Дисертації з теми "Modèles Lagrangiens stochastiques"
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Jabir, Jean-François. "Modèles stochastiques lagrangiens de type McKean-Vlasov conditionnel et leur confinement." Nice, 2008. http://www.theses.fr/2008NICE4078.
Повний текст джерелаIn this thesis, we are interested in theoretical aspects related to a new class of stochastic differential equations referred as Lagrangian stochastic models. These models have been introduced to model the properties of particles issued from turbulent flows. Motivated by a recent application of the Lagrangien models to the context of downscaling methods for weather forecasting, we also consider the introduction of boundary conditions in the dynamics. In the frame of nonlinear McKean equations, the Lagrangian stochastic models provide a particular case of non-linear dynamics due to the presence ion the coefficients of conditional distribution. For simplified cases, we establish a well-posedness result and particle approximations. In concern of boundary conditions, we construct a confined stochastic system within general domain for the prototypic “mean no-permeability” condition. In the case where the confinement domain is the hyper plane, we obtain existence and uniqueness results for the considered dynamics, and prove the accuracy of our model. For more general domains, we study the conditional McKean-Vlasov-Fokker-Planck equation satisfied by the law of the systems. We develop the notions of super- and sub-Maxwellians solutions, ensuring the existence of Gaussian bounds for the solution of the equation
Pétrissans, Anélie. "Sur les modèles stochastiques lagrangiens de suivi de particules dans un champ turbulent et leur application en écoulements gaz-solide confinés." Nancy 1, 2001. http://www.theses.fr/2001NAN10194.
Повний текст джерелаThis work lies on the Lagrangian approach of particle dispersion in a turbulent flow. The fluid turbulent motion at the discrete particle location is predicted using a stochastic model based on the knowledge of the autocorrelation coefficient of the fluid " seen " by the particle. The proposed stochastic model ARMA(2,1) is consistent with Wang and Stock's analytical form (1993) describing the autocorrelation function of the fluid seen. A parametric study of the particle dispersion in a homogeneous, isotropic stationary turbulent flow has shown that a non-linear drag force can make the particle anisotropy more pronounced. Our study has been extended to gas-solid pipe flows. Several dispersion models have been compared. We have put emphasis that in the case of small particles it is very important to correctly model the non homogeneous character of the turbulent flow
Campana, Lorenzo. "Modélisation stochastique de particules non sphériques en turbulence." Thesis, Université Côte d'Azur, 2022. http://www.theses.fr/2022COAZ4019.
Повний текст джерелаThe motion of small non- spherical particles suspended in a turbulent flow is relevant for a large variety of natural and industrial applications such as aerosol dynamics in respiration, red blood cells motion, plankton dynamics, ice in clouds, combustion, to name a few. Anisotropic particles react on turbulent flows in complex ways, which depend on a wide range of parameters (shape, inertia, fluid shear). Inertia-free particles, with size smaller than the Kolmogorov length, follow the fluid motion with an orientation generally defined by the local turbulent velocity gradient. Therefore, this thesis is focused on the dynamics of these objects in turbulence exploiting stochastic Lagrangian methods. The development of a model that can be used as predictive tool in industrial computational fluid dynamics (CFD) is highly valuable for practical applications in engineering. Models that reach an acceptable compromise between simplicity and accuracy are needed for progressing in the field of medical, environmental and industrial processes. The formulation of a stochastic orientation model is studied in two-dimensional turbulent flow with homogeneous shear, where results are compared with direct numerical simulations (DNS). Finding analytical results, scrutinising the effect of the anisotropies when they are included in the model, and extending the notion of rotational dynamics in the stochastic framework, are subjects addressed in our work. Analytical results give a reasonable qualitative response, even if the diffusion model is not designed to reproduce the non-Gaussian features of the DNS experiments. The extension to the three-dimensional case showed that the implementation of efficient numerical schemes in 3D models is far from straightforward. The introduction of a numerical scheme with the capability to preserve the dynamics at reasonable computational costs has been devised and the convergence analysed. A scheme of splitting decomposition of the stochastic differential equations (SDE) has been developed to overcome the typical instability problems of the Euler–Maruyama method, obtaining a mean-square convergence of order 1/2 and a weakly convergence of order 1, as expected. Finally, model and numerical scheme have been implemented in an industrial CFD code (Code_Saturne) and used to study the orientational and rotational behaviour of anisotropic inertia-free particles in an applicative prototype of inhomogeneous turbulence, i.e. a turbulent channel flow. This real application has faced two issues of the modelling: the numerical implementation in an industrial code, and whether and to which extent the model is able to reproduce the DNS experiments. The stochastic Lagrangian model for the orientation in the CFD code reproduces with some limits the orientation and rotation statistics of the DNS. The results of this study allows to predict the orientation and rotation of aspherical particles, giving new insight into the prediction of large scale motions both, in two-dimensional space, of interest for geophysical flows, and in three-dimensional industrial applications
Tanonkou, Guy Aimé. "Une approche par relaxation lagrangienne pour l'optimisation d'un réseau de distribution : modèles stochastiques et fiables." Metz, 2007. http://docnum.univ-lorraine.fr/public/UPV-M/Theses/2007/Tanonkou.Guy_Aime.SMZ0708.pdf.
Повний текст джерелаThis thesis deals with the development of models and heuristic algorithms for stochastic distribution network design problems. In the first part, the core decision problem lies in optimally designing a distribution network by finding the optimal distribution centers (DCs) location and the best supplier that would replenish the DCs. The first objective of this project is to join strategics decisions (location of DCs and supplier selection) and operational decision (inventory) in the same optimization model. The goal is to minimize the total fixed location cost, transportation cost, working-inventory cost. The problem is difficult to solve since it integrates all these decisions at the same time with non linear cost function to optimize. We provide an efficient technique which reduces system complexity. The second part of this thesis deals with the design of a distribution network where decisions must be made in the presence of uncertainty. Once the facilities have been constructed in the network, one or more of them may from time to time become unavailable because of some risks. To cope with this uncertain environment, we develop strategic decisions that take into account possible scenarios and strategies need to react when risk events occur. A two-period stochastic programming model is proposed. The goal is to minimize the total first stage cost plus the expected value of the random second stage cost taken trough all scenarios. As solution technique, we propose a Monte Carlo optimization approach combining the sample average approximation scheme and an efficient heuristic based on Lagrangian relaxation to generate efficient solutions and determine tight lower bounds
Michelot, Christophe. "Développement d'un modèle stochastique lagrangien : application à la dispersion et à la chimie de l'atmosphère." Ecully, Ecole centrale de Lyon, 1996. http://bibli.ec-lyon.fr/exl-doc/TH_T1685_cmichelot.pdf.
Повний текст джерелаThe aim of this work is to build a stochastic Lagrangian model of particles tracking which takes into account chemical reactions between the different species encountered in the flow. The first chapter briefly deals with different kinematic existing models. The complexity of atmos¬pheric chemical reactions is then highlighted through the example of nitrogen oxides ones. Lagrangian approach is chosen to consider reacting flows, as it seems more appropriate than Eulerian approach to local phenomena such as diffusion and chemical reactions. The modeling of the convection in isotropic turbulence by stochastic Lagrangian models based on a Langevin equation is presented in the second chapter. In order to establish the link between Lagrangian and Eulerian formulations, the Fokker-Planck equation deduced from the one particle one time scale stochastic model is determined. This model is applied to the case of a temperature source line seeding a grid generated turbulence. The validation is performed by comparisons of the numerical results to experimental data. The third chapter begins with a summary of the different extensions of the one particle one time scale stochastic model to inhomogeneous turbulent flows. The model of Thomson (1987) will be retained as it appears to be the more rigorous relatively to the hypothesis. Many types of rejections in inhomogeneous turbulence are simulated, which will allow to check the influence of different parameters on numerical results. To end with this chapter, a model including buoyancy effects is presented and tested in the case of a ground level source in a neutral boundary layer. The last chapter is devoted to reacting flows. The one particle Lagrangian approach has needed the use of a mixing model within the tracked particles. Starting from a more general formulation than the diffusion model of Hsu h Chen (1991), the condition it has to satisfy for the concentration probability density function to relax towards a Gaussian shape in isotropic turbulence is established. The new one particle one time scale stochastic model including mixing process is successfully applied to different cases of reacting species mixing experiments in grid generated turbulence which are: a turbulent mixing layer between ozone and nitrogen monoxide; a line source of nitrogen monoxide in a main flow of ozone; a point source of nitrogen monoxide in a main flow of ozone
Horvai, Peter. "Advection passive par des champs de vitesse stochastiques." Phd thesis, Ecole Polytechnique X, 2004. http://pastel.archives-ouvertes.fr/pastel-00000712.
Повний текст джерелаMaftei, Radu. "Analyse stochastique pour la simulation de particules lagrangiennes : application aux collisions de particules colloïdes." Thesis, Université Côte d'Azur (ComUE), 2017. http://www.theses.fr/2017AZUR4130/document.
Повний текст джерелаThis thesis broadly concerns colloidal particle simulation which plays an important role in understanding two-phase flows. More specifically, we track the particles inside a turbulent flow and model their dynamics as a stochastic process, their interactions as perfectly elastic collisions where the influence of the flow is modelled by a drift on the velocity term. By coupling each particle and considering their relative position and velocity, the perfectly elastic collision becomes a specular reflection condition. We put forward a time discretisation scheme for the resulting Lagrange system with specular boundary conditions and prove that the convergence rate of the weak error decreases at most linearly in the time discretisation step. The evidence is based on regularity results of the Feynman-Kac PDE and requires some regularity on the drift. We numerically experiment a series of conjectures, amongst which the weak error linearly decreasing for drifts that do not comply with the theorem conditions. We test the weak error convergence rate for a Richardson Romberg extrapolation. We finally deal with Lagrangian/Brownian approximations by considering a Lagrangian system where the velocity component behaves as a fast process. We control the weak error between the position of the Lagrangian system and an appropriately chosen uniformly elliptic diffusion process and subsequently prove a similar control by introducing a specular reflecting boundary on the Lagrangian and an appropriate reflection on the elliptic diffusion
Béard, Philippe. "Modélisation lagrangienne de la dispersion et de l'évaporation de gouttes dans un écoulement turbulent instationnaire." Toulouse, ENSAE, 1994. http://www.theses.fr/1994ESAE0004.
Повний текст джерелаCouzinet, Anthony. "Approche PDF jointe fluide-particule pour la modélisation des écoulements turbulents diphasiques anisothermes." Phd thesis, Toulouse, INPT, 2008. http://oatao.univ-toulouse.fr/7633/1/couzinet.pdf.
Повний текст джерелаBahlali, Meïssam. "Adaptation de la modélisation hybride eulérienne/lagrangienne stochastique de Code_Saturne à la dispersion atmosphérique de polluants à l’échelle micro-météorologique et comparaison à la méthode eulérienne." Thesis, Paris Est, 2018. http://www.theses.fr/2018PESC1047/document.
Повний текст джерелаThis Ph.D. thesis is part of a project that aims at modeling pollutant atmospheric dispersion with the Computational Fluid Dynamics code Code_Saturne. The objective is to simulate atmospheric dispersion of pollutants in a complex environment, that is to say around power plants, industrial sites or in urban areas. In this context, the focus is on modeling the dispersion at micro-scale, that is for distances of the order of a few meters to a few kilometers and corresponding to time scales of the order of a few tens of seconds to a few tens of minutes: this is also called the near field area. The approach followed in this thesis follows a hybrid Eulerian/Lagrangian formulation, where the mean dynamical fields relative to the carrier fluid (pressure, velocity, temperature, turbulence) are calculated through an Eulerian approach and are then provided to the Lagrangian solver. This type of formulation is commonly used in the atmospheric literature for its numerical efficiency. The Lagrangian stochastic model considered in our work is the Simplified Langevin Model (SLM), developed by Pope (1985,2000). This model belongs to the methods commonly referred to as PDF (Probability Density Function) methods, and, to our knowledge, has not been used before in the context of atmospheric dispersion. First, we show that the SLM meets the so-called well-mixed criterion (Thomson, 1987). This criterion, essential for any Lagrangian stochastic model to be regarded as acceptable, corresponds to the fact that if particles are initially uniformly distributed in an incompressible fluid, then they must remain so. We check the good respect of the well-mixed criterion for three cases of inhomogeneous turbulence representative of a wide range of practical applications: a mixing layer, an infinite plane channel, and an atmospheric-like case involving an obstacle within a neutral boundary layer. We show that the good respect of the well-mixed criterion lies simply in the good introduction of the pressure gradient term as the mean drift term in the Langevin model (Pope, 1987; Minier et al., 2014; Bahlali et al., 2018c). Also, we discuss the importance of consistency between Eulerian and Lagrangian fields in the framework of such Eulerian/Lagrangian hybrid formulations. Then, we validate the model in the case of continuous point source pollutant dispersion, under uniform wind and homogeneous turbulence. In these conditions, there is an analytical solution allowing a precise verification. We observe that in this case, the Lagrangian model discriminates well the two different near- and far-field diffusion regimes, which is not the case for an Eulerian model based on the eddy-viscosity hypothesis (Bahlali et al., 2018b).Finally, we work on the validation of the model on several experimental campaigns in real atmosphere, taking into account atmospheric thermal stratification and the presence of buildings. The first experimental program considered in our work has been conducted on the `SIRTA' site (Site Instrumental de Recherche par Télédétection Atmosphérique), in the southern suburb of Paris, and involves a stably stratified surface layer. The second campaign studied is the MUST (Mock Urban Setting Test) experiment. Conducted in the United States, in Utah's desert, this experiment aims at representing an idealized city, through several ranges of containers. Two cases are simulated and analyzed, respectively corresponding to neutral and stable atmospheric stratifications (Bahlali et al., 2018a)
Vinkovic, Ivana. "Dispersion et mélange turbulents de particules solides et de gouttelettes par une simulation des grandes échelles et une modélisation stochastique lagrangienne." Phd thesis, Ecully, Ecole centrale de Lyon, 2005. http://bibli.ec-lyon.fr/exl-doc/ivinkovic.pdf.
Повний текст джерелаIn order to study the dispersion of industrial stack emissions, a large eddy simulation with the dynamic subgrid-scale model of Germano et al. (1991) is coupled with Lagrangian tracking of fluid particles containing scalar, solid particles and droplets. Because most interactions between particles, such as chemical reactions, collisions, coalescence, breakup or evaporation, take place at a subgrid scale, it is important to model the movement of particles below the grid. Therefore, a Langevin model is coupled with the LES. The stochastic model is written in terms of subgrid-scale statistics at a mesh level. Finally, a model for droplet coalescence and breakup is implemented. Coalescence and breakup are considered as a stochastic process under the scaling symmetry assumption. The model is inspired by the stochastic model for secondary breakup of Apte et al. (2003). The results of the different models implemented in the LES are compared with various wind tunnel experiments
Barge, Alexis. "Propriétés lagrangiennes de l'accélération turbulente des particules fluides et inertielles dans un écoulement avec un cisaillement homogène : DNS et nouveaux modèles de sous-maille de LES." Thesis, Lyon, 2018. http://www.theses.fr/2018LYSEC012/document.
Повний текст джерелаThe main objective of this thesis is to study the acceleration of fluid and inertial particles moving in a turbulent flow under the influence of a homogeneous shear in order to develop LES stochastic models that predict subgrid acceleration of the flow and acceleration of inertial particles. Subgrid acceleration modelisation is done in the framework of the LES-SSAM approach which was introduced by Sabel’nikov, Chtab and Gorokhovski[EPJB 80:177]. Acceleration is predicted with two independant stochastic models : a log-normal Ornstein-Uhlenbeck process for the norm of acceleration and an Ornstein-Uhlenbeck process expressed in the sense of Stratonovich calculus for the components of the acceleration orientation vector. The approach is used to simulate fluid and inertial particles moving in a homogeneous isotropic turbulence and in a homogeneous sheared turbulence. Our results show that small scales statistics of particles are better predicted in comparison with classical LES approach. Modelling of inertial particles acceleration is done in the framework of the LES-STRIP which was introduced by Gorokhovski and Zamansky[PRF 3:034602] with two independant stochastic models in a similar way to the subgrid fluid acceleration. Computations of inertial particles in the homogeneous shear flow present good predicitons of the particles acceleration and velocity when STRIP model is used. In the last chapter, we present an equation to describe the dynamic of point-like particles which size is larger than the Kolmogorov scale moving in a homogeneous isotropic turbulence computed by direct numerical simulation. Results are compared with experiments and indicate that this description reproduces well the properties of the particles dynamic
Resseguier, Valentin. "Mixing and fluid dynamics under location uncertainty." Thesis, Rennes 1, 2017. http://www.theses.fr/2017REN1S004/document.
Повний текст джерелаThis thesis develops, analyzes and demonstrates several valuable applications of randomized fluid dynamics models referred to as under location uncertainty. The velocity is decomposed between large-scale components and random time-uncorrelated small-scale components. This assumption leads to a modification of the material derivative and hence of every fluid dynamics models. Through the thesis, the mixing induced by deterministic low-resolution flows is also investigated. We first applied that decomposition to reduced order models (ROM). The fluid velocity is expressed on a finite-dimensional basis and its evolution law is projected onto each of these modes. We derive two types of ROMs of Navier-Stokes equations. A deterministic LES-like model is able to stabilize ROMs and to better analyze the influence of the residual velocity on the resolved component. The random one additionally maintains the variability of stable modes and quantifies the model errors. We derive random versions of several geophysical models. We numerically study the transport under location uncertainty through a simplified one. A single realization of our model better retrieves the small-scale tracer structures than a deterministic simulation. Furthermore, a small ensemble of simulations accurately predicts and describes the extreme events, the bifurcations as well as the amplitude and the position of the ensemble errors. Another of our derived simplified model quantifies the frontolysis and the frontogenesis in the upper ocean. This thesis also studied the mixing of tracers generated by smooth fluid flows, after a finite time. We propose a simple model to describe the stretching as well as the spatial and spectral structures of advected tracers. With a toy flow but also with satellite images, we apply our model to locally and globally describe the mixing, specify the advection time and the filter width of the Lagrangian advection method, as well as the turbulent diffusivity in numerical simulations
Nironi, Chiara. "Concentration fluctuations of a passive scalar in a turbulent boundary layer." Phd thesis, Ecole Centrale de Lyon, 2013. http://tel.archives-ouvertes.fr/tel-00964852.
Повний текст джерелаDebry, 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.
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