Material point method (MPM) is a numerical tool which was originally used for modelling large deformations of solid mechanics problems. Due to the particle based spatial discretiza- tion, MPM is naturally capable of handling large mass movements together with topological changes. Further, the Lagrangian particles in MPM allow an easy implementation of history dependent materials. So far, however, research on MPM has been mostly restricted to explicit dynamic formu- lations with linear approximation functions. This is because of the simplicity and the low computational cost of such explicit algorithms. Particularly in MPM analysis of geomechan- ics problems, a considerable attention is given to the standard explicit formulation to model dynamic large deformations of geomaterials. Nonetheless, several limitations exist. In the limit of incompressibility, a significantly small time step is required to ensure the stability of the explicit formulation. Time step size restriction is also present in low permeability cases in porous media analysis. Spurious pressure oscillations are another numerical instability present in nearly incompressible flow behaviours. This research considers an implicit treatment of the pressure in MPM algorithm to simu- late material incompressibility. The coupled velocity (v)-pressure (p) governing equations are solved by applying Chorin’s projection method which exhibits an inherent pressure stability. Hence, linear finite elements can be used in the MPM solver. The main purpose of this new MPM formulation is to mitigate artificial pressure oscillations and time step restrictions present in the explicit MPM approach. First, a single phase MPM solver is applied to free surface incompressible fluid flow problems. Numerical results show a better approximation of the pressure field compared to the results obtained from the explicit MPM. The proposed formulation is then extended to model fully saturated porous materials with incompress- ible constituents. A solid velocity(v S )-fluid velocity (v F )-pore pressure (p) formulation is presented within the framework of mixture theory. Comparing the numerical results for the one-dimensional consolidation problem shows that the proposed incompressible MPM algorithm provides a stable and accurate pore pressure field even without implementing damping in the solver. Finally, the coupled MPM is used to solve a two-dimensional wave propagation problem and a plain strain consolidation problem. One of the important features of the proposed hydro mechanical coupled MPM formulation is that the time step size is not dependent on the incompressibility and the permeability of the porous medium.

The main objective in sampling is to select a sample from a population in order to estimate some unknown population parameter, usually a total or a mean of some interesting variable. When the units in the population do not have the same probability of being included in a sample, it is called unequal probability sampling. The inclusion probabilities are usually chosen to be proportional to some auxiliary variable that is known for all units in the population. When unequal probability sampling is applicable, it generally gives much better estimates than sampling with equal probabilities. This thesis consists of six papers that treat unequal probability sampling from a finite population of units. A random sample is selected according to some specified random mechanism called the sampling design. For unequal probability sampling there exist many different sampling designs. The choice of sampling design is important since it determines the properties of the estimator that is used. The main focus of this thesis is on evaluating and comparing different designs. Often it is preferable to select samples of a fixed size and hence the focus is on such designs. It is also important that a design has a simple and efficient implementation in order to be used in practice by statisticians. Some effort has been made to improve the implementation of some designs. In Paper II, two new implementations are presented for the Sampford design. In general a sampling design should also have a high level of randomization. A measure of the level of randomization is entropy. In Paper IV, eight designs are compared with respect to their entropy. A design called adjusted conditional Poisson has maximum entropy, but it is shown that several other designs are very close in terms of entropy. A specific situation called real time sampling is treated in Paper III, where a new design called correlated Poisson sampling is evaluated. In real time sampling the units pass the sampler one by one. Since each unit only passes once, the sampler must directly decide for each unit whether or not it should be sampled. The correlated Poisson design is shown to have much better properties than traditional methods such as Poisson sampling and systematic sampling.

Le phénomène de condensation d’un gaz de bosons lorsqu’il est refroidi à zéro degrés Kelvin futdécrit par Einstein en 1925 en s’appuyant sur des travaux de Bose. Depuis lors, de nombreux physiciens,mathématiciens et numériciens se sont intéressés au condensat de Bose-Einstein et à son caractère superfluide. Nous proposons dans cette étude des méthodes numériques ainsi qu’un code informatique pour la simulation d’un condensat de Bose-Einstein en rotation. Le principal modèle mathématique décrivant ce phénomène physique est une équation de Schrödinger présentant une non-linéarité cubique,découverte en 1961 : l’équation de Gross-Pitaevskii (GP). En nous appuyant sur le logiciel FreeFem++,nous nous servons d’une discrétisation spatiale en éléments-finis pour résoudre numériquement cette équation. Une méthode d’adaptation du maillage à la solution et l’utilisation d’éléments-finis d’ordre deux nous permet de résoudre finement le problème et d’explorer des configurations complexes en deux ou trois dimensions d’espace. Pour sa version stationnaire, nous avons développé une méthode de gradient de Sobolev ou une méthode de point intérieur implémentée dans la librairie Ipopt. Pour sa version instationnaire, nous utilisons une méthode de Time-Splitting combinée à un schéma de Crank-Nicolson ou une méthode de relaxation. Afin d’étudier la stabilité dynamique et thermodynamique d’un état stationnaire, le modèle de Bogoliubov-de Gennes propose une linéarisation de l’équation de Gross-Pitaevskii autour de cet état. Nous avons élaboré une méthode permettant de résoudre ce système aux valeurs et vecteurs propres, basée sur un algorithme de Newton ainsi que sur la méthode d’Arnoldi implémentée dans la librairie Arpack. / The phenomenon of condensation of a boson gas when cooled to zero degrees Kelvin was described by Einstein in 1925 based on work by Bose. Since then, many physicists, mathematicians and digitizers have been interested in the Bose-Einstein condensate and its superfluidity. We propose in this study numerical methods as well as a computer code for the simulation of a rotating Bose-Einstein condensate.The main mathematical model describing this phenomenon is a Schrödinger equation with a cubic nonlinearity, discovered in 1961: the Gross-Pitaevskii (GP) equation. By using the software FreeFem++ and a finite elements spatial discretization we solve this equation numerically. The mesh adaptation to the solution and the use of finite elements of order two allow us to solve the problem finely and to explore complex configurations in two or three dimensions of space. For its stationary version, we have developed a Sobolev gradient method or an internal point method implemented in the Ipopt library. .For its unsteady version, we use a Time-Splitting method combined with a Crank-Nicolson scheme ora relaxation method. In order to study the dynamic and thermodynamic stability of a stationary state,the Bogoliubov-de Gennes model proposes a linearization of the Gross-Pitaevskii equation around this state. We have developed a method to solve this eigenvalues and eigenvector system, based on a Newton algorithm as well as the Arnoldi method implemented in the Arpack library.

Die Anwenung von Operator-Splitting-Methoden auf gewöhnliche Differentialgleichungen ist gut etabliert. Für Differential-algebraische Gleichungen und partielle Differential-algebraische Gleichungen unterliegt sie jedoch vielen Einschränkungen aufgrund des Vorhandenseins von Nebenbedingungen. Die räumliche Diskretisierung reduziert PDAEs und lenkt unseren Fokus auf das Konzept der DAEs. Um eine reibungslose Übertragung des Operator-Splittings von ODEs auf DAEs durchzuführen, ist es wichtig, eine geeignete entkoppelte Struktur für das gewünschte Differential-algebraische System zu haben. In dieser Arbeit betrachten wir ein Modell, das partielle Differentialgleichungen für elektromagnetische Bauelemente - modelliert durch die Maxwell-Gleichungen - mit Differential-algebraischen Gleichungen koppelt, die die elementaren Schaltungselemente beschreiben. Nach der räumlichen Diskretisierung der klassischen Formulierung der Maxwell-Gleichungen mit Hilfe der finiten Integrationstechnik formulieren wir das resultierende gekoppelte System als Differential-algebraische Gleichung. Um eine geeignete Entkopplung zu bekommen, verwenden wir den zweigorientierten Loop-Cutset-Ansatz für die Schaltungsmodellierung. Daraus folgt, dass wir in der Lage sind, eine geeignete Operatorzerlegung so zu konstruieren, dass wir eine natürliche topologisch entkoppelte Port-Hamiltonsche DAE-Struktur erhalten. Wir schlagen einen Operator-Splitting-Ansatz für die Schaltungs-DAEs und gekoppelten Feld-Schaltungs-DAEs in entkoppelter Form vor und analysieren seine numerischen Eigenschaften. Darüber hinaus nutzen wir das Hamiltonsche Verhalten der inhärenten gewöhnlichen Differentialgleichung durch die Verwendung expliziter und energieerhaltender Zeitintegrations-methoden. Schließlich führen wir numerische Tests, um das mathematische Modell zu illustrieren und die Konvergenzergebnisse für das vorgeschlagene DAE-Operator-Splitting zu demonstrieren. / Le equazioni algebriche differenziali e algebriche alle derivate parziali hanno avuto un enorme successo come modelli di sistemi dinamici vincolati. Nella modellazione matem- atica, spesso si desidera catturare diversi aspetti di una situazione come le leggi di conservazione della fisica, il trasporto convettivo o la diffusione. Queste aspetti si riflettono nel sistema di equazioni del modello come operatori diversi. La tecnica dell’Operator Splitting si è rivelata una strategia di successo per affrontare problemi così complicati. L’applicazione dei metodi di Operator Splitting alle equazioni differenziali ordinarie (ODE) è ormai una tecnologia ben consolidata. Tuttavia, per equazioni algebriche differenziali (DAE) e algebriche differenziali parziali (PDAE), l’approccio è soggetto a molte restrizioni dovute alla presenza di vincoli e alla proprietà di indice. La discretizzazione spaziale riduce le PDAE e indirizza la nostra attenzione al concetto di DAE. Le DAE emergono in problemi dinamici vincolati come circuiti elettrici o reti di trasporto di energia. Al fine di generalizzare agevolmente la tecnica dell’Operator Splitting dalle ODE alle DAE, è importante avere una struttura disaccoppiata adeguata per il sistema algebrico differenziale desiderato. In questa tesi, consideriamo un modello che accoppia equazioni differenziali alle derivate parziali per dispositivi elettromagnetici -modellati dalle equazioni di Maxwell- con equazioni algebriche differenziali che descrivono gli elementi base del circuito. Dopo aver discretizzato spazialmente la formulazione classica delle equazioni di Maxwell usando la tecnica di integrazione finita, formuliamo il sistema accoppiato risultante come una equazione algebrica differenziale. Interpretando il dispositivo elettromagnetico come un elemento capacitivo, l’indice dell’intero sistema di circuito e campo accoppiato può essere specificato utilizzando le proprietà topologiche del circuito e non supera il valore di due. Per eseguire un disaccoppiamento appropriato, utilizziamo l’approccio loop-cutset per la modellazione dei circuiti. In tal modo siamo in grado di costruire una opportuna decomposizione dell’operatore tale da ottenere una naturale struttura disaccoppiata port-Hamiltonian DAE. Proponiamo un approccio di suddivisione dell’operatore per i DAE a circuito disaccoppiato e a circuito di campo accoppiato utilizzando gli algoritmi di divisione Lie-Trotter e Strang e per analizzare le proprietà numeriche di questi sistemi. Inoltre, sfruttiamo il comportamento hamiltoniano del sistema di equazioni differenziali ordinarie mediante l’utilizzo di metodi di integrazione temporale con esatta conservazione dell’energia. Poggiando sull’analisi di convergenza del metodo di suddivisione dell’operatore ODE, deriviamo i risultati di convergenza per l’approccio proposto che dipendono dall’indice delsistema e quindi dalla sua struttura topologica. Infine, eseguiamo prove numeriche di sistemi circuitali, nonchè sistemi accoppiati a circuito di campo, per testare il modello matematico e dimostrare i risultati di convergenza per la proposta Operator Splitting DAE. / The application of operator splitting methods to ordinary differential equations (ODEs) is well established. However, for differential-algebraic equations (DAEs) and partial differential-algebraic equations (PDAEs), it is subjected to many restrictions due to the presence of constraints. In constrained dynamical problems as electrical circuits or energy transport networks, DAEs arise. In order to perform a smooth transfer of the operator splitting from ODEs to DAEs, it is important to have a suitable decoupled structure for the desired differential-algebraic system. In this thesis, we consider a model which couples partial differential equations for electro- magnetic devices -modeled by Maxwell’s equations- with differential-algebraic equations describing the basic circuit elements. After spatially discretizing the classical formulation of Maxwell’s equations using the finite integration technique, we formulate the resulting coupled system as a differential-algebraic equation. To perform an appropriate decoupling, we use the branch oriented loop-cutset approach for circuit modeling. It follows that we are able to construct a suitable operator decomposition such that we obtain a natural topologically decoupled port-Hamiltonian DAE structure. We propose an operator splitting approach for the decoupled circuit and coupled field- circuit DAEs using the Lie-Trotter and Strang splitting algorithms and analyze its numerical properties. Furthermore, we exploit the Hamiltonian behavior of the system’s inherent ordinary differential equation by the utilization of explicit and energy-preserving time integration methods. Based on the convergence analysis of the ODE operator splitting method, we derive convergence results for the proposed approach that depends on the index of the system and thus on its topological structure. Finally, we perform numerical tests, to underline the mathematical model and to demonstrate the convergence results for the proposed DAE operator splitting.

Cette thèse s’inscrit dans le domaine mathématique de l’analyse des équations aux dérivées partielles (EDP) non-linéaires stochastiques. Nous nous intéressons à des EDP paraboliques et hyperboliques que l’on perturbe stochastiquement au sens d’Itô. Il s’agit d’introduire l’aléatoire via l’ajout d’une intégrale stochastique (intégrale d’Itô) qui peut dépendre ou non de la solution, on parle alors de bruit multiplicatif ou additif. La présence de la variable de probabilité ne nous permet pas d’utiliser tous les outils classiques de l’analyse des EDP. Notre but est d’adapter les techniques connues dans le cadre déterministe aux EDP non linéaires stochastiques en proposant des méthodes alternatives. Les résultats obtenus sont décrits dans les cinq chapitres de cette thèse : Dans le Chapitre I, nous étudions une perturbation stochastique des équations de Barenblatt. En utilisant une semi- discrétisation implicite en temps, nous établissons l’existence et l’unicité d’une solution dans le cas additif, et grâce aux propriétés de la solution nous sommes en mesure d’étendre ce résultat au cas multiplicatif à l’aide d’un théorème de point fixe. Dans le Chapitre II, nous considérons une classe d’équations de type Barenblatt stochastiques dans un cadre abstrait. Il s’agit là d’une généralisation des résultats du Chapitre I. Dans le Chapitre III, nous travaillons sur l’étude du problème de Cauchy pour une loi de conservation stochastique. Nous montrons l’existence d’une solution par une méthode de viscosité artificielle en utilisant des arguments de compacité donnés par la théorie des mesures de Young. L’unicité repose sur une adaptation de la méthode de dédoublement des variables de Kruzhkov.. Dans le Chapitre IV, nous nous intéressons au problème de Dirichlet pour la loi de conservation stochastique étudiée au Chapitre III. Le point remarquable de l’étude repose sur l’utilisation des semi-entropies de Kruzhkov pour montrer l’unicité. Dans le Chapitre V, nous introduisons une méthode de splitting pour proposer une approche numérique du problème étudié au Chapitre IV, suivie de quelques simulations de l’équation de Burgers stochastique dans le cas unidimensionnel. / This thesis deals with the mathematical field of stochastic nonlinear partial differential equations’ analysis. We are interested in parabolic and hyperbolic PDE stochastically perturbed in the Itô sense. We introduce randomness by adding a stochastic integral (Itô integral), which can depend or not on the solution. We thus talk about a multiplicative noise or an additive one. The presence of the random variable does not allow us to apply systematically classical tools of PDE analysis. Our aim is to adapt known techniques of the deterministic setting to nonlinear stochastic PDE analysis by proposing alternative methods. Here are the obtained results : In Chapter I, we investigate on a stochastic perturbation of Barenblatt equations. By using an implicit time discretization, we establish the existence and uniqueness of the solution in the additive case. Thanks to the properties of such a solution, we are able to extend this result to the multiplicative noise using a fixed-point theorem. In Chapter II, we consider a class of stochastic equations of Barenblatt type but in an abstract frame. It is about a generalization of results from Chapter I. In Chapter III, we deal with the study of the Cauchy problem for a stochastic conservation law. We show existence of solution via an artificial viscosity method. The compactness arguments are based on Young measure theory. The uniqueness result is proved by an adaptation of the Kruzhkov doubling variables technique. In Chapter IV, we are interested in the Dirichlet problem for the stochastic conservation law studied in Chapter III. The remarkable point is the use of the Kruzhkov semi-entropies to show the uniqueness of the solution. In Chapter V, we introduce a splitting method to propose a numerical approach of the problem studied in Chapter IV. Then we finish by some simulations of the stochastic Burgers’ equation in the one dimensional case.

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No. of bitstreams: 2 Tese - Reinier Díaz Millán - 2015.pdf: 3568052 bytes, checksum: b4c892f77911a368e1b8f629afb5e66e (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) Previous issue date: 2015-02-27 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / Nesta tese apresentamos v arios algoritmos para resolver os problemas de Desigualdade Variacional e Inclus~ao. Para o problema de desigualdade variacional propomos, no Cap tulo 2 uma generaliza c~ao do algoritmo cl assico extragradiente, utilizando vetores normais n~ao nulos do conjunto vi avel. Em particular, dois algoritmos conceituais s~ao propostos e cada um deles cont^em tr^es variantes diferentes de proje c~ao que est~ao relacionadas com algoritmos extragradientes modi cados. Duas buscas diferentes s~ao propostas, uma sobre a borda do conjunto vi avel e a outra ao longo das dire c~oes vi aveis. Cada algoritmo conceitual tem uma estrat egia diferente de busca e tr^es formas de proje c~ao especiais, gerando tr^es sequ^encias com diferente e interessantes propriedades. E feito a an alise da converg^encia de ambos os algoritmos conceituais, pressupondo a exist^encia de solu c~oes, continuidade do operador e uma condi c~ao mais fraca do que pseudomonotonia. No Cap tulo 4, n os introduzimos um algoritmo direto de divis~ao para o problema variacional em espa cos de Hilbert. J a no Cap tulo 5, propomos um algoritmo de proje c~ao relaxada em Espa cos de Hilbert para a soma de m operadores mon otonos maximais ponto-conjunto, onde o conjunto vi avel do problema de desigualdade variacional e dado por uma fun c~ao n~ao suave e convexa. Neste caso, as proje c~oes ortogonais ao conjunto vi avel s~ao substitu das por proje c~oes em hiperplanos que separam a solu c~ao da itera c~ao atual. Cada itera c~ao do m etodo proposto consiste em proje c~oes simples de tipo subgradientes, que n~ao exige a solu c~ao de subproblemas n~ao triviais, utilizando apenas os operadores individuais, explorando assim a estrutura do problema. Para o problema de Inclus~ao, propomos variantes do m etodo de divis~ao de forward-backward para achar um zero da soma de dois operadores, a qual e a modi ca c~ao cl assica do forwardbackward proposta por Tseng. Um algoritmo conceitual e proposto para melhorar o apresentado por Tseng em alguns pontos. Nossa abordagem cont em, primeramente, uma busca linear tipo Armijo expl cita no esp rito dos m etodos tipo extragradientes para desigualdades variacionais. Durante o processo iterativo, a busca linear realiza apenas um c alculo do operador forward-backward em cada tentativa de achar o tamanho do passo. Isto proporciona uma consider avel vantagem computacional pois o operador forward-backward e computacionalmente caro. A segunda parte do esquema consiste em diferentes tipos de proje c~oes, gerando sequ^encias com caracter sticas diferentes. / In this thesis we present various algorithms to solve the Variational Inequality and Inclusion Problems. For the variational inequality problem we propose, in Chapter 2, a generalization of the classical extragradient algorithm by utilizing non-null normal vectors of the feasible set. In particular, two conceptual algorithms are proposed and each of them has three di erent projection variants which are related to modi ed extragradient algorithms. Two di erent linesearches, one on the boundary of the feasible set and the other one along the feasible direction, are proposed. Each conceptual algorithm has a di erent linesearch strategy and three special projection steps, generating sequences with di erent and interesting features. Convergence analysis of both conceptual algorithms are established, assuming existence of solutions, continuity and a weaker condition than pseudomonotonicity on the operator. In Chapter 4 we introduce a direct splitting method for solving the variational inequality problem for the sum of two maximal monotone operators in Hilbert space. In Chapter 5, for the same problem, a relaxed-projection splitting algorithm in Hilbert spaces for the sum of m nonsmooth maximal monotone operators is proposed, where the feasible set of the variational inequality problem is de ned by a nonlinear and nonsmooth continuous convex function inequality. In this case, the orthogonal projections onto the feasible set are replaced by projections onto separating hyperplanes. Furthermore, each iteration of the proposed method consists of simple subgradient-like steps, which does not demand the solution of a nontrivial subproblem, using only individual operators, which explores the structure of the problem. For the Inclusion Problem, in Chapter 3, we propose variants of forward-backward splitting method for nding a zero of the sum of two operators, which is a modi cation of the classical forward-backward method proposed by Tseng. The conceptual algorithm proposed here improves Tseng's method in many instances. Our approach contains rstly an explicit Armijo-type line search in the spirit of the extragradient-like methods for variational inequalities. During the iterative process, the line search performs only one calculation of the forward-backward operator in each tentative for nding the step size. This achieves a considerable computational saving when the forward-backward operator is computationally expensive. The second part of the scheme consists of special projection steps bringing several variants.