Dissertations / Theses on the topic 'Formulations variationnelles'
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Quero, Alain de. "Modélisation numérique par éléments finis : formulations variationnelles alternatives en élastoplasticité incrémentale." Châtenay-Malabry, Ecole centrale de Paris, 1993. http://www.theses.fr/1993ECAP0294.
Full textNicolopoulos-Salle, Anouk. "Formulations variationnelles d'équations de Maxwell résonantes et problèmes aux coins en propagation d'ondes." Thesis, Sorbonne université, 2019. http://www.theses.fr/2019SORUS276.
Full textIn 1st part, variational formulations associated with resonant Maxwell equations are constructed. The equations degenerate in the domain, leading to the non-unicity and singularity of the solutions. Adding viscosity desingularizes the equations, and a limiting absorption process, when this viscosity parameter goes to zero, allows to identify the physical solution. The degeneracy separates the problem at the limit into two equations on different domains coupled by their interface, along which the solutions blow up. This work explicitly characterizes the limit solution as a solution of a well-posed formulation, which allows the numerical approximation of the physical solution to the resonant Maxwell equations. The study is motivated by the modeling of hybrid resonances in fusion plasma. A 2nd part concerns numerical domain decomposition methods (DDM). In the presence of corners and cross points, when using an automatic mesher for example, it is necessary to treat these points to obtain absorption (ABC) or transmission (TC) conditions of order higher than 1. We define ABCs of order 2 for the Helmholtz equation on a polygonal domain, with the further intention of deriving TCs treating cross points. Each algorithm presented is endowed with a decreasing energy and is convergent
TORKI, MOUNIR. "Valeurs propres de matrices symetriques : analyses de la sensibilite d'ordre superieur et formulations variationnelles pour leur estimation." Toulouse 3, 1999. http://www.theses.fr/1999TOU30175.
Full textHadjali, Mohamed. "Eléments coques magnétiques pour la modélisation de milieux de faible épaisseur : applications aux calculs des courants de Foucault et de forces magnétiques." Paris 11, 2006. http://www.theses.fr/2006PA112102.
Full textIn the electrical devices, there are thin structures. These regions are difficult to model with the conventional finite elements, mainly appropriate to the massive areas. The Modelling of these regions by the finite element method requires in first approaches a very fine mesh. This implies a rather important time of resolution on the one hand and on the other hand led to an ill-conditioned algebraic system. To solve the problems involved in the modelling of the thin domains, several approaches were proposed in the literature. Among them, the method using the shell elements which allows us to be set free from the fine meshing. The study presented in this memory relates to the development of a computer code finite elements adapted to the modelling of the thin regions. The objective consists in developing the formulations which make it possible to analyze and calculate in a precise way the fields, the losses by eddy currents and the magnetic forces in the magnetostatic and magnetodynamic cases
Schneider, Didier. "Eléments finis mixtes duaux pour la résolution numérique de l'équation de la diffusion neutronique en géométrie hexagonale." Paris 6, 2000. http://www.theses.fr/2000PA066432.
Full textHeintze, Eric. "Résolution des équations de Maxwell tridimensionnelles instationnaires par une méthode d'éléments finis conformes." Paris 6, 1992. http://www.theses.fr/1992PA066698.
Full textBen, Tahar Mabrouk. "Formulation variationnelle par équations intégrales pour le rayonnement acoustique en présence d'un écoulement non-uniforme." Compiègne, 1991. http://www.theses.fr/1991COMPE098.
Full textLorentz, Eric. "Lois de comportement à gradients de variables internes : construction, formulation variationnelle et mise en œuvre numérique." Phd thesis, Université Pierre et Marie Curie - Paris VI, 1999. http://tel.archives-ouvertes.fr/tel-00474024.
Full textPrud'Homme, Christophe. "Contributions aux simulations temps réel fiables et certains aspects du calcul scientifique." Habilitation à diriger des recherches, Université Pierre et Marie Curie - Paris VI, 2005. http://tel.archives-ouvertes.fr/tel-00389031.
Full textMouhoubi, Saida. "Couplage symétrique éléments finis-éléments de frontière en mécani\-que: formulation et implantation dans un code éléments finis." Phd thesis, Université de Limoges, 2000. http://tel.archives-ouvertes.fr/tel-00550207.
Full textPascal, Barbara. "Estimation régularisée d'attributs fractals par minimisation convexe pour la segmentation de textures : formulations variationnelles conjointes, algorithmes proximaux rapides et sélection non supervisée des paramètres de régularisation; Applications à l'étude du frottement solide et de la microfluidique des écoulements multiphasiques." Thesis, Lyon, 2020. http://www.theses.fr/2020LYSEN042.
Full textIn this doctoral thesis several scale-free texture segmentation procedures based on two fractal attributes, the Hölder exponent, measuring the local regularity of a texture, and local variance, are proposed.A piecewise homogeneous fractal texture model is built, along with a synthesis procedure, providing images composed of the aggregation of fractal texture patches with known attributes and segmentation. This synthesis procedure is used to evaluate the proposed methods performance.A first method, based on the Total Variation regularization of a noisy estimate of local regularity, is illustrated and refined thanks to a post-processing step consisting in an iterative thresholding and resulting in a segmentation.After evidencing the limitations of this first approach, deux segmentation methods, with either "free" or "co-located" contours, are built, taking in account jointly the local regularity and the local variance.These two procedures are formulated as convex nonsmooth functional minimization problems.We show that the two functionals, with "free" and "co-located" penalizations, are both strongly-convex. and compute their respective strong convexity moduli.Several minimization schemes are derived, and their convergence speed are compared.The segmentation performance of the different methods are evaluated over a large amount of synthetic data in configurations of increasing difficulty, as well as on real world images, and compared to state-of-the-art procedures, including convolutional neural networks.An application for the segmentation of multiphasic flow through a porous medium experiment images is presented.Finally, a strategy for automated selection of the hyperparameters of the "free" and "co-located" functionals is built, inspired from the SURE estimator of the quadratic risk
Daoud, Rokn Aldin. "Une formulation variationnelle mixte pour la torsion des barres composites." Toulouse, INSA, 1991. http://www.theses.fr/1991ISAT0001.
Full textPoussineau, Nicole. "Réduction variationnelle d'un couplage fluide-structure : application à l'hémodynamique." Paris 6, 2007. http://www.theses.fr/2007PA066494.
Full textBazile, Alban. "Formulation éléments finis variationnelle adaptative et calcul massivement parallèle pour l’aérothermique industrielle." Thesis, Paris Sciences et Lettres (ComUE), 2019. http://www.theses.fr/2019PSLEM008/document.
Full textBy 2030, considering the progress of HPC, aerospace manufacturers like Safran Aircraft Engines (SAE), hope to be able to simulate a whole aircraft engine, at full scale, using Computational Fluid Dynamic (CFD). The goal of this PhD thesis is to bring a scientific contribution to this research framework. Indeed, the present work is devoted to the development of a variational adaptive finite element method allowing to improve the aerothermal simulations related to the turbine blade cooling. More precisely, our goal is to develop a new multiscale mesh adaptation technique, well suited to the resolution of highly convective heat transfers in turbulent flows. To do so, we propose a hierarchical control of errors based on recently developed subscales VMS error estimators. The first contribution of this work is then to propose a new isotropic mesh adaptation technique based on the previous error estimates. The second contribution is to combine both (i) the coarse scales interpolation error indicator and (ii) the subscales error estimator for anisotropic mesh adaptation. The results on analytic 2D and 3D benchmarks show that the proposed multiscale mesh adaptation technique allows obtaining highly precise solutions with much less elements in comparison with other mesh adaptation techniques. Finally, we propose in this thesis a description of the parallel software capabilities of Cimlib-CFD. Then, we present the two hardware systems used during this PhD thesis. The first one is the lab's cluster allowing the development of numerical methods. The second one however, is the GENCI Occigen II supercomputer which allows producing numerical results using massively parallel computations. In particular, we present a more realistic industrial concerning the cooling of a complete turbine vane composed by 39 holes
Salloum, Samir. "Introduction du contact entre solides de type Coulomb dans une formulation variationnelle hybride." Lyon, INSA, 1995. http://www.theses.fr/1995ISAL0033.
Full textThe object of this thesis is to use the mechanics approach to represent the interface between solids with regular surfaces. A synthesis of existing models was performed which showed that either one of two approaches was taken by the authors: (1) A "Rigidités Appropriées" approach whereby the interface is modelled as a fictitious material for which the behaviour is specified, and (2) a "Contact" type approach where the slip criterion on the interface is introduced into the solid deformation functional using Lagrangian multipliers. The advantages and limitations of the two approaches were studied. The "Rigidités Appropriées" approach has a number of limitations mainly related to the description of the behaviour of the fictitious interface material. The more recent "Contact" method is a mechanics approach which only necessitates the definition of the interface slip criterion. In the main, authors introduce this criterion in the displacement variational formulation of the solid mechanics deformation problem. However, in the displacement formulation, the traction equilibrium on the inter-element boundaries is not verified. Consequently, the results in zones where the stress is concentrated, such as in areas of contact, are highly mesh dependent. In this thesis the "Contact" approach was used. An interface between the solids with a Coulomb slip criterion was introduced into a hybrid variational formulation, thus verifying the traction equilibrium in the variational sense. The resulting Euler equations show that the dilation effect is implied in the functional. A numerical solution using the finite element method was subsequently developed. The details of the element stiffness matrices are given along with the incremental iterative algorithm used to develop a finite element program. The examples tested show the benefit of the hybrid formulation for simulating the stress concentrations near the material interfaces as well as the equilibrium of the traction forces
Hassani, Seddiq. "Validation et formulation variationnelle d'une loi de comportement viscoélastique non linéaire en grandes déformations." Phd thesis, Ecole Nationale des Ponts et Chaussées, 1997. http://tel.archives-ouvertes.fr/tel-00529389.
Full textHassaniI, Seddiq. "Validation et formulation variationnelle d'une loi de comportement viscoélastique non linéaire en grandes déforlations." Marne-la-vallée, ENPC, 1997. http://www.theses.fr/1997ENPC0020.
Full textWe develop a large strain nonlinear viscoelastic model, called peudo-linear model. It is based on the choice of a suitable strain tensor which permits to write the Helmholtz free energy as a quadratic form and the constitutive equation as a single convulation equation. To validate this model, we compare the pseudolinear potential with a general Helmholtz free energy approximated by a fourth order multiple integral expansion. The memory functions are chosen in exponential form with one characteristic time by decade. This comparison shows that the two models are in good agreements. The proposed model can easily evaluate the dissipation function of the material. This is illustrated in the case of harmonic vibrations. Then, we develop a variational formulation based on the total energy minimum principle. A numerical integration procedure using the finite element method is proposed, based on a linear approximation in the time domain. The comparison between the numerial results and the theoretical predictions are in good agreements for commun behaviours
Lorentz, Eric. "Lois de comportement à gradients de variables internes : construction, formulation variationnelle et mise en oeuvre numérique." Paris 6, 1999. http://www.theses.fr/1999PA066618.
Full textLorentz, Éric. "Lois de comportement à gradients de variables internes : construction, formulation variationnelle et mise en oeuvre numérique /." Cachan : Laboratoire de mécanique et technologie, 1999. http://catalogue.bnf.fr/ark:/12148/cb37056863x.
Full textCessenat, Olivier. "Application d'une nouvelle formulation variationnelle aux équations d'ondes harmoniques : problèmes de Helmholtz 2D et de Maxwell 3D." Paris 9, 1996. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=1996PA090039.
Full textVan, Praag Roland. "Formulation variationnelle du champ sonore dans une arborescence de conduits acoutisques non uniformes :application à l'appareil vocal." Doctoral thesis, Universite Libre de Bruxelles, 1998. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/212067.
Full textLilonga-Boyenga, Désiré Tao Jun Wu Vuong Tân-Hoa. "Contribution à la nouvelle formulation variationnelle application aux études des discontinuités et des filtres en guides d'ondes métalliques /." Toulouse : INP Toulouse, 2005. http://ethesis.inp-toulouse.fr/archive/00000150.
Full textOunadjela, Abderrhamane. "Modélisation de transducteurs piézoélectriques par la méthode des éléments finis associée à une formulation variationnelle par équations intégrales." Compiègne, 1986. http://www.theses.fr/1986COMPD028.
Full textKarra, Chafik. "Formulation variationnelle par équations intégrales pour la résolution des problèmes de couplage vibro-acoustique dans un fluide thermovisqueux." Compiègne, 1997. http://www.theses.fr/1997COMP0985.
Full textThe study of acoustic propagation in a visco-thermal fluid has received a lot of interest during the last twenty years, with the development of miniaturised transducers. When the thickness of the gap which separates the membrane from a rigid electrode is comparable with the size of the viscous and thermal boundary layer, the account of viscosity and thermal conductivity of the fluid filling the cavity becomes necessary. This work presents the study of the acoustic propagation problem in the gap between the two electrodes. We consider that the rotational velocity is parallel to the frontiers, thus we decoupled the problem of calculation of acoustic and entropic pressures from that of rotational velocity. To solve this problem, we have developed a total variational formulation of the fluid-structure system. This formulation is obtained by coupling a variational formulation by integral equations of the fluid with a classical variational formulation of the structure. This formulation has been implemented numerically for the problems with revolution geometry. The numerical results obtained are compared to analytical ones developed for three models : perfect fluid model, visco-thermal fluid model which coupling acoustic and entropic waves (developed in this work) and visco-thermal fluid model which coupling acoustic, entropic and shear waves. These comparisons showed the validity of our formulation proposed in this work and the importance of the effects of entropic and shear waves on the damping of modes of coupling fluid-structure system and the decrease of their natural frequencies in the case of the micro-cavities
Lilonga-Boyenga, Désiré. "Contribution à la nouvelle formulation variationnelle : Application aux études des discontinuités et des filtres en guides d'ondes métalliques." Phd thesis, Toulouse, INPT, 2005. http://oatao.univ-toulouse.fr/7312/1/lilonga.pdf.
Full textBéréziat, Dominique. "Contributions aux méthodes variationnelles pour le calcul du flot optique: prise en compte des informations spatiales et temporelles." Habilitation à diriger des recherches, Université Pierre et Marie Curie - Paris VI, 2010. http://tel.archives-ouvertes.fr/tel-00545659.
Full textLefèvre, Julien. "Méthodes et modèles pour la caractérisation de la dynamique spatiotemporelle cérébrale : application à l'imagerie électromagnétique par magnéto et électroencéphalographie." Paris 11, 2007. http://www.theses.fr/2007PA112179.
Full textThis work aims at offering new mathematical tools in order to better understand and analyse the dynamical processes of the brain in action, as observed through imaging techniques with high temporal resolution such as magnetoencephalography (MEG) or electroencephalography (EEG). First we replace our work in the context of the computational neurosciences. We present some physiological models and sorne methods dedicated to the functional imagery with high temporal resolution. Secondly we propose a theoretical framework in order to study the evolution of brain activations sequences. We generalize a classical tool in image processing -the optical flow - whose study domain is extended to any surface of the Euclidian space of dimension 3 thanks to a variational method. We test the physiological validity of a "cortical flow" with advection techniques which simulate propagation phenomena. Ln the last part, we apply the previous methods to MEG data corning frorn a motor task and visual stimulations. We show that the cortical flow allows detecting several temporal periods corresponding to stable or transitory states. Besides it offers a directional measure that can explain how brain processes neural information. We discuss also the possibility of measuring horizontal propagation in the cortex with MEG
Massamba, Fidèle. "Modélisation de la rupture par forces cohésives : formulations et exemples d'applications." Thesis, Paris 6, 2016. http://www.theses.fr/2016PA066616/document.
Full textIn the context of industrial applications, the linear fracture mechanics theory is not sufficient to account for various aspects of the crack propagation and it becomes necessary to use more sophisticated models like cohesive force models. The goal of the present thesis is to develop such a model in order to account for all the process of the crack propagation, from the nucleation in a sound structure to the final failure of that structure. Specifically, we use Dugdale model which contains both the concept of critical stress and of internal length. The presence of a critical stress allows us to account for the nuckleation of a crack even if the body is initially sound, in contrast with Griffith theory which require the existence of preexisting cracks. The presence of an internal length allows us to account for pertinent scale effects, once again in contrast with Griffith theory in which the predicted scale effects are only correct for large specimen, not for small specimen. This approach is used to describe the full process of cracking in several cases, either by purely analytical methods when the geometry is simple enough, or by the finite element method with the code Cast3M in the case of complex geometry
Daveau, Christian. "Etablissement d'une formulation variationnelle en champ pour la magnétostatique : mise en œuvre numérique dans le cas tridimensionnel par associations d'éléments finis et d'intégrale de frontière." Tours, 1994. http://www.theses.fr/1994TOUR4010.
Full textMaurini, Corrado. "Piezoelectric composites for distributed passiv electric control : beam modelling modal analysis, and experimental implementation." Paris 6, 2005. https://tel.archives-ouvertes.fr/tel-00011252.
Full textKong, Xiangan. "Étude théorique et numérique de la fatigue vibratoire : application à l'Udimet 500." Compiègne, 1987. http://www.theses.fr/1987COMPD093.
Full textWe are interested in this research in a theoretical and numerical study on vibrational fatigue at high frequency. We treat this problem as one of loaded structure in dynamic coupled thermoelasticity. After calling, in the first chapter, the general equations of thermoelastic waves either for a continuous medium or for a cracked medium (singularity), we present in the second chapter a variational formulation of the coupled thermoelastic problem for the planer structures with and without a fixed crack. The numerical calculation of this evolution problem by the FEM is the objective of the third chapter for the temporal resolution, and of the fourth chapter for the resolution in the frequency space (Fourier Transformation). The fifth chapter contains some applications to the simulation of the thermomechanical fields in the structures on Udimet 500 with the comparison to the experimental data obtained elsewhere
Oueslati, Soumaya. "Une nouvelle formulation variationnelle pour le problème de diffusion en électromagnétisme utilisant une méthode intégrale avec une condition aux limites d'impédance d'ordre élevé - Petites perturbations d'une interface pour le système de Stokes." Thesis, Cergy-Pontoise, 2019. http://www.theses.fr/2019CERG1046.
Full textThis thesis contains two main parts. In the first one, we propose a new variational formulation for the electromagnetic scattering problem which derives from an integral method with the use of high order impedance boundary condition (HOIBC) to improve the accuracy of Leontovich impedance boundary condition. Then, we give the discretization for this formulation with Rao-Wilton-Glisson basis functions. Therefore, we propose an approximation of the high order impedance boundary condition which is Hodge operator. We use the jump formulas and the theory of distributions to overcome the difficulty of the discretization of div(n × w) and rot(w) for all w in H(div). Moreover, we implement three methods to evaluate some singular integrals that appear in the boundary integral equation. The performances of the HOIBC are evaluated by calculating the radar cross section (RCS) with different meshes for the unit sphere. We also compare the numerical and analytical results. In the second part, we have considered the Stokes system for a viscous medium consisting of an inclusion immerged in a background medium. We derive the asymptotic expansion of the perturbed velocity field due to the presence of small perturbations in the interface of an inclusion using the layer potential theory. Further, we use these techniques to determine a relationship between Stokes solutions measurements and the shape of the object. Besides, we prove an asymptotic expansion for the perturbation in the viscosity moment tensors caused by the presence of an inhomogeneity
Janane, Rahhal. "Etudes numériques du spectre d'un opérateur de Schrödinger avec champ magnétique constant." Phd thesis, Université de Nantes, 2005. http://tel.archives-ouvertes.fr/tel-00011254.
Full textLa troisième partie porte sur un problème de valeurs propres faisant intervenir un opérateur de Schrödinger avec champ magnétique constant issu de la théorie de Ginzburg-Landau et concernant la supraconductivité de certains matériaux. Pour la résolution numérique, une méthode basée sur les éléments finis avec intégration numérique est utilisée. Dans cette partie, une évaluation de la partie basse du spectre de la réalisation de Neumann est obtenue. Ensuite, l'existence des solutions du problème variationnel spectral a été établie. L'étude de la convergence et l'estimation des erreurs pour les paires propres approchées avec quadrature numérique dans le cas où les fonctions propres sont vectorielles, sont semblables à celles obtenues dans le cas où les fonctions propres sont réelles. Dans l'étude de ces estimations, la distinction est faite entre le cas d'une valeur propre exacte simple et le cas d'une valeur propre exacte multiple. La quatrième partie porte sur la mise en œuvre de la résolution numérique du problème précédent.
Bouyssier, Julien. "Transports couplés en géométries complexes." Toulouse 3, 2012. http://thesesups.ups-tlse.fr/1929/.
Full textThis work interest is about stationary transfer and non-stationary transport by convection-diffusion onto complex geometries. For transport issues, complex refers to convection into flattened cavity of arbitrary transverse shape, slowly varying along the longitudinal direction. In the context of transfer, complex refers to non-axisymmetric domains of arbitrary transverse shape along which one or several parallel tubes convect heat or mass. For the transfer problem, this work extends the principle, validates the use, and illustrates the efficiency of Graetz modes decompositions for exchanges prediction in realistic exchangers configurations. This decomposition permits to formulate the initial 3D problem as a generalysed 2D eigenvalue problem, the numerical evaluation of which is drastically reduced. We generalyze Graetz modes solutions for arbitrary applied lateral boundary conditions. In the particular case of balanced exchangers, we bring to the fore a new neutral mode whose longitudinal variations are linear as opposed to classical Graetz modes displaying exponential decay. The numerical computation of those modes for semi-infinite configurations with lateral periodic boundary conditions shows that a few number of those provides a very good approximation for exchanges. In the case of finite exchangers coupled with inlet/oulet tubes, we show how to evaluate the amplitudes of Graetz modes in the various domains (inlet, exchanger, outlet) from functional minimization associated with input/output boundary conditions. The evaluation of these amplitudes permit a systematic parametric study of temperature fields, heat fluxes between fluid and solid, and hot/cold performance of a couple-tube exchanger. Our results indicate that the typical exchange length is governed by the first Graetz mode at large P\'eclet number. We also show that a symmetric exchanger has a symmetric spectrum and a upward/backward symmetric evolution. In the case transport we elaborate theoretically the conservative form of 3D Taylor dispersion equations into variable cavities which generalyzes the framework already known in 2D. We numerically implement these averaged dispersion equations with finite element, and validate in 2D the obtained results. We show that 3D longitudinal variations of a cavity has a strong impact on the longitudinal dispersion
Treyssède, Fabien. "Etude de la propagation acoustique en présence d'écoulement non uniforme par une méthode d'éléments finis mixtes basée sur l'équation de Galbrun." Compiègne, 2002. http://www.theses.fr/2002COMP1437.
Full textHa, Duong Tuong. "Equations intégrales pour la résolution numérique de problèmes de diffraction d'ondes acoustiques dans R**(3)." Paris 6, 1987. http://www.theses.fr/1987PA066420.
Full textNguyen, Gia Bao. "Marche aléatoire auto-évitante en auto-interaction." Phd thesis, Université de Nantes, 2013. http://tel.archives-ouvertes.fr/tel-00876122.
Full textDebry, Edouard. "Modélisation et simulation numérique de la dynamique des aérosols atmosphériques." Phd thesis, Ecole des Ponts ParisTech, 2004. http://pastel.archives-ouvertes.fr/pastel-00001030.
Full textCouderc, Maxime. "Analyse et contrôle de quelques problèmes aux limites en mécanique du contact." Thesis, Perpignan, 2020. http://www.theses.fr/2020PERP0024.
Full textThe topic of this thesis concerns the optimal control of some boundary value problems describing the contact between a deformable body and a foundation. The thesis is divided into three parts. The first part contains preliminaries on functional analysis. The second part summarize our results in the study of four boundary value problems. The first one describes the process of static frictionless contact between an elastic body and a rigid-plastic foundation with unilateral constraint. In the second one we consider a second contact surface with Coulomb friction law and normal compliance. The third problem is a dual problem. The contact is frictionless and is modelled by a version of the Signorini condition. The last problem we consider is evolutionary, leading to the study of an history-dependent quasivariational inequality. For each problem we provide existence, uniqueness and convergence results for the weak solu- tion. Finally, we deal with some optimal control problems associated to our contact models above. The last part of the thesis contains four papers. Here we turn back on the above mentionned contact problems and present the details in proof
Lagarde, Laurent. "Recherche de méthode simplifiée pour le calcul de poutres multicouches en grandes transformations planes." Phd thesis, Ecole Nationale des Ponts et Chaussées, 2000. http://tel.archives-ouvertes.fr/tel-00838664.
Full textJraifi, Abdelilah. "Analyse numérique de modèles de diffusion-sauts à volatilité stochastique : cas de l'évaluation des options." Thesis, Valenciennes, 2014. http://www.theses.fr/2014VALE0002.
Full textIn the modern economic world, the options contracts are used because they allow to hedge against the vagaries and risks refers to fluctuations in the prices of the underlying assets. The determination of the price of these contracts is of great importance for investors.We are interested in problems of options pricing, actually the European and Quanto options on a financial asset. The price of that asset is modeled by a multi-dimentional jump diffusion with stochastic volatility. Otherwise, the first model considers the volatility as a continuous process and the second model considers it as a jump process. Finally in the 3rd model, the underlying asset is without jump and volatility follows a model CEV without jump. This model allow better to take into account some phenomena observed in the markets. We develop numerical methods that determine the values of prices for these options. We first write the model as an integro-differential stochastic equations system "EIDS", of which we study existence and unicity of solutions. Then we relate the resolution of PIDE to the computation of the option value. This link, which is based on the notion of infinitesimal generators, allows us to use different numerical methods. We therefore introduce the variational equation associated with the PIDE, and drawing on the work of Zhang [106], we show that it admits a unique solution in a weights Sobolev space We focus on the numerical approximation of the price of the option, by treating the problem in a bounded domain. We use the finite elements method of type (P1), and the scheme of Euler-Maruyama, for this serve, on the one hand the finite differences method in time, and on the other hand the method of Monte Carlo and the Quasi Monte Carlo method. For this last method we use of Halton sequences to improve the speed of convergence.We present a comparative study of the different numerical results in many different cases in order to investigate the performance and effectiveness of the used methods
Miras, Thomas. "Effets de la viscosité et de la capillarité sur les vibrations linéaires d'une structure élastique contenant un liquide incompressible." Phd thesis, Conservatoire national des arts et metiers - CNAM, 2013. http://tel.archives-ouvertes.fr/tel-00877348.
Full textMarioni, Luca. "Modélisation numerique et couplage électromagnétique-CFD dans les procédés decoulée." Thesis, Paris Sciences et Lettres (ComUE), 2017. http://www.theses.fr/2017PSLEM011/document.
Full textMany of the processes used in thesteelmaking industry (e.g. ingot casting,continuous casting, …) can lead todefects: macro-segregation, poormicrostructure properties, surfacedefects. These issues can be solved bycontrolling the temperature and the flowof molten steel. Electromagnetic stirring(EMS) is a widely used technique to steerthe flow of liquid steel by thesuperimposition of an electro-magneticfield. This application is complex becauseit couples several physical problems:multi-phase flow, solidification, heattransfer and low frequency electromagneticinduction. In addition,experimental work is difficult because ofthe size, environment and cost of theconsidered processes. For thesereasons, efficient and effective numericalsimulations are needed to understandEMS applications and improve theaforementioned processes.The objective of this thesis is to developa robust, efficient and accurate numericalprocedure for the multi-physicssimulation of EMS, especially for in-moldstirring in the framework of continuouscasting of steel. This procedure has beenimplemented in the commercial codeTHERCAST® in order to be used forindustrial applications
Mint, brahim Maimouna. "Méthodes d'éléments finis pour le problème de changement de phase en milieux composites." Thesis, Bordeaux, 2016. http://www.theses.fr/2016BORD0157/document.
Full textIn this thesis we aim to develop a numerical tool that allow to solve the unsteady heatconduction problem in a composite media with a graphite foam matrix infiltrated witha phase change material such as salt, in the framework of latent heat thermal energystorage.In chapter 1, we start by explaining the model that we are studying which is separated in three sub-parts : a heat conduction problem in the foam, a phase change problem in the pores of the foam which are filled with salt and a contact resistance condition at the interface between both materials which results in a jump in the temperature field.In chapter 2, we study the steady heat conduction problem in a composite media withcontact resistance. This allow to focus on the main difficulty here which is the treatment of the thermal contact resistance at the interface between the carbon foam and the salt. Two Finite element methods are proposed in order to solve this problem : a finite element method based on Lagrange P1 and a hybrid dual finite element method using the lowest order Raviart-Thomas elements for the heat flux and P0 for the temperature. The numerical analysis of both methods is conducted and numerical examples are given to assert the analytic results. The work presented in this chapter has been published in the Journal of Scientific Computing [10].The phase change materials that we study here are mainly pure materials and as a consequence the change in phase occurs at a single point, the melting temperature. This introduces a jump in the liquid fraction and consequently in the enthalpy. This discontinuity represents an additional numerical difficulty that we propose to overcome by introducing a smoothing interval around the melting temperature. This is explained in chapter 3 where an analytical and numerical study shows that the error on the temperature behaves like " outside of the mushy zone, where _ is the width of the smoothing interval. However, inside the error behaves like p " and we prove that this estimation is optimal due to the energy trapped in the mushy zone. This chapter has been published in Communications in Mathematical Sciences [58].The next step is to determine a suitable time discretization scheme that allow to handle the non-linearity introduced by the phase change. For this purpose we present in chapter 4 four of the most used numerical schemes to solve the non-linear phase change problem : the update source method, the enthalpy linearization method, the apparent heat capacity method and the Chernoff method. Various numerical tests are conducted in order to test and compare these methods for various types of problems. Results show that the enthalpy linearization is the most accurate at each time step while the apparent heat capacity gives better results after a given time. This indicates that if we are interestedin the transitory states the first scheme is the best choice. However, if we are interested in the asymptotic thermal behavior of the material the second scheme is better. Results also show that the Chernoff scheme is the fastest in term of calculation time and gives comparable results to the one given by the first two methods.Finally, in chapter 5 we use the Chernoff method combined with the hybrid-dual finiteelement method with P0 and the lowest order Raviart-Thomas elements to solve thenon-linear heat conduction problem in a realistic composite media with a phase change material. Numerical simulations are realised using 2D-cuts of X-ray images of two real graphite matrix foams infiltrated with a salt. The aim of these simulations is to determine if the studied composite materials could be assimilated to an equivalent homogeneous phase change material with equivalent thermo-physical properties. For all simulationsconducted in this work we used the free finite element software FreeFem++ [41]
Le, Guyader Carole. "Imagerie Mathématique: segmentation sous contraintes géométriques ~ Théorie et Applications." Phd thesis, INSA de Rouen, 2004. http://tel.archives-ouvertes.fr/tel-00009036.
Full textPour pallier ces difficultés, nous proposons ici des modèles de segmentation intégrant des contraintes géométriques et satisfaisant les critères classiques de détection avec en particulier la régularité sur le contour que cela implique.
Nabolsi, Hawraa. "Contrôle optimal des équations d'évolution et ses applications." Thesis, Valenciennes, 2018. http://www.theses.fr/2018VALE0027/document.
Full textThis thesis begins with a rigorous mathematical analysis of the radiative heating of a semi-transparent body made of glass, by a black radiative source surrounding it. This requires the study of the coupling between quasi-steady radiative transfer boundary value problems with nonhomogeneous reflectivity boundary conditions (one for each wavelength band in the semi-transparent electromagnetic spectrum of the glass) and a nonlinear heat conduction evolution equation with a nonlinear Robin boundary condition which takes into account those wavelengths for which the glass behaves like an opaque body. We prove existence and uniqueness of the solution, and give also uniform bounds on the solution i.e. on the absolute temperature distribution inside the body and on the radiative intensities. Now, we consider the temperature $T_{S}$ of the black radiative source S surrounding the semi-transparent body $\Omega$ as the control variable. We adjust the absolute temperature distribution (x, t) 7! T(x, t) inside the semi-transparent body near a desired temperature distribution Td(·, ·) during the time interval of radiative heating ]0, tf [ by acting on $T_{S}$. In this respect, we introduce the appropriate cost functional and the set of admissible controls $T_{S}$, for which we prove the existence of optimal controls. Introducing the State Space and the State Equation, a first order necessary condition for a control $T_{S}$ : t 7! $T_{S}$ (t) to be optimal is then derived in the form of a Variational Inequality by using the Implicit Function Theorem and the adjoint problem. We come now to the goal problem which is the deformation of the semi-transparent body $\Omega$ by heating it with a black radiative source surrounding it. We introduce a weak mixed formulation of this thermoviscoelasticity problem and study the existence and uniqueness of its solution, the novelty here with respect to the work of M.E. Rognes et R. Winther (M3AS, 2010) being the apparition of the viscosity in some of the coefficients of the constitutive equation, viscosity which depends on the absolute temperature T(x, t) and thus in particular on the time t. Finally, we state in this setting the related optimal control problem of the deformation of the semi-transparent body $\Omega$, by acting on the absolute temperature of the black radiative source surrounding it. We prove the existence of an optimal control and we compute the Fréchet derivative of the associated reduced cost functional
Bouery, Charbel. "Contribution au développement de stratégies algorithmiques pour la résolution de problèmes thermo-mécaniques couplés par une approche énergétique variationnelle." Phd thesis, 2012. http://tel.archives-ouvertes.fr/tel-00827159.
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