Submitted by Marlene Santos (marlene.bc.ufg@gmail.com) on 2016-05-05T20:25:53Z No. of bitstreams: 2 Dissertação - Carlos Eduardo Rosado de Barros - 2015.pdf: 1334566 bytes, checksum: 373183ed73dd83bfac5d91d2670c2e36 (MD5) license_rdf: 19874 bytes, checksum: 38cb62ef53e6f513db2fb7e337df6485 (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2016-05-06T11:43:27Z (GMT) No. of bitstreams: 2 Dissertação - Carlos Eduardo Rosado de Barros - 2015.pdf: 1334566 bytes, checksum: 373183ed73dd83bfac5d91d2670c2e36 (MD5) license_rdf: 19874 bytes, checksum: 38cb62ef53e6f513db2fb7e337df6485 (MD5) / Made available in DSpace on 2016-05-06T11:43:27Z (GMT). No. of bitstreams: 2 Dissertação - Carlos Eduardo Rosado de Barros - 2015.pdf: 1334566 bytes, checksum: 373183ed73dd83bfac5d91d2670c2e36 (MD5) license_rdf: 19874 bytes, checksum: 38cb62ef53e6f513db2fb7e337df6485 (MD5) Previous issue date: 2015-08-07 / Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq / In this work, mainly based on the articles, [1], [2] and [7], one studies a reactiondiffusion- convection system, related the propagation of a combustion front through a porous medium, giving origin a Cauchy problem. Such a problem has been approached by the methode of the monotone iterations, which leads to an unique time-global solution. / Nesse trabalho, baseado principalmente nos artigos [1], [2] e [7], estuda-se um sistema reação-difusão-convecção, relacionado à propagação de uma frente de combustão em um meio poroso, recaindo sobre um problema de Cauchy. Tal problema é abordado através do método de iterações monótonas, o qual conduz a uma única solução global no tempo.

Nous abordons le développement d'une nouvelle génération de méthodes numériques pour la résolution des EDP évolutives qui modélisent des phénomènes multi-échelles en temps et en espace issus de divers domaines applicatifs. La raideur associée à ce type de problème, que ce soit via le terme source chimique qui présente un large spectre d'échelles de temps caractéristiques ou encore via la présence de fort gradients très localisés associés aux fronts de réaction, implique en général de sévères difficultés numériques. En conséquence, il s'agit de développer des méthodes qui garantissent la précision des résultats en présence de forte raideur en s'appuyant sur des outils théoriques solides, tout en permettant une implémentation aussi efficace. Même si nous étendons ces idées à des systèmes plus généraux par la suite, ce travail se focalise sur les systèmes de réaction-diffusion raides. La base de la stratégie numérique s'appuie sur une décomposition d'opérateur spécifique, dont le pas de temps est choisi de manière à respecter un niveau de précision donné par la physique du problème, et pour laquelle chaque sous-pas utilise un intégrateur temporel d'ordre élevé dédié. Ce schéma numérique est ensuite couplé à une approche de multirésolution spatiale adaptative permettant une représentation de la solution sur un maillage dynamique adapté. L'ensemble de cette stratégie a conduit au développement du code de simulation générique 1D/2D/3D académique MBARETE de manière à évaluer les développements théoriques et numériques dans le contexte de configurations pratiques raides issue de plusieurs domaines d'application. L'efficacité algorithmique de la méthode est démontrée par la simulation d'ondes de réaction raides dans le domaine de la dynamique chimique non-linéaire et dans celui de l'ingénierie biomédicale pour la simulation des accidents vasculaires cérébraux caractérisée par un terme source "chimique complexe''. Pour étendre l'approche à des applications plus complexes et plus fortement instationnaires, nous introduisons pour la première fois une technique de séparation d'opérateur avec pas de temps adaptatif qui permet d'atteindre une précision donnée garantie malgré la raideur des EDP. La méthode de résolution adaptative en temps et en espace qui en résulte, étendue au cas convectif, permet une description consistante de problèmes impliquant une très large palette d'échelles de temps et d'espace et des scénarios physiques très différents, que ce soit la propagation des décharges répétitives pulsées nanoseconde dans le domaine des plasmas ou bien l'allumage et la propagation de flammes dans celui de la combustion. L'objectif de la thèse est l'obtention d'un solveur numérique qui permet la résolution des EDP raides avec contrôle de la précision du calcul en se basant sur des outils d'analyse numérique rigoureux, et en utilisant des moyens de calculs standard. Quelques études complémentaires sont aussi présentées comme la parallélisation temporelle, des techniques de parallélisation à mémoire partagée et des outils de caractérisation mathématique des schémas de type séparation d'opérateur. / We tackle the development of a new generation of numerical methods for the solution of time dependent PDEs modeling general time/space multi-scale phenomena issued from various application fields. This type of problem induces well-known numerical restrictions and potentially large stiffness, which stem from the broad spectrum of time scales in the nonlinear chemical terms as well as from steep, spatially very localized, spatial gradients in the reaction fronts. Therefore, dedicated numerical strategies are needed to ensure the accuracy of the numerical approximations from a theoretical point of view, taking also into account adequate practical implementations to reduce computational costs. In order to cope with these problems, this study introduces a few mathematical and numerical elements for the solution of stiff reaction-diffusion systems, extensible in practice to more general configurations. The core of the numerical strategy is thus based on a specially conceived operator splitting method with dedicated high order time integration schemes for each subproblem. An appropriate choice of splitting time steps allows us the simulation of the solution within a prescribed accuracy, according to the overall physics of the problem. The resulting numerical scheme is properly coupled with an adaptive multiresolution technique for dynamic spatial mesh representations of the solution. Such an approach has led to the conception of the academic, generic 1D/2D/3D MBARETE code in order to evaluate the proposed theoretical and numerical developments in practical stiff configurations arising in several research fields. The algorithmic efficiency of the method is assessed by the simulation of propagating stiff reaction waves issued from nonlinear chemical dynamics and from biomedical engineering applications for a brain stroke model with "detailed chemical mechanisms''. Moreover, in order to extend the applicability of the method to more complex and unsteady problems, we consider for the first time a time adaptive splitting scheme for stiff PDEs, that yields dynamic time stepping within the prescribed accuracy. The fully time/space adaptive method allows us then a consistent description of reaction-diffusion-convection problems disclosing a broad spectrum of time/space scales as well as different physical scenarios, such as highly nanosecond repetitively pulsed discharges or self-ignition and propagation of flames for, respectively, plasma and combustion applications. The main goal of this work is hence to numerically solve stiff PDEs with reasonable, standard computational resources and based on a mathematical background that ensures robust, general and accurate numerical schemes. Further studies are also presented that include time parallelization strategies, parallel computing techniques for shared memory architectures and complementary mathematical characterization of splitting schemes.

Dans les réacteurs industriels ou dans la nature, l'écoulement de fluides peut être couplé à des réactions chimiques. Dans de nombreux cas, il en résulte l'apparition de structures complexes dont les propriétés dépendent entre autres de la géométrie du système.<p><p>Dans ce contexte, le but de notre thèse a été d'étudier de manière théorique et sur des modèles réaction-diffusion-convection simples les propriétés de dynamiques spatio-temporelles résultant du couplage chimie-hydrodynamique. <p>Nous nous sommes focalisés sur les instabilités hydrodynamiques de digitation visqueuse et de densité qui apparaissent respectivement lorsqu'un fluide dense est placé au-dessus d'un fluide moins dense dans le champ de gravité et lorsqu'un fluide visqueux est déplacé par un fluide moins visqueux dans un milieu poreux.<p><p>En particulier, nous avons étudié les problèmes suivants:<p>- L'influence d'une réaction chimique de type A + B → C sur la digitation visqueuse. Nous avons montré que les structures formées lors de cette instabilité varient selon que le réactif A est injecté dans le réactif B ou vice-versa si ces réactifs n'ont pas un coefficient de diffusion ou une concentration initiale identiques.<p>- Le rôle de pertes de chaleur par les parois du réacteur dans le cadre de la digitation de densité de fronts autocatalytiques exothermiques. Nous avons caractérisé les conditions de stabilité de fronts en fonction des pertes de chaleur et expliqué l'apparition de zones anormalement chaudes lors de cette instabilité.<p>- L'influence de l'inhomogénéité du milieu sur la digitation de densité de solutions réactives ou non. Nous avons montré que les variations spatiales de perméabilité d'un milieu poreux peuvent figer ou faire osciller la structure de digitation dans certaines conditions.<p>- L'influence d'un champ électrique transverse sur l'instabilité diffusive et la digitation de densité de fronts autocatalytiques. Il a été montré que cette interaction peut donner lieu à des nouvelles structures et changer les propriétés du front.<p><p>En conclusion, nous avons montré que le couplage entre réactions chimiques et mouvements hydrodynamiques est capable de générer de nouvelles structures spatio-temporelles dont les propriétés dépendent entre autres des conditions imposées au système.<p>/<p>In industrial reactors or in nature, fluid flows can be coupled to chemical reactions. In many cases, the result is the emergence of complex structures whose properties depend among others on the geometry of the system.<p>In this context, the purpose of our thesis was to study theoretically using simple models of reaction-diffusion-convection, the properties of dynamics resulting from the coupling between chemistry and hydrodynamics.<p><p>We focused on the hydrodynamic instabilities of viscous and density fingering that occur respectively when a dense fluid is placed above a less dense one in the gravity field and when a viscous fluid is displaced by a less viscous fluid in a porous medium.<p><p>In particular, we studied the following issues:<p>- The influence of a chemical reaction type A + B → C on viscous fingering. We have shown that the fingering patterns observed during this instability depends on whether the reactant A is injected into the reactant B or vice versa if they do not have identical diffusion coefficients or initial concentrations.<p>- The role of heat losses through the reactor walls on the density fingering of exothermic autocatalytic fronts. We have characterized the conditions of stability of fronts depending on heat losses and explained the appearance of unusually hot areas during this instability.<p>- The influence of the inhomogeneity of the medium on the density fingering of reactive solutions or not. We have shown that spatial variations of permeability of a porous medium may freeze or generate oscillating fingering pattern under certain conditions.<p>- The influence of a transverse electric field on the Rayleigh-Taylor and diffusive instabilities of autocatalytic fronts. It was shown that this interaction may lead to new structures and may change the properties of the front.<p><p>In conclusion, we showed that the coupling between chemical reactions and hydrodynamic motions can generate new space-time structures whose properties depend among others, on the conditions imposed on the system. / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

We study the question of periodic homogenization of a variably scaled reaction-diffusion equation with non-linear drift of polynomial type. The non-linear drift was derived as hydrodynamic limit of a totally asymmetric simple exclusion process (TASEP) for a population of interacting particles crossing a domain with obstacle. We consider three different geometries: (i) Bounded domain crossed by a finitely thin flat composite layer; (ii) Bounded domain crossed by an infinitely thin flat composite layer; (iii) Unbounded composite domain.\end{itemize} For the thin layer cases, we consider our reaction-diffusion problem endowed with slow or moderate drift. Using energy-type estimates as well as concepts like thin-layer convergence and two-scale convergence, we derive homogenized evolution equations and the corresponding effective model parameters. Special attention is paid to the derivation of the effective transmission conditions across the separating limit interfaces. As a special scaling, the problem with large drift is treated separately for an unbounded composite domain. Because of the imposed large drift, this nonlinearity is expected to explode in the limit of a vanishing scaling parameter. To deal with this special case, we employ two-scale formal homogenization asymptotics with drift to derive the corresponding upscaled model equations as well as the structure of the effective transport tensors. Finally, we use Schauder's fixed point Theorem as well as monotonicity arguments to study the weak solvability of the upscaled model posed in the unbounded domain. This study wants to contribute with theoretical understanding needed when designing thin composite materials which are resistant to slow, moderate, and high velocity impacts. / We study the question of periodic homogenization of a variably scaled reaction-diffusion equation with non-linear drift of polynomial type. The non-linear drift was derived as hydrodynamic limit of a totally asymmetric simple exclusion process (TASEP) for a population of interacting particles crossing a domain with obstacle. We consider three different geometries: (i) Bounded domain crossed by a finitely thin composite layer; (ii) Bounded domain crossed by an infinitely thin composite  layer; (iii) Unbounded composite domain. For the thin layer cases, we consider our reaction-diffusion problem endowed with slow or moderate drift. Using energy-type  estimates, concepts like thin-layer convergence and two-scale convergence, we derive  homogenized  equations. Special attention is paid to the derivation of the effective transmission conditions across the separating limit interfaces. The problem with large drift is treated separately for an unbounded composite domain. Because of the imposed large drift, this nonlinearity is expected to explode in the limit of a vanishing scaling parameter.  This study wants to contribute with theoretical understanding needed when designing thin composite materials which are resistant to slow, moderate, and high velocity impacts.

In the present thesis it is shown that the most natural choice for a norm for the analysis of the Galerkin FEM, namely the energy norm, fails to capture the boundary layer functions arising in certain reaction-diffusion problems. In view of a formal Definition such reaction-diffusion problems are not singularly perturbed with respect to the energy norm. This observation raises two questions: 1. Does the Galerkin finite element method on standard meshes yield satisfactory approximations for the reaction-diffusion problem with respect to the energy norm? 2. Is it possible to strengthen the energy norm in such a way that the boundary layers are captured and that it can be reconciled with a robust finite element method, i.e.~robust with respect to this strong norm? In Chapter 2 we answer the first question. We show that the Galerkin finite element approximation converges uniformly in the energy norm to the solution of the reaction-diffusion problem on standard shape regular meshes. These results are completely new in two dimensions and are confirmed by numerical experiments. We also study certain convection-diffusion problems with characterisitc layers in which some layers are not well represented in the energy norm. These theoretical findings, validated by numerical experiments, have interesting implications for adaptive methods. Moreover, they lead to a re-evaluation of other results and methods in the literature. In 2011 Lin and Stynes were the first to devise a method for a reaction-diffusion problem posed in the unit square allowing for uniform a priori error estimates in an adequate so-called balanced norm. Thus, the aforementioned second question is answered in the affirmative. Obtaining a non-standard weak formulation by testing also with derivatives of the test function is the key idea which is related to the H^1-Galerkin methods developed in the early 70s. Unfortunately, this direct approach requires excessive smoothness of the finite element space considered. Lin and Stynes circumvent this problem by rewriting their problem into a first order system and applying a mixed method. Now the norm captures the layers. Therefore, they need to be resolved by some layer-adapted mesh. Lin and Stynes obtain optimal error estimates with respect to the balanced norm on Shishkin meshes. However, their method is unable to preserve the symmetry of the problem and they rely on the Raviart-Thomas element for H^div-conformity. In Chapter 4 of the thesis a new continuous interior penalty (CIP) method is present, embracing the approach of Lin and Stynes in the context of a broken Sobolev space. The resulting method induces a balanced norm in which uniform error estimates are proven. In contrast to the mixed method the CIP method uses standard Q_2-elements on the Shishkin meshes. Both methods feature improved stability properties in comparison with the Galerkin FEM. Nevertheless, the latter also yields approximations which can be shown to converge to the true solution in a balanced norm uniformly with respect to diffusion parameter. Again, numerical experiments are conducted that agree with the theoretical findings. In every finite element analysis the approximation error comes into play, eventually. If one seeks to prove any of the results mentioned on an anisotropic family of Shishkin meshes, one will need to take advantage of the different element sizes close to the boundary. While these are ideally suited to reflect the solution behavior, the error analysis is more involved and depends on anisotropic interpolation error estimates. In Chapter 3 the beautiful theory of Apel and Dobrowolski is extended in order to obtain anisotropic interpolation error estimates for macro-element interpolation. This also sheds light on fundamental construction principles for such operators. The thesis introduces a non-standard finite element space that consists of biquadratic C^1-finite elements on macro-elements over tensor product grids, which can be viewed as a rectangular version of the C^1-Powell-Sabin element. As an application of the general theory developed, several interpolation operators mapping into this FE space are analyzed. The insight gained can also be used to prove anisotropic error estimates for the interpolation operator induced by the well-known C^1-Bogner-Fox-Schmidt element. A special modification of Scott-Zhang type and a certain anisotropic interpolation operator are also discussed in detail. The results of this chapter are used to approximate the solution to a recation-diffusion-problem on a Shishkin mesh that features highly anisotropic elements. The obtained approximation features continuous normal derivatives across certain edges of the mesh, enabling the analysis of the aforementioned CIP method.:Notation 1 Introduction 2 Galerkin FEM error estimation in weak norms 2.1 Reaction-diffusion problems 2.2 A convection-diffusion problem with weak characteristic layers and a Neumann outflow condition 2.3 A mesh that resolves only part of the exponential layer and neglects the weaker characteristic layers 2.3.1 Weakly imposed characteristic boundary conditions 2.4 Numerical experiments 2.4.1 A reaction-diffusion problem with boundary layers 2.4.2 A reaction-diffusion problem with an interior layer 2.4.3 A convection-diffusion problem with characteristic layers and a Neumann outflow condition 2.4.4 A mesh that resolves only part of the exponential layer and neglects the weaker characteristic layers 3 Macro-interpolation on tensor product meshes 3.1 Introduction 3.2 Univariate C1-P2 macro-element interpolation 3.3 C1-Q2 macro-element interpolation on tensor product meshes 3.4 A theory on anisotropic macro-element interpolation 3.5 C1 macro-interpolation on anisotropic tensor product meshes 3.5.1 A reduced macro-element interpolation operator 3.5.2 The full C1-Q2 interpolation operator 3.5.3 A C1-Q2 macro-element quasi-interpolation operator of Scott-Zhang type on tensor product meshes 3.5.4 Summary: anisotropic C1 (quasi-)interpolation error estimates 3.6 An anisotropic macro-element of tensor product type 3.7 Application of macro-element interpolation on a tensor product Shishkin mesh 4 Balanced norm results for reaction-diffusion 4.1 The balanced finite element method of Lin and Stynes 4.2 A C0 interior penalty method 4.3 Galerkin finite element method 4.3.1 L2-norm error bounds and supercloseness 4.3.2 Maximum-norm error bounds 4.4 Numerical verification 4.5 Further developments and summary References