Simulations magnétohydrodynamiques en régime idéal

Cette thèse s’intéresse à la modélisation magnétohydrodynamique des écoulements de fluides conducteurs d’électricité multi-échelles en mettant l’emphase sur deux applications particulières de la physique solaire: la modélisation des mécanismes des variations de l’irradiance via la simulation de la dynamo globale et la reconnexion magnétique. Les variations de l’irradiance sur les périodes des jours, des mois et du cycle solaire de 11 ans sont très bien expliquées par le passage des régions actives à la surface du Soleil. Cependant, l’origine ultime des variations se déroulant sur les périodes décadales et multi-décadales demeure un sujet controversé. En particulier, une certaine école de pensée affirme qu’une partie de ces variations à long-terme doit provenir d’une modulation de la structure thermodynamique globale de l’étoile, et que les seuls effets de surface sont incapables d’expliquer la totalité des fluctuations. Nous présentons une simulation globale de la convection solaire produisant un cycle magnétique similaire en plusieurs aspects à celui du Soleil, dans laquelle le flux thermique convectif varie en phase avec l’ ́energie magnétique. La corrélation positive entre le flux convectif et l’énergie magnétique supporte donc l’idée qu’une modulation de la structure thermodynamique puisse contribuer aux variations à long-terme de l’irradiance. Nous analysons cette simulation dans le but d’identifier le mécanisme physique responsable de la corrélation en question et pour prédire de potentiels effets observationnels résultant de la modulation structurelle. La reconnexion magnétique est au coeur du mécanisme de plusieurs phénomènes de la physique solaire dont les éruptions et les éjections de masse, et pourrait expliquer les températures extrêmes caractérisant la couronne. Une correction aux trajectoires du schéma semi-Lagrangien classique est présentée, qui est basée sur la solution à une équation aux dérivées partielles nonlinéaire du second ordre: l’équation de Monge-Ampère. Celle-ci prévient l’intersection des trajectoires et assure la stabilité numérique des simulations de reconnexion magnétique pour un cas de magnéto-fluide relaxant vers un état d’équilibre.

A comparison of two methods for developing the linearization of a shallow-water model

We develop the linearization of a semi-implicit semi-Lagrangian model of the one-dimensional shallow-water equations using two different methods. The usual tangent linear model, formed by linearizing the discrete nonlinear model, is compared with a model formed by first linearizing the continuous nonlinear equations and then discretizing. Both models are shown to perform equally well for finite perturbations. However, the asymptotic behaviour of the two models differs as the perturbation size is reduced. This leads to difficulties in showing that the models are correctly coded using the standard tests. To overcome this difficulty we propose a new method for testing linear models, which we demonstrate both theoretically and numerically. © Crown copyright, 2003. Royal Meteorological Society

Evaluating the ability of a numerical weather prediction model to forecast tracer concentrations during ETEX 2

In this paper the meteorological processes responsible for transporting tracer during the second ETEX (European Tracer EXperiment) release are determined using the UK Met Office Unified Model (UM). The UM predicted distribution of tracer is also compared with observations from the ETEX campaign. The dominant meteorological process is a warm conveyor belt which transports large amounts of tracer away from the surface up to a height of 4 km over a 36 h period. Convection is also an important process, transporting tracer to heights of up to 8 km. Potential sources of error when using an operational numerical weather prediction model to forecast air quality are also investigated. These potential sources of error include model dynamics, model resolution and model physics. In the UM a semi-Lagrangian monotonic advection scheme is used with cubic polynomial interpolation. This can predict unrealistic negative values of tracer which are subsequently set to zero, and hence results in an overprediction of tracer concentrations. In order to conserve mass in the UM tracer simulations it was necessary to include a flux corrected transport method. Model resolution can also affect the accuracy of predicted tracer distributions. Low resolution simulations (50 km grid length) were unable to resolve a change in wind direction observed during ETEX 2, this led to an error in the transport direction and hence an error in tracer distribution. High resolution simulations (12 km grid length) captured the change in wind direction and hence produced a tracer distribution that compared better with the observations. The representation of convective mixing was found to have a large effect on the vertical transport of tracer. Turning off the convective mixing parameterisation in the UM significantly reduced the vertical transport of tracer. Finally, air quality forecasts were found to be sensitive to the timing of synoptic scale features. Errors in the position of the cold front relative to the tracer release location of only 1 h resulted in changes in the predicted tracer concentrations that were of the same order of magnitude as the absolute tracer concentrations.

Multimodel assessment of the upper troposphere and lower stratosphere: Extratropics

A multimodel assessment of the performance of chemistry-climate models (CCMs) in the extratropical upper troposphere/lower stratosphere (UTLS) is conducted for the first time. Process-oriented diagnostics are used to validate dynamical and transport characteristics of 18 CCMs using meteorological analyses and aircraft and satellite observations. The main dynamical and chemical climatological characteristics of the extratropical UTLS are generally well represented by the models, despite the limited horizontal and vertical resolution. The seasonal cycle of lowermost stratospheric mass is realistic, however with a wide spread in its mean value. A tropopause inversion layer is present in most models, although the maximum in static stability is located too high above the tropopause and is somewhat too weak, as expected from limited model resolution. Similar comments apply to the extratropical tropopause transition layer. The seasonality in lower stratospheric chemical tracers is consistent with the seasonality in the Brewer-Dobson circulation. Both vertical and meridional tracer gradients are of similar strength to those found in observations. Models that perform less well tend to use a semi-Lagrangian transport scheme and/or have a very low resolution. Two models, and the multimodel mean, score consistently well on all diagnostics, while seven other models score well on all diagnostics except the seasonal cycle of water vapor. Only four of the models are consistently below average. The lack of tropospheric chemistry in most models limits their evaluation in the upper troposphere. Finally, the UTLS is relatively sparsely sampled by observations, limiting our ability to quantitatively evaluate many aspects of model performance.

Numerical simulation of group combustion of pulverized coal

A mathematical model for the group combustion of pulverized coal particles was developed in a previous work. It includes the Lagrangian description of the dehumidification, devolatilization and char gasification reactions of the coal particles in the homogenized gaseous environment resulting from the three fuels, CO, H2 and volatiles, supplied by the gasification of the particles and their simultaneous group combustion by the gas phase oxidation reactions, which are considered to be very fast. This model is complemented here with an analysis of the particle dynamics, determined principally by the effects of aerodynamic drag and gravity, and its dispersion based on a stochastic model. It is also extended to include two other simpler models for the gasification of the particles: the first one for particles small enough to extinguish the surrounding diffusion flames, and a second one for particles with small ash content when the porous shell of ashes remaining after gasification of the char, non structurally stable, is disrupted. As an example of the applicability of the models, they are used in the numerical simulation of an experiment of a non-swirling pulverized coal jet with a nearly stagnant air at ambient temperature, with an initial region of interaction with a small annular methane flame. Computational algorithms for solving the different stages undergone by a coal particle during its combustion are proposed. For the partial differential equations modeling the gas phase, a second order finite element method combined with a semi-Lagrangian characteristics method are used. The results obtained with the three versions of the model are compared among them and show how the first of the simpler models fits better the experimental results.

The parallel solution of early-exercise Asian options with stochastic volatility

This paper describes an parallel semi-Lagrangian finite difference approach to the pricing of early exercise Asian Options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices. Asian options are contingent claims with payoffs that depend on the average price of an asset over some time interval. The payoff may depend on this average and a fixed strike price (Fixed Strike Asians) or it may depend on the average and the asset price (Floating Strike Asians). The option may also permit early exercise (American contract) or confine the holder to a fixed exercise date (European contract). The Fixed Strike Asian with early exercise is considered here where continuous arithmetic averaging has been used. Pricing such an option where the asset price has a stochastic volatility leads to the requirement to solve a tri-variate partial differential inequation in the three state variables of asset price, average price and volatility (or equivalently, variance). The similarity transformations [6] used with Floating Strike Asian options to reduce the dimensionality of the problem are not applicable to Fixed Strikes and so the numerical solution of a tri-variate problem is necessary. The computational challenge is to provide accurate solutions sufficiently quickly to support realtime trading activities at a reasonable cost in terms of hardware requirements.

Robust Semi-Blind Estimation for Beamforming Based MIMO Wireless Communication

In this paper, we present robust semi-blind (SB) algorithms for the estimation of beamforming vectors for multiple-input multiple-output wireless communication. The transmitted symbol block is assumed to comprise of a known sequence of training (pilot) symbols followed by information bearing blind (unknown) data symbols. Analytical expressions are derived for the robust SB estimators of the MIMO receive and transmit beamforming vectors. These robust SB estimators employ a preliminary estimate obtained from the pilot symbol sequence and leverage the second-order statistical information from the blind data symbols. We employ the theory of Lagrangian duality to derive the robust estimate of the receive beamforming vector by maximizing an inner product, while constraining the channel estimate to lie in a confidence sphere centered at the initial pilot estimate. Two different schemes are then proposed for computing the robust estimate of the MIMO transmit beamforming vector. Simulation results presented in the end illustrate the superior performance of the robust SB estimators.

A Lagrangian for von Karman Equations of Large Deflection Problem of Thin Circular Plate

By the semi-inverse method proposed by He, a Lagrangian is established for the large deflection problem of thin circular plate. Ritz method is used to obtain an approximate analytical solution of the problem. First order approximate solution is obtained, which is similar to those in open literature. By Mathematica a more accurate solution can be deduced.

Generalized semi-geostrophic theory on a sphere

Douglas, Robert; Cullen, M.J.P.; Roulston, I.; Sewell, M.J., (2005) 'Generalized semi-geostrophic theory on a sphere', Journal of Fluid Mechanics 531 pp.123-157 RAE2008

Solutions of the fully compressible semi-geostrophic system

The fully compressible semi-geostrophic system is widely used in the modelling of large-scale atmospheric flows. In this paper, we prove rigorously the existence of weak Lagrangian solutions of this system, formulated in the original physical coordinates. In addition, we provide an alternative proof of the earlier result on the existence of weak solutions of this system expressed in the so-called geostrophic, or dual, coordinates. The proofs are based on the optimal transport formulation of the problem and on recent general results concerning transport problems posed in the Wasserstein space of probability measures.

COMPARISON RESULTS FOR CONJUGATE AND FOCAL POINTS IN SEMI-RIEMANNIAN GEOMETRY VIA MASLOV INDEX

We prove an estimate on the difference of Maslov indices relative to the choice of two distinct reference Lagrangians of a continuous path in the Lagrangian Grassmannian of a symplectic space. We discuss some applications to the study of conjugate and focal points along a geodesic in a semi-Riemannian manifold.

Supersymmetry flows, semi-symmetric space sine-Gordon models and the Pohlmeyer reduction

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Dynamics of a spacecraft and normalization around Lagrangian points in the Neptune-Triton system

The problem of a spacecraft orbiting the Neptune-Triton system is presented. The new ingredients in this restricted three body problem are the Neptune oblateness and the high inclined and retrograde motion of Triton. First we present some interesting simulations showing the role played by the oblateness on a Neptune's satellite, disturbed by Triton. We also give an extensive numerical exploration in the case when the spacecraft orbits Triton, considering Sun, Neptune and its planetary oblateness as disturbers. In the plane a x I (a = semi-major axis, I = inclination), we give a plot of the stable regions where the massless body can survive for thousand of years. Retrograde and direct orbits were considered and as usual, the region of stability is much more significant for the case of direct orbit of the spacecraft (Triton's orbit is retrograde). Next we explore the dynamics in a vicinity of the Lagrangian points. The Birkhoff normalization is constructed around L-2, followed by its reduction to the center manifold. In this reduced dynamics, a convenient Poincare section shows the interplay of the Lyapunov and halo periodic orbits, Lissajous and quasi-halo tori as well as the stable and unstable manifolds of the planar Lyapunov orbit. To show the effect of the oblateness, the planar Lyapunov family emanating from the Lagrangian points and three-dimensional halo orbits are obtained by the numerical continuation method. Published by Elsevier Ltd. on behalf of COSPAR.

Numerical study about natural escape and capture routes by the Moon via Lagrangian points L1 and L2

The lunar sphere of influence, whose radius is some 66,300 km, has regions of stable orbits around the Moon and also regions that contain trajectories which, after spending some time around the Moon, escape and are later recaptured by lunar gravity. Both the escape and the capture occur along the Lagrangian equilibrium points L1 and L2. In this study, we mapped out the region of lunar influence considering the restricted three-body Earth-Moon-particle problem and the four-body Sun-Earth-Moon-particle (probe) problem. We identified the stable trajectories, and the escape and capture trajectories through the L I and L2 in plots of the eccentricity versus the semi-major axis as a function of the time that the energy of the osculating lunar trajectory in the two-body Moon-particle problem remains negative. We also investigated the properties of these routes, giving special attention to the fact that they supply a natural mechanism for performing low-energy transfers between the Earth and the Moon, and can thus be useful on a great number of future missions. (C) 2007 Published by Elsevier Ltd on behalf of COSPAR.