Dans cette these, nous etudions les schemas boite. Ils ont ete introduits par H.B. Keller en 1971. Dans un premier temps, on s'est interesse a des problemes elliptiques de type Poisson. Plusieurs schemas boite pour des domaines de $\mathbb(R)^2$ mailles par des triangles ou des rectangles ont ete introduits. Dans ce cas, la discretisation s'effectue sur la forme mixte du probleme en prenant la moyenne des deux equations (conservation et flux) sur les cellules du maillage. La methode peut etre qualifiee de ``methode volumes finis mixte de type Petrov-Galerkin ``. Une des difficultes du design de cette famille de schemas reside dans le choix des differents espaces de fonctions (approximation et test) qui doivent satisfaire des conditions de compatibilite de type Babuska-Brezzi. En revanche, cette methode de discretisation ne necessite qu'un seul maillage (le maillage du domaine). De plus, on montre dans la plupart des cas que le schema obtenu est equivalent a un probleme découplé : la résolution d'un probleme variationnel pour l'inconnue principale et une formule locale pour le gradient (le flux). Cette formulation facilite le calcul des inconnues discretes. Des resultats de stabilite et les calculs d'erreurs reposant sur la theorie des elements finis ont ete etablis. Une etude numérique valide ces resultats pour quelques cas tests. Dans le cadre du Groupement de Recherche MoMaS pour le stockage des dechets nucleaires dans la Meuse, j'ai ensuite etudie des problemes de convection-diffusion instationnaires. Un schéma boite permettant d'approcher ces equations dans le cas monodimensionnel a ete introduit. Des coefficients de decentrement propres a chaque maille permettent de controler le schema (precision, stabilite). Afin de generaliser rapidement ce schema au cas bidimensionnel, je me suis concentree sur une extension du schema boite monodimensionnel par la methode ADI (Alternating Direction Implicit).

In any research program we begin with a hypothesis and when our expected results do not concur with the observed results we must try and understand the dynamics behind the changed process. In this study we were trying to understand the flux between regional groundwater systems, surface waters and sedimentation processes in order to predict the fate of contaminants entering one of the larger bodies of water in the world- Lake Ontario. This lake has increased levels of tritium due to anthropogenic inputs. Our first approach to the problem was to look at tritium fluxes within the system . Hydrological balances were constructed and a series of sediment cores were taken longitudinally and laterally across the lake. The second approach was to quantify the sediment accumulation rate (SAR) within the depositional basins and zones of erosion in order to improve the linkage between erosion control (sedimentation) and the water quality program. In the last chapter the movement of tritium, by molecular diffusion, through the clayey-silts of Lake Ontario is quantified in terms of an effective diffusion coefficient. In these sediments effective diffusion equals molecular diffusion. In a laboratory experiment four cores of lake sediment were spiked with tritium . The resulting concentration gradient changes in the sediment porewaters after six weeks could be modeled by an analytical one- dimensional diffusive transport equation. Results calculated the average lab diffusion coefficient to be 2. 7 x 10 - 5cm 2. sec -1 which is twice that determined by Wang et al, 1952 but still reasonable. Short cores (50 cm) from lake Ontario had observed tritium concentrations with depth that reflected a variable diffusive profile. The increases and decreases in tritium with depth could be correlated between cores. Monthly tritium emission data was obtained and correlations between peaks in the tritium profile and emissions were observed. Monthly variations in release emissions corresponded to approximately a one centimeter slice of core. An average calculated diffusion coefficient of theses cores was 1. 0 x 10 -5 cm 2. sec -1 which compares to Wang's coefficient of 1. 39 x 10 -5 cm 2. sec -1. This implies that tritium is moving through the sediment column at a rate equal to diffusion. The results were obtained for smoothed values. It was not possible to model the perturbations of the data with a one dimensional model. The dynamics of the system imply that tritium could be used as a biomonitor for reactor emissions, mixing time and current direction scenarios and that a better understanding of this process could be gained by future coring studies and a new hypothesis.

This thesis makes contributions to the solution of Hadamard's problem through an examination of the question of the validity of Huygens'principle for the non-self-adjoint scalar wave equation on a Petrov type D spacetime. The problem is split into five further sub-cases based on the alignment of the Maxwell and Weyl principal spinors of the underlying spacetime. Two of these sub-cases are considered, one of which is proved to be incompatible with Huygens' principle, while for the other, it is shown that Huygens' principle implies that the two principal null congruences of the Weyl tensor are geodesic and shear-free. Furthermore, an unpublished result of McLenaghan regarding symmetric spacetimes of Petrov type D is independently verified. This result suggests the possible existence of counter-examples of the Carminati-McLenaghan conjecture.

In any research program we begin with a hypothesis and when our expected results do not concur with the observed results we must try and understand the dynamics behind the changed process. In this study we were trying to understand the flux between regional groundwater systems, surface waters and sedimentation processes in order to predict the fate of contaminants entering one of the larger bodies of water in the world- Lake Ontario. This lake has increased levels of tritium due to anthropogenic inputs. Our first approach to the problem was to look at tritium fluxes within the system . Hydrological balances were constructed and a series of sediment cores were taken longitudinally and laterally across the lake. The second approach was to quantify the sediment accumulation rate (SAR) within the depositional basins and zones of erosion in order to improve the linkage between erosion control (sedimentation) and the water quality program. In the last chapter the movement of tritium, by molecular diffusion, through the clayey-silts of Lake Ontario is quantified in terms of an effective diffusion coefficient. In these sediments effective diffusion equals molecular diffusion. In a laboratory experiment four cores of lake sediment were spiked with tritium . The resulting concentration gradient changes in the sediment porewaters after six weeks could be modeled by an analytical one- dimensional diffusive transport equation. Results calculated the average lab diffusion coefficient to be 2. 7 x 10 - 5cm 2. sec -1 which is twice that determined by Wang et al, 1952 but still reasonable. Short cores (50 cm) from lake Ontario had observed tritium concentrations with depth that reflected a variable diffusive profile. The increases and decreases in tritium with depth could be correlated between cores. Monthly tritium emission data was obtained and correlations between peaks in the tritium profile and emissions were observed. Monthly variations in release emissions corresponded to approximately a one centimeter slice of core. An average calculated diffusion coefficient of theses cores was 1. 0 x 10 -5 cm 2. sec -1 which compares to Wang's coefficient of 1. 39 x 10 -5 cm 2. sec -1. This implies that tritium is moving through the sediment column at a rate equal to diffusion. The results were obtained for smoothed values. It was not possible to model the perturbations of the data with a one dimensional model. The dynamics of the system imply that tritium could be used as a biomonitor for reactor emissions, mixing time and current direction scenarios and that a better understanding of this process could be gained by future coring studies and a new hypothesis.

Coercivity is a characteristic property of the bilinear term in a weak form of a partial differential equation in both infinite space and the corresponding finite space utilized by a numerical scheme. This concept implies \textit{stability} and \textit{well-posedness} of the weak form in both the exact solution and the numerical solution. In fact, the loss of this property especially in finite dimension cases leads to instability of the numerical scheme. This phenomenon occurs in three major families of problems consisting of advection-diffusion equation with dominant advection term, elastic analysis of very thin beams, and associated plasticity and non-associated plasticity problems. There are two main paths to overcome the loss of coercivity, first manipulating and stabilizing a weak form to ensure that the discrete weak form is coercive, second using an automatically stable method to estimate the solution space such as the Discontinuous Petrov Galerkin (DPG) method in which the optimal test space is attained during the design of the method in such a way that the scheme keeps the coercivity inherently. In this dissertation, A stable numerical method for the aforementioned problems is proposed. A stabilized finite element method for the problem of migration risk problem which belongs to the family of the advection-diffusion problems is designed and thoroughly analyzed. Moreover, DPG method is exploited for a wide range of valuing option problems under the black-Scholes model including vanilla options, American options, Asian options, double knock barrier options where they all belong to family of advection-diffusion problem, and elastic analysis of Timoshenko beam theory. Besides, The problem of American option pricing, migration risk, and plasticity problems can be categorized as a free boundary value problem which has their extra complexity, and optimization theory and variational inequality are the main tools to study these families of the problems. Thus, an overview of the classic definition of variational inequalities and different tools and methods to study analytically and numerically this family of problems is provided and a novel adjoint sensitivity analysis of variational inequalities is proposed.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Os escoamentos altamente convectivos representam um desafio na simulação pelo método de elementos finitos. Com a solução de elementos finitos de Galerkin para escoamentos incompressíveis, a matriz associada ao termo convectivo é não simétrica, e portanto, a propiedade de aproximação ótima é perdida. Na prática as soluções apresentam oscilações espúrias. Muitos métodos foram desenvolvidos com o fim de resolver esse problema. Neste trabalho apresentamos um método semi- Lagrangeano, o qual é implicitamente um método do tipo upwind, que portanto resolve o problema anterior, e comparamos o desempenho do método na solução das equações de convecção-difusão e Navier-Stokes incompressível com o Streamline Upwind Petrov Galerkin (SUPG), um método estabilizador de reconhecido desempenho. No SUPG, as funções de forma e de teste são tomadas em espaços diferentes, criando um efeito tal que as oscilações espúrias são drasticamente atenuadas. O método semi-Lagrangeano é um método de fator de integração, no qual o fator é um operador de convecção que se desloca para um sistema de coordenadas móveis no fluido, mas restabelece o sistema de coordenadas Lagrangeanas depois de cada passo de tempo. Isto prevê estabilidade e a possibilidade de utilizar passos de tempo maiores.Existem muitos trabalhos na literatura analisando métodos estabilizadores, mas não assim com o método semi-Lagrangeano, o que representa a contribuição principal deste trabalho: reconhecer as virtudes e as fraquezas do método semi-Lagrangeano em escoamentos dominados pelo fenômeno de convecção. / Convection dominated flows represent a challenge for finite element method simulation. Many methods have been developed to address this problem. In this work we compare the performance of two methods in the solution of the convectiondiffusion and Navier-Stokes equations on environmental flow problems: the Streamline Upwind Petrov Galerkin (SUPG) and the semi-Lagrangian method. In Galerkin finite element methods for fluid flows, the matrix associated with the convective term is non-symmetric, and as a result, the best approximation property is lost. In practice, solutions are often corrupted by espurious oscillations. In this work, we present a semi- Lagrangian method, which is implicitly an upwind method, therefore solving the spurious oscillations problem, and a comparison between this semi-Lagrangian method and the Streamline Upwind Petrov Galerkin (SUPG), an stabilizing method of recognized performance. The SUPG method takes the interpolation and the weighting functions in different spaces, creating an effect so that the spurious oscillations are drastically attenuated. The semi-Lagrangean method is a integration factor method, in which the factor is an operator that shifts to a coordinate system that moves with the fluid, but it resets the Lagrangian coordinate system after each time step. This provides stability and the possibility to take bigger time steps. There are many works in the literature analyzing stabilized methods, but they do not analyze the semi-Lagrangian method, which represents the main contribution of this work: to recognize the strengths and weaknesses of the semi-Lagrangian method in convection dominated flows.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Os escoamentos altamente convectivos representam um desafio na simulação pelo método de elementos finitos. Com a solução de elementos finitos de Galerkin para escoamentos incompressíveis, a matriz associada ao termo convectivo é não simétrica, e portanto, a propiedade de aproximação ótima é perdida. Na prática as soluções apresentam oscilações espúrias. Muitos métodos foram desenvolvidos com o fim de resolver esse problema. Neste trabalho apresentamos um método semi- Lagrangeano, o qual é implicitamente um método do tipo upwind, que portanto resolve o problema anterior, e comparamos o desempenho do método na solução das equações de convecção-difusão e Navier-Stokes incompressível com o Streamline Upwind Petrov Galerkin (SUPG), um método estabilizador de reconhecido desempenho. No SUPG, as funções de forma e de teste são tomadas em espaços diferentes, criando um efeito tal que as oscilações espúrias são drasticamente atenuadas. O método semi-Lagrangeano é um método de fator de integração, no qual o fator é um operador de convecção que se desloca para um sistema de coordenadas móveis no fluido, mas restabelece o sistema de coordenadas Lagrangeanas depois de cada passo de tempo. Isto prevê estabilidade e a possibilidade de utilizar passos de tempo maiores.Existem muitos trabalhos na literatura analisando métodos estabilizadores, mas não assim com o método semi-Lagrangeano, o que representa a contribuição principal deste trabalho: reconhecer as virtudes e as fraquezas do método semi-Lagrangeano em escoamentos dominados pelo fenômeno de convecção. / Convection dominated flows represent a challenge for finite element method simulation. Many methods have been developed to address this problem. In this work we compare the performance of two methods in the solution of the convectiondiffusion and Navier-Stokes equations on environmental flow problems: the Streamline Upwind Petrov Galerkin (SUPG) and the semi-Lagrangian method. In Galerkin finite element methods for fluid flows, the matrix associated with the convective term is non-symmetric, and as a result, the best approximation property is lost. In practice, solutions are often corrupted by espurious oscillations. In this work, we present a semi- Lagrangian method, which is implicitly an upwind method, therefore solving the spurious oscillations problem, and a comparison between this semi-Lagrangian method and the Streamline Upwind Petrov Galerkin (SUPG), an stabilizing method of recognized performance. The SUPG method takes the interpolation and the weighting functions in different spaces, creating an effect so that the spurious oscillations are drastically attenuated. The semi-Lagrangean method is a integration factor method, in which the factor is an operator that shifts to a coordinate system that moves with the fluid, but it resets the Lagrangian coordinate system after each time step. This provides stability and the possibility to take bigger time steps. There are many works in the literature analyzing stabilized methods, but they do not analyze the semi-Lagrangian method, which represents the main contribution of this work: to recognize the strengths and weaknesses of the semi-Lagrangian method in convection dominated flows.

In the last half a century, Computational Fluid Dynamics (CFD) has been established as an important complementary part and some times a significant alternative to Experimental and Theoretical Fluid Dynamics. Development of efficient computational algorithms for digital simulation of fluid flows has been an ongoing research effort in CFD. An accurate numerical simulation of compressible Euler equations, which are the gov-erning equations of high speed flows, is important in many engineering applications like designing of aerospace vehicles and their components. Due to nonlinear nature of governing equations, such flows admit solutions involving discontinuities like shock waves and contact discontinuities. Hence, it is nontrivial to capture all these essential features of the flows numerically. There are various numerical methods available in the literature, the popular ones among them being the Finite Volume Method (FVM), Finite Difference Method (FDM), Finite Element Method (FEM) and Spectral method. Kinetic theory based algorithms for solving Euler equations are quite popular in finite volume framework due to their ability to connect Boltzmann equation with Euler equations. In kinetic framework, instead of dealing directly with nonlinear partial differential equations one needs to deal with a simple linear partial differential equation. Recently, FEM has emerged as a significant alternative to FVM because it can handle complex geometries with ease and unlike in FVM, achieving higher order accuracy is easier. High speed flows governed by compressible Euler equations are hyperbolic partial differential equations which are characterized by preferred directions for information propagation. Such flows can not be solved using traditional FEM methods and hence, stabilized methods are typically introduced. Various stabilized finite element methods are available in the literature like Streamlined-Upwind Petrov Galerkin (SUPG) method, Galerkin-Least Squares (GLS) method, Taylor-Galerkin method, Characteristic Galerkin method and Discontinuous Galerkin Method. In this thesis a novel stabilized finite element method called as Kinetic Streamlined-Upwind Petrov Galerkin (KSUPG) method is formulated. Both explicit and implicit versions of KSUPG scheme are presented. Spectral stability analysis is done for explicit KSUPG scheme to obtain the stable time step. The advantage of proposed scheme is, unlike in SUPG scheme, diffusion vectors are obtained directly from weak KSUPG formulation. The expression for intrinsic time scale is directly obtained in KSUPG framework. The accuracy and robustness of the proposed scheme is demonstrated by solving various test cases for hyperbolic partial differential equations like Euler equations and inviscid Burgers equation. In the KSUPG scheme, diffusion terms involve computationally expensive error and exponential functions. To decrease the computational cost, two variants of KSUPG scheme, namely, Peculiar Velocity based KSUPG (PV-KSUPG) scheme and Circular distribution based KSUPG (C-KSUPG) scheme are formulated. The PV-KSUPG scheme is based on peculiar velocity based splitting which, upon taking moments, recovers a convection-pressure splitting type algorithm at the macroscopic level. Both explicit and implicit versions of PV-KSUPG scheme are presented. Unlike KSUPG and PV-KUPG schemes where Maxwellian distribution function is used, the C-KUSPG scheme uses a simpler circular distribution function instead of a Maxwellian distribution function. Apart from being computationally less expensive it is less diffusive than KSUPG scheme.

Notre travail est consacré à la définition, l'analyse et l'implémentation de nouveaux algorithmes numériques pour l'approximation de la solution de problèmes à 2 dimensions du type problème de Stefan. Dans ce type de problèmes une équation aux dérivée partielle parabolique posée sur un ouvert omega quelconque est couplée avec une autre équation qui contrôle la frontière gamma du domaine lui même. Les difficultés classiquement associés à ce type de problèmes sont: la formulation en particulier de l'équation pour le bord du domaine, l'approximation de la solution liées à la forme quelconque du domaine, les difficultés associées à l'implication des opérateurs de trace (approximation, conditionnement), les difficultés liées aux de régularité fonds du domaine.De plus, de nombreuse situations d'intérêt physique par exemple demandent des approximations de haut degré. Notre travail s'appuie sur une formulation de type espaces de niveaux (level set) pour l'équation du domaine, et une formulation de type domaine fictif (Omega) pour l'équation initiale.Le contrôle des conditions aux limites est effectué à partir de multiplicateurs de Lagrange agissant sur une frontière (Gamma) dite de contrôle différente de frontière(gamma) du domaine (omega). L'approximation est faite à partir d'un schéma aux différences finies pour les dérivées temporelle et une discrétisation à l'aide d'ondelettes bi-dimensionelles pour l'équation initiale et une dimensionnelle pour les multiplicateurs de Lagrange. Des opérateurs de prolongement de omega à Omega sont également construits à partir d'analyse multiéchelle sur l'intervalle. Nous obtenons aussi: une formulation pour laquelle existence de la solution est démontrées, un algorithme convergent pour laquelle une estimation globale d'erreur (sur Omega) est établie, une estimation intérieure prouvant sur l'erreur à un domaine omega, overline omega subset Xi, des estimations sur les conditionnement associés a l'opérateur de trace, des algorithmes de prolongement régulier. Différentes expériences numériques en 1D ou 2D sont effectuées. Le manuscrit est organisé comme suit: Le premier chapitre rappelle la construction des analyses multirésolutions, les propriétés importantes des ondelettes et des algorithmes numériques liées à l'application d'opérateurs aux dérivées partielles. Le second chapitre donne un aperçu des méthodes de domaine fictif classiques, approchées par la méthode de Galerkin ou de Petrov-Galerkin. Nous y découvrons les limites de ces méthodes ce qui donne la direction de notre travail. Le chapitre trois présente notre nouvelle méthode de domaine fictif que l'on appelle méthode de domaine fictif lisse.L'approximation est grâce à une méthode d'ondelettes de type Petrov-Galerkin. Cette section contient l'analyse théorique et décrit la mise en œuvre numérique. Différents avantages de cette méthode sont démontrés. Le chapitre quatre introduit une technique de prolongement régulier. Nous l'appliquons à des problèmes elliptiques en 1D ou 2D.\par Le cinquième chapitre décrit quelques simulations numériques de problème de Stefan. Nous testons l'efficacité de notre méthode sur différents exemples dont le problème de Stefan à 2 phases avec conditions aux limites de Gibbs-Thomson. / Our work is devoted to the definition, analysis and implementation of a new algorithms for numerical approximation of the solution of 2 dimensional Stefan problem. In this type of problem a parabolic partial differential equation defined on an openset Omega is coupled with another equation which controls the boundary gamma of the domain itself. The difficulties traditionally associated with this type of problems are: the particular formulation of equation on the boundary of domain, the approximation of the solution defined on general domain, the difficulties associated with the involvement of trace operation (approximation, conditioning), the difficulties associated with the regularity of domain. Addition, many situations of physical interest, for example,require approximations of high degree. Our work is based on aformulation of type level set for the equation on the domain, and aformulation of type fictitious domain (Omega) for the initialequation. The control of boundary conditions is carried out throughLagrange multipliers on boundary (Gamma), called control boundary, which is different with boundary (gamma) of the domain (omega). The approximation is done by a finite difference scheme for time derivative and the discretization by bi-dimensional wave letfor the initial equation and one-dimensional wave let for the Lagrange multipliers. The extension operators from omega to Omega are also constructed from multiresolution analysis on theinterval. We also obtain: a formulation for which the existence of solution is demonstrated, a convergent algorithm for which a global estimate error (on Omega) is established, interior error estimate on domain omega, overline omega subset estimates on the conditioning related to the trace operator, algorithms of smooth extension. Different numerical experiments in 1D or 2D are implemented. The work is organized as follows:The first chapter recalls theconstruction of multiresolution analysis, important properties of wavelet and numerical algorithms. The second chapter gives an outline of classical fictitious domain method, using Galerkin or Petrov-Galerkin method. We also describe the limitation of this method and point out the direction of our work.\par The third chapter presents a smooth fictitious domain method. It is coupled with Petrov-Galerkin wavelet method for elliptic equations. This section contains the theoretical analysis and numerical implementation to embody the advantages of this new method. The fourth chapter introduces a smooth extension technique. We apply it to elliptic problem with smooth fictitious domain method in 1D and 2D. The fifth chapter is the numerical simulation of the Stefan problem. The property of B-spline render us to exactly calculate the curvature on the moving boundary. We use two examples to test the efficiency of our new method. Then it is used to resolve the two-phase Stefan problem with Gibbs-Thomson boundary condition as an experimental case.

We present the analysis for the higher order continuous Galerkin−Petrov (cGP) time discretization schemes in combination with the one-level local projection stabilization in space applied to time-dependent convection-diffusion-reaction problems. Optimal a priori error estimates will be proved. Numerical studies support the theoretical results. Furthermore, a numerical comparison between continuous Galerkin−Petrov and discontinuous Galerkin time discretization schemes will be given.