In this article, we present results concerning the existence of solutions for a beam evolution equation with variable coefficients in increasing noncylindrical domains.

A wide range of applications involve interface problems. In most of the cases, mathematical modeling of these interface problems leads to partial differential equations with non-smooth or discontinuous inputs and solutions, especially across material interfaces. Different numerical methods have been developed to solve these kinds of problems and handle the non-smooth behavior of the input data and/or the solution across the interface. The main focus of our work is the immersed finite element method to obtain optimal numerical solutions for interface problems. In this thesis, we present piecewise quadratic immersed finite element (IFE) spaces that are used with an immersed finite element (IFE) method with interior penalty (IP) for solving two-dimensional second-order elliptic interface problems without requiring the mesh to be aligned with the material interfaces. An analysis of the constructed IFE spaces and their dimensions is presented. Shape functions of Lagrange and hierarchical types are constructed for these spaces, and a proof for the existence is established. The interpolation errors in the proposed piecewise quadratic spaces yield optimal <i>O</i>(h³) and <i>O</i>(h²) convergence rates, respectively, in the L² and broken H¹ norms under mesh refinement. Furthermore, numerical results are presented to validate our theory and show the optimality of our quadratic IFE method. Our approach in this thesis is, first, to establish a theory for the simplified case of a linear interface. After that, we extend the framework to quadratic interfaces. We, then, describe a general procedure for handling arbitrary interfaces occurring in real physical practical applications and present computational examples showing the optimality of the proposed method. Furthermore, we investigate a general procedure for extending our quadratic IFE spaces to <i>p</i>-th degree and construct hierarchical shape functions for <i>p</i>=3. / Ph. D.

In this study, an improved bit-array representation method for structural topology optimization using the Genetic Algorithm (GA) is proposed. The issue of representation degeneracy is fully addressed and the importance of structural connectivity in a design is further emphasized. To evaluate the constrained objective function, Deb's constraint handling approach is further developed to ensure that feasible individuals are always better than infeasible ones in the population to improve the efficiency of the GA. A hierarchical violation penalty method is proposed to drive the GA search towards the topologies with higher structural performance, less unusable material and fewer separate objects in the design domain in a hierarchical manner. Numerical results of structural topology optimization problems of minimum weight and minimum compliance designs show the success of this novel bit-array representation method and suggest that the GA performance can be significantly improved by handling the design connectivity properly. / Singapore-MIT Alliance (SMA)

In this research, least-squares based finite element formulations and their applications in fluid mechanics are presented. Least-squares formulations offer several computational and theoretical advantages for Newtonian as well as non-Newtonian fluid flows. Most notably, these formulations circumvent the inf-sup condition of Ladyzhenskaya-Babuska- Brezzi (LBB) such that the choice of approximating space is not subject to any compatibility condition. Also, the resulting coefficient matrix is symmetric and positive-definite. It has been observed that pressure and velocities are not strongly coupled in traditional leastsquares based finite element formulations. Penalty based least-squares formulations that fix the pressure-velocity coupling problem are proposed, implemented in a computational scheme, and evaluated in this study. The continuity equation is treated as a constraint on the velocity field and the constraint is enforced using the penalty method. These penalty based formulations produce accurate results for even low penalty parameters (in the range of 10-50 penalty parameter). A stress based least-squares formulation is also being proposed to couple pressure and velocities. Stress components are introduced as independent variables to make the system first order. The continuity equation is eliminated from the system with suitable modifications. Least-squares formulations are also developed for viscoelastic flows and moving boundary flows. All the formulations developed in this study are tested using several benchmark problems. All of the finite element models developed in this study performed well in all cases. A method to exploit orthogonality of modal bases to avoid numerical integration and have a fast computation is also developed during this study. The entries of the coefficient matrix are calculated analytically. The properties of Jacobi polynomials are used and most of the entries of the coefficient matrix are recast so that they can be evaluated analytically.

A análise isogeométrica (AIG) de estruturas consiste em construir a geometria exata ou aproximada de um modelo computacional a partir de funções criadas por meio de tecnologias de Computer Aided Design (CAD), tais como B-Splines, NURBS (Non-Uniform Rational BSplines) e T-splines, e aplicar o conceito de análise isoparamétrica, ou seja, representar o espaço de solução para as variáveis independentes em termos das mesmas funções que representam a geometria. O presente trabalho visa o estudo da análise isogeométrica aplicada a vigas planas, com a utilização de B-Splines e NURBS para aproximação de deslocamentos. São desenvolvidos modelos isogeométricos de vigas planas baseados nas hipóteses de Bernoulli- Euler e Timoshenko, e alguns exemplos de aplicação são realizados a fim de comparar os resultados numéricos com soluções analíticas, mostrando boa concordância. Uma questão pertinente à AIG corresponde à imposição de vínculos em pontos do domínio em que as funções básicas não sejam interpolatórias ou os vínculos desejados não forem diretamente relacionados aos graus de liberdade do elemento, que é o caso do elemento de viga de Bernoulli-Euler, já que as rotações geralmente não são tidas como graus de liberdade mas há a necessidade de se prescrever condições de contorno/conexão nas mesmas para descrever problemas físicos. Essa questão é tratada no presente trabalho através dos Métodos de Lagrange e de penalidade. São realizados exemplos de aplicação construídos com elementos de viga de Bernoulli-Euler utilizando os métodos de Lagrange e de penalidade na imposição de vínculos e na conexão entre pontos de regiões de domínio. / Isogeometric analysis (IGA) consists on building the geometry of the computational model with functions created by Computer Aided Design (CAD) technologies, such as B-Splines, NURBS (Non-Uniform Rational B-Splines) and T-Splines. Then, isoparametric concept is employed, that is, the solution space is represented by means of the same functions used to describe the geometry. The aim of the present contribution is the study of isogeometric analysis applied to 2D beams with interpolation via B-splines and NURBS. Two-dimensional isogeometric beam formulations based on Bernoulli-Euler and Timoshenko assumptions are presented. Some examples of application are given and results are compared to analytical solutions, showing good agreement. An important issue about IGA corresponds to the imposition of constraints at points of domain in which the shape functions are not interpolatory, or the desired constraints are not directly related to the degrees of freedoms. This may occur for Bernoulli-Euler beams since rotations are not usually defined as degrees of freedom, but they need to be assessed for prescription of some boundary/connection conditions. This is done in present contribution by employing both Lagrange and penalty methods. Some examples of structures composed by 2D isogeometric Bernoulli-Euler beam elements are solved by using Lagrange and Penalty methods to impose constraints and to make the connection between domain regions.

Estuda-se numericamente uma placa circular homogênea com furo centrado sob estado plano de deformação. A placa está fixa ao longo do contorno interno e está sob compressão radial uniforme ao longo do contorno externo. O material da placa é elástico-linear e anisotrópico. Apresenta-se a solução analítica do problema, a qual satisfaz as equações governantes de equilíbrio, no contexto da elasticidade linear clássica. Esta solução prediz o comportamento espúrio da auto-intersecção em uma região central da placa. Para evitar este comportamento, utiliza-se uma teoria que propõe encontrar um campo de deslocamento que minimize a energia potencial total do corpo sujeito à restrição de injetividade local para o campo da deformação correspondente. Esta teoria, juntamente com o método das penalidades interiores, permite encontrar uma solução numérica que preserva a injetividade. Esta solução corresponde a um campo de deslocamento radialmente simétrico. Estuda-se a possibilidade de encontrar uma solução rotacionalmente simétrica do problema restrito, em que o campo de deslocamento possua as componentes radial e tangencial, ambas funções somente do raio. Os resultados desta última modelagem mostram que a componente tangencial é nula, indicando que o campo de deslocamento é, de fato, radialmente simétrico. Mostra-se também que a solução do problema do anel converge para a solução do problema de um disco sem furo à medida que o raio do furo tende a zero. / This work concerns a numerical study of a homogeneous circular plate with a centered hole that is under a state of plane strain. The plate is fixed at its inner surface and is under uniform radial compression at its outer surface. The plate is linear, elastic, and anisotropic. An analytical solution for this problem, which satisfies the governing equations of equilibrium, is presented in the context of classical linear elasticity. This solution predicts the spurious behavior of self-intersection in a central region of the plate. To avoid this behavior, a constrained minimization theory is used. This theory concerns the search for a displacement field that minimizes the total potential energy of the body, which is a quadratic functional from the classical linear theory, subjected to the constraint of local injectivity for the associated deformation field. This theory together with an interior penalty method and a standard finite element methodology yield a numerical solution, which is radially symmetric, that preserves injectivity. Here, it is investigated the possibility of finding a rotationally symmetric solution to the constrained problem; one for which the associated displacement field has radial and tangential components, which are both functions of the radius only. The numerical results show, however, that the tangential component is zero. It is also shown that, as the radius of the hole tends to zero, the corresponding sequence of solutions tends to the solution of a solid disk.

En vue d’applications aux turbines éoliennes, cette thèse vise à étendre l’utilisation des méthodes de type domaines fictifs et en particulier la méthode de pénalisation pour la simulation de l’écoulement turbulent instationnaire autour d’obstacles de géométrie complexe.La modélisation de la turbulence instationnaire à nombres de Reynolds élevés a été abordée par des approches hybrides RANS/LES telles que la (DES) et la (DDES). Afin d’améliorer la prédiction, un modèle de paroi de type TBLE a été introduit.Après une brève présentation des méthodes et des outils mis en oeuvre, des simulations2D/3D sur la configuration de cylindre et du canal sont ensuite présentées, analysées et comparées aux résultats numériques et expérimentaux.Les résultats de simulation montrent la faisabilité et l’efficacité des modèles et de la méthode de couplage (DDES/TBLE). La dernière étude se concentre sur la simulation de l’écoulement d’air autour d’un profil de pale. Les réussites et les échecs des simulations numériques sont soulignés et étudiés.En conclusion, l’étude établit les fondements pour une future application dans le cas de l’écoulement autour d’un rotor éolien en mouvement. / In the perspective of application to wind turbine design, this thesis aims to extend theuse of fictitious domain methods and in particular the method of penalization for the simulation of unsteady turbulent flows around obstacles of complex geometry. The unsteady turbulence modeling at high Reynolds numbers was studied by hybrid approaches(RANS / LES) such as (DES) and (DDES). In order to improve the prediction, a wall model based on simplified Thin Boundary Layer Equations (TBLE) was introduced.After a brief presentation of the tools and methods implemented, full 2D / 3D computations on cylinder and channel configuration are then presented, analyzed and compared to numerical and experimental results.The simulation results show the feasibility and effectiveness of the proposed models and the coupling method (DDES / TBLE).The latest investigation focuses on the simulation of the flow around the airfoil of a wind turbine. The success and fails of the computations are highlighted and explained.

Estuda-se numericamente uma placa circular homogênea com furo centrado sob estado plano de deformação. A placa está fixa ao longo do contorno interno e está sob compressão radial uniforme ao longo do contorno externo. O material da placa é elástico-linear e anisotrópico. Apresenta-se a solução analítica do problema, a qual satisfaz as equações governantes de equilíbrio, no contexto da elasticidade linear clássica. Esta solução prediz o comportamento espúrio da auto-intersecção em uma região central da placa. Para evitar este comportamento, utiliza-se uma teoria que propõe encontrar um campo de deslocamento que minimize a energia potencial total do corpo sujeito à restrição de injetividade local para o campo da deformação correspondente. Esta teoria, juntamente com o método das penalidades interiores, permite encontrar uma solução numérica que preserva a injetividade. Esta solução corresponde a um campo de deslocamento radialmente simétrico. Estuda-se a possibilidade de encontrar uma solução rotacionalmente simétrica do problema restrito, em que o campo de deslocamento possua as componentes radial e tangencial, ambas funções somente do raio. Os resultados desta última modelagem mostram que a componente tangencial é nula, indicando que o campo de deslocamento é, de fato, radialmente simétrico. Mostra-se também que a solução do problema do anel converge para a solução do problema de um disco sem furo à medida que o raio do furo tende a zero. / This work concerns a numerical study of a homogeneous circular plate with a centered hole that is under a state of plane strain. The plate is fixed at its inner surface and is under uniform radial compression at its outer surface. The plate is linear, elastic, and anisotropic. An analytical solution for this problem, which satisfies the governing equations of equilibrium, is presented in the context of classical linear elasticity. This solution predicts the spurious behavior of self-intersection in a central region of the plate. To avoid this behavior, a constrained minimization theory is used. This theory concerns the search for a displacement field that minimizes the total potential energy of the body, which is a quadratic functional from the classical linear theory, subjected to the constraint of local injectivity for the associated deformation field. This theory together with an interior penalty method and a standard finite element methodology yield a numerical solution, which is radially symmetric, that preserves injectivity. Here, it is investigated the possibility of finding a rotationally symmetric solution to the constrained problem; one for which the associated displacement field has radial and tangential components, which are both functions of the radius only. The numerical results show, however, that the tangential component is zero. It is also shown that, as the radius of the hole tends to zero, the corresponding sequence of solutions tends to the solution of a solid disk.

Guaranteed Minimum Withdrawal Benefits(GMWB) have become popular riders on variable annuities. The pricing of a GMWB contract was originally formulated as a singular stochastic control problem which results in a Hamilton Jacobi Bellman (HJB) Variational Inequality (VI). A penalty method method can then be used to solve the HJB VI. We present a rigorous proof of convergence of the penalty method to the viscosity solution of the HJB VI assuming the underlying asset follows a Geometric Brownian Motion. A direct control method is an alternative formulation for the HJB VI. We also extend the HJB VI to the case of where the underlying asset follows a Poisson jump diffusion. The HJB VI is normally solved numerically by an implicit method, which gives rise to highly nonlinear discretized algebraic equations. The classic policy iteration approach works well for the Geometric Brownian Motion case. However it is not efficient in some circumstances such as when the underlying asset follows a Poisson jump diffusion process. We develop a combined fixed point policy iteration scheme which significantly increases the efficiency of solving the discretized equations. Sufficient conditions to ensure the convergence of the combined fixed point policy iteration scheme are derived both for the penalty method and direct control method. The GMWB formulated as a singular control problem has a special structure which results in a block matrix fixed point policy iteration converging about one order of magnitude faster than a full matrix fixed point policy iteration. Sufficient conditions for convergence of the block matrix fixed point policy iteration are derived. Estimates for bounds on the penalty parameter (penalty method) and scaling parameter (direct control method) are obtained so that convergence of the iteration can be expected in the presence of round-off error.

Guaranteed Minimum Withdrawal Benefits(GMWB) have become popular riders on variable annuities. The pricing of a GMWB contract was originally formulated as a singular stochastic control problem which results in a Hamilton Jacobi Bellman (HJB) Variational Inequality (VI). A penalty method method can then be used to solve the HJB VI. We present a rigorous proof of convergence of the penalty method to the viscosity solution of the HJB VI assuming the underlying asset follows a Geometric Brownian Motion. A direct control method is an alternative formulation for the HJB VI. We also extend the HJB VI to the case of where the underlying asset follows a Poisson jump diffusion. The HJB VI is normally solved numerically by an implicit method, which gives rise to highly nonlinear discretized algebraic equations. The classic policy iteration approach works well for the Geometric Brownian Motion case. However it is not efficient in some circumstances such as when the underlying asset follows a Poisson jump diffusion process. We develop a combined fixed point policy iteration scheme which significantly increases the efficiency of solving the discretized equations. Sufficient conditions to ensure the convergence of the combined fixed point policy iteration scheme are derived both for the penalty method and direct control method. The GMWB formulated as a singular control problem has a special structure which results in a block matrix fixed point policy iteration converging about one order of magnitude faster than a full matrix fixed point policy iteration. Sufficient conditions for convergence of the block matrix fixed point policy iteration are derived. Estimates for bounds on the penalty parameter (penalty method) and scaling parameter (direct control method) are obtained so that convergence of the iteration can be expected in the presence of round-off error.