In this dissertation we study multiscale methods for slowly varying porous media, fluid and solid coupling, and application to geomechanics. The thesis consists of three closely connected results. We outline them and their relation. First, we derive a homogenization result for Stokes flow in slowly varying porous media. These results are important for homogenization in deformable porous media. Traditionally, these techniques are applied to periodic media, however, in the case of Fluid-Structure Interaction (FSI) slowly varying domains occur naturally. We then develop a computational methodology to compute effective quantities to construct homogenized equations for such media. Next, to extend traditional geomechanics models based primarily on the Biot equations, we use formal two-scale asymptotic techniques to homogenize the fully coupled FSI model. Prior models have assumed trivial pore scale deformation. Using the FSI model as a fine-scale model, we are able to incorporate non-trivial pore scale deformation into the macroscopic equations. The primary challenge here being the fluid and solid equations are represented in different coordinate frames. We reformulate the fluid equation in the fixed undeformed frame. This unified domain formulation is known as the Arbitrary Lagrange-Eulerian (ALE). Finally, we utilize the ALE formulation of the Stokes equations to develop an efficient multiscale finite element method. We use this method to compute the permeability tensor with much less computational cost. We build a dense hierarchy of macro-grids and a corresponding collection of nested approximation spaces. We solve local cell problems at dense macro-grids with low accuracy and use neighboring high accuracy solves to correct. With this method we obtain the same order of accuracy as we would if we computed all the local problems with highest accuracy.

We explore the effect of multiscale structure on weakly interacting diffusions through two main projects. In the first, we consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit as the number of particles grow to infinity and the time-scale separation parameter goes to zero simultaneously. We make use of weak convergence methods providing a convenient representation for the large deviations rate function, which allow us to characterize the effective controlled mean field dynamics. In addition, we obtain equivalent representations for the large deviations rate function of the form of Dawson-Gartner which hold even in the case where the diffusion matrix depends on the empirical measure and when the particles undergo averaging in addition to the propagation of chaos. In the second, we consider a fully-coupled slow-fast system of McKean-Vlasov SDEs with full dependence on the slow and fast component and on the law of the slow component and derive convergence rates to its homogenized limit. We do not make periodicity assumptions, but we impose conditions on the fast motion to guarantee ergodicity. In the course of the proof we obtain related ergodic theorems and we gain results on the regularity of Poisson type of equations and of the associated Cauchy-Problem on the Wasserstein space that are of independent interest.

An understanding of the mechanical properties of viral capsids (protein assemblies forming shell containers) has become necessary as their perceived use as nano-materials for targeted drug delivery. In this thesis, a heterogeneous, spatially detailed model of the viral capsid is considered. This model takes into account the increased degrees of freedom between the capsomers (capsid sub-structures) and the interactions between them to better reflect their deformation properties. A spatially realistic finite element multi-domain decomposition of viral capsid shells is also generated from atomistic PDB (Protein Data Bank) information, and non-linear continuum elastic simulations are performed. These results are compared to homogeneous shell simulation re- sults to bring out the importance of non-homogenous material properties in determining the deformation of the capsid. Finally, multiscale methods in structural analysis are reviewed to study their potential application to the study of nanoindentation of viral capsids. / text

<p>This report is a review on aspects of constitutive modelling of high strength steels. Aspects that have been presented are basic crystallography of steel, martensite transformation, thermodynamics and plasticity from a phenomenological point of view. The phenomenon called mechanical twinning is reviewed and the properties of a new material type called TWIP-steel have been briefly presented. Focus has been given on phenomenological models and methods, but an overview over multiscale methods has also been given.</p>

This report is a review on aspects of constitutive modelling of high strength steels. Aspects that have been presented are basic crystallography of steel, martensite transformation, thermodynamics and plasticity from a phenomenological point of view. The phenomenon called mechanical twinning is reviewed and the properties of a new material type called TWIP-steel have been briefly presented. Focus has been given on phenomenological models and methods, but an overview over multiscale methods has also been given.

Efficient and robust numerical simulation of multiscale problems encountered in science and engineering is a formidable challenge. Full resolution of multiscale problems using direct numerical simulations requires enormous amounts of computational time and resources. This thesis develops seamless multiscale methods for ordinary and partial differential equations under the framework of the heterogeneous multiscale method (HMM). The first part of the thesis is devoted to the development of seamless multiscale integrators for ordinary differential equations. The first method, which we call backward-forward HMM (BFHMM), uses splitting and on-the-fly filtering techniques to capture slow variables of highly oscillatory problems without any a priori information. The second method, denoted by variable step size HMM (VSHMM), as the name implies, uses variable mesoscopic step sizes for the unperturbed equation, which gives computational efficiency and higher accuracy. VSHMM can be applied to dissipative problems as well as highly oscillatory problems, while BFHMM has some difficulties when applied to the dissipative case. The effect of variable time stepping is analyzed and the two methods are tested numerically. Multi-spatial problems and numerical methods are discussed in the second part. Seamless heterogeneous multiscale methods (SHMM) for partial differential equations, especially the parabolic case without scale separation are proposed. SHMM is developed first for the multiscale heat equation with a continuum of scales in the diffusion coefficient. This seamless method uses a hierarchy of local grids to capture effects from each scale and uses filtering in Fourier space to impose an artificial scale gap. SHMM is then applied to advection enhanced diffusion problems under incompressible turbulent velocity fields. / text

The present paper is devoted to the fast solution of boundary integral equations on unstructured meshes by the Galerkin scheme. On the given mesh we construct a wavelet basis providing vanishing moments with respect to the traces of polynomials in the space. With this basis at hand, the system matrix in wavelet coordinates can be compressed to $\mathcal{O}(N\log N)$ relevant matrix coefficients, where $N$ denotes the number of unknowns. The compressed system matrix can be computed within suboptimal complexity by using techniques from the fast multipole method or panel clustering. Numerical results prove that we succeeded in developing a fast wavelet Galerkin scheme for solving the considered class of problems.

Ce travail a porté principalement sur le développement et l'étude de méthodes numériques de type éléments finis multi-échelles pour un problème d'advection diffusion multi-échelles dominé par l'advection. Deux types d'approches sont envisagées: prendre en compte l'advection dans la construction de l'espace d'approximation, ou appliquer une méthode de stabilisation. On commence par l'étude d'un problème d'advection diffusion, dominé par l'advection, dans un milieu hétérogène. On poursuit sur des problèmes d'advection-diffusion, sous le régime où l'advection domine, posés dans un domaine perforé. On se focalise ici sur la condition aux bords de type Crouzeix Raviart pour la construction des éléments finis multi-échelles. On considère deux situations différentes selon la condition prescrite au bord des perforations: la condition de Dirichlet homogène ou la condition de Neumann homogène. Cette étude repose sur une hypothèse de coercivité.Pour finir, on se place dans un cadre général où l'opérateur d'advection-diffusion est non coercif, possiblement dominé par l'advection. On propose une approche éléments finis basée sur une mesure invariante associée à l'opérateur adjoint. Cette approche est bien posée inconditionnellement en la taille du maillage. On la compare numériquement à une méthode standard de stabilisation / This work essentially deals with the development and the study of multiscale finite element methods for multiscale advection-diffusion problems in the advection-dominated regime. Two types of approaches are investigated: Take into account the advection in the construction of the approximation space, or apply a stabilization method. We begin with advection-dominated advection-diffusion problems in heterogeneous media. We carry on with advection-dominated advection-diffusion problems posed in perforated domains.Here, we focus on the Crouzeix-Raviart type boundary condition for the construction of the multiscale finite elements. We consider two different situations depending on the condition prescribed on the boundary of the perforations: the homogeneous Dirichlet condition or the homogeneous Neumann condition. This study relies on a coercivity assumption.Lastly, we consider a general framework where the advection-diffusion operator is not coercive, possibly in the advection-dominated regime. We propose a Finite Element approach based on the use of an invariant measure associated to the adjoint operator. This approach is unconditionally well-posed in the mesh size. We compare it numerically to a standard stabilization method

Les tâches qui consistent à comprendre automatiquement le contenu d’un signal naturel, comme une image ou un son, sont en général difficiles. En effet, dans leur représentation naïve, les signaux sont des objets compliqués, appartenant à des espaces de grande dimension. Représentés différemment, ils peuvent en revanche être plus faciles à interpréter. Cette thèse s’intéresse à une représentation fréquemment utilisée dans ce genre de situations, notamment pour analyser des signaux audio : le module de la transformée en ondelettes. Pour mieux comprendre son comportement, nous considérons, d’un point de vue théorique et algorithmique, le problème inverse correspondant : la reconstruction d’un signal à partir du module de sa transformée en ondelettes. Ce problème appartient à une classe plus générale de problèmes inverses : les problèmes de reconstruction de phase. Dans un premier chapitre, nous décrivons un nouvel algorithme, PhaseCut, qui résout numériquement un problème de reconstruction de phase générique. Comme l’algorithme similaire PhaseLift, PhaseCut utilise une relaxation convexe, qui se trouve en l’occurence être de la même forme que les relaxations du problème abondamment étudié MaxCut. Nous comparons les performances de PhaseCut et PhaseLift, en termes de précision et de rapidité. Dans les deux chapitres suivants, nous étudions le cas particulier de la reconstruction de phase pour la transformée en ondelettes. Nous montrons que toute fonction sans fréquence négative est uniquement déterminée (à une phase globale près) par le module de sa transformée en ondelettes, mais que la reconstruction à partir du module n’est pas stable au bruit, pour une définition forte de la stabilité. On démontre en revanche une propriété de stabilité locale. Nous présentons également un nouvel algorithme de reconstruction de phase, non-convexe, qui est spécifique à la transformée en ondelettes, et étudions numériquement ses performances. Enfin, dans les deux derniers chapitres, nous étudions une représentation plus sophistiquée, construite à partir du module de transformée en ondelettes : la transformée de scattering. Notre but est de comprendre quelles propriétés d’un signal sont caractérisées par sa transformée de scattering. On commence par démontrer un théorème majorant l’énergie des coefficients de scattering d’un signal, à un ordre donné, en fonction de l’énergie du signal initial, convolé par un filtre passe-haut qui dépend de l’ordre. On étudie ensuite une généralisation de la transformée de scattering, qui s’applique à des processus stationnaires. On montre qu’en dimension finie, cette transformée généralisée préserve la norme. En dimension un, on montre également que les coefficients de scattering généralisés d’un processus caractérisent la queue de distribution du processus. / Automatically understanding the content of a natural signal, like a sound or an image, is in general a difficult task. In their naive representation, signals are indeed complicated objects, belonging to high-dimensional spaces. With a different representation, they can however be easier to interpret. This thesis considers a representation commonly used in these cases, in particular for theanalysis of audio signals: the modulus of the wavelet transform. To better understand the behaviour of this operator, we study, from a theoretical as well as algorithmic point of view, the corresponding inverse problem: the reconstruction of a signal from the modulus of its wavelet transform. This problem belongs to a wider class of inverse problems: phase retrieval problems. In a first chapter, we describe a new algorithm, PhaseCut, which numerically solves a generic phase retrieval problem. Like the similar algorithm PhaseLift, PhaseCut relies on a convex relaxation of the phase retrieval problem, which happens to be of the same form as relaxations of the widely studied problem MaxCut. We compare the performances of PhaseCut and PhaseLift, in terms of precision and complexity. In the next two chapters, we study the specific case of phase retrieval for the wavelet transform. We show that any function with no negative frequencies is uniquely determined (up to a global phase) by the modulus of its wavelet transform, but that the reconstruction from the modulus is not stable to noise, for a strong notion of stability. However, we prove a local stability property. We also present a new non-convex phase retrieval algorithm, which is specific to the case of the wavelet transform, and we numerically study its performances. Finally, in the last two chapters, we study a more sophisticated representation, built from the modulus of the wavelet transform: the scattering transform. Our goal is to understand which properties of a signal are characterized by its scattering transform. We first prove that the energy of scattering coefficients of a signal, at a given order, is upper bounded by the energy of the signal itself, convolved with a high-pass filter that depends on the order. We then study a generalization of the scattering transform, for stationary processes. We show that, in finite dimension, this generalized transform preserves the norm. In dimension one, we also show that the generalized scattering coefficients of a process characterize the tail of its distribution.

The present paper is devoted to the fast solution of boundary integral equations on unstructured meshes by the Galerkin scheme. On the given mesh we construct a wavelet basis providing vanishing moments with respect to the traces of polynomials in the space. With this basis at hand, the system matrix in wavelet coordinates can be compressed to $\mathcal{O}(N\log N)$ relevant matrix coefficients, where $N$ denotes the number of unknowns. The compressed system matrix can be computed within suboptimal complexity by using techniques from the fast multipole method or panel clustering. Numerical results prove that we succeeded in developing a fast wavelet Galerkin scheme for solving the considered class of problems.