A review of adjoint methods for sensitivity analysis, uncertainty quantification and optimization in numerical codes

National audienceThe goal of this paper is to briefly recall the importance of the adjoint method in many problems of sensitivity analysis, uncertainty quantification and optimization when the model is a differential equation. We illustrate this notion with some recent examples. As is well known, from a computational point of view the adjoint method is intrusive, meaning that it requires some changes in the numerical codes. Therefore we advocate that any new software development must take into account this issue, right from its inception

Diffraction of Bloch Wave Packets for Maxwell's Equations

We study, for times of order 1/h, solutions of Maxwell's equations in an O(h^2) modulation of an h-periodic medium. The solutions are of slowly varying amplitude type built on Bloch plane waves with wavelength of order h. We construct accurate approximate solutions of three scale WKB type. The leading profile is both transported at the group velocity and dispersed by a Schr\"odinger equation given by the quadratic approximation of the Bloch dispersion relation. A weak ray average hypothesis guarantees stability. Compared to earlier work on scalar wave equations, the generator is no longer elliptic. Coercivity holds only on the complement of an infinite dimensional kernel. The system structure requires many innovations

A bound on the group velocity for Bloch wave packets

We give a direct proof that the group velocities of Bloch wave packet solutions of periodic second order wave equations cannot exceed the maximal speed of propagation of the periodic wave equation

Second order corrector in the homogenization of a conductive-radiative heat transfer problem

International audienceThis paper focuses on the contribution of the so-called second order corrector in periodic homogenization applied to a conductive-radiative heat transfer problem. More precisely, heat is diffusing in a periodically perforated domain with a non-local boundary condition modelling the radiative transfer in each hole. If the source term is a periodically oscillating function (which is the case in our application to nuclear reactor physics), a strong gradient of the temperature takes place in each periodicity cell, corresponding to a large heat flux between the sources and the perforations. This effect cannot be taken into account by the homogenized model, neither by the first order corrector. We show that this local gradient effect can be reproduced if the second order corrector is added to the reconstructed solution

Optimization of dispersive coefficients in the homogenization of the wave equation in periodic structures

International audienceWe study dispersive effects of wave propagation in periodic media, which can be modelled by adding a fourth-order term in the homogenized equation. The corresponding fourth-order dispersive tensor is called Burnett tensor and we numerically optimize its values in order to minimize or maximize dispersion. More precisely, we consider the case of a two-phase composite medium with an 8-fold symmetry assumption of the periodicity cell in two space dimensions. We obtain upper and lower bound for the dispersive properties, along with optimal microgeometries

Homogenization of a Conductive, Convective and Radiative Heat Transfer Problem in a Heterogeneous Domain

International audienceWe are interested in the homogenization of heat transfer in periodic porous media where the fluid part is made of long thin parallel cylinders, the diameter of which is of the same order than the period. The heat is transported by conduction in the solid part of the domain and by conduction, convection and radiative transfer in the fluid part (the cylinders). A non-local boundary condition models the radiative heat transfer on the cylinder walls. To obtain the homogenized problem we first use a formal two-scale asymptotic expansion method. The resulting effective model is a convection-diffusion equation posed in a homogeneous domain with homogenized coefficients evaluated by solving so-called cell problems where radiative transfer is taken into account. In a second step we rigorously justify the homogenization process by using the notion of two-scale convergence. One feature of this work is that it combines homogenization with a 3D to 2D asymptotic analysis since the radiative transfer in the limit cell problem is purely two-dimensional. Eventually, we provide some 3D numerical results in order to show the convergence and the computational advantages of our homogenization method

Instability of dielectrics and conductors in electrostatic fields

International audienceThis article proves most of the assertion in §116 of Maxwell's treatise on electromagnetism. The results go under the name Earnshaw's Theorem and assert the absence of stable equilibrium configurations of conductors and dielectrics in an external electrostatic field

On the asymptotic behaviour of the kernel of an adjoint convection-diffusion operator in a long cylinder

This paper studies the asymptotic behaviour of the principal eigen-function of the adjoint Neumann problem for a convection diffusion operator defined in a long cylinder. The operator coefficients are 1-periodic in the longitudinal variable. Depending on the sign of the so-called longitudinal drift (a weighted average of the coefficients), we prove that this principal eigenfunction is equal to the product of a specified periodic function and of an exponential, up to the addition of fast decaying boundary layer terms