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Publication# Modélisation et analyse numérique de problèmes de réaction-diffusion provenant de la solidification d'alliages binaires

EPFL thesis

Abstract

In this work, we are interested in elaborating models and numerical methods in order to study some phenomena which arise in the solidification of binary alloys. We propose two distinct models based on the mass and energy conservation laws as well as on classical thermodynamics. The first model is based on the irreversible process theory and therefore requires the computation of the entropy of the system to complete the description. To obtain this quantity, we develop a formalism and a method which yields numerical results. This construction is made so that the entropy function inherits some interesting mathematical properties from physical requirements. These properties allow us to elaborate and analyze mathematically an original scheme using a time discretization depending on a real parameter to solve the solidification problem. In particular, we are able to prove that the scheme is stable for all values of the time step if the parameter is chosen correctly. Furthermore, we give some numerical results to support the theory. The second model, called phase-field model, is used to describe dendrites' formation during the solidification of binary alloys. The nature of the problem constrains us to use very fine meshes in some physical regions. To reduce the number of discrete unknowns, we develop an adaptive mesh strategy based on an ad-hoc error estimator. We make numerical tests showing that the method converges on regular meshes and that the estimator is in good agreement with the true error. We also show that the mesh refinement strategy gives good results in academic and physical cases.

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This work is about time series of functional data (functional time series), and consists of three main parts. In the first part (Chapter 2), we develop a doubly spectral decomposition for functional time series that generalizes the Karhunen–Loève expansion. In the second part (Chapter 3), we develop the theory of estimation for the spectral density operators, which are the main tool involved in the doubly spectral decomposition. The third part (Chapter 4) is concerned with the problem of understanding and comparing the dynamics of DNA. It proposes a methodology for comparing the dynamics of DNA minicircles that are vibrating in solution, using tools developed in this thesis. In the first part, we develop a doubly spectral representation of a stationary functional time series that generalizes the Karhunen–Loève expansion to the functional time series setting. The representation decomposes the time series into an integral of uncorrelated frequency components (Cramér representation), each of which is in turn expanded in a Karhunen-Loève series, thus yielding a Cramér–Karhunen–Loève decomposition of the series. The construction is based on the spectral density operators—whose Fourier coefficients are the lag-t autocovariance operators—which characterise the second-order dynamics of the process. The spectral density operators are the functional analogues of the spectral density matrices, whose eigenvalues and eigenfunctions at different frequencies provide the building blocks of the representation. By truncating the representation at a finite level, we obtain a harmonic principal component analysis of the time series, an optimal finite dimensional reduction of the time series that captures both the temporal dynamics of the process, and the within-curve dynamics, and dominates functional PCA. The proofs rely on the construction of a stochastic integral of operator-valued functions, whose construction is similar to that of the Itô integral. In practice, the spectral density operators are unknown. In the second part, we therefore develop the basic theory of a frequency domain framework for drawing statistical inferences on the spectral density operators of a stationary functional time series. Our main tool is the functional Discrete Fourier Transform(fDFT).We derive an asymptotic Gaussian representation of the fDFT, thus allowing the transformation of the original collection of dependent random functions into a collection of approximately independent complex-valued Gaussian random functions. Our results are then employed in order to construct estimators of the spectral density operators based on smoothed versions of the periodogram kernel, the functional generalisation of the periodogram matrix. The consistency and asymptotic law of these estimators are studied in detail. As immediate consequences, we obtain central limit theorems for the mean and the long-run covariance operator of a stationary functional time series. Our results do not depend on structural modeling assumptions, but only functional versions of classical cumulant mixing conditions. The effect of discrete noisy observations on the consistency of the estimators is studied in a framework general enough to apply to a wide range of smoothing techniques for converting discrete noisy observations into functional data. We also perform a simulation study to assess the finite sample performance of our estimators, and give a discussion of the technical assumptions of our results, and at what cost our weak dependence assumptions could be changed or weakened, and provide examples of processes satisfying the technical assumptions of our asymptotic results. As an application, we consider in the third part the problem of comparing the dynamics of the trajectories of two DNA minicircles that are vibrating in solution, which are obtained via Molecular Dynamics simulations. The approach we take is to view and compare the dynamics through their spectral density operators, which contain the entire second-order structure of the trajectories. As a first step, we compare the spectral density operators of the two DNA minicircles using a new test we develop, which allows us to compare the spectral density operators at a fixed frequencies. Using multiple testing procedures, we are able to localize in frequencies the differences in spectral density operators of the two DNA minicircles, while controlling a type-I error, and conduct numerical simulations to assess the performance of our method. We further investigate the differences between the two minicircles by comparing their spectral density operators within frequencies. This allows us to localize their differences both in frequencies and on the minicircles, while controlling the averaged false discovery rate over the selected frequencies. Our methodology is general enough to be applied to the comparison of the dynamics of any pair of stationary functional time series.

In this work, two problems linked to glacier modeling are investigated. We propose an optimisation method for studying the flow of the ice and we present a numerical study about glacier thermal phenomena. In the first chapter of this thesis, we expose the models of these two problems. On one hand, we note that the boundary conditions on the bedrock are misunderstood, which explains it is difficult to obtain an accurate simulation of the motion of the ice. Also we establish a mathematical model where the bedrock boundary conditions depend on a control parameter. The aim of this study is to minimize a cost functional describing the difference between the computed velocity at the surface and the measure done. We study the cost functional with respect to the control parameter and we detail an optimisation method to solve the optimal control problem. On the other hand, we introduce two thermodynamical model governing the temperature and the water content field. The models correspond to a Stefan problem for the temperature and a convection-diffusion equation for the water content. The second chapter deals with the numerical resolution of the optimisation problem. First, a Finite Element Method (FEM) is described to solve the partial differential equations. Then, the algorithms used for the optimal control problem are detailed. Finally, this techniques are applied on two glaciers : Griesgletcher for 2D and Storglaciaren for 3D. The third chapter deals with the numerical resolution of the temperature and the water content models. A FEM is used for each problem. Concerning the temperature problem, the Stefan problem is numerically solved and the results allow to detect a free surface between the temperated ice and the cold ice. The water content field is also simulated. Numerical results are discussed on the Storglaciaren.

Vincent Maronnier, Marco Picasso, Jacques Rappaz

A numerical model is presented for the simulation of complex fluid flows with free surfaces. The unknowns are the velocity and pressure fields in the liquid region, together with a function defining the volume fraction of liquid. Although the mathematical formulation of the model is similar to the volume of fluid (VOF) method, the numerical schemes used to solve the problem are different. A splitting method is used for the time discretization. At each time step, two advection problems and a generalized Stokes problem are to be solved. Two different grids are used for the space discretization. The two advection problems are solved on a fixed, structured grid made out of small rectangular cells, using a forward characteristic method. The generalized Stokes problem is solved using a finite element method on a fixed, unstructured mesh. Numerical results are presented for several test cases: the filling of an S-shaped channel, the filling of a disk with core, the broken dam in a confined domain. (C) 1999 Academic Press.

1999