In this dissertation, we explore applications of partial differential equations with discontinuous coefficients. We consider the nonconforming immersed finite element methods (IFE) for modeling and simulating these partial differential equations. A one-dimensional second-order parabolic initial-boundary value problem with discontinuous coefficients is studied. We propose an extension of the immersed finite element method to a high-order immersed finite element method for solving one-dimensional parabolic interface problems. In addition, we introduce a nonconforming immersed finite element method to solve the two-dimensional parabolic problem with a moving interface. In the nonconforming IFE framework, the degrees of freedom are determined by the average integral value over the element edges. The continuity of the nonconforming IFE framework is in the weak sense in comparison the continuity of the conforming IFE framework. Numerical experiments are provided to demonstrate the features and the robustness of these methods. We introduce a class of lowest-order nonconforming immersed finite element methods for solving two-dimensional Stokes interface problem. On triangular meshes, the Crouzeix-Raviart element is used for velocity approximation, and piecewise constant for pressure. On rectangular meshes, the Rannacher-Turek rotated $Q_1$-$Q_0$ finite element is used. We also consider a new mixed immersed finite element method for the Stokes interface problem on an unfitted mesh. The proposed IFE space uses conforming linear elements for one velocity component and nonconforming linear elements for the other component. The new vector-valued IFE functions are constructed to approximate the interface jump conditions. Basic properties including the unisolvency and the partition of unity of these new IFE methods are discussed. Numerical approximations are observed to converge optimally. Lastly, we apply each class of the new immersed finite element methods to solve the unsteady Stokes interface problem. Based on the new IFE spaces, semi-discrete and full-discrete schemes are developed for solving the unsteady Stokes equations with a stationary or a moving interface. A comparison of the degrees of freedom and number of elements are presented for each method. Numerical experiments are provided to demonstrate the features of these methods.

In this dissertation we prove the superconvergence of the minimal-dissipation local discontinuous Galerkin method for elliptic problems and construct optimal immersed finite element approximations and discontinuous immersed finite element methods for the Stokes interface problem. In the first part we present an error analysis for the minimal dissipation local discontinuous Galerkin method applied to a model elliptic problem on Cartesian meshes when polynomials of degree at most <i>k</i> and an appropriate approximation of the boundary condition are used. This special approximation allows us to achieve <i>k</i> + 1 order of convergence for both the potential and its gradient in the L² norm. Here we improve on existing estimates for the solution gradient by a factor &#8730;h. In the second part we present discontinuous immersed finite element (IFE) methods for the Stokes interface problem on Cartesian meshes that does not require the mesh to be aligned with the interface. As such, we allow unfitted meshes that are cut by the interface. Thus, elements may contain more than one fluid. On these unfitted meshes we construct an immersed Q₁/Q₀ finite element approximation that depends on the location of the interface. We discuss the basic features of the proposed Q₁/Q₀ IFE basis functions such as the unisolvent property. We present several numerical examples to demonstrate that the proposed IFE approximations applied to solve interface Stokes problems maintain the optimal approximation capability of their standard counterpart applied to solve the homogeneous Stokes problem. Similarly, we also show that discontinuous Galerkin IFE solutions of the Stokes interface problem maintain the optimal convergence rates in both L² and broken H¹ norms. Furthermore, we extend our method to solve the axisymmetric Stokes interface problem with a moving interface and test the proposed method by solving several benchmark problems from the literature. / Ph. D.

A class of immersed finite element (IFE) spaces is developed for solving elliptic boundary value problems that have interfaces. IFE spaces are finite element approximation spaces which are based upon meshes that can be independent of interfaces in the domain. Three different quadratic IFE spaces and their related biquadratic IFE spaces are introduced here for the purposes of solving both forward and inverse elliptic interface problems in 1D and 2D. These different spaces are constructed by (i) using a hierarchical approach, (ii) imposing extra continuity requirements or (iii) using a local refinement technique. The interpolation properties of each space are tested against appropriate testing functions in 1D and 2D. The IFE spaces are also used to approximate the solution of a forward elliptic interface problem using the Galerkin finite element method and the mixed least squares finite element method. Finally, one appropriate space is selected to solve an inverse interface problem using either an output least squares approach or the least squares with mixed equation error method. / Ph. D.

This thesis develops an immersed finite element (IFE) space for numerical simulations arising from beam design with multiple materials. This IFE space is based upon meshes that can be independent of interface of the materials used to form a beam. Both the forward and inverse problems associated with the beam equation are considered. The order of accuracy of this IFE space is numerically investigated from the point of view of both the interpolation and finite element solution of the interface boundary value problems. Both single and multiple interfaces are considered in our numerical simulation. The results demonstrate that this IFE space has the optimal order of approximation capability. / Master of Science

This thesis considers applications of gradient-based optimization algorithms to the design and control of some mechanics systems. The material distribution approach to topology optimization is applied to design two different acoustic devices, a reactive muffler and an acoustic horn, and optimization is used to control a ball pitching robot. Reactive mufflers are widely used to attenuate the exhaust noise of internal combustion engines by reflecting the acoustic energy back to the source. A material distribution optimization method is developed to design the layout of sound-hard material inside the expansion chamber of a reactive muffler. The objective is to minimize the acoustic energy at the muffler outlet. The presence or absence of material is represented by design variables that are mapped to varying coefficients in the governing equation. An anisotropic design filter is used to control the minimum thickness of materials separately in different directions. Numerical results demonstrate that the approach can produce mufflers with high transmission loss for a broad range of frequencies. For acoustic devices, it is possible to improve their performance, without adding extended volumes of materials, by an appropriate placement of thin structures with suitable material properties. We apply layout optimization of thin sound-hard material in the interior of an acoustic horn to improve its far-field directivity properties. Absence or presence of thin sound-hard material is modeled by a surface transmission impedance, and the optimization determines the distribution of materials along a “ground structure” in the form of a grid inside the horn. Horns provided with the optimized scatterers show a much improved angular coverage, compared to the initial configuration. The surface impedance is handled by a new finite element method developed for Helmholtz equation in the situation where an interface is embedded in the computational domain. A Nitschetype method, different from the standard one, weakly enforces the impedance conditions for transmission through the interface. As opposed to a standard finite-element discretization of the problem, our method seamlessly handles both vanishing and non-vanishing interface conditions. We show the stability of the method for a quite general class of surface impedance functions, provided that possible surface waves are sufficiently resolved by the mesh. The thesis also presents a method for optimal control of a two-link ball pitching robot with the aim of throwing a ball as far as possible. The pitching robot is connected to a motor via a non-linear torsional spring at the shoulder joint. Constraints on the motor torque, power, and angular velocity of the motor shaft are included in the model. The control problem is solved by an interior point method to determine the optimal motor torque profile and release position. Numerical experiments show the effectiveness of the method and the effect of the constraints on the performance.

La Partie I présente l’obtention du développement asymptotique topologique pour une classe d’équations elliptiques quasilinéaires. Un point central réside dans la possibilité de définir la variation de l’état direct à l’échelle 1 dans R^N. Après avoir défini un cadre fonctionnel approprié faisant intervenir les normes L^p et L^2, et avoir justifié la classe d’équations considérée, la méthode se poursuit par l’étude du comportement asymptotique de la solution du problème d’interface non linéaire dans R^N et par une mise en dualité appropriée des états direct et adjoint aux différentes étapes d’approximation.La Partie II traite d’estimations et de développements asymptotiques de p-capacités de condensateurs, dont l’obstacle est d’intérieur vide et de codimension > ou = 2. Après les résultats préliminaires, les condensateurs équidistants permettent de donner deux illustrations de l’anisotropie engendrée par un segment dans l’équation de p-Laplace, puis d’établir une minoration de la p-capacité N-dimensionnelle d’un segment, qui fait intervenir les p-capacités d’un point, respectivement en dimensions N et (N-1). Les condensateurs elliptiques permettent d’établir que le gradient topologique de la 2-capacité n’est pas un outil approprié pour distinguer les courbes des obstacles d’intérieur non vide en 2D / Part I deals with obtaining topological asymptotic expansions for a class of quasilinear elliptic equations. A key point lies in the ability to define the variation of the direct state at scale 1 in R^N. After setting up an appropriate functional framework involving both the L^p and the L^2 norms, and then justifying the chosen class of equations, the approach goes on with the study of the asymptotic behavior of the solution of the nonlinear interface problem in R^N and by setting up an adequate duality scheme between the direct and adjoint states at each step of approximation. Part II deals with estimates and asymptotic expansions of condenser p-capacities and focuses on obstacles with empty interiors and with codimensions > ou = 2. After preliminary results, equidistant condensers are introduced to point out the anisotropy caused by a segment in the p-Laplace equation, and to provide a lower bound to the N-dimensional condenser p-capacity of a segment, by means of the N-dimensional and of the (N-1)-dimensional condenser p-capacities of apoint. Introducing elliptical condensers, it turns out that the topological gradient of the 2-capacity is not an appropriate tool to separate curves and obstacles with nonempty interior in 2D

Cette thèse porte sur une méthode cartésienne parallèle pour résoudre des problèmes elliptiques avec interfaces complexes et sur son application aux problèmes elliptiques en domaine irrégulier dans le cadre d'un modèle de croissance tumorale.La méthode est basée sur un schéma aux différences finies et sa précision est d’ordre deux sur tout le domaine. L'originalité de la méthode consiste en l'utilisation d'inconnues additionnelles situées sur l'interface et qui permettent d’exprimer les conditions de transmission à l'interface. La méthode est décrite et les détails sur la parallélisation, réalisé avec la bibliothèque PETSc, sont donnés. La méthode est validée et les résultats sont comparés avec ceux d'autres méthodes du même type disponibles dans la littérature. Une étude numérique de la méthode parallélisée est fournie.La méthode est appliquée aux problèmes elliptiques dans un domaine irrégulier apparaissant dans un modèle continue et tridimensionnel de croissance tumorale, le modèle à deux espèces du type Darcy . L'approche utilisée dans cette application est basée sur la pénalisation des conditions de transmission à l'interface, afin de imposer des conditions de Neumann homogènes sur le border d'un domaine irrégulier. Les simulations du modèle sont fournies et montrent la capacité de la méthode à imposer une bonne approximation de conditions au bord considérées. / This theses deals with a parallel Cartesian method to solve elliptic problems with complex interfaces and its application to elliptic irregular domain problems in the framework of a tumor growth model.This method is based on a finite differences scheme and is second order accurate in the whole domain. The originality of the method lies in the use of additional unknowns located on the interface, allowing to express the interface transmission conditions. The method is described and the details of its parallelization, performed with the PETSc library, are provided. Numerical validations of the method follow with comparisons to other related methods in literature. A numerical study of the parallelized method is also given.Then, the method is applied to solve elliptic irregular domain problems appearing in a three-dimensional continuous tumor growth model, the two-species Darcy model. The approach used in this application is based on the penalization of the interface transmission conditions, in order to impose homogeneous Neumann boundary conditions on the border of an irregular domain. The simulations of model are provided and they show the ability of the method to impose a good approximation of the considered boundary conditions. / Questa tesi introduce un metodo parallelo su griglia cartesiana per risolvere problemi ellittici con interfacce complesse e la sua applicazione ai problemi ellittici in dominio irregolare presenti in un modello di crescita tumorale.Il metodo è basato su uno schema alle differenze finite ed è accurato al secondo ordine su tutto il dominio di calcolo. L'originalità del metodo consiste nell'introduzione di nuove incognite sull'interfaccia, le quali permettono di esprimere le condizioni di trasmissione sull'interfaccia stessa. Il metodo viene descritto e i dettagli della sua parallelizzazione, realizzata con la libreria PETSc, sono forniti. Il metodo è validato e i risultati sono confrontati con quelli di metodi dello stesso tipo trovati in letteratura. Uno studio numerico del metodo parallelizzato è inoltre prodotto.Il metodo è applicato ai problemi ellittici in dominio irregolare che compaiono in un modello continuo e tridimensionale di crescita tumorale, il modello a due specie di tipo Darcy. L'approccio utilizzato è basato sulla penalizzazione delle condizioni di trasmissione sull'interfaccia, al fine di imporre condizioni di Neumann omogenee sul bordo di un dominio irregolare. Le simulazioni del modello sono presentate e mostrano la capacità del metodo di imporre una buona approssimazione delle condizioni al bordo considerate.