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Publication# Numerical Methods for First and Second Order Fully Nonlinear Partial Differential Equations

Résumé

This thesis focuses on the numerical analysis of partial differential equations (PDEs) with an emphasis on first and second-order fully nonlinear PDEs. The main goal is the design of numerical methods to solve a variety of equations such as orthogonal maps, the prescribed Jacobian equation and inequality, the elliptic and parabolic Monge-Ampère equations.

For orthogonal map we develop an \emph{operator-splitting/finite element} approach for the numerical solution of the Dirichlet problem. This approach is built on the variational principle, the introduction of an associated flow problem, and a time-stepping splitting algorithm. Moreover, we propose an extension of this method with an \emph{anisotropic mesh adaptation algorithm}. This extension allows us to track singularities of the solution's gradient more accurately. Various numerical experiments demonstrate the accuracy and the robustness of the proposed method for both constant and adaptive mesh.

For the prescribed Jacobian equation and the three-dimensional Monge-Ampère equation, we consider a \emph{least-squares/relaxation finite element method} for the numerical solution of the Dirichlet problems. We then introduce a relaxation algorithm that splits the least-square problem, which stems from a reformulation of the original equations, into local nonlinear and variational problems. We develop dedicated solvers for the algebraic problems based on Newton method and we solve the differential problems using mixed low-order finite element method. Overall the least squares approach exhibits appropriate convergence orders in $L^2(\Omega)$ and $H^1(\Omega)$ error norms for various numerical tests.

We also design a \emph{second-order time integration method} for the approximation of a parabolic two-dimensional Monge-Ampère equation. The space discretization of this method is based on low-order finite elements, and the time discretization is achieved by the implicit Crank-Nicolson type scheme. We verify the efficiency of the proposed method on time-dependent and stationary problems. The results of numerical experiments show that the method achieves nearly optimal orders for the $L^2(\Omega)$ and $H^1(\Omega)$ error norms when smooth solutions are approximated.

Finally, we present an adaptive mesh refinement algorithm for the elliptic Monge-Ampere equation based on the residual error estimate. The robustness of the proposed algorithm is verified using various test cases and two different solvers which are inspired by the two previous proposed numerical methods.

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This thesis is devoted to the derivation of error estimates for partial differential equations with random input data, with a focus on a posteriori error estimates which are the basis for adaptive strategies. Such procedures aim at obtaining an approximation of the solution with a given precision while minimizing the computational costs. If several sources of error come into play, it is then necessary to balance them to avoid unnecessary work. We are first interested in problems that contain small uncertainties approximated by finite elements. The use of perturbation techniques is appropriate in this setting since only few terms in the power series expansion of the exact random solution with respect to a parameter characterizing the amount of randomness in the problem are required to obtain an accurate approximation. The goal is then to perform an error analysis for the finite element approximation of the expansion up to a certain order. First, an elliptic model problem with random diffusion coefficient with affine dependence on a vector of independent random variables is studied. We give both a priori and a posteriori error estimates for the first term in the expansion for various norms of the error. The results are then extended to higher order approximations and to other sources of uncertainty, such as boundary conditions or forcing term. Next, the analysis of nonlinear problems in random domains is proposed, considering the one-dimensional viscous Burgers' equation and the more involved incompressible steady-state Navier-Stokes equations. The domain mapping method is used to transform the equations in random domains into equations in a fixed reference domain with random coefficients. We give conditions on the mapping and the input data under which we can prove the well-posedness of the problems and give a posteriori error estimates for the finite element approximation of the first term in the expansion. Finally, we consider the heat equation with random Robin boundary conditions. For this parabolic problem, the time discretization brings an additional source of error that is accounted for in the error analysis. The second part of this work consists in the analysis of a random elliptic diffusion problem that is approximated in the physical space by the finite element method and in the stochastic space by the stochastic collocation method on a sparse grid. Considering a random diffusion coefficient with affine dependence on a vector of independent random variables, we derive a residual-based a posteriori error estimate that controls the two sources of error. The stochastic error estimator is then used to drive an adaptive sparse grid algorithm which aims at alleviating the so-called curse of dimensionality inherent to tensor grids. Several numerical examples are given to illustrate the performance of the adaptive procedure.

This thesis focuses on the development and validation of a reduced order technique for cardiovascular simulations. The method is based on the combined use of the Reduced Basis method and a Domain Decomposition approach and can be seen as a particular implementation of the Reduced Basis Element method. Our contributions include the application to the unsteady three-dimensional Navier--Stokes equations, the introduction of a reduced coupling between subdomains, and the reconstruction of arteries with deformed elementary building blocks. The technique is divided into two main stages: the offline and the online phases. In the offline phase, we define a library of reference building blocks (e.g., tubes and bifurcations) and associate with each of these a set of Reduced Basis functions for velocity and pressure. The set of Reduced Basis functions is obtained by Proper Orthogonal Decomposition of a large number of flow solutions called snapshots; this step is expensive in terms of computational time. In the online phase, the artery of interest is geometrically approximated as a composition of subdomains, which are obtained from the parametrized deformation of the aforementioned building blocks. The local solution in each subdomain is then found as a linear combination of the Reduced Basis functions defined in the corresponding building block. The strategy to couple the local solutions is of utmost importance. In this thesis, we devise a nonconforming method for the coupling of Partial Differential Equations that takes advantage of the definition of a small number of Lagrange multiplier basis functions on the interfaces. We show that this strategy allows us to preserve the h-convergence properties of the discretization method of choice for the primal variable even when a small number of Lagrange multiplier basis functions is employed. Moreover, we test the flexibility of the approach in scenarios in which different discretization algorithms are employed in the subdomains, and we also use it in a fluid-structure interaction benchmark. The introduction of the Lagrange multipliers, however, is associated with stability problems deriving from the saddle-point structure of the global system. In our Reduced Order Model, the stability is recovered by means of supremizers enrichment.
In our numerical simulations, we specifically focus on the effects of the Reduced Basis and geometrical approximations on the quality of the results. We show that the Reduced Order Model performs similarly to the corresponding high-fidelity one in terms of accuracy. Compared to other popular models for cardiovascular simulations (namely 1D models), it also allows us to compute a local reconstruction of the Wall-Shear Stress on the vessel wall. The speedup with respect to the Finite Element method is substantial (at least one order of magnitude), although the current implementation presents bottlenecks that are addressed in depth throughout the thesis.

Diane Sylvie Guignard, Fabio Nobile, Marco Picasso

In this article, a finite element error analysis is performed on a class of linear and nonlinear elliptic problems with small uncertain input. Using a perturbation approach, the exact (random) solution is expanded up to a certain order with respect to a parameter that controls the amount of randomness in the input and discretized by finite elements. We start by studying a diffusion (linear) model problem with a random coefficient characterized via a finite number of random variables. The main focus of the article is the derivation of a priori and a posteriori error estimates of the error between the exact and approximate solution in various norms, including goal-oriented error estimation. The analysis is then extended to a class of nonlinear problems. We finally illustrate the theoretical results through numerical examples, along with a comparison with the Stochastic Collocation method in terms of computational costs.

2016