. A solução obtida é ilustrada através de exemplos numéricos. / The heat conduction problem, in the presence of a change of state, was solved for the case of an indefinitely long cylindrical layer cavity. As boundary conditions it is imposed that the internal surface of the cavity is maintained below the fusion temperature of the infilling substance and the external surface is kept above it. The solution, obtained in non-dimensional variables, consists in two closed form heat conduction equation solutions for the solidified and liquid regions, which formally depend of the, at first, unknown position of the phase change front. The energy balance through the phase change front furnishes the equation for time dependence of the front position, which is numerically solved. Substitution of the front position for a particular instant in the heat conduction equation solutions gives the temperature distribution inside the cavity at that moment. The solution is illustrated with numerical examples.

Lors de la phase de rentrée atmosphérique d'une sonde spatiale, la paroi du corps est le siège de phénomènes physico-chimiques complexes. Nous nous intéressons dans cette thèse au cas où le matériau solide de l'objet de vol comporte plusieurs constituants s'ablatant de façon différentielle. En particulier, l'un de ces constituants subit un changement de phase donnant lieu à l'apparition d'une phase liquide. Nous sommes en présence de trois phases : solide, liquide et gaz. Les travaux effectués dans cette thèse correspondent au développement de méthodes numériques en 2D capables de modéliser les différentes interfaces en présence ainsi que l'évolution des fluides ou des matériaux séparés par celle-ci. L'enjeu principal de la thèse est de proposer des méthodes et des algorithmes de couplage pour l'écoulement diphasique, la thermique multimatériaux et les changements de phase (fusion et sublimation) / During atmospheric reentry phase of a spacecraft, its body surface is the seat of complex physico-chemical phenomena. We focus in this thesis on the case where the wall of the flying object has several components ablating differentially. In particular, one of those components undergoes a phase change giving the rise to the introduction of a liquid phase. We have three phases in the domain: solid, liquid and gas phases.The work done in this thesis corresponds to the development of 2D numerical methods which can modelize the different interfaces. The main issue of this thesis is to propose methods and algorithms for coupling the two-phase flow, multi-material heat problems and phase changes (melting and sublimation).

La notion de schémas gradients, conçue pour les équations elliptiques et paraboliques, linéaires et non-linéaires a l'avantage de fournir des résultats de convergence et d'estimations d'erreur valables pour de nombreuses familles de méthodes numériques (éléments finis conformes et non-conformes, éléments finis mixtes, différences finies ...). Vérifier un ensemble restreint de propriétés suffit pour prouver qu'une méthode numérique donnée rentre dans le cadre de travail des schémas gradients et donc qu'elle sera convergente sur les différents problèmes traités. L'étude du problème de Stefan, celle du problème de Stokes incompressible, ainsi que celle des équations de Navier-Stokes incompressibles sont présentées dans cette thèse, chacune présentant un théorème de convergence établi à l'aide des schémas gradients. Pour Stokes et Navier-Stokes, nous donnerons une preuve de convergence pour les cas stationnaires et transitoires en modifiant certaines hypothèses ce qui aura comme effet de trouver des résultats de convergence différents. Finalement, nous présentons également quatre méthodes (Taylor-Hood, Crouzeix-Raviart, Marker-and-Cell, Hybrid Mixed Mimetic) pour ces deux problèmes et nous vérifions qu'elles rentrent bien dans le cadre des schémas gradients / The notion of gradient schemes, designed for linear and nonlinear elliptic and parabolic problems has the benefit of providing common convergence and error estimates results, which hold for a wide variety of numerical methods (finite element methods, nonconforming and mixed finite element methods, hybrid and mixed mimetic finite difference methods ...). Checking a minimal set of properties for a given numerical method suffices to prove that it belongs to the gradient schemes framework, and therefore that it is convergent on the different problems studied here. The study of the Stefan problem, the incompressible Stokes one and also the incompressible Navier-Stokes equations are presented in this thesis, where each one gets a convergence theorem set up with the gradient schemes framework. For Stokes and Navier-Stokes, we both provide the proof for the steady and the transient case dealing with some variational hypotheses which bring different convergence results. Finally, we also present four methods (Taylor-Hood, Crouzeix-Raviart, Marker-and-Cell, Hybrid Mixed Mimetic) for these two problems and we check that they enter in the gradient schemes framework

Optimal control (motion planning) of the free interface in classical two-phase Stefan problems is considered. The evolution of the free interface is modeled by a level set function. The first-order optimality system is derived on a formal basis. It provides gradient information based on the adjoint temperature and adjoint level set function. Suitable discretization schemes for the forward and adjoint systems are described. Numerical examples verify the correctness and flexibility of the proposed scheme.:1 Introduction 2 Model Equations 3 The Optimal Control Problem and Optimality Conditions 4 Discretization of the Forward and Adjoint Systems 5 Numerical Results 6 Discussion and Conclusion A Formal Derivation of the Optimality Conditions B Transport Theorems and Shape Calculus