The main goal of the thesis is to construct explicit, s-stage, strong-stability-preserving (SSP) Hermite–Birkhoff (HB) time discretization methods of order p with nonnegative coefficients for the integration of hyperbolic conservation laws. The Shu–Osher form and the canonical Shu–Osher form by means of the vector formulation for SSP Runge–Kutta (RK) methods are extended to SSP HB methods. The SSP coefficients of k-step, s-stage methods of order p, HB(k,s,p), as combinations of k-step methods of order (p − 3) with s-stage explicit RK methods of order 4, and k-step methods of order (p-4) with s-stage explicit RK methods of order 5, respectively, for s = 4, 5,..., 10 and p = 4, 5,..., 12, are constructed and compared with other methods. The good efficiency gains of the new, optimal, SSP HB methods over other SSP methods, such as Huang’s hybrid methods and RK methods, are numerically shown by means of their effective SSP coefficients and largest effective CFL numbers. The formulae of these new, optimal methods are presented in their Shu–Osher form.

This dissertation deals with some computational and analytic challenges for dynamic process operations using first-principles models. For processes with significant spatial variations, spatially distributed first-principles models can provide accurate physical descriptions, which are crucial for offline dynamic simulation and optimization. However, the large amount of time required to solve these detailed models limits their use for online applications such as nonlinear model predictive control (NMPC). To cope with the computational challenge, we develop computationally efficient and accurate dynamic reduced order models which are tractable for NMPC using temporal and spatial model reduction techniques. Then we introduce an input and state blocking strategy for NMPC to further enhance computational efficiency. To improve the overall economic performance of process systems, one promising solution is to use economic NMPC which directly optimizes the economic performance based on first-principles dynamic models. However, complex process models bring challenges for the analysis and design of stable economic NMPC controllers. To solve this issue, we develop a simple and less conservative regularization strategy with focuses on a reduced set of states to design stable economic NMPC controllers. In this thesis, we study the operation problems of a solid sorbent-based CO2 capture system with bubbling fluidized bed (BFB) reactors as key components, which are described by a large-scale nonlinear system of partial-differential algebraic equations. By integrating dynamic reduced models and blocking strategy, the computational cost of NMPC can be reduced by an order of magnitude, with almost no compromise in control performance. In addition, a sensitivity based fast NMPC algorithm is utilized to enable the online control of the BFB reactor. For economic NMPC study, compared with full space regularization, the reduced regularization strategy is simpler to implement and lead to less conservative regularization weights. We analyze the stability properties of the reduced regularization strategy and demonstrate its performance in the economic NMPC case study for the CO2 capture system.

[pt] O eixo medial é uma descrição compacta de um objeto que preserva sua topologia e induz naturalmente uma discretização da sua forma como união de bolas. O estudo de união de bolas possui aplicações em diversas áreas da Matemática, em particular na Geometria Computacional onde se usa, por exemplo, para reconstrução de curvas e superfícies. Este trabalho pretende utilizar união de bolas para simular deformações a partir do eixo medial, apresentando conceitos e teoremas a fim de construir algoritmos para a extração do eixo medial em R3. A deformação será, então, definida por movimentos locais das bolas ao longo das direções do eixo medial. Este trabalho contém resultados com movimentos simples, em um programa que utiliza a biblioteca CGAL / [en] The medial axis is a compact description of an object that preserves its topology and naturally induces a discretisation of its forma in terms of union of balls. The study of union of balls has applications in various areas of Mathematics, in particular in Computational Geometry where it is used for curve and surface reconstruction. This work pretends to use union of balls in order to simulate deformations described on the medial axis. It introduces concepts and theorems in order to setup algorithms for medial axis extraction in R3. The deformation will thus be defined by local ball moves along the medial axis directions. This work contains results with simple movements, in a program that uses the CGAL library

Un grand nombre de phénomènes nous entourant peuvent être décrit par des modèles hybrides, c'est-à-dire, mettant en jeu simultanément une dynamique continu et une dynamique discrète. Également, il n'est pas rare que ces dynamiques puissent évoluer dans des échelles de temps différentes. Dans cette thèse, nous nous intéressons à l'analyse de stabilité des systèmes à commutations singulièrement perturbés à temps continu. En présence de commutations, l'analyse de stabilité des systèmes singulièrement perturbés dite "classique" (séparation des échelles de temps) n'est plus valable. En nous plaçant en dimension deux et en considérant deux modes, nous donnons une caractérisation complète du comportement asymptotique de tels systèmes lorsque le paramètre de perturbation tend vers zéro. Ensuite, nous étudions la discrétisation des systèmes à commutations singulièrement perturbés, en portant un intérêt particulier aux méthodes de discrétisation permettant de préserver la stabilité et les fonctions de Lyapunov quadratiques communes / Many phenomena we encounter can be described by hybrid models, namely, consisting of one continuous dynamic and one discret dynamic at the same time. Moreover, these dynamics often evolves in different time scales. In this thesis, we deal with the stability analysis of singularly perturbed switched systems in continuous time. When we consider switchings, the "classical" approach (decoupling fast and slow dynamics) allowing to analyse stability of singularly perturbed systems doesn't hold anymore. Considering second order singularly perturbed switched systems woth two modes, we completely characterize de stability behavior of such systems when the perturbation parameter goes to zero. Then, we study the discretization of singularly perturbed switched systems. In particular, we focus on methods allowing to preserve stability and common quadratic Lyapunov functions

Cette thèse est consacrée à l’enrichissement du modèle mathématique classique des structures intelligentes, en tenant compte des effets thermiques, et à son étude analytique et numérique. Il s'agit typiquement de structures se présentant sous forme de capteurs ou actionneurs, piézoélectriques et/ou magnétostrictifs, dont les propriétés dépendent de la température. On présente d'abord des résultats d'existence et unicité concernant deux problèmes posés sur un domaine tridimensionnel : le problème dynamique et le problème quasi-statique. A partir du problème quasi-statique on déduit un modèle bidimensionnel de plaque grâce à la méthode des développements asymptotiques en considérant quatre types différents de conditions aux limites, chacun visant à modéliser un comportement de type capteur et/ou actionneur. Chacun des quatre problèmes se découple en un problème membranaire et un problème de flexion. Ce dernier est un problème d'évolution qui tient compte d'un effet d'inertie de rotation. On focalise ensuite notre attention sur ce problème et on en présente une étude mathématique et numérique. L'analyse numérique est complétée avec des tests effectués sous l'environnement FreeFEM++. / This thesis is devoted to the enrichment of the usual mathematical model of smart structures, by taking into account thermal effects, and to its mathematical and numerical study. By the expression "smart structures" we refer to structures acting as sensors or actuators, whose properties depend on the temperature. We present at first the results of existence and uniqueness concerning two problems posed on a three-dimensional domain: the dynamic problem and the quasi-static problem. Based on the quasi-static problem, we infer a two-dimensional plate model by means of the asymptotic expansion method by considering four different sets of boundary conditions, each one featuring a sensor-like or an actuator-like behavior. Each of the four problems decouples into a membrane problem and a flexural problem. The latter is an evolution problem that accounts for a rotational inertia effect. Attention is then focused on this problem by presenting a mathematical and numerical study of it. Our numerical analysis is complemented with numerical tests carried out under the FreeFEM++ environment.

O objetivo deste trabalho é o estudo de métodos multigrid para a solução de equações elípticas na esfera, discretizadas em malhas esféricas geodésicas icosaédricas. Malhas esféricas geradas a partir de sólidos platônicos receberam crescente atenção ao longo da última década, por serem razoavelmente uniformes e não apresentarem concentração de pontos em torno dos pólos como as tradicionais malhas latitude-longitude. Em especial, as malhas geodésicas icosaédricas (geradas a partir de um icosaedro inscrito na esfera com suas faces projetadas na superfície) têm sido adotadas no desenvolvimento de diversos modelos atmosféricos. Nestes é comum a necessidade de resolução de equações do tipo Poisson como parte do método de integração, motivando o nosso trabalho. Adotamos uma discretização do operador de Laplace baseada em volumes finitos. Para tal escrevemos o laplaciano como o divergente do gradiente. O divergente é discretizado com base nos fluxos nos pontos médios das arestas das células computacionais (com o auxílio do teorema da divergência de Gauss) e no uso de diferenças centradas para aproximar as derivadas nesses pontos médios. Validamos a discretização para o operador de Laplace resolvendo uma equação de Poisson através dos métodos iterativos de Jacobi e Gauss-Seidel. Estes sabidamente não são eficientes computacionalmente, devido ao grande e crescente número de iterações necessárias para atingir a convergência ao refinar a malha. Uma alternativa muito eficiente para a resolução de equações elípticas é a métodologia multigrid. Investigamos alguns métodos multigrid propostos na literatura para a solução destas equações na malha esférica geodésica icosaédrica. A partir desse estudo, utilizando também como referência a Análise Local de Fourier para a equação de Poisson em malhas hexagonais uniformes, como uma aproximação para malhas geodésicas icosaédricas, escolhemos um algoritmo multigrid para implementação. Testamos algumas opções para as componentes do esquema multigrid. Obtivemos taxas de convergência muito boas com V(1,1) ciclos com relaxação por Gauss-Seidel, restrição full weighting e interpolação linear. / This work is dedicated to the numerical solution of elliptic equations on the sphere, discretized on geodesic icosahedral grids. Spherical meshes generated from projections of platonic solids received considerable attention in the last decade, once they are almost isotropic and do not present a concentration of grid points around the poles, as traditional latitude-longitude grids. In particular, the geodesic icosahedral spherical grids have been adopted in the development of several atmospheric models. In these models, the necessity to solve Poisson type equations is very common, providing a motivation for our present work. We have employed a discretization of the Laplace operator based on finite volumes. We write the Laplacian as the divergent of the gradient operator and use Gauss theorem to derive the discretization of the operator. We integrate the fluxes along the cell borders and approximate them through finite-differences. We first validated the discretization solving Poisson\'s equation with a simple (and very innefficient) Jacobi-Relaxation and Gauss-Seidel. We then investigated the use of multigrid type schemes for the solution of this equation. We have analysed some schemes proposed in the literature, also using an idealized Local Fourier Analysis on hexagonal (planar) grids to estimate the behaviour of the schemes on the icosaedral grids. We have implemented and tested a multigrid method, comparing the performance with different relaxation schemes and transfer operators. We have obtained a very efficient method employing V(1,1) cycles with Gauss-Seidel relaxation, and full-weighting and linear interpolation as transfer-operators.

O objetivo deste trabalho é o estudo de métodos multigrid para a solução de equações elípticas na esfera, discretizadas em malhas esféricas geodésicas icosaédricas. Malhas esféricas geradas a partir de sólidos platônicos receberam crescente atenção ao longo da última década, por serem razoavelmente uniformes e não apresentarem concentração de pontos em torno dos pólos como as tradicionais malhas latitude-longitude. Em especial, as malhas geodésicas icosaédricas (geradas a partir de um icosaedro inscrito na esfera com suas faces projetadas na superfície) têm sido adotadas no desenvolvimento de diversos modelos atmosféricos. Nestes é comum a necessidade de resolução de equações do tipo Poisson como parte do método de integração, motivando o nosso trabalho. Adotamos uma discretização do operador de Laplace baseada em volumes finitos. Para tal escrevemos o laplaciano como o divergente do gradiente. O divergente é discretizado com base nos fluxos nos pontos médios das arestas das células computacionais (com o auxílio do teorema da divergência de Gauss) e no uso de diferenças centradas para aproximar as derivadas nesses pontos médios. Validamos a discretização para o operador de Laplace resolvendo uma equação de Poisson através dos métodos iterativos de Jacobi e Gauss-Seidel. Estes sabidamente não são eficientes computacionalmente, devido ao grande e crescente número de iterações necessárias para atingir a convergência ao refinar a malha. Uma alternativa muito eficiente para a resolução de equações elípticas é a métodologia multigrid. Investigamos alguns métodos multigrid propostos na literatura para a solução destas equações na malha esférica geodésica icosaédrica. A partir desse estudo, utilizando também como referência a Análise Local de Fourier para a equação de Poisson em malhas hexagonais uniformes, como uma aproximação para malhas geodésicas icosaédricas, escolhemos um algoritmo multigrid para implementação. Testamos algumas opções para as componentes do esquema multigrid. Obtivemos taxas de convergência muito boas com V(1,1) ciclos com relaxação por Gauss-Seidel, restrição full weighting e interpolação linear. / This work is dedicated to the numerical solution of elliptic equations on the sphere, discretized on geodesic icosahedral grids. Spherical meshes generated from projections of platonic solids received considerable attention in the last decade, once they are almost isotropic and do not present a concentration of grid points around the poles, as traditional latitude-longitude grids. In particular, the geodesic icosahedral spherical grids have been adopted in the development of several atmospheric models. In these models, the necessity to solve Poisson type equations is very common, providing a motivation for our present work. We have employed a discretization of the Laplace operator based on finite volumes. We write the Laplacian as the divergent of the gradient operator and use Gauss theorem to derive the discretization of the operator. We integrate the fluxes along the cell borders and approximate them through finite-differences. We first validated the discretization solving Poisson\'s equation with a simple (and very innefficient) Jacobi-Relaxation and Gauss-Seidel. We then investigated the use of multigrid type schemes for the solution of this equation. We have analysed some schemes proposed in the literature, also using an idealized Local Fourier Analysis on hexagonal (planar) grids to estimate the behaviour of the schemes on the icosaedral grids. We have implemented and tested a multigrid method, comparing the performance with different relaxation schemes and transfer operators. We have obtained a very efficient method employing V(1,1) cycles with Gauss-Seidel relaxation, and full-weighting and linear interpolation as transfer-operators.

Este trabalho tem por objetivo apresentar uma nova forma de analisar as redes de sincronismo de fase mutuamente conectadas. Estas redes são formadas por Phase-Locked Loops digitais ou DPLLs. O sinal gerado por cada DPLL é enviado a todos os demais dispositivos, formando a rede mutuamente conectada. Parte-se do pressuposto de que as ligações entre os dispositivos são dotadas de atrasos, o que dificulta o tratamento do problema. No entanto, é apresentado aqui um método para análise das malhas de sincronismo via discretização do modelo de tempo contínuo, objetivando dirimir essa dificuldade, já que atrasos são facilmente representados em modelos de tempo discreto. Para tanto, o modelo da rede no espaço de estados é equacionado a partir da rede. Esse modelo no espaço de estados é, então, discretizado e, enfim, pode-se determinar o estado síncrono da rede incluindo a freqüência de sincronismo e analisar sua estabilidade. Como se poderá constatar, escolhendo um período de amostragem adequado, pode-se representar o comportamento das redes de sincronismo com modelos discretos, obtendo elevado grau de precisão. / This work introduces a new method for studying a mutually-delayed-connected network of Digital Phase-Locked Loops DPLLs. The signal generated by a DPLL in the network is sent to all other devices in this same network. Because of delayed signals, it is difficult to treat this problem. So, its shown here a method for analyzing the networks via discretization of continuous time delay model in order to deal with this issue easily, considering that delays are naturally represented in discrete time models. First of all, a continuous state space model is obtained from mutually-connected network. Then, this model is discretized and, finally, the synchronous state can be determined and the stability can be analyzed. As shown below, choosing a proper time sample, the behavior of mutually-delayed-connected networks can be approximately represented by a discrete time model.

An Eulerian approach to fluid flow provides an efficient, stable paradigm for realistic fluid simulation. However, its traditional reliance on a fixed-resolution grid is not ideal for simulations that simultaneously exhibit both large and small-scale fluid phenomena. Octree-based fluid simulation approaches have provided the needed adaptivity, but the inherent weakness of a pointer-based tree structure has limited their effectiveness. We present a linear octree structure that provides a significant runtime speedup using these octree-based simulation algorithms. As memory prices continue to decline, we leverage additional memory when compared to traditional octree structures to provide this improvement. In addition to reducing the level of indirection in the data, because our linear octree is stored contiguously in memory as a simple C array rather than a recursive set of pointers, we provide a more cache-friendly data layout than a traditional octree. In our testing, our approach yielded run-times that were 1.5 to nearly 5 times faster than the same simulations running on a traditional octree implementation.

Sliding mode control (SMC) has been successfully applied to many practical control problems due to its attractive features such as invariance to matched uncertainties. The characteristic feature of a continuous-time SMC system is that sliding mode occurs on a prescribed manifold, where switching control is employed to maintain the state on the surface. When a sliding mode is realized, the system exhibits some superior robustness properties with respect to external matched uncertainties. However, the realization of the ideal sliding mode requires switching with an infinite frequency. Control algorithms are now commonly implemented in digital electronics due to the increasingly affordable microprocessor hardware although the essential conceptual framework of the feedback design still remains to be in the continuous-time domain. Discrete sliding mode control has been extensively studied to address some basic questions associated with the sliding mode control of discrete-time systems with relatively low switching frequencies. However, the complex dynamical behaviours due to discretization in continuous-time SMC systems have not yet been fully explored. In this thesis, the discretization behaviours of SMC systems are investigated. In particular, one of the most frequently used discretization schemes for digital controller implementation, the zero-order-holder discretization, is studied. First, single-input SMC systems are discretized, stability and boundary conditions of the digitized SMC systems are derived. Furthermore, some inherent dynamical properties such as periodic phenomenon, of the discretized SMC systems are studied. We also explored the discretization behaviours of the disturbed SMC systems. Their steady-state behaviours are discussed using a symbolic dynamics approach under the constant and periodic matched uncertainties. Next, discretized high-order SMC systems and sliding mode based observers are explored using the same analysis method. At last, the thesis investigates discretization effects on the SMC systems with multiple inputs. Some conditions are first derived for ensuring the