In this dissertation we develop, analyze and implement effective numerical methods for multiscale phenomena arising from flows in heterogeneous porous media. The main purpose is to develop innovative numerical and analytical methods that can capture the effect of small scales on the large scales without resolving the small scale details on a coarse computational grid. This research activity is strongly motivated by many important practical applications arising in contaminant transport in heterogeneous porous media, oil reservoir simulations and subsurface characterization. In the work, we investigate three main multiscale numerical methods, i.e., multiscale finite element method, partition of unity method and mixed multiscale finite element method. These methods employ limited single or multiple global information. We apply these numerical methods to partial differential equations (elliptic, parabolic and wave equations) with continuum scales. To compute the solution of partial differential equations on a coarse grid, we define global fields such that the solution smoothly depends on these fields. The global fields typically contain non-local information required for achieving a convergence independent of small scales. We present a rigorous analysis and show that the proposed global multiscale numerical methods converge independent of small scales. In particular, a global mixed multiscale finite element method is extensively studied and applied to two-phase flows. We present some numerical results for two-phase simulations on coarse grids. The numerical results demonstrate that the global multiscale numerical methods achieve high accuracy.

In this dissertation, we focus on the uncertainty quantification problems where the goal is to sample the porous media properties given integrated responses. We first introduce a reduced order model using the level set method to characterize the channelized features of permeability fields. The sampling process is completed under Bayesian framework. We hence study the regularity of posterior distributions with respect to the prior measures. The stochastic flow equations that contain both spatial and random components must be resolved in order to sample the porous media properties. Some type of upscaling or multiscale technique is needed when solving the flow and transport through heterogeneous porous media. We propose ensemble-level multiscale finite element method and ensemble-level preconditioner technique for solving the stochastic flow equations, when the permeability fields have certain topology features. These methods can be used to accelerate the forward computations in the sampling processes. Additionally, we develop analysis-of-variance-based mixed multiscale finite element method as well as a novel adaptive version. These methods are used to study the forward uncertainty propagation of input random fields. The computational cost is saved since the high dimensional problem is decomposed into lower dimensional problems. We also work on developing efficient advanced Markov Chain Monte Carlo methods. Algorithms are proposed based on the multi-stage Markov Chain Monte Carlo and Stochastic Approximation Monte Carlo methods. The new methods have the ability to search the whole sample space for optimizations. Analysis and detailed numerical results are presented for applications of all the above methods.

In this dissertation, we study the stationary heat equation in a heterogeneous tridimensional plate, using a "dimension reduction" techinique called hierarchical modelling and we generate model the original problem in a two-dimensional domain. To estimate the error modelling, we develop an asymptotic expansion for the original problem solution and for the aproximate solution. Comparing both solutions with their own asymptotic expansions, we obtain an estimative of the error modelling. We perform some computational experiments, using the Residual Free Bubbles (RFB) Method and the Multiscale Finite Element Method for the diffusion problem and for the diffusion-reaction problem in a two-dimensional domain, with small parameters. Finally, we extend the numeric solutions found the original tridimensional problem. / Neste trabalho, estudamos a equação do calor estacionária em uma placa heterogênea tridimensional. Para a modelagem deste problema, utilizamos uma técnica de redução de dimensão conhecida por Modelagem Hierárquica. Desta forma, geramos um modelo para o problema original em um domínio bidimensional. Com o objetivo de estimar o erro de modelagem, desenvolvemos a expansão assintótica da solução do problema original e da solução aproximada. Comparando as soluções com suas respectivas expansões assintóticas, obtemos uma estimativa para o erro de modelagem. Realizamos alguns experimentos computacionais, desenvolvendo o método Residual Free Bubbles (RFB) e o método de Elementos Finitos Multiescala (MEFM) para o problema de difusão e para o problema de difusão-reação em um domínio bidimensional, com parâmetros pequenos. Com base nestes experimentos, encontramos algumas soluções numéricas para o problema da placa tridimensional.

Made available in DSpace on 2015-03-04T18:51:18Z (GMT). No. of bitstreams: 1 Apresentacao.pdf: 121883 bytes, checksum: da58d642d3c4e264571ed24d208c16d7 (MD5) Previous issue date: 2006-03-15 / Coordenacao de Aperfeicoamento de Pessoal de Nivel Superior / In this dissertation, we study the stationary heat equation in a heterogeneous tridimensional plate, using a "dimension reduction" techinique called hierarchical modelling and we generate model the original problem in a two-dimensional domain. To estimate the error modelling, we develop an asymptotic expansion for the original problem solution and for the aproximate solution. Comparing both solutions with their own asymptotic expansions, we obtain an estimative of the error modelling. We perform some computational experiments, using the Residual Free Bubbles (RFB) Method and the Multiscale Finite Element Method for the diffusion problem and for the diffusion-reaction problem in a two-dimensional domain, with small parameters. Finally, we extend the numeric solutions found the original tridimensional problem. / Neste trabalho, estudamos a equação do calor estacionária em uma placa heterogênea tridimensional. Para a modelagem deste problema, utilizamos uma técnica de redução de dimensão conhecida por Modelagem Hierárquica. Desta forma, geramos um modelo para o problema original em um domínio bidimensional. Com o objetivo de estimar o erro de modelagem, desenvolvemos a expansão assintótica da solução do problema original e da solução aproximada. Comparando as soluções com suas respectivas expansões assintóticas, obtemos uma estimativa para o erro de modelagem. Realizamos alguns experimentos computacionais, desenvolvendo o método Residual Free Bubbles (RFB) e o método de Elementos Finitos Multiescala (MEFM) para o problema de difusão e para o problema de difusão-reação em um domínio bidimensional, com parâmetros pequenos. Com base nestes experimentos, encontramos algumas soluções numéricas para o problema da placa tridimensional.

Le cœur d'un réacteur nucléaire est un milieu très hétérogène encombré de nombreux obstacles solides et les phénomènes thermohydrauliques à l'échelle macroscopique sont directement impactés par les phénomènes locaux. Toutefois les ressources informatiques actuelles ne suffisent pas à effectuer des simulations numériques directes d'un cœur complet avec la précision souhaitée. Cette thèse est consacré au développement de méthodes d'éléments finis multi-échelles (MsFEMs) pour simuler les écoulements incompressibles dans un milieu hétérogène avec un coût de calcul raisonnable. Les équations de Navier-Stokes sont approchées sur un maillage grossier par une méthode de Galerkin stabilisé, dans laquelle les fonctions de base sont solutions de problèmes locaux sur des maillages fins prenant précisément en compte la géométrie locale. Ces problèmes locaux sont définis par les équations de Stokes ou d'Oseen avec des conditions aux limites ou des termes sources appropriés. On propose plusieurs méthodes pour améliorer la précision des MsFEMs, en enrichissant l'espace des fonctions de base locales. Notamment, on propose des MsFEMs d'ordre élevée dans lesquelles ces conditions aux limites et termes sources sont choisis dans des espaces de polynômes dont on peut faire varier le degré. Les simulations numériques montrent que les MsFEMs d'ordre élevés améliorent significativement la précision de la solution. Une chaîne de simulation multi-échelle est construite pour simuler des écoulements dans des milieux hétérogènes de dimension deux et trois. / The nuclear reactor core is a highly heterogeneous medium crowded with numerous solid obstacles and macroscopic thermohydraulic phenomena are directly affected by localized phenomena. However, modern computing resources are not powerful enough to carry out direct numerical simulations of the full core with the desired accuracy. This thesis is devoted to the development of Multiscale Finite Element Methods (MsFEMs) to simulate incompressible flows in heterogeneous media with reasonable computational costs. Navier-Stokes equations are approximated on the coarse mesh by a stabilized Galerkin method, where basis functions are solutions of local problems on fine meshes by taking precisely local geometries into account. Local problems are defined by Stokes or Oseen equations with appropriate boundary conditions and source terms. We propose several methods to improve the accuracy of MsFEMs, by enriching the approximation space of basis functions. In particular, we propose high-order MsFEMs where boundary conditions and source terms are chosen in spaces of polynomials whose degrees can vary. Numerical simulations show that high-order MsFEMs improve significantly the accuracy of the solution. A multiscale simulation chain is constructed to simulate successfully flows in two- and three-dimensional heterogeneous media.

Dans cette thèse, des techniques d’homogénéisation multi-échelles sont proposées pour l’analyse des vibrations des matériaux composites viscoélastiques. Dans la première partie, la Méthode Asymptotique à Deux Echelles (MADE) est proposée pour la modélisation des vibrations des longues structures sandwichs viscoélastiques répétitives. Pour ce type de structures les pulsations amorties correspondant aux modes propres de vibration sont regroupées en paquets bien distincts. La MADE décompose le problème initial de grande taille en deux problèmes de petites tailles. Le premier est défini sur quelques cellules de base et le second est une équation différentielle d’amplitude à coefficients complexes. La résolution de ces problèmes permet de déterminer les propriétés amortissantes correspondant aux modes de début et de fin de paquet de la structure tout en évitant la discrétisation de toute la structure. Pour les structures dont les coeurs ont un module d’Young dépendant de la fréquence, le problème non linéaire formulé sur les cellules de bases est résolu par l’approche diamant. Les modèles ADF et à dérivées fractionnaires ont été considérés dans les tests numériques. En utilisant la MADE, on évite la discrétisation de toute la structure, ce qui permet donc de réduire considérablement le temps de calcul ainsi que l’espace mémoire CPU nécessaires. L’approche proposée a été validée en comparant les résultats à ceux de la simulation éléments finis basée sur la discrétisation de toute la structure, et utilisant l’approche diamant. Dans la seconde partie de cette thèse, la méthode des éléments finis multi-échelles (EF2) a été développée pour le calcul des propriétés modales des structures à matériaux hétérogènes viscoélastiques en terme de fréquences amorties et amortissements modaux. Dans le principe de l’approche EF2, le problème de vibration est formulé à deux échelles : l’échelle de la structure globale (échelle macroscopique) et l’échelle d’un VER minutieusement choisi (échelle microscopique). Le problème à résoudre à l’échelle microscopique est un problème non linéaire alors que le problème à résoudre à l’échelle macroscopique est un problème linéaire. La non linéarité à l’échelle microscopique est introduite par la dépendance en fréquence du module d’Young des matériaux des phases viscoélastiques. Le problème non linéaire ainsi généré à l’échelle microscopique est résolu grâce à la MAN et ses outils de différentiation automatique réalisés sous Matlab, Fortran et C++. Un outil numérique, générique, robuste, peu coûteux en temps de calcul et espace mémoire CPU, de résolution des problèmes de vibrations non amorties des structures composites viscoélastique est ainsi mis en place. Le modèle viscoélastique à module constant ainsi que des modèles à modules dépendant de la fréquence notamment le modèle ADF et le modèle à dérivées fractionnaires ont été considérés pour les tests numériques de validation. Les comparaisons avec les résultats ABAQUS ont confirmé l’efficacité du code propos é. Le modèle est ensuite utilisé pour le calcul des propriétés amortissantes des structures sandwichs viscoélastiques à coeur composite. Les capacités de la nouvelle approche à concevoir des structures sandwichs viscoélastiques à coeur composite et à haut pouvoir amortissant ont été testées avec succès à travers l’étude de l’influence des différents paramètres des inclusions sur les propriétés amortissantes d’une structure sandwich viscoélastique à coeur composite / In this thesis, multiscale homogenization techniques are proposed for vibration analysis of structures with viscoelastic composite materials. In the first part, the Double Scale Asymptotic Method is proposed for vibration modeling of large repetitive viscoelastic sandwich structures. For this kind of structures, la eigenfrequencies are closely located in well separated packets. The DSAM splits the initial problem of large size into two problems of relatively small sizes. The first problem is posed on few basic cells, and the second one is an amplitude equation with complex coefficients. The resolution of these equations permits to compute the damping properties that correspond to the beginning and the end of every packets of eigenmodes. In case of structure with frequency dependent Young modulus in the core, the diamant approach is used to solve the nonlinear problem posed on basic cells. The ADF and fractional derivative models are considered in numerical tests. By using the DSAM, one avoid the discretization of the whole structure, and the computation time and needed CPU memory are thus reduced. The proposed method is validated by comparing its results with those of the direct finite element method using the diamant approach. In the second part of this thesis, the multiscale finite element method (FE2) is proposed for computation of modal properties (resonant frequency and modal loss factors) of structures with composite materials. In the principle of the (FE2) method, the vibration problem is formulated at two scales: the scale of the whole structure (macroscopic scale) and the scale of a Representative Volume Element (RVE) considered as the microscopic scale. The microscopic problem is a nonlinear one and the macroscopic problem is linear. The nonlinearity at the microscopic scale is introduced by the frequency dependence of the Young modulus of the viscoelastic phases. This nonlinear problem is solved by the Asymptotic Numerical Method and its automatic differentiation tools realizable in Matlab, Fortran or C++. From this approach, numerical tool that is generic, flexible, robust and inexpensive in term of CPU time and memory is proposed for vibration analysis of viscoelastic structures. The constant Young modulus and frequency dependent Young modulus are considered in validation tests. The results of numerical simulation with ABAQUS are used are reference. The model is then used to compute the modal properties of sandwich structure with viscoelastic composite core. To test the capacities of the proposed approach to design sandwich viscoelastic structure with high damping properties, the influence of parameters of the inclusions are studied