73 research outputs found
An anisotropic adaptive method for the numerical approximation of orthogonal maps
No full textOrthogonal maps are two-dimensional mappings that are solutions of the so-called origami problem obtained when folding a paper. These mappings are piecewise linear, and the discontinuities of their gradient form a singular set composed of straight lines representing the folding edges. The proposed algorithm relies on the minimization of a variational principle discussed in Caboussat et al. (2019). A splitting algorithm for the corresponding flow problem derived from the first-order optimality conditions alternates between local nonlinear problems and linear elliptic variational problems at each time step. Anisotropic adaptive techniques allow to obtain refined triangulations near the folding edges while keeping the number of vertices as low as possible. Numerical experiments validate the accuracy and efficiency of the adaptive method in various situations. Appropriate convergence properties are exhibited, and solutions with sharp edges are recovered
Numerical Methods for First and Second Order Fully Nonlinear Partial Differential Equations
No full textThis 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 and 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 and 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.GR-P
Numerical simulation of sediment dynamics with free surface flows
No full textWe present a numerical model for the simulation of 3D mono-dispersed sediment dynamics in a Newtonian flow with free surfaces. The physical model is a macroscopic model for the transport of sediment based on a sediment concentration with a single momentum balance equation for the mixture (fluid and sediments).
The model proposed here couples the Navier-Stokes equations, with a
volume-of-fluid (VOF) approach for the tracking of the free surfaces between the liquid
and the air, plus a nonlinear advection equation for the sediments (for the transport, deposition, and resuspension of sediments).
The numerical algorithm relies on a splitting approach to decouple diffusion and advection phenomena such that we are left with a Stokes operator, an advection operator, and deposition/resuspension operators.
For the space discretization, a two-grid method couples a finite element discretization for the resolution of the Stokes problem, and a finer structured grid of small cells for the discretization of the advection operator and the sediment deposition/resuspension operator.
SLIC, redistribution, and decompression algorithms are used for post-processing to limit numerical diffusion and correct the numerical compression of the volume fraction of liquid.
The numerical model is validated through numerical experiments.
We validate and benchmark the model with deposition effects only for some specific experiments, in particular erosion experiments. Then, we validate and benchmark the model in which we introduce resuspension effects. After that, we discuss the limitations of the underlying physical models.
Finally, we consider a one-dimensional diffusion-convection equation and study an error indicator for the design of adaptive algorithms. First, we consider a finite element backward scheme, and then, a splitting scheme that separates the diffusion and the convection parts of the equation.GR-PIMATHICS
Numerical simulation of immiscible incompressible viscous, viscoelastic and elastic multiphase flows
No full textA unified numerical framework is presented for the modelling of multiphasic viscoelastic
and elastic flows. The rheologies considered range from incompressible Newtonian or
Oldroyd-B viscoelastic fluids to Neo-Hookean elastic solids. The model is formulated
in Eulerian coordinates. The unknowns are the volume fraction of each phase (liquid,
viscoelastic or solid), the velocity, pressure and the stress in each phase.
A time splitting strategy is applied in order to decouple the advection operators and the
diffusion operators. The numerical approximation in space consists of a two-grid method.
The advection equations are solved with a method of characteristics on a structured grid
of small cells and the diffusion step uses an unstructured coarser finite element mesh.
An implicit time scheme is suggested for the time discretisation of the diffusion step.
Estimates for the time and space discretisation of a simplified model are presented, which
proves unconditional stability.
Several numerical experiments are presented, first for the simulation of one phase flows
with free surfaces. The implicit time scheme is shown to be more efficient than the
explicit one. Then, the model for the deformation of an elastic material is validated for
several test cases. Finally, Signorini boundary conditions are implemented and presented
for the simulation of the bouncing of an elastic ball.
The multiphase model is validated through different test cases. Collisions between
Neo-Hookean elastic solids are explored. Simulations of multiple viscoelastic flows are
presented, for instance an immersed viscoelastic droplet and a Newtonian fluid in a
constricted cavity. The fall of an immersed Neo-Hookean elastic solid into a Newtonian
or a viscoelastic fluid is also presented.
Finally, the one phase model is extended to compressible flows. The method of characteristics
is updated in order to solve the advection equations, when the velocity is not
divergence-free. A numerical scheme is proposed and a numerical experiment is presented.GR-P
Numerical analysis of optimization-constrained differential equations : applications to atmospheric chemistry
No full textThe modeling of a system composed by a gas phase and organic aerosol particles, and its numerical resolution are studied. The gas-aerosol system is modeled by ordinary differential equations coupled with a mixed-constrained optimization problem. This coupling induces discontinuities when inequality constraints are activated or deactivated. Two approaches for the solution of the optimization-constrained differential equations are presented. The first approach is a time splitting scheme together with a fixed-point method that alternates between the differential and optimization parts. The ordinary differential equations are approximated by the Crank-Nicolson scheme and a primal-dual interior-point method combined with a warm-start strategy is used to solve the minimization problem. The second approach considers the set of equations as a system of differential algebraic equations after replacing the minimization problem by its first order optimality conditions. An implicit 5th-order Runge-Kutta method (RADAU5) is then used. Both approaches are completed by numerical techniques for the detection and computation of the events (activation and deactivation of inequality constraints) when the system evolves in time. The computation of the events is based on continuation techniques and geometric arguments. Moreover the first approach completes the computation with extrapolation polynomials and sensitivity analysis, whereas the second approach uses dense output formulas. Numerical results for gas-aerosol system made of several chemical species are proposed for both approaches. These examples show the efficiency and accuracy of each method. They also indicate that the second approach is more efficient than the first one. Furthermore theoretical examples show that the method for the computation of the activation is of second order for the first approach and exact for the second one.AS
Primal-dual interior-point method for thermodynamic gas-particle partitioning
No full textThermodynamic equilibrium problem, Minimization of Gibbs free energy, Primal-dual interior-point method, Sequential quadratic programming, Decomposition methods and implementation,
Numerical simulation of multiphase flows with incompressible viscoelastic flows and elastic solids
No full textA numerical model for the simulation of multiphase flows with free surfaces is presented. The model allows to incorporate in a unified manner several phases ranging from incompressible Newtonian flows, Oldroyd-B viscoelastic flows and neo-Hookean elastic solids deformations. We advocate a Eulerian modeling of the multiphase flows, relying on the volume fraction of liquid, describing multiple phases with those different rheologies.One advantage of the Eulerian approach is to allow for large deformations of elastic solids, and changes of topologies. The numerical framework relies on an operator splitting strategy and a two-grid method. The numerical model is validated with a numerical experiment based on the collision between two elastic bodies with free surfaces
Least-squares/relaxation method for the numerical solution of a 2D Pucci’s equation
No full textThe numerical solution of the Dirichlet problem for an elliptic Pucci’s equation in two dimensions of space is addressed by using a least-squares approach. The algorithm relies on an iterative relaxation method that decouples a variational linear elliptic PDE problem from the local nonlinearities. The approximation method relies on mixed low order finite element methods. The least-squares framework allows to revisit and extend the approach and the results presented in [Caffarelli, Glowinski, 2008] to more general cases. Numerical results show the convergence of the iterative sequence to the exact solution, when such a solution exists. The robustness of the approach is highlighted, when dealing with various types of meshes, domains with curved boundaries, nonconvex domains, or non-smooth solutions
Computation of portfolio hedging strategies using a reduced Monge-Ampère equation ::proceedings of the 20th International Conference on Computing in Economics and Finance, Oslo, June 22-24, 2014
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