In this paper, by use of affine biquadratic elements, we constructand analyze a finite volume element scheme for elliptic equations onquadrilateral meshes. The scheme is shown to be of second-order inH 1-norm, provided that each quadrilateral in partition is almosta parallelogram. Numerical experiments are presented to confirm theusefulness and efficiency of the method.

In this paper, we propose a numerical method to solve stochastic elliptic interfaceproblems with random interfaces. Shape calculus is first employed to derive theshape-Taylor expansion in the framework of the asymptotic perturbation approach. Given themean field and the two-point correlation function of the random interface, we can thusquantify the mean field and the variance of the random solution in terms of certain ordersof the perturbation amplitude by solving a deterministic elliptic interface problem andits tensorized counterpart with respect to the reference interface. Error estimates arederived for the interface-resolved finite element approximation in both, the physical andthe stochastic dimension. In particular, a fast finite difference scheme is proposed tocompute the variance of random solutions by using a low-rank approximation based on thepivoted Cholesky decomposition. Numerical experiments are presented to validate andquantify the method.

The parareal in time algorithm allows for efficient parallel numerical simulations oftime-dependent problems. It is based on a decomposition of the time interval intosubintervals, and on a predictor-corrector strategy, where the propagations over eachsubinterval for the corrector stage are concurrently performed on the different processorsthat are available. In this article, we are concerned with the long time integration ofHamiltonian systems. Geometric, structure-preserving integrators are preferably employedfor such systems because they show interesting numerical properties, in particularexcellent preservation of the total energy of the system. Using a symmetrization procedureand/or a (possibly also symmetric) projection step, we introduce here several variants ofthe original plain parareal in time algorithm [L. Baffico, et al. Phys. Rev. E66 (2002) 057701; G. Bal and Y. Maday, A parareal timediscretization for nonlinear PDE’s with application to the pricing of an American put, inRecent developments in domain decomposition methods, Lect.Notes Comput. Sci. Eng. 23 (2002) 189–202; J.-L. Lions, Y. Madayand G. Turinici, C. R. Acad. Sci. Paris, Série I 332 (2001)661–668.] that are better adapted to the Hamiltonian context. These variants arecompatible with the geometric structure of the exact dynamics, and are easy to implement.Numerical tests on several model systems illustrate the remarkable properties of theproposed parareal integrators over long integration times. Some formal elements ofunderstanding are also provided.

We study a Lagrangian numerical scheme for solution of a nonlinear drift diffusionequation on an interval. The discretization is based on the equation’s gradient flowstructure with respect to the Wasserstein distance. The scheme inherits various propertiesfrom the continuous flow, like entropy monotonicity, mass preservation, metric contractionand minimum/ maximum principles. As the main result, we give a proof of convergence in thelimit of vanishing mesh size under a CFL-type condition. We also present results fromnumerical experiments.

Numerically solving the Boltzmann kinetic equations with the small Knudsen number ischallenging due to the stiff nonlinear collision terms. A class of asymptotic-preservingschemes was introduced in [F. Filbet and S. Jin,J. Comput. Phys. 229 (2010)7625–7648] to handle this kind of problems. The idea is to penalize the stiff collisionterm by a BGK type operator. This method, however, encounters its own difficulty whenapplied to the quantum Boltzmann equation. To define the quantum Maxwellian (Bose-Einsteinor Fermi-Dirac distribution) at each time step and every mesh point, one has to invert anonlinear equation that connects the macroscopic quantity fugacity with density andinternal energy. Setting a good initial guess for the iterative method is troublesome inmost cases because of the complexity of the quantum functions (Bose-Einstein orFermi-Dirac function). In this paper, we propose to penalize the quantum collision term bya ‘classical’ BGK operator instead of the quantum one. This is based on the observationthat the classical Maxwellian, with the temperature replaced by the internal energy, hasthe same first five moments as the quantum Maxwellian. The scheme so designed avoids theaforementioned difficulty, and one can show that the density distribution is still driventoward the quantum equilibrium. Numerical results are presented to illustrate theefficiency of the new scheme in both the hydrodynamic and kinetic regimes. We also developa spectral method for the quantum collision operator.

The paper deals with the application of a non-conforming domaindecomposition methodto the problem of the computation of induced currents in electric engineswith moving conductors.The eddy currents model is considered as a quasi-staticapproximation of Maxwellequations and we study its two-dimensional formulation with either themodified magnetic vector potential or the magnetic field as primary variable.Two discretizations are proposed, the first one based on curved finiteelementsand the second one based on iso-parametric finite elements in both thestatic and movingparts. The coupling is obtained by means of the mortar element method(see [CITE])and the approximation on the whole domain turns out to be non-conforming.In bothcases optimal error estimates are provided. Numerical tests are then proposed in the case of standard first order finiteelements to test the reliability and precision of the method. An applicationof the method to study the influence of the free part movement on thecurrents distribution is also provided.

We consider the lowest-order Raviart–Thomas mixed finite elementmethod for second-order elliptic problems on simplicial meshes intwo and three space dimensions. This method produces saddle-pointproblems for scalar and flux unknowns. We show how to easily andlocally eliminate the flux unknowns, which implies the equivalencebetween this method and a particular multi-point finite volumescheme, without any approximate numerical integration. The matrixof the final linear system is sparse, positive definite for alarge class of problems, but in general nonsymmetric. We next showthat these ideas also apply to mixed and upwind-mixed finiteelement discretizations of nonlinear parabolicconvection–diffusion–reaction problems. Besides the theoreticalrelationship between the two methods, the results allow forimportant computational savings in the mixed finite elementmethod, which we finally illustrate on a set of numericalexperiments.

In order to accommodate solutions with multiple phases, corresponding to crossing rays, weformulate geometrical optics for the scalar wave equation as a kinetic transport equation set in phase space. If the maximum number of phases is finite and known a priori we can recover the exact multiphase solution from anassociated system of moment equations, closed by an assumption on the form of the density function in the kinetic equation. We consider two different closure assumptions based ondelta and Heaviside functions and analyze the resultingequations. They form systems of nonlinear conservation laws with source terms. In contrast to the classicaleikonal equation, theseequations will incorporate a "finite" superposition principle in the sense that while the maximum number of phasesis not exceeded a sum of solutions is also a solution. We present numerical results for a varietyof homogeneous and inhomogeneous problems.

We investigate the stability of Bravais lattices and their Cauchy–Born approximations under periodic perturbations. We formulate a general interaction law and derive its Cauchy–Born continuum limit. We then analyze the atomistic and Cauchy–Born stability regions, that is, the sets of all matrices that describe a stable Bravais lattice in the atomistic and Cauchy–Born models respectively. Motivated by recent results in one dimension on the stability of atomistic/continuum coupling methods, we analyze the relationship between atomistic and Cauchy–Born stability regions, and the convergence of atomistic stability regions as the cell size tends to infinity.

The topic of this work is to obtain discrete Sobolev inequalities for piecewise constant functions, and to deduce Lp error estimates on the approximate solutions of convection diffusion equations by finite volume schemes.

In this paper, we present and study a mixed variational method in order to approximate,with the finite element method, a Stokes problem with Tresca friction boundary conditions.These non-linear boundary conditions arise in the modeling of mold filling process bypolymer melt, which can slip on a solid wall. The mixed formulation is based on adualization of the non-differentiable term which define the slip conditions. Existence anduniqueness of both continuous and discrete solutions of these problems is guaranteed bymeans of continuous and discrete inf-sup conditions that are proved. Velocity and pressureare approximated by P1 bubble-P1 finite element and piecewise linearelements are used to discretize the Lagrange multiplier associated to the shear stress onthe friction boundary. Optimal a priori error estimates are derived usingclassical tools of finite element analysis and two uncoupled discrete inf-sup conditionsfor the pressure and the Lagrange multiplier associated to the fluid shear stress.

We illustrate how some interesting new variational principles can beused for the numerical approximation of solutions to certain (possiblydegenerate) parabolic partial differential equations. One remarkablefeature of the algorithms presented here is that derivatives do notenter into the variational principles, so, for example, discontinuousapproximations may be used for approximating the heat equation. Wepresent formulae for computing a Wasserstein metric which entersinto the variational formulations.

Non reflecting boundary conditions on artificial frontiersof the domain are proposed for bothincompressible and compressible Navier-Stokes equations.For incompressible flows, the boundary conditions lead to a well-posedproblem, convey properly the vortices without any reflections on theartificial limits and allow to compute turbulent flows at high Reynoldsnumbers.For compressible flows, the boundary conditions convey properly thevortices without any reflections on the artificial limits and alsoavoid acoustic waves that go back into the flow and change itsbehaviour.Numerical tests illustrate the efficiency of the various boundaryconditions.

A mixed finite element method for the Navier–Stokes equations is introduced in which thestress is a primary variable. The variational formulation retains the mathematicalstructure of the Navier–Stokes equations and the classical theory extends naturally tothis setting. Finite element spaces satisfying the associated inf–sup conditions aredeveloped.

The goal of this paper is to obtain a well-balanced, stable, fast, and robust HLLC-typeapproximate Riemann solver for a hyperbolic nonconservative PDE system arising in aturbidity current model. The main difficulties come from the nonconservative nature of thesystem. A general strategy to derive simple approximate Riemann solvers fornonconservative systems is introduced, which is applied to the turbidity current model toobtain two different HLLC solvers. Some results concerning the non-negativity preservingproperty of the corresponding numerical methods are presented. The numerical resultsprovided by the two HLLC solvers are compared between them and also with those obtainedwith a Roe-type method in a number of 1d and 2d test problems. This comparison shows that,while the quality of the numerical solutions is comparable, the computational cost of theHLLC solvers is lower, as only some partial information of the eigenstructure of thematrix system is needed.

In this paper we are interested in the numerical modelingof absorbing ferromagnetic materialsobeying the non-linear Landau-Lifchitz-Gilbert law with respect to the propagation and scattering of electromagnetic waves.In this workwe consider the 1D problem. We first show that the corresponding Cauchy problemhas a unique global solution. We then derive a numerical scheme based on an appropriate modificationof Yee's scheme, that we show to preserve some importantproperties of the continuous model such as the conservation of the normof the magnetization and the decay of the electromagnetic energy.Stability is proved under a suitable CFL condition.Some numerical results for the 1D model are presented.

This paper is devoted to a conditional stability estimate related to the ill-posed Cauchy problems for the Laplace's equation in domains with C 1,1 boundary. It is an extension of anearlier result of [Phung, ESAIM: COCV9 (2003) 621–635] for domains of class C ∞. Our estimate is established by using a Carleman estimate near the boundary in which the exponential weight depends on the distance function to the boundary. Furthermore, we prove that this stability estimate is nearly optimal and induces a nearly optimal convergence rate for the method of quasi-reversibility introduced in [Lattès and Lions, Dunod (1967)] to solve the ill-posed Cauchy problems.

Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these variational characterizations instead of the partial differential equations themselves, we obtain new schemes with remarkable stability properties. We show that they capture successfully the nonlinear features of the flows, such as shocks and rarefaction waves for the isentropic Euler equations. We also show how to design higher order methods for these problems in the optimal transport setting using backward differentiation formula (BDF) multi-step methods or diagonally implicit Runge-Kutta methods.

Motivated by the pricing of American options for baskets weconsider a parabolic variational inequality in a boundedpolyhedral domain $\Omega\subset\mathbb{R}^d$ with a continuous piecewisesmooth obstacle. We formulate a fully discrete method by usingpiecewise linear finite elements in space and the backward Eulermethod in time. We define an a posteriori error estimator and showthat it gives an upper bound for the error inL2(0,T;H1 (Ω)). The error estimator is localized in thesense that the size of the elliptic residual is only relevant inthe approximate non-contact region, and the approximability of theobstacle is only relevant in the approximate contact region. Wealso obtain lower bound results for the space error indicators inthe non-contact region, and for the time error estimator.Numerical results for d=1,2 show that the error estimator decayswith the same rate as the actual error when the space meshsize hand the time step τ tend to zero. Also, the error indicatorscapture the correct behavior of the errors in both the contact andthe non-contact regions.

A distributed-parameter (one-dimensional) anatomically detailed model for the arterialnetwork of the arm is developed in order to carry out hemodynamics simulations. This workfocuses on the specific aspects related to the model set-up. In this regard, stringentanatomical and physiological considerations have been pursued in order to construct thearterial topology and to provide a systematic estimation of the involved parameters. Themodel comprises 108 arterial segments, with 64 main arteries and 44 perforator arteries,with lumen radii ranging from 0.24 cm – axillary artery- to 0.018 cm – perforatorarteries. The modeling of blood flow in deformable vessels is governed by a well-known setof hyperbolic partial differential equations that accounts for mass and momentumconservation and a constitutive equation for the arterial wall. The variationalformulation used to solve the problem and the related numerical approach are described.The model rendered consistent pressure and flow rate outputs when compared with patientrecords already published in the literature. In addition, an application todimensionally-heterogeneous modeling is presented in which the developed arterial networkis employed as an underlying model for a three-dimensional geometry of a branching pointto be embedded in order to perform local analyses.