This dissertation aims to use theory and numerical simulations to quantify the propagation of fronts, which consist of autocatalytic reaction fronts, fronts with feedback and pattern forming fronts in Rayleigh-Bénard convection. The velocity and geometry of fronts are quantified for fronts traveling through straight parallel convection rolls, spatiotemporally chaotic rolls, and weakly turbulent rolls. The front velocity is found to be dependent on the competing influence of the orientation of the convection rolls and the geometry of the wrinkled front interface which is quantified as a fractal having a non-integer box-counting dimension. Front induced solutal and thermal feedback to the convective flow field is then studied by solving an exothermic autocatalytic reaction where the products and the reactants can vary in density. A single self-organized fluid roll propagating with the front is created by the solutal feedback while a pair of propagating counterrotating convection rolls are formed due to heat release from the reaction. Depending on the relative change in density induced by the solutal and thermal feedback, cooperative and antagonistic feedback scenarios are quantified. It is found that front induced feedback enhances the front velocity and reactive mixing length and induces spatiotemporal oscillations in the front and fluid dynamics. Using perturbation expansions, a transition in symmetry and scaling behavior of the front and fluid dynamics for larger values of feedback is studied. The front velocity, flow structure, front geometry and reactive mixing length scales for a range of solutal and thermal feedback are quantified. Lastly, pattern forming fronts of convection rolls are studied and the wavelength and velocity selected by the front near the onset of convective instability are investigated. This research was partially supported by DARPA Grant No. HR0011-16-2-0033. The numerical computations were done using the resources of the Advanced Research Computing center at Virginia Tech. / Doctor of Philosophy / Quantification of transport of reacting species in the presence of a flow field is important in many problems of engineering and science. A front is described as a moving interface between two different states of a system such as between the products and reactants in a chemical reaction. An example is a line of wildfire which separates burnt and fresh vegetation and propagates until all the fresh vegetation is consumed. In this dissertation the propagation of reacting fronts in the presence of convective flow fields of varying complexity is studied. It is found that the spatial variations in a convective flow field affects the burning and propagation of fronts by reorienting the geometry of the front interface. The velocity of the propagating fronts and its dependence on the spatial variation of the flow field is quantified. In certain scenarios the propagating front feeds back to the flow by inducing a local flow that interacts with the background convection. The rich and emergent dynamics resulting from this front induced feedback is quantified and it is found that feedback enhances the burning and propagation of fronts. Finally, the properties of pattern forming fronts are studied for fronts which leave a trail of spatial structures behind as they propagate for example in dendritic solidification and crystal growth. Pattern forming fronts of convection rolls are studied and the velocity of the front and spatial distribution of the patterns left behind by the front is quantified. This research was partially supported by DARPA Grant No. HR0011-16-2-0033. The numerical computations were done using the resources of the Advanced Research Computing center at Virginia Tech.

In this thesis, we study a class of reaction-diffusion equations of the form $\frac{\partial u}{\partial t} = \mathcal{L}u + \phi u - \tfrac{1}{k} u^{k+1}$ where $\mathcal{L}$ is the stochastic generator of a Markov process, $\phi$ is a function of the space variables and $k\in \mathbb{R}\backslash\{0\}$. An important example, in the case when $k > 0$, is equations of the FKPP-type. We also give an example from the theory of utility maximisation problems when such equations arise and in this case $k < 0$. We introduce a new representation, for the solution of the equation, as the optimal value of an optimal control problem. We also give a second representation which can be seen as a dual problem to the first optimisation problem. We note that this is a new type of dual problem and we compare it to the standard Lagrangian dual formulation. By choosing controls in the optimisation problems we obtain upper and lower bounds on the solution to the PDE. We use these bounds to study the speed of the wave front of the PDE in the case when $\mathcal{L}$ is the generator of a suitable Lévy process.

This thesis aims to provide a better understanding of the role of mountain building in the carbon cycle. The amount of CO2 released into the atmosphere due to metamorphic processes is largely unknown. To constrain the quantity of CO2 released, fluid-driven reactions in metamorphic rocks can be studied by tracking fluid-rock interactions along ancient fluid flow pathways. The thesis is divided into two parts: 1) modeling of fluid flow rates and durations within shear zones and fractures during greenschist- and blueschist-facies metamorphism and 2) the assessment of possible mechanisms of fluid infiltration into rocks during greenschist- to epidote-amphibolite-facies metamorphism and controlling chemical and mineralogical factors of reaction front propagation. On the island Syros, Greece, fluid-rock interaction was examined along a shear zone and within brittle fractures to calculate fluid flux rates, flow velocities and durations. Petrological, geochemical and thermodynamic evidence show that the flux of CO2-bearing fluids along the shear zone was 100-2000 times larger than the fluid flux in the surrounding rocks. The time-averaged fluid flow velocity and flow duration along brittle fractures was calculated by using a governing equation for one-dimensional transport (advection and diffusion) and field-based parameterization. This study shows that fluid flow along fractures on Syros was rapid and short lived. Mechanisms and controlling factors of fluid infiltration were studied in greenschist- to epidote-amphibolite-facies metabasalts in SW Scotland. Fluid infiltration into metabasaltic sills was unassisted by deformation and occurred along grain boundaries of hydrous minerals (e.g. amphibole) while other minerals (e.g. quartz) prevent fluid infiltration. Petrological, mineralogical and chemical studies of the sills show that the availability of reactant minerals and mechanical factors, e.g. volume change in epidote, are primary controls of reaction front propagation. / <p>At the time of the doctoral defense, the following papers were unpublished and had a status as follows: Paper 2: Manuscript. Paper 3: Manuscript. Paper 4: Manuscript.</p><p> </p>

Ce travail porte sur la résolution de problèmes faisant intervenir des mouvements d'interfaces. Dans les différentes parties de cette thèse, on cherche à déterminer ces mouvements d'interfaces en résolvant des modèles approchés consistant en des équations ou des systèmes d'équations sur des champs. Les problèmes obtenus sont des équations paraboliques et des systèmes hyperboliques. Dans la première partie (chapitre 2), on étudie un modèle simplifié pour la propagation d'une onde de souffle en dynamique des fluides compressibles. Ce modèle peut s'écrire sous la forme d'un système hyperbolique, et on construit un algorithme résolvant numériquement ce système par une méthode de type Fast-Marching. On mène également une étude théorique de ce système pour déterminer des solutions de référence et tester la validité de l'algorithme. Dans la deuxième partie (chapitres 3 à 5), les équations approchées sont de type parabolique, et on cherche à montrer l'existence de solutions de type régime permanent à ces équations. Dans les chapitres 3 et 4, on étudie une équation générique en une dimension associée à des phénomènes de réaction-diffusion. Dans le chapitre 3, on montre l'existence de solutions quasi-planes pour un terme de réaction (terme non-linéaire) assez général, et dans le chapitre 4 on utilise ces résultats pour montrer l'existence d'ondes pulsatoires progressives dans le cas spécifique d'une non-linéarité bistable. Le modèle étudié dans le chapitre 5 est un modèle de champ de phase approchant un modèle de dynamique des dislocations dans un cristal, dans un domaine correspondant physiquement à une source de Frank-Read / This work is about the resolution of problems associated with the motion of interfaces. In each part of this thesis, the goal is to determine the motion of interfaces by the use of approached models consisting of equations or systems of equation on fields. The problems we get are parabolic equations and hyperbolic systems. In the first part (Chapter 2), we study a simplified model for the propagation of a shock wave in compressible fluid dynamics. This model can be written as a hyperbolic system, and we construct an algorithm to solve it numerically by a Fast-Marching like method. We also conduct a theoretical study of this system to determine reference solutions and test the algorithm. In the second part (Chapters 3 to 5), the approached models yield parabolic equations, and our goal is to show the existence of permanent regime solutions for these equations. Chapter 3 and 4 are dedicated to the study of a generic one-dimensional equation modelling reaction-diffusion phenomena. In Chapter 3, we show the existence of plane-like solutions for a general reaction term, and in Chapter 4 we use this result to show the existence of pulsating travelling waves in the specific case of a bistable nonlinearity. In Chapter 5, we study a phase-field model approaching a model for the dynamics of dislocations in a crystal, in a domain corresponding to a Frank-Read source

Die vorliegende Arbeit befasst sich mit der Verallgemeinerung von Reaktions-Diffusions-Systemen auf Subdiffusion. Die subdiffusive Dynamik auf mesoskopischer Skala wurde mittels Continuous-Time Random Walks mit breiten Wartezeitverteilungen modelliert. Die Reaktion findet auf mikroskopischer Skala, d.h. während der Wartezeiten, statt und unterliegt dem Massenwirkungsgesetz. Die resultierenden Integro-Differentialgleichungen weisen im Integralkern des Transportterms eine Abhängigkeit von der Reaktion auf. Im Falle der Degradation A->0 wurde ein allgemeiner Ausdruck für die Lösungen beliebiger Dirichlet-Randwertprobleme hergeleitet. Die Annahme, dass die Reaktion dem Massenwirkungsgesetz unterliegt, ist eine entscheidende Voraussetzung für die Existenz stationärer Profile unter Subdiffusion. Eine nichtlineare Reaktion stellt die irreversible autokatalytische Reaktion A+B->2A unter Subdiffusion dar. Es wurde ein Analogon zur Fisher-Kolmogorov-Petrovskii-Piscounov-Gleichung (FKPP) aufgestellt und die resultierenden propagierenden Fronten untersucht. Numerische Simulationen legten die Existenz zweier Regimes nahe, die sowohl mittels eines Crossover-Argumentes als auch durch analytische Berechnungen untersucht wurden. Das erste Regime ist charakterisiert durch eine Front, deren Breite und Geschwindigkeit sich mit der Zeit verringert. Das zweite, fluktuationsdominierte Regime liegt nicht im Geltungsbereich der kontinuierlichen Gleichung und weist eine stärkere Abnahme der Frontgeschwindigkeit sowie eine atomar scharf definierte Front auf. Ein anderes Szenario, bei dem eine Spezies A in ein mit immobilen B-Partikeln besetztes Medium hineindiffundiert und gemäß dem Schema A+B->(inert) reagiert, wurde ebenfalls betrachtet. Diese Anordnung wurde näherungsweise als ein Randwertproblem mit einem beweglichen Rand (Stefan-Problem) formuliert. Die analytisch gewonnenen Ergebnisse bzgl. der Position des beweglichen Randes wurden durch numerische Simulationen untermauert. / The present work studies the generalization of reaction-diffusion schemes to subdiffusion. The subdiffusive dynamics was modelled by means of continuous-time random walks on a mesoscopic scale with a heavy-tailed waiting time pdf lacking the first moment. The reaction was assumed to take place on a microscopic scale, i.e. during the waiting times, obeying the mass action law. The resultant equations are of integro-differential form, and the reaction explicitly affects the transport term. The long ranged memory of the subdiffusion kernel is modified by a factor accounting for the reaction of particles during the waiting times. The degradation A->0 was considered and a general expression for the solution to arbitrary Dirichlet Boundary Value Problems was derived. For stationary solutions to exist in reaction-subdiffusion, the assumption of reactions according to classical rate kinetics is essential. As an example for a nonlinear reaction-subdiffusion system, the irreversible autocatalytic reaction A+B->2A under subdiffusion is considered. A subdiffusive analogue of the classical Fisher-Kolmogorov-Petrovskii-Piscounov (FKPP) equation was derived and the resultant propagating fronts were studied. Two different regimes were detected in numerical simulations, and were discussed using both crossover arguments and analytic calculations. The first regime is characterized by a decaying front velocity and width. The fluctuation dominated regime is not within the scope of the continuous description. The velocity of the front decays faster in time than in the continuous regime, and the front is atomically sharp. Another setup where reactants A penetrate a medium initially filled with immobile reactants B and react according to the scheme A+B->(inert) was also considered. This problem was approximately described in terms of a moving boundary problem (Stefan-problem). The theoretical predictions concerning the moving boundary were corroborated by numerical simulations.

Cette thèse est consacrée à l'étude de phénomènes de propagation dans des modèles d’EDP venant de la biologie. On étudie des équations cinétiques inspirées par le déplacement de colonies de bactéries ainsi que des équations de réaction-diffusion importantes en écologie afin de reproduire plusieurs phénomènes de dynamique et d'évolution des populations. La première partie étudie des phénomènes de propagation pour des équations cinétiques. Nous étudions l'existence et la stabilité d'ondes progressives pour des modèles ou la dispersion est donnée par un opérateur hyperbolique et non par une diffusion. Cela fait entrer en jeu un ensemble de vitesses admissibles, et selon cet ensemble, divers résultats sont obtenus. Dans le cas d'un ensemble de vitesses borné, nous construisons des fronts qui se propagent à une vitesse déterminée par une relation de dispersion. Dans le cas d'un ensemble de vitesses non borné, on prouve un phénomène de propagation accélérée dont on précise la loi d'échelle. On adapte ensuite à des équations cinétiques une méthode basée sur les équations de Hamilton-Jacobi pour décrire des phénomènes de propagation. On montre alors comment déterminer un Hamiltonien effectif à partir de l'équation cinétique initiale, et prouvons des théorèmes de convergence.La seconde partie concerne l'étude de modèles de populations structurées en espace et en phénotype. Ces modèles sont importants pour comprendre l'interaction entre invasion et évolution. On y construit d'abord des ondes progressives que l'on étudie qualitativement pour montrer l'impact de la variabilité phénotypique sur la vitesse et la distribution des phénotypes à l'avant du front. On met aussi en place le formalisme Hamilton-Jacobi pour l'étude de la propagation dans ces équations de réaction-diffusion non locales.Deux annexes complètent le travail, l'une étant un travail en cours sur la dispersion cinétique en domaine non-borné, l'autre étant plus numérique et illustre l’introduction. / This thesis is devoted to the study of propagation phenomena in PDE models arising from biology. We study kinetic equations coming from the modeling of the movement of colonies of bacteria, but also reaction-diffusion equations which are of great interest in ecology to reproduce several features of dynamics and evolution of populations. The first part studies propagation phenomena for kinetic equations. We study existence and stability of travelling wave solutions for models where the dispersal part is given by an hyperbolic operator rather than by a diffusion. A set of admissible velocities comes into the game and we obtain various types of results depending on this set. In the case of a bounded set of velocities, we construct travelling fronts that propagate according to a speed given by a dispersion relation. When the velocity set is unbounded, we prove an accelerating propagation phenomena, for which we give the spreading rate. Then, we adapt to kinetic equations the Hamilton-Jacobi approach to front propagation. We show how to derive an effective Hamiltonian from the original kinetic equation, and prove some convergence results.The second part is devoted to studying models for populations structured by space and phenotypical trait. These models are important to understand interactions between invasion and evolution. We first construct travelling waves that we study qualitatively to show the influence of the genetical variability on the speed and the distribution of phenotypes at the edge of the front. We also perform the Hamilton-Jacobi approach for these non-local reaction-diffusion equations.Two appendices complete this work, one deals with the study of kinetic dispersal in unbounded domains, the other one being numerical aspects of competition models.

Métodos de resolução numérica de equações diferenciais parciais que utilizam ondaletas como base vêm sendo desenvolvidos nas últimas décadas, mas existe uma carência de estudos mais profundos das características computacionais dos mesmos. Neste estudo analisou-se detalhadamente um método espectral de Galerkin com base de ondaletas harmônicas. Revisou-se a teoria matemática referente às ondaletas harmônicas, que mostrou ter grande similaridade com a teoria referente à base trigonométrica de Fourier. Diversos testes numéricos foram realizados. Ao analisarmos a resolução da equação do transporte linear, e também de transporte não linear (equação de Burgers), obtivemos boas aproximações da solução esperada. O custo computacional obtido foi similar ao método com base de Fourier, mas com ondaletas harmônicas foi possível usar a localidade das ondaletas para detectar características de localidade do sinal. Analisamos ainda uma abordagem pseudo-espectral para os casos não lineares, que resultaram em um expressivo aumento de eficiência. Tendo em vista o uso das propriedades de localidade das ondaletas, usamos o método de Galerkin com base de ondaletas harmônicas para resolver um sistema de equações referente a um modelo de propagação de frentes de precipitação. O método mostrou boas aproximações das soluções esperadas, custo computacional ótimo e ainda a possibilidade de se obter espectralmente informações sobre a localização da frente de precipitação. / Numerical methods to solve partial differential equations based on wavelets have been developed in the last two decades, but there is a lack of studies on their computational characteristics. In this study a Galerkin spectral method using harmonic wavelets base has been thoroughly analyzed. We performed a review on the mathematics of harmonic wavelets, that showed a great similarity with Fourier basis. Several numerical experiments were made. Analyzing the use of the Galerkin method, with harmonic wavelets, on linear and non linear transport equations, we achieved good approximations in respect to the expected solution. The computational cost resulted to be similar to the same method with Fourier basis. On the other hand, employing harmonic wavelets we were able to obtain local information of the solution by simple inspection of the spectral coeffcients. We also analyzed a pseudo-spectral method based on harmonic wavelets for the non linear equations, resulting in a great improvement in efficiency. Looking towards using the locality propriety of harmonic wavelets, we tested the Galerkin method on a precipitation front propagation model. The method resulted in good approximations to the expected solution, optimal computational cost and the possibility of obtaining information on the locality of the precipitation fronts spectrally.

Métodos de resolução numérica de equações diferenciais parciais que utilizam ondaletas como base vêm sendo desenvolvidos nas últimas décadas, mas existe uma carência de estudos mais profundos das características computacionais dos mesmos. Neste estudo analisou-se detalhadamente um método espectral de Galerkin com base de ondaletas harmônicas. Revisou-se a teoria matemática referente às ondaletas harmônicas, que mostrou ter grande similaridade com a teoria referente à base trigonométrica de Fourier. Diversos testes numéricos foram realizados. Ao analisarmos a resolução da equação do transporte linear, e também de transporte não linear (equação de Burgers), obtivemos boas aproximações da solução esperada. O custo computacional obtido foi similar ao método com base de Fourier, mas com ondaletas harmônicas foi possível usar a localidade das ondaletas para detectar características de localidade do sinal. Analisamos ainda uma abordagem pseudo-espectral para os casos não lineares, que resultaram em um expressivo aumento de eficiência. Tendo em vista o uso das propriedades de localidade das ondaletas, usamos o método de Galerkin com base de ondaletas harmônicas para resolver um sistema de equações referente a um modelo de propagação de frentes de precipitação. O método mostrou boas aproximações das soluções esperadas, custo computacional ótimo e ainda a possibilidade de se obter espectralmente informações sobre a localização da frente de precipitação. / Numerical methods to solve partial differential equations based on wavelets have been developed in the last two decades, but there is a lack of studies on their computational characteristics. In this study a Galerkin spectral method using harmonic wavelets base has been thoroughly analyzed. We performed a review on the mathematics of harmonic wavelets, that showed a great similarity with Fourier basis. Several numerical experiments were made. Analyzing the use of the Galerkin method, with harmonic wavelets, on linear and non linear transport equations, we achieved good approximations in respect to the expected solution. The computational cost resulted to be similar to the same method with Fourier basis. On the other hand, employing harmonic wavelets we were able to obtain local information of the solution by simple inspection of the spectral coeffcients. We also analyzed a pseudo-spectral method based on harmonic wavelets for the non linear equations, resulting in a great improvement in efficiency. Looking towards using the locality propriety of harmonic wavelets, we tested the Galerkin method on a precipitation front propagation model. The method resulted in good approximations to the expected solution, optimal computational cost and the possibility of obtaining information on the locality of the precipitation fronts spectrally.

Cette thèse étudie des modèles mathématiques inspirés par la biologie. Plus précisément, nous nous concentrons sur des équations aux dérivées partielles cinétiques. Les champs d'application des équations cinétiques sont nombreux mais nous nous concentrons ici sur des phénomènes de propagation d'espèces invasives, notamment la bactérie Escherichia coli et le crapaud buffle Rhinella marina.La première partie de la thèse ne présente pas de résultats mathématiques. Nous construisons plusieurs modélisations pour la dispersion à grande échelle du crapaud buffle en Australie. Nous confrontons ces mêmes modèles à des données statistiques multiples (taux de fécondité, taux de survie, comportements dispersifs) pour mesurer leur pertinence. Ces modèles font intervenir des processus à sauts de vitesses et des équations cinétiques.Dans la seconde partie, nous étudions des phénomènes de propagation dans des modèles cinétiques plus simples. Nous illustrons plusieurs méthodes pour établir mathématiquement des formules de vitesse de propagation dans ces modèles. Cette partie nous amène à établir des résultats de convergence d'équations cinétiques vers des équations de Hamilton-Jacobi par la méthode de la fonction test perturbée. Nous montrons également comment le formalisme Hamilton-Jacobi permet de trouver des résultats de propagation et enfin, nous construisons des solutions en ondes progressives pour un modèle de transport-réaction. Dans la dernière partie, nous établissons un résultat de limite de diffusion stochastique pour une équation cinétique aléatoire. Pour ce faire, nous adaptons la méthode de la fonction test perturbée sur la formulation d'une EDP stochastique en terme de générateurs infinitésimaux.La thèse comporte également une annexe qui expose les données trajectorielles des crapauds dont nous nous servons en première partie." / In this thesis, we study some biology inspired mathematical models. More precisely, we focus on kinetic partial differential equations. The fields of application of such equations are numerous but we focus here on propagation phenomena for invasive species, the Escherichia coli bacterium and the cane toad Rhinella marina, for example. The first part of this this does not establish any mathematical result. We build several models for the dispersion of the cane toad in Australia. We confront those very models to multiple statistical data (birth rate, survival rate, dispersal behaviors) to test their validity. Those models are based on velocity-jump processes and kinetic equations. In the second part, we study propagation phenomena on simpler kinetic models. We illustrate several methods to mathematically establish propagation speed in this models. This part leads us to establish convergence results of kinetic equations to Hamilton-Jacobi equations by the perturbed test function method. We also show how to use the Hamilton-Jacobi framework to establish spreading results et finally, we build travelling wave solutions for reaction-transport model. In the last part, we establish a stochastic diffusion limit result for a kinetic equation with a random term. To do so, we adapt the perturbed test function method on the formulation of a stochastic PDE in term of infinitesimal generators. The thesis also contains an annex which presents the data on toads’ trajectories used in the first part."

Dans ce travail, on étudie l'homogénéisation de quelques problèmes de propagations de fronts dans des milieux stationnaires et ergodiques. Dans la première partie, on étudie l'homogénéisation stochastique de quelques problèmes de propagations de fronts non-locaux. En particulier, on donne une version non-locale de la méthode de la fonction test perturbée d'Evans. La deuxième partie est consacrée à l'approximation numérique du Hamiltonien effectif qui découle de l'homogénéisation stochastique des équations de Hamilton-Jacobi. On établit des estimations d'erreurs entre les solutions numériques et l'Hamiltonien effectif. Dans la troisième partie, on s'intéresse à l'homogénéisation stochastique de problèmes de propagations de fronts qui évoluent dans la direction normale avec une vitesse qui peut être non bornée. On montre des résultats d'homogénéisation dans le cas des milieux i.i.d. / In this work, we study the homogenization of some front propagation problems in stationary ergodic media. In the first part, we study the stochastic homogenization of non-local front propagation problems. In particular, we give a non-local variation of the perturbed test function method of Evans. The second part is devoted to numerical approximations of the effective Hamiltonian arising in stochastic homogenization of Hamilton-Jacobi equations. We establish error estimates between numerical solutions and the effective Hamiltonian. In the third part, we are interested in the stochastic homogenization of front propagation problems moving in the normal direction with possible unbounded velocity. Assuming that the media satisfies a finite range of dependence condition, we prove homogenization results.