In this thesis, high order accurate discretization schemes for partial differential equations are investigated. In the first paper, the linearized two-dimensional Navier-Stokes equations are considered. A special formulation of the boundary conditions is used and estimates for the solution to the continuous problem in terms of the boundary conditions are derived using a normal mode analysis. Similar estimates are achieved for the discretized equations. For the discretization, a second order finite difference scheme on a staggered mesh is used. In Paper II, the analysis for the second order scheme is used to develop a fourth order scheme for the fully nonlinear Navier-Stokes equations. The fully nonlinear incompressible Navier-Stokes equations in two space dimensions are considered on an orthogonal curvilinear grid. Numerical tests are performed with a fourth order accurate Padé type spatial finite difference scheme and a semi-implicit BDF2 scheme in time. In Papers III-V, a class of high order accurate time-discretization schemes based on the deferred correction principle is investigated. The deferred correction principle is based on iteratively eliminating lower order terms in the local truncation error, using previously calculated solutions, in each iteration obtaining more accurate solutions. It is proven that the schemes are unconditionally stable and stability estimates are given using the energy method. Error estimates and smoothness requirements are derived. Special attention is given to the implementation of the boundary conditions for PDE. The scheme is applied to a series of numerical problems, confirming the theoretical results. In the sixth paper, a time-compact fourth order accurate time discretization for the one- and two-dimensional wave equation is considered. Unconditional stability is established and fourth order accuracy is numerically verified. The scheme is applied to a two-dimensional wave propagation problem with discontinuous coefficients.

In this thesis, the numerical solution of time-dependent partial differential equations (PDE) is studied. In particular high-order finite difference methods on Summation-by-parts (SBP) form are analysed and applied to model problems as well as the PDEs governing aerodynamics. The SBP property together with an implementation of boundary conditions called SAT (Simultaneous Approximation Term), yields stability by energy estimates. The first derivative SBP operators were originally derived for Cartesian grids. Since aerodynamic computations are the ultimate goal, the scheme must also be stable on curvilinear grids. We prove that stability on curvilinear grids is only achieved for a subclass of the SBP operators. Furthermore, aerodynamics often requires addition of artificial dissipation and we derive an SBP version. With the SBP-SAT technique it is possible to split the computational domain into a multi-block structure which simplifies grid generation and more complex geometries can be resolved. To resolve extremely complex geometries an unstructured discretisation method must be used. Hence, we have studied a finite volume approximation of the Laplacian. It can be shown to be on SBP form and a new boundary treatment is derived. Based on the Laplacian scheme, we also derive an SBP artificial dissipation for finite volume schemes. We derive a new set of boundary conditions that leads to an energy estimate for the linearised three-dimensional Navier-Stokes equations. The new boundary conditions will be used to construct a stable SBP-SAT discretisation. To obtain an energy estimate for the discrete equation, it is necessary to discretise all the second derivatives by using the first derivative approximation twice. According to previous theory that would imply a degradation of formal accuracy but we present a proof that this is not the case.

Since the introduction of modern computers, numerical methods for atmospheric simulations have routinely been applied for weather prediction, and in the last fifty years, there has been a steady improvement in the accuracy of forecasts. Accurate numerical models of the atmosphere are also becoming more important as researchers rely on global climate simulations to assess and understand the impact of global warming. The choice of grid in a numerical model is an important design decision and no obvious optimal choice exists for computations in spherical geometry. Despite this disadvantage, grid-based methods are found in all current circulation models. A different approach to the issue of discretizing the surface of the sphere is given by meshless methods, of which radial basis function (RBF) methods are becoming prevalent. In this thesis, RBF methods for simulation of atmospheric flows are explored. Several techniques are introduced to increase the efficiency of the methods. By utilizing a novel algorithm for adaptively placing the node points, accuracy is shown to improve by over one order of magnitude for two relevant test problems. The computational cost can also be reduced by using a local finite difference-like RBF scheme. However, this requires a stabilization mechanism for the hyperbolic problems of interest here. A hyper-viscosity scheme is introduced to address this issue. Another stability issue arising from the ill-conditioning of the RBF basis for almost-flat basis functions is also discussed in the thesis, and two algorithms are proposed for dealing with this stability problem. The algorithms are specifically tailored for the task of creating finite difference weights using RBFs and are expected to overcome the issue of stationary error in local RBF collocation.

Supersonic flows over both simple and complex geometries involve features over a wide spectrum of spatial and temporal scales, whose resolution in a numerical solution is of significant importance for accurate predictions in engineering applications. While CFD has been greatly developed in the last 30 years, the desire and necessity to perform more complex, high fidelity simulations still remains. The present thesis has introduced two major innovations regarding the fidelity of numerical solutions of the compressible \ns equations. The first one is the development of new a priori mesh quality measures for the Finite Volume (FV) method on mixed-type (quadrilateral/triangular) element meshes. Elementary types of mesh distortion were identified expressing grid distortion in terms of stretching, skewness, shearing and non-alignment of the mesh. Through a rigorous truncation error analysis, novel grid quality measures were derived by emphasizing on the direct relation between mesh distortion and the quality indicators. They were applied over several meshes and their ability was observed to identify faithfully irregularly-shaped small or large distortions in any direction. It was concluded that accuracy degradation occurs even for small mesh distortions and especially at mixed-type element mesh interfaces the formal order of the FV method is degraded no matter of the mesh geometry and local mesh size. Therefore, in the present work, the high-order Discontinuous Galerkin (DG) discretization of the compressible flow equations was adopted as a means of achieving and attaining high resolution of flow features on irregular mixed-type meshes for flows with strong moving shocks. During the course of the thesis a code was developed and named HoAc (standing for High Order Accuracy), which can perform via the domain decomposition method parallel $p$-adaptive computations for flows with strong shocks on mixed-type element meshes over arbitrary geometries at a predefined arbitrary order of accuracy. In HoAc in contrast to other DG developments, all the numerical operations are performed in the computational space, for all element types. This choice constitutes the key element for the ability to perform $p$-adaptive computations along with modal hierarchical basis for the solution expansion. The time marching of the DG discretized Navier-Stokes system is performed with the aid of explicit Runge-Kutta methods or with a matrix-free implicit approach. The second innovation of the present thesis, which is also based on the choice of implementing the DG method on the regular computational space, is the development of a new $p$-adaptive limiting procedure for shock capturing of the implemented DG discretization. The new limiting approach along with positivity preserving limiters is suitable for computations of high speed flows with strong shocks around complex geometries. The unified approach for $p$-adaptive limiting on mixed-type meshes is achieved by applying the limiters on the transformed canonical elements, and it is fully automated without the need of ad hoc specification of parameters as it has been done with standard limiting approaches and in the artificial dissipation method for shock capturing. Verification and validation studies have been performed, which prove the correctness of the implemented discretization method in cases where the linear elements are adequate for the tessellation of the computational domain both for subsonic and supersonic flows. At present HoAc can handle only linear elements since most grid generators do not provide meshes with curved elements. Furthermore, p-adaptive computations with the implemented DG method were performed for a number of standard test cases for shock capturing schemes to illustrate the outstanding performance of the proposed $p$-adaptive limiting approach. The obtained results are in excellent agreement with analytical solutions and with experimental data, proving the excellent efficiency of the developed shock capturing method for the DG discretization of the equations of gas dynamics. / -

The elastic wave equation describes the propagation of elastic disturbances produced by seismic events in the Earth or vibrations in plates and beams. The acoustic wave equation governs the propagation of sound. The description of the wave fields resulting from an initial configuration or time dependent forces is a valuable tool when gaining insight into the effects of the layering of the Earth, the propagation of earthquakes or the behavior of underwater sound. In the most general case exact solutions to both the elastic wave equation and the acoustic wave equation are impossible to construct. Numerical methods that produce approximative solutions to the underlaying equations now become valuable tools. In this thesis we construct numerical solvers for the elastic and acoustic wave equations with focus on stability, high order of accuracy, boundary conditions and geometric flexibility. The numerical solvers are used to study wave boundary interactions and effects of curved geometries. We also compare the methods that we have constructed to other methods for the simulation of elastic and acoustic wave motion.

abstract: High-order methods are known for their accuracy and computational performance when applied to solving partial differential equations and have widespread use in representing images compactly. Nonetheless, high-order methods have difficulty representing functions containing discontinuities or functions having slow spectral decay in the chosen basis. Certain sensing techniques such as MRI and SAR provide data in terms of Fourier coefficients, and thus prescribe a natural high-order basis. The field of compressed sensing has introduced a set of techniques based on $\ell^1$ regularization that promote sparsity and facilitate working with functions having discontinuities. In this dissertation, high-order methods and $\ell^1$ regularization are used to address three problems: reconstructing piecewise smooth functions from sparse and and noisy Fourier data, recovering edge locations in piecewise smooth functions from sparse and noisy Fourier data, and reducing time-stepping constraints when numerically solving certain time-dependent hyperbolic partial differential equations. / Dissertation/Thesis / Doctoral Dissertation Applied Mathematics 2016

Investigamos analiticamente as propriedades estatísticas dos mínimos locais (estados metaestáveis) de vidros de spin de Ising com interações de p-spins na presença de um campo magnético h. O número médio de mínimos, assim como a sobreposição típica entre pares de mínimos idênticos são calculados para qualquer valor de p. Para p &#62 2 e h pequeno mostramos que a sobreposição típica qt é uma função descontínua da energia. O tamanho na descontinuidade em qt cresce com p e decresce com h, indo a zero para valores finitos do campo magnético [1]. Investigamos as correções ao alcance infinito para o caso em que h = 0 e encontramos que o número de estados metaestáveis aumenta quando o efeito de conectividade finita é considerado e esse aumento torna-se mais pronunciado à medida que p aumenta [2]. Ainda, estudamos a termodinâmica deste modelo utilizando o método das réplicas. Demos ênfase à análise da transição entre os regimes de simetria de réplicas e o primeiro passo de quebra de simetria de réplicas. Em particular, derivamos condições analíticas para o início da transição contínua, assim como para a localização do ponto tricrítico onde a transição entre os dois regimes torna-se descontínua [3]. Como aplicação de interações de ordem alta em sistemas de spins contínuos, estudamos analiticamente as propriedades estatísticas de um ecossistema composto de N espécies interagindo através de interações Gaussianas aleatórias de ordem p &#8805 2 e auto-interações determinísticas u &#8805 0. Para o caso u &#8800 0, o aumento na ordem das interações faz com que o sistema se torne mais cooperativo. Para p &#62 2 há um limite inferior para a concentração de espécies sobreviventes, prevenindo a existência de espécies raras e, conseqüentemente, aumentando a robustez do ecossistema contra perturbações externas [4]. / The statistical properties of the local optima (metastable states) of the infinite range Ising spin glass with p-spin interactions in the presence of an external magnetic field h are investigated analytically. The average number of optima as well as the typical overlap between pairs of identical optima are calculated for general p. For p &#62 2 and small h we show that the typical overlap qt is a discontinuous function of the energy. The size of the jump in qt increases with p and decreases with h, vanishing at finite values of the magnetic field [1]. We study the corrections to the infinite range model for h = 0 and find that the number of local optima increases as the effect of the finite connectivity is considered, and that this increase becomes more pronounced for large p [2]. Furthermore, we study analytically the thermodynamics of this model using the replica method, giving emphasis to the analysis of the transition between the replica symmetric and the one-step of replica symmetry breaking regimes. In particular, we derive analytical conditions for the onset of the continuous transition, as well as for the location of the tricritical point at which the transition between those two regimes becomes discontinuous [3]. As an application of high-order interactions in systems of continuous spins, we study the statistical properties of an ecosystem composed of N species interacting via random Gaussian interactions of order p &#8805 2, and deterministic self-interactions u &#8805 0. For nonzero u the increase of the order of the interactions makes the system more cooperative. We find that for p &#62 2 there is a threshold value which gives a lower bound to the concentration of the surviving species, preventing then the existence of rare species and, consequently, increasing the robustness of the ecosystem to external perturbations [4].

Conselho Nacional de Desenvolvimento CientÃfico e TecnolÃgico / Nesse trabalho iremos considerar uma hipersuperficie conexa, completa e orientÃvel da esfera unitÃria euclidiana Sn+1 com curvatura de ordem superior constante positiva. Provaremos sob certas condiÃÃes geomÃtricas, que caso a imagem da AplicaÃÃo de Gauss de M estiver contida em um hemisfÃrio fechado,entÃo M Ã uma hipersuperfÃcie totalmente umbÃlica de Sn+1 . / In this work we will consider connected, complete and orientable hyper-surface of the unit euclidean sphere Sn+1 with constant positive high order curvature. We will prove that under certain geometric conditions, if the image of the Gauss mapping of M is contained in a closed hemisphere, then M is atotally umbilic hypersurface of Sn+1.

Cette thèse est consacrée à l'analyse de l'association de codes LDPC non-binaires (LDPC-NB) à des modulations d’ordre élevé. Cette association vise à améliorer l’efficacité spectrale pour les futurs systèmes de communication sans fil. Notre approche a consisté à tirer au maximum profit de l'association directe des symboles d’un code LDPC-NB sur un corps de Galois avec une constellation de même cardinalité. Notre première contribution concerne la diversité spatiale obtenue dans un canal de Rayleigh avec et sans effacement en faisant subir une rotation à la constellation. Nous proposons d’utiliser l'information mutuelle comme paramètre d’optimisation de l’angle de rotation, et ce pour les modulations de type « BICM » et les modulations codées. Cette étude permet de mettre en évidence les avantages de la modulation codée par rapport à la modulation BICM de l’état de l’art. Par simulation de Monte-Carlo, nous montrons que les gains de codage théoriques se retrouvent dans les systèmes pratiques. Notre deuxième contribution consiste à concevoir conjointement l'étiquetage des points de constellation et le choix des coefficients d'une équation de parité en fonction de la distance euclidienne, et non plus de la distance de Hamming. Une méthode d’optimisation est proposée. Les codes ainsi construits offrent des gains de performance de 0.2 dB et ce, sans ajout de complexité. / This thesis is devoted to the analysis of the association of non-binary LDPC codes (NB-LDPC) with high-order modulations. This association aims to improve the spectral efficiency of future wireless communication systems. Our approach tries to take maximum advantage of the straight association between NB-LDPC codes over a Galois Field with modulation constellations of the same cardinality. We first investigate the optimization of the signal space diversity technique obtained with the Rayleigh channel (with and without erasure) thanks to the rotation of the constellation. To optimize the rotation angle, the mutual information analysis is performed for both coded modulation (CM) and bit-interleaved coded modulation (BICM) schemes. The study shows the advantages of coded modulations over the state-of-the-art BCIM modulations. Using Monte Carlo simulation, we show that the theoretical gains translate into actual gains in practical systems. In the second part of the thesis, we propose to perform a joint optimization of constellation labeling and parity-check coefficient choice, based on the Euclidian distance instead of the Hamming distance. An optimization method is proposed. Using the optimized matrices, a gain of 0.2 dB in performance is obtained with no additional complexity.

L'évaluation précise de la surface équivalente radar (SER) large bande de cibles complexes et de grande dimension est réalisée par des méthodes numériques rigoureuses. Parmi celles-ci, la méthode des différences finies dans le domaine temporel (FDTD) est bien adaptée pour effectuer ce calcul de SER sur une large bande de fréquence et obtenir une signature temporelle de la cible. Le schéma de Yee, schéma FDTD historique pour la simulation de propagation d'ondes électromagnétiques en régime transitoire, souffre de deux points faibles cruciaux: la dispersion numérique imposant une finesse de maillage; et l'approximation de la géométrie curviligne par un maillage cartésien avec des marches d'escalier détériorant la qualité des résultats. Les schémas FDTD d'ordre supérieur en espace ont été investigués pour la réduction de l'effet de la dispersion numérique. Dans cette thèse, le schéma Conservative Modified FDTD(2,4) a été développé dont les performances, en précision et en ressources, sont très intéressantes pour le calcul de SER. Liés au problème de l'approximation de la géométrie curviligne, le traitement des bords de plaques métalliques reste une difficulté non résolue pour les schémas FDTD(2,4) à stencil élargi. Les techniques conformes sont des approches développées pour le schéma de Yee, lesquelles ont été étudiées pour les schémas FDTD(2,4) afin de prendre en compte correctement la géométrie curviligne. Nous proposons une nouvelle approche reposant sur le modèle des fils obliques pour la modélisation des éléments surfaciques métalliques. Des applications SER de cibles montrent que celle-ci est prometteuse. / Rigorous numerical methods are used to compute an accurate wideband radar cross section (RCS) evaluation of large complex targets. Among these, finite differences in time domain method is appropriated for the wideband characteristic and also to obtain a transient responses of the target. The Yee scheme, known historically as an FDTD scheme for Maxwell equations, is hindered by two crucial weak points: numerical dispersion which imposes a high mesh resolution; and staircase approximation of curve geometry which deteriorates results quality. High-order space differential operator for FDTD schemes have been investigated to limit numerical dispersion errors. In this thesis, the Conservative Modified FDTD(2,4) scheme has been developed and its performance has shown very accurate results with reasonable workload for RCS computation. Relating to curve geometry modeling problem, metallic edges modeling is still an unsolved problem for FDTD(2,4) schemes with enlarged stencil. Conformal techniques have been developed for the Yee scheme and has been studied for FDTD(2,4) to accurately model curve geometry. We propose a new approach based on oblique thin wire model to model metallic surfaces. RCS computations of several targets have shown that this method is promising.