Convergence and Asymptotic of Multi-Level Hermite-Padé Polynomials

Mención Internacional en el título de doctorPrograma de Doctorado en Ingeniería Matemática por la Universidad Carlos III de MadridPresidente: Francisco José Marcellán Español.- Secretario: Bernardo de la Calle Ysern.- Vocal: Arnoldus Bernardus Jacobus Kuijla

Métodos numérico-simbólicos para calcular soluciones liouvillianas de ecuaciones diferenciales lineales

El objetivo de esta tesis es dar un algoritmo para decidir si un sistema explicitable de ecuaciones diferenciales kJiferenciales de orden superior sobre las funciones racionales complejas, dado simbólicamente,admite !Soluciones liouvillianas no nulas, calculando una (de laforma dada por un teorema de Singer) en caso !afirmativo. mediante métodos numérico-simbólicos del tipo Introducido por van der Hoeven.donde el uso de álculo numérico no compromete la corrección simbólica. Para ello se Introduce untipo de grupos algebraicos lineales, los grupos euriméricos, y se calcula el cierre eurimérico del grupo de Galois diferencial,mediante una modificación del algoritmo de Derksen y van der Hoeven, dado por los generadores de Ramis.Departamento de Algebra, Análisis Matemático, Geometría y Topologí

Stability analysis of linear ODE-PDE interconnected systems

Les systèmes de dimension infinie permettent de modéliser un large spectre de phénomènes physiques pour lesquels les variables d'états évoluent temporellement et spatialement. Ce manuscrit s'intéresse à l'évaluation de la stabilité de leur point d'équilibre. Deux études de cas seront en particulier traitées : l'analyse de stabilité des systèmes interconnectés à une équation de transport, et à une équation de réaction-diffusion. Des outils théoriques existent pour l'analyse de stabilité de ces systèmes linéaires de dimension infinie et s'appuient sur une algèbre d'opérateurs plutôt que matricielle. Cependant, ces résultats d'existence soulèvent un problème de constructibilité numérique. Lors de l'implémentation, une approximation est réalisée et les résultats sont conservatifs. La conception d'outils numériques menant à des garanties de stabilité pour lesquelles le degré de conservatisme est évalué et maîtrisé est alors un enjeu majeur. Comment développer des critères numériques fiables permettant de statuer sur la stabilité ou l'instabilité des systèmes linéaires de dimension infinie ? Afin de répondre à cette question, nous proposons ici une nouvelle méthode générique qui se décompose en deux temps. D'abord, sous l'angle de l'approximation sur les polynômes de Legendre, des modèles augmentés sont construits et découpent le système original en deux blocs : d'une part, un système de dimension finie approximant est isolé, d'autre part, l'erreur de troncature de dimension infinie est conservée et modélisée. Ensuite, des outils fréquentiels et temporels de dimension finie sont déployés afin de proposer des critères de stabilité plus ou moins coûteux numériquement en fonction de l'ordre d'approximation choisi. En fréquentiel, à l'aide du théorème du petit gain, des conditions suffisantes de stabilité sont obtenues. En temporel, à l'aide du théorème de Lyapunov, une sous-estimation des régions de stabilité est proposée sous forme d'inégalité matricielle linéaire et une sur-estimation sous forme de test de positivité. Nos deux études de cas ont ainsi été traitées à l'aide de cette méthodologie générale. Le principal résultat obtenu concerne le cas des systèmes EDO-transport interconnectés, pour lequel l'approximation et l'analyse de stabilité à l'aide des polynômes de Legendre mène à des estimations des régions de stabilité qui convergent exponentiellement vite. La méthode développée dans ce manuscrit peut être adaptée à d'autres types d'approximations et exportée à d'autres systèmes linéaires de dimension infinie. Ce travail ouvre ainsi la voie à l'obtention de conditions nécessaires et suffisantes de stabilité de dimension finie pour les systèmes de dimension infinie.Infinite dimensional systems allow to model a large panel of physical phenomena for which the state variables evolve both temporally and spatially. This manuscript deals with the evaluation of the stability of their equilibrium point. Two case studies are treated in particular: the stability analysis of ODE-transport, and ODE-reaction-diffusion interconnected systems. Theoretical tools exist for the stability analysis of these infinite-dimensional linear systems and are based on an operator algebra rather than a matrix algebra. However, these existence results raise a problem of numerical constructibility. During implementation, an approximation is performed and the results are conservative. The design of numerical tools leading to stability guarantees for which the degree of conservatism is evaluated and controlled is then a major issue. How can we develop reliable numerical criteria to rule on the stability or instability of infinite-dimensional linear systems? In order to answer this question, one proposes here a new generic method, which is decomposed in two steps. First, from the perspective of Legendre polynomials approximation, augmented models are built and split the original system into two blocks: on the one hand, a finite-dimensional approximated system is isolated, on the other hand, the infinite-dimensional truncation error is preserved and modeled. Then, frequency and time tools of finite dimension are deployed in order to propose stability criteria that have high or low numerical load depending on the approximated order. In frequencies, with the aid of the small gain theorem, sufficient stability conditions are obtained. In temporal, with the aid of the Lyapunov theorem, an under estimate of the stability regions is proposed as a linear matrix inequality and an over estimate as a positivity test. Our two case studies have been treated with this general methodology. The main result concerns the case of ODE-transport interconnected systems, for which the approximation and stability analysis using Legendre polynomials leads to exponentially fast converging estimates of stability regions. The method developed in this manuscript can be adapted to other types of approximations and exported to other infinite-dimensional linear systems. Thus, this work opens the way to obtain necessary and sufficient finite-dimensional conditions of stability for infinite-dimensional systems

System- and Data-Driven Methods and Algorithms

An increasing complexity of models used to predict real-world systems leads to the need for algorithms to replace complex models with far simpler ones, while preserving the accuracy of the predictions. This two-volume handbook covers methods as well as applications. This first volume focuses on real-time control theory, data assimilation, real-time visualization, high-dimensional state spaces and interaction of different reduction techniques

Efficient Solvers for Space-Time Discontinuous Galerkin Spectral Element Methods

In this thesis we study efficient solvers for space-time discontinuous Galerkin spectral element methods (DG-SEM). These discretizations result in fully implicit schemes of variable order in both spatial and temporal directions. The popularity of space-time DG methods has increased in recent years and entropy stable space-time DG-SEM have been constructed for conservation laws, making them interesting for these applications. The size of the nonlinear system resulting from differential equations discretized with space-time DG-SEM is dependent on the order of the method, and the corresponding Jacobian is of block form with dense blocks. Thus, the problem arises to efficiently solve these huge nonlinear systems with regards to CPU time as well as memory consumption. The lack of good solvers for three-dimensional DG applications has been identified as one of the major obstacles before high order methods can be adapted for industrial applications.It has been proven that DG-SEM in time and Lobatto IIIC Runge-Kutta methods are equivalent, in that both methods lead to the same discrete solution. This allows to implement space-time DG-SEM in two ways: Either as a full space-time system or by decoupling the temporal elements and using implicit time-stepping with Lobatto IIIC methods. We compare theoretical properties and discuss practical aspects of the respective implementations.When considering the full space-time system, multigrid can be used as solver. We analyze this solver with the local Fourier analysis, which gives more insight into the efficiency of the space-time multigrid method. The other option is to decouple the temporal elements and use implicit Runge-Kutta time-stepping methods. We suggest to use Jacobian-free Newton-Krylov (JFNK) solvers since they are advantageous memory-wise. An efficient preconditioner for the Krylov sub-solver is needed to improve the convergence speed. However, we want to avoid constructing or storing the Jacobian, otherwise the favorable memory consumption of the JFNK approach would be obsolete. We present a preconditioner based on an auxiliary first order finite volume replacement operator. Based on the replacement operator we construct an agglomeration multigrid preconditioner with efficient smoothers using pseudo time integrators. Then only the Jacobian of the replacement operator needs to be constructed and the DG method is still Jacobian-free. Numerical experiments for hyperbolic test problems as the advection, advection-diffusion and Euler equations in several dimensions demonstrate the potential of the new approach

Time-Delay Systems

Time delay is very often encountered in various technical systems, such as electric, pneumatic and hydraulic networks, chemical processes, long transmission lines, robotics, etc. The existence of pure time lag, regardless if it is present in the control or/and the state, may cause undesirable system transient response, or even instability. Consequently, the problem of controllability, observability, robustness, optimization, adaptive control, pole placement and particularly stability and robustness stabilization for this class of systems, has been one of the main interests for many scientists and researchers during the last five decades