Die vorliegende Doktorarbeit befasst sich mit der optimalen Steuerung von einem Cahn–Hilliard–Navier–Stokes-System mit variablen Flüssigkeitsdichten. Dabei konzentriert sie sich auf das Doppelhindernispotential, was zu einem optimalen Steuerungsproblem einer Gruppe von gekoppelten Systemen, welche eine Variationsungleichung vierter Ordnung sowie eine Navier–Stokes-Gleichung beinhalten, führt. Eine geeignete Zeitdiskretisierung wird präsentiert und zugehörige Energieabschätzungen werden bewiesen. Die Existenz von Lösungen zum primalen System und von optimalen Steuerungen für das ursprüngliche Problem sowie für eine Gruppe von regularisierten Problemen wird etabliert. Die Optimalitätsbedingungen erster Ordnung für die regularisierten Probleme werden hergeleitet. Mittels eines Grenzübergangs in Bezug auf den Regularisierungsparameter werden Stationaritätsbedingungen für das ursprüngliche Problem etabliert, welche einer Form von C-Stationarität im Funktionenraum entsprechen. Weiterhin wird ein numerischer Lösungsalgorithmus für das Steuerungsproblem basierend auf einer Strafmethode entwickelt, welche die Moreau–Yosida-artigen Approximationen des Doppelhindernispotentials einschließt. In diesem Zusammenhang wird ein dual-gewichteter Residuenansatz für zielorientierte adaptive finite Elemente präsentiert, welcher auf dem Konzept der C-Stationarität beruht. Die numerische Realisierung des adaptiven Konzepts und entsprechende numerische Testergebnisse werden beschrieben. Die Lipschitzstetigkeit des Steuerungs-Zustandsoperators des zugehörigen instantanen Steuerungsproblems wird bewiesen und dessen Richtungsableitung wird charakterisiert. Starke Stationaritätsbedingungen für dieses Problem werden durch die Anwendung einer Technick von Mignot und Puel hergeleitet. Basierend auf der primalen Form der Bouligard-Ableitung wird ein impliziter numerischer Löser entwickelt, dessen Implentierung erläutert und anhand von numerischen Resultaten illustriert wird. / This thesis is concerned with the optimal control of a Cahn–Hilliard–Navier–Stokes system with variable fluid densities. It focuses on the double-obstacle potential, which yields an optimal control problem for a family of coupled systems in each time instant of a variational inequality of fourth order and the Navier–Stokes equation. A suitable time-discretization is presented and associated energy estimates are proven. The existence of solutions to the primal system and of optimal controls is established for the original problem as well as for a family of regularized problems. The consistency of these approximations is shown and first order optimality conditions for the regularized problems are derived. Through a limit process with respect to the regularization parameter, a stationarity system for the original problem is established, which corresponds to a function space version of ε-almost C-stationarity. Moreover, a numerical solution algorithm for the optimal control problem is developed based on a penalization method involving the Moreau–Yosida type approximations of the double-obstacle potential. A dual-weighted residual approach for goal-oriented adaptive finite elements is presented, which is based on the concept of C-stationarity. The overall error representation depends on dual weighted primal residuals and vice versa, supplemented by additional terms corresponding to the complementarity mismatch. The numerical realization of the adaptive concept is described and a report on numerical tests is provided. The Lipschitz continuity of the control-to-state operator of the corresponding instantaneous control problem is verified and its directional derivative is characterized. Strong stationarity conditions for the instantaneous control problem are derived. Utilizing the primal notion of B-differentiability, a bundle-free implicit programming method is developed. Details on the numerical implementation are given and numerical results are included.

Submitted by CAROLINE DE ARRUDA SIGNORINI null (carolineasignorini@gmail.com) on 2017-03-22T17:30:47Z No. of bitstreams: 1 Dissertação - versão definitiva [22.03.2017].pdf: 1265324 bytes, checksum: cb95983dd59698aa1bb765a4dd7f9866 (MD5) / Approved for entry into archive by Luiz Galeffi (luizgaleffi@gmail.com) on 2017-03-23T13:46:47Z (GMT) No. of bitstreams: 1 signorini_ca_me_sjrp.pdf: 1265324 bytes, checksum: cb95983dd59698aa1bb765a4dd7f9866 (MD5) / Made available in DSpace on 2017-03-23T13:46:47Z (GMT). No. of bitstreams: 1 signorini_ca_me_sjrp.pdf: 1265324 bytes, checksum: cb95983dd59698aa1bb765a4dd7f9866 (MD5) Previous issue date: 2017-03-07 / Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) / Nosso principal propósito neste trabalho é o estudo de condições necessárias e suficientes de otimalidade para problemas de Cálculo das Variações no contexto não-suave. Este estudo partirá da formulação básica suave, passando por problemas com restrições Lagrangianas, até o caso em que consideramos Lagrangianas não-suaves e soluções absolutamente contínuas. Neste caminho, abordaremos um importante avanço na teoria de Cálculo das Variações: os resultados de existência e regularidade de soluções. Além das condições necessárias, analisaremos as condições suficientes através de um conceito de convexidade generalizada, o qual denominamos E-pseudoinvexidade. / Our main purpose in this work is the study of necessary and sufficient optimality conditions for Calculus of Variations problems in the nonsmooth context. This study will comprehend the smooth basic formulation, constrained problems (with Lagrangian restrictions), non-smooth Lagrangians and absolutely continuous solutions. Moreover, we will approach an important advance in Calculus of Variations theory: the existence and regularity of solutions. In addition to necessary conditions, we will analyze sufficient conditions through a generalized convexity concept, which we called E-pseudoinvexity. / FAPESP: 2014/24271-6

Les méthodes par éléments discrets constituent une alternative par rapport aux méthodes<br />par éléments finis pour la modélisation du comportement d'un milieu divisé : sol, milieux<br />granulaires, etc . Dans ce mémoire l'objectif est d'étudier un matériau granulaire soumis à des sollicitations<br />cycliques : le ballast des voies ferrées soumis au passage des trains. Nous présentons à la<br />suite d'une étude bibliographique sur le comportement du ballast, la méthode de résolution NonSmooth<br />Contact Dynamics, et nous exposons l'ensemble des développements nécessaires dans le<br />cas bidimensionnel et tridimensionnel : un algorithme de détection entre polygones et entre polyèdres<br />convexes, le paramétrage, la résolution du problème de contact frottant. Nous déterminons<br />ensuite les paramètres optimaux pour des simulations de chargement cyclique. Dans une dernière<br />partie, nous présentons ensuite un ensemble de résultats montrant l'aptitude des méthodes par éléments<br />discrets à décrire l'évolution d'un massif granulaire sous chargement cyclique. L'analyse<br />d'une comparaison entre une expérience et la simulation met évidence le comportement particulier<br />de ce type de système, qui s'assimile à une couche mince granulaire où des micro-structures particulières<br />guident la réponse mécanique du milieu. Dans le cas tridimensionnel, des comportements<br />mécaniques connus ont été retrouvés, à titre d'exemple, en analysant l'évolution de structures<br />maçonnées. Nous présentons une étude de la résistance latérale de la voie ballastée, en considérant<br />des formes de grains issues de la digitalisation de grains réels, pour laquelle on retrouve un<br />comportement identifié expérimentalement.

Submitted by Renata Lopes (renatasil82@gmail.com) on 2016-06-16T17:52:10Z No. of bitstreams: 1 camiladefreitasfernandes.pdf: 740367 bytes, checksum: fac5ab7dcb039b31d587151b9a53fab1 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2016-07-13T14:25:13Z (GMT) No. of bitstreams: 1 camiladefreitasfernandes.pdf: 740367 bytes, checksum: fac5ab7dcb039b31d587151b9a53fab1 (MD5) / Made available in DSpace on 2016-07-13T14:25:13Z (GMT). No. of bitstreams: 1 camiladefreitasfernandes.pdf: 740367 bytes, checksum: fac5ab7dcb039b31d587151b9a53fab1 (MD5) Previous issue date: 2016-04-08 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Neste trabalho estudamos um algoritmo para solução de problemas de otimização irrestrita com funções não necessariamente convexas ou diferenciáveis, denominado Nonsmooth Feasible Direction Nonconvex Algorithm - NFDNA, e fazemos uma aplicação deste algoritmo que consistiu em utilizá-lo como subrotina de um outro algoritmo chamado Interior Epigraph Direction (IED) method. O IED, desenvolvido para resolver problemas de otimização não convexa, não diferenciável mas com restrições, utiliza Dualidade Lagrangeana que requer a minimização da função Lagrangeana. A eficiência do IED depende fortemente de tal minimização. Como aplicação, substituímos a rotina fminsearch do Matlab, utilizada originalmente pelo IED, pelo NFDNA. Mostramos através da solução de problemas teste que a performance do IED foi mais eficiente com a utilização do NFDNA. / In this work we study an algorithm for solving unsconstrained, not necessarily convex or differentiable optimization problems called Nonsmooth Feasible Direction Nonconvex Algorithm - NFDNA. We also employ this algorithm as a subroutine of the Interior Epigraph Directions (IED) method. The IED method, devised for solving constrained, nonconvex and nonsmooth optimization problems uses Lagrangean Duality which requires the minimization of the Lagrangean function. The effectiveness of the IED depends strongly on the Lagrangean function minimization. As an application, we replace the Matlab routine fminsearch, originally used by IED, with NFDNA. We show through the solution of test problems that the IED performance is more efficient by employing NFDNA.

As a first aspect the thesis treats existence results of the perturbed eigenvalue problem of the 1-Laplace operator. This is done with the aid of a quite general critical point theory results with the genus as topological index. Moreover we show that the eigenvalues of the perturbed 1-Laplace operator converge to the eigenvalues of the unperturebed 1-Laplace operator when the perturbation goes to zero. As a second aspect we treat the eigenvalue problems of the vectorial 1-Laplace operator and the symmetrized 1-Laplace operator. And as a third aspect certain related parabolic problems are considered.

The first part of this Thesis deals with the analysis of piecewise-smooth mechanical systems and the definition of special stability criteria in presence of non-conservative follower forces. To illustrate the peculiar stability properties of this kind of dynamical system, a reference 2 d.o.f. structure has been considered, composed of a rigid bar, with one and constrained to slide, without friction, along a curved profile, whereas the other and is subject to a follower force. In particular, the curved constraint is assumed to be composed of two circular profiles, with different and opposite curvatures, defining two separated subsystems. Due to this jump in the curvature, located at the junction point between the curved profiles, the entire mechanical structure can be modelled by discontinuous equations of motion, the differential equations valid in each subsystem can be combined, leading to the definition of a piecewise-smooth dynamical system. When a follower force acts on the structure, an unexpected and counterintuitive behaviour may occur: although the two subsystems are stable when analysed separately, the composed structure is unstable and exhibits flutter-like exponentially-growing oscillations. This special form of instability, previously known only from a mathematical point of view, has been analysed in depth from an engineering perspective, thus finding a mechanical interpretation based on the concept of non-conservative follower load. Moreover, the goal of this work is also the definition of some stability criteria that may help the design of these mechanical piecewise-smooth systems, since classical theorems cannot be used for the investigation of equilibrium configurations located at the discontinuity. In the literature, this unusual behaviour has been explained, from a mathematical perspective, through the existence of a discontinuous invariant cone in the phase space. For this reason, starting from the mechanical system described above, the existence of invariant cones in 2 d.o.f. mechanical systems is investigated through Poincaré maps. A complete theoretical analysis on piecewise-smooth dynamical systems is presented and special mathematical properties have been discovered, valid for generic 2~d.o.f. piecewise-smooth mechanical systems, which are useful for the characterisation of the stability of the equilibrium configurations. Numerical tools are implemented for the analysis of a 2~d.o.f. piecewise-smooth mechanical system, valid for piecewise-linear cases and extendible to the nonlinear ones. A numerical code has been developed, with the aim of predicting the stability of a piecewise-linear dynamical system a priori, varying the mechanical parameters. Moreover, “design maps” are produced for a given subset of the parameters space, so that a system with a desired stable or unstable behaviour can easily be designed. The aforementioned results can find applications in soft actuation or energy harvesting. In particular, in systems devoted to exploiting the flutter-like instability, the range of design parameters can be extended by using piecewise-smooth instead of smooth structures, since unstable flutter-like behaviour is possible also when each subsystem is actually stable. The second part of this Thesis deals with the numerical analysis of an elastic cloak for transient flexural waves in Kirchhoff-Love plates and the design of special metamaterials for this goal. In the literature, relevant applications of transformation elastodynamics have revealed that flexural waves in thin elastic plates can be diverted and channelled, with the aim of shielding a given region of the ambient space. However, the theoretical transformations which define the elastic properties of this “invisibility cloak” lead to the presence of a strong compressive prestress, which may be unfeasible for real applications. Moreover, this theoretical cloak must present, at the same time, high bending stiffness and a null twisting rigidity. In this Thesis, an orthotropic meta-structural plate is proposed as an approximated elastic cloak and the presence of the prestress has been neglected in order to be closer to a realistic design. With the aim of estimating the performance of this approximated cloak, a Finite Element code is implemented, based on a sub-parametric technique. The tool allows the investigation of the sensitivity of specific stiffness parameters that may be difficult to match in a real cloak design. Moreover, the Finite Element code is extended to investigate a meta-plate interacting with a Winkler foundation, to analyse how the substrate modulus transforms in the cloak region. This second topic of the Thesis may find applications in the realization of approximated invisibility cloaks, which can be employed to reduce the destructive effects of earthquakes on civil structures or to shield mechanical components from unwanted vibrations.

Ce travail de thèse est consacré à l'extension de l'Inversion Dynamique non-linéaire (NDI-Nonlinear Dynamic Inversion) pour un ensemble plus grand de systèmes non-linéaires, tout en garantissant des conditions de stabilité suffisantes. La NDI a été étudiée dans le cas de diverses applications, y compris en aéronautique et en aérospatiale. Elle permet de calculer des lois de contrôle capables de linéariser et de découpler un modèle non-linéaire à tout point de fonctionnement de son enveloppe d'état. Cependant cette méthode est intrinsèquement non-robuste aux erreurs de modélisation et aux saturations en entrée. En outre, dans un contexte non-linéaire, l'obtention d'une garantie quantifiable du domaine de stabilité atteint reste à l'heure actuelle complexe. Contrairement aux approches classiques de la NDI, notre méthodologie peut être considérée comme un cadre de compensation non-linéaire généralisé qui permet d'intégrer les incertitudes et les saturations en entrée dans le processus de conception. En utilisant des stratégies de contrôle antiwindup, la loi de pilotage peut être calculée grâce à un simple processus en deux phases. Dans ce cadre de travail généralisé des transformations linéaires fractionnaires (LFT - Linear Fractional Transformations) de la boucle fermée non-linéaire peuvent être facilement déduites pour l'analyse de la stabilité robuste en utilisant des outils standards pour de systèmes linéaires. La méthode proposée est testée pour le pilotage d'un véhicule de rentrée atmosphérique de type aile delta lors de ses phases hypersonique, transsonique et subsonique. Pour cette thèse, un simulateur du vol incluant divers facteurs externes ainsi que des erreurs de modélisation a été développé dans Simulink. / This thesis work is devoted to extending Nonlinear Dynamic Inversion (NDI) for a large scale of nonlinear systems while guaranteeing sufficient stability conditions. NDI has been studied in a wide range of applications, including aeronautics and aerospace. It allows to compute nonlinear control laws able to decouple and linearize a model at any operating point of its state envelope. However, this method is inherently non-robust to modelling errors and input saturations. Moreover, obtaining a quantifiable guarantee of the attained stability domain in a nonlinear control context is not a very straightforward task. Unlike standard NDI approaches, our methodology can be viewed as a generalized nonlinear compensation framework which allows to incorporate uncertainties and input saturations in the design process. Paralleling anti-windup strategies, the controller can be computed through a single multichannel optimization problem or through a simple two-step process. Within this framework, linear fractional transformations of the nonlinear closed-loop can be easily derived for robust stability analysis using standard tools for linear systems. The proposed method is tested for the flight control of a delta wing type reentry vehicle at hypersonic, transonic and subsonic phases of the atmospheric reentry. For this thesis work, a Flight Mechanics simulator including diverse external factors and modelling errors was developed in Simulink.

Zusammenfassung Diese Arbeit ist ein Versuch, verschiedene klassische und neuere Methodender glatten bzw. nichtglatten Optimierung zu verallgemeinern und in ihrem Zusammenhang darzustellen. Als Hauptinstrument erweist sich dabei die sogenannte verallgemeinerte Kojima-Funktion. Neben reichlichen Beispielen setzen wir einen besonderen Akzent auf die Betrachtung von Variationsungleichungen, Komplementaritaetsaufgaben und der Standartaufgabeder mathematischen Programmierung. Unter natuerlichen Voraussetzungen an diese Probleme kann man u.a. Barriere-, Straf- und SQP-Typ-Methoden, die auf Newton-Verfahrenbasieren, aber auch Modelle, die sogenannte NCP-Funktionen benutzen, mittelsspezieller Stoerungen der Kojima-Funktion exakt modellieren. Daneben werdendurch explizite und natuerliche Wahl der Stoerungsparameter auch neue Methoden dieser Arten vorgeschlagen. Die Vorteile solcher Modellierungsind ueberzeugend vor allem wegen der direkt moeglichen (auf Stabilitaetseigenschaften der Kojima-Gleichung beruhendenden)Loesungsabschaetzungen und weil die entsprechenden Nullstellen ziemlich einfach als Loesungen bekannter Ersatzprobleme interpretiert werden koennen. Ein weiterer Aspekt der Arbeit besteht in der genaueren Untersuchungder "nichtglatten Faelle". Hier wird die Theorie von verschiedenen verallgemeinerten Ableitungen und dadurch entstehenden verallgemeinerten Newton-Verfahren, die im Buch "Nonsmooth Equations in Optimization" von B. Kummer und D. Klatte vorgeschlagen und untersucht wurde, intensiv benutzt. Entscheidend ist dabei, dass die benutzten verallgemeinerten Ableitungen auch praktisch angewandt werden koennen, da man sie exakt ausrechnen kann. / This work attempts to generalize various classical and new methods of smooth or nonsmooth optimization and to show them in their interrelation. The main tool for doing this is the so-called generalized Kojima-function. In addition to numerous examples we specialy emphasize the consideration of variational inequalities, complementarity problems and the standard problem of mathematical programming. Under natural assumptions on these problems we can model e.g. barrier-, penalty-, and SQP-Type-methods basing on Newton methods, and also methods using the so-called NCP-function exactly by means of special perturbations of the Kojima-function. Furthermore, by the explicit and natural choice of the perturbation parameters new methods of these kinds are introduced. The benefit of such a modelling is obvious, first of all due to the direct solution estimation (basing on stability properties of the Kojima-equation) and because the corresponding zeros can easily be interpreted as solutions of known subproblems. A further aspect considered in this paper is the detailed investigation of "nonsmooth cases". The theory of various generalized derivatives and resulting generalized Newton methods, which is introduced and investigated in the book "Nonsmooth Equations in Optimization" of B. Kummer and D. Klatte, is intensely used here. The crucial point is the applicability of the used generalized derivatives in practice, since they can be calculated exactly.

<p>A time-discrete formulation of the variational principle of mechanics is used to provide a consistent theoretical framework for the construction and analysis of low order integration methods. These are applied to mechanical systems subject to mixed constraints and dry frictional contacts and impacts---machines. The framework includes physics motivated constraint regularization and stabilization schemes. This is done by adding potential energy and Rayleigh dissipation terms in the Lagrangian formulation used throughout. These terms explicitly depend on the value of the Lagrange multipliers enforcing constraints. Having finite energy, the multipliers are thus massless ghost particles. The main numerical stepping method produced with the framework is called SPOOK.</p><p>Variational integrators preserve physical invariants globally, exactly in some cases, approximately but within fixed global bounds for others. This allows to product realistic physical trajectories even with the low order methods. These are needed in the solution of nonsmooth problems such as dry frictional contacts and in addition, they are computationally inexpensive. The combination of strong stability, low order, and the global preservation of invariants allows for large integration time steps, but without loosing accuracy on the important and visible physical quantities. SPOOK is thus well-suited for interactive simulations, such as those commonly used in virtual environment applications, because it is fast, stable, and faithful to the physics.</p><p>New results include a stable discretization of highly oscillatory terms of constraint regularization; a linearly stable constraint stabilization scheme based on ghost potential and Rayleigh dissipation terms; a single-step, strictly dissipative, approximate impact model; a quasi-linear complementarity formulation of dry friction that is isotropic and solvable for any nonnegative value of friction coefficients; an analysis of a splitting scheme to solve frictional contact complementarity problems; a stable, quaternion-based rigid body stepping scheme and a stable linear approximation thereof. SPOOK includes all these elements. It is linearly implicit and linearly stable, it requires the solution of either one linear system of equations of one mixed linear complementarity problem per regular time step, and two of the same when an impact condition is detected. The changes in energy caused by constraints, impacts, and dry friction, are all shown to be strictly dissipative in comparison with the free system. Since all regularization and stabilization parameters are introduced in the physics, they map directly onto physical properties and thus allow modeling of a variety of phenomena, such as constraint compliance, for instance.</p><p>Tutorial material is included for continuous and discrete-time analytic mechanics, quaternion algebra, complementarity problems, rigid body dynamics, constraint kinematics, and special topics in numerical linear algebra needed in the solution of the stepping equations of SPOOK.</p><p>The qualitative and quantitative aspects of SPOOK are demonstrated by comparison with a variety of standard techniques on well known test cases which are analyzed in details. SPOOK compares favorably for all these examples. In particular, it handles ill-posed and degenerate problems seamlessly and systematically. An implementation suitable for large scale performance and accuracy testing is left for future work.</p>

A time-discrete formulation of the variational principle of mechanics is used to provide a consistent theoretical framework for the construction and analysis of low order integration methods. These are applied to mechanical systems subject to mixed constraints and dry frictional contacts and impacts---machines. The framework includes physics motivated constraint regularization and stabilization schemes. This is done by adding potential energy and Rayleigh dissipation terms in the Lagrangian formulation used throughout. These terms explicitly depend on the value of the Lagrange multipliers enforcing constraints. Having finite energy, the multipliers are thus massless ghost particles. The main numerical stepping method produced with the framework is called SPOOK. Variational integrators preserve physical invariants globally, exactly in some cases, approximately but within fixed global bounds for others. This allows to product realistic physical trajectories even with the low order methods. These are needed in the solution of nonsmooth problems such as dry frictional contacts and in addition, they are computationally inexpensive. The combination of strong stability, low order, and the global preservation of invariants allows for large integration time steps, but without loosing accuracy on the important and visible physical quantities. SPOOK is thus well-suited for interactive simulations, such as those commonly used in virtual environment applications, because it is fast, stable, and faithful to the physics. New results include a stable discretization of highly oscillatory terms of constraint regularization; a linearly stable constraint stabilization scheme based on ghost potential and Rayleigh dissipation terms; a single-step, strictly dissipative, approximate impact model; a quasi-linear complementarity formulation of dry friction that is isotropic and solvable for any nonnegative value of friction coefficients; an analysis of a splitting scheme to solve frictional contact complementarity problems; a stable, quaternion-based rigid body stepping scheme and a stable linear approximation thereof. SPOOK includes all these elements. It is linearly implicit and linearly stable, it requires the solution of either one linear system of equations of one mixed linear complementarity problem per regular time step, and two of the same when an impact condition is detected. The changes in energy caused by constraints, impacts, and dry friction, are all shown to be strictly dissipative in comparison with the free system. Since all regularization and stabilization parameters are introduced in the physics, they map directly onto physical properties and thus allow modeling of a variety of phenomena, such as constraint compliance, for instance. Tutorial material is included for continuous and discrete-time analytic mechanics, quaternion algebra, complementarity problems, rigid body dynamics, constraint kinematics, and special topics in numerical linear algebra needed in the solution of the stepping equations of SPOOK. The qualitative and quantitative aspects of SPOOK are demonstrated by comparison with a variety of standard techniques on well known test cases which are analyzed in details. SPOOK compares favorably for all these examples. In particular, it handles ill-posed and degenerate problems seamlessly and systematically. An implementation suitable for large scale performance and accuracy testing is left for future work.