A semidiscretization in time of a fourth order nonlinear parabolic system in several space dimensions arising in quantum semiconductor modelling is studied. The system is numerically treated by introducing an additional nonlinear potential. Exploiting the stability of the discretization, convergence is shown in the multi-dimensional case. Under some assumptions on the regularity of the solution, the rate of convergence proves to be optimal.

We consider a finite element discretization bythe Taylor–Hood element for the stationaryStokes and Navier–Stokesequations with slip boundary condition. The slip boundary conditionis enforced pointwise for nodal values of the velocity inboundary nodes. We prove optimal error estimates in theH 1 and L 2 norms for the velocity and pressure respectively.

An extension of the local projection stabilization (LPS) finite element method for convection-diffusion-reaction equations is presented and analyzed, both in the steady-state and the transient setting. In addition to the standard LPS method, a nonlinear crosswind diffusion term is introduced that accounts for the reduction of spurious oscillations. The existence of a solution can be proved and, depending on the choice of the stabilization parameter, also its uniqueness. Error estimates are derived which are supported by numerical studies. These studies demonstrate also the reduction of the spurious oscillations.

In this article we consider local solutions for stochastic Navier Stokesequations, based on the approach of Von Wahl, for the deterministic case. Wepresent several approaches of the concept, depending on the smoothnessavailable. When smoothness is available, we can in someway reduce thestochastic equation to a deterministic one with a random parameter. In thegeneral case, we mimic the concept of local solution for stochasticdifferential equations.

We present the numerical analysis on the Poisson problem of two mixed Petrov-Galerkin finite volume schemes for equations in divergence form $\mathop{\rm div}\nolimits\varphi(u,\nabla u)=f$ . The first scheme, which has been introduced in [CITE], is a generalization in two dimensions of Keller's box-scheme. The second scheme is the dual of the first one, and is a cell-centeredscheme for u and the flux φ. For the first scheme, the two trial finite element spaces are the nonconforming space of Crouzeix-Raviartfor the primal unknown u and the div-conformingspace of Raviart-Thomas for the flux φ. The two test spaces are the functions constant per cell both for the conservative and for the fluxequations.We prove an optimal second order error estimate for the box scheme and we emphasize the link between this scheme and the post-processing of Arnold and Brezzi of the classical mixed method.

In this paper we propose a solution of the Lambertian shape-from-shading (SFS) problem by designing a new mathematical framework based on the notion of viscosity solution. The power of our approach is twofolds: (1) it defines a notion of weak solutions (in the viscosity sense) which does notnecessarily require boundary data. Moreover, it allows to characterize theviscosity solutions by their “minimums”; and (2) it unifies the works of [Rouy and Tourin, SIAM J. Numer. Anal.29 (1992) 867–884], [Lions et al., Numer. Math.64 (1993) 323–353], [Falcone and Sagona, Lect. Notes Math.1310 (1997) 596–603],[Prados et al., Proc. 7th Eur. Conf. Computer Vision2351 (2002) 790–804; Prados and Faugeras, IEEE Comput. Soc. Press2 (2003) 826–831], based on the notion of viscosity solutions and the work of [Dupuis and Oliensis, Ann. Appl. Probab.4 (1994) 287–346] dealing with classical solutions.

We construct a Galerkin finite element method for the numerical approximation of weaksolutions to a general class of coupled FENE-type finitely extensible nonlinear elasticdumbbell models that arise from the kinetic theory of dilute solutions of polymericliquids with noninteracting polymer chains. The class of models involves the unsteadyincompressible Navier–Stokes equations in a bounded domainΩ ⊂ ℝd, d = 2 or 3, forthe velocity and the pressure of the fluid, with an elastic extra-stress tensor appearingon the right-hand side in the momentum equation. The extra-stress tensor stems from therandom movement of the polymer chains and is defined through the associated probabilitydensity function that satisfies a Fokker–Planck type parabolic equation, a crucial featureof which is the presence of a centre-of-mass diffusion term. We require no structuralassumptions on the drag term in the Fokker–Planck equation; in particular, the drag termneed not be corotational. We perform a rigorous passage to the limit as first the spatialdiscretization parameter, and then the temporal discretization parameter tend to zero, andshow that a (sub)sequence of these finite element approximations converges to a weaksolution of this coupled Navier–Stokes–Fokker–Planck system. The passage to the limit isperformed under minimal regularity assumptions on the data: a square-integrable anddivergence-free initial velocity datum \hbox{$\absundertilde$}${\mathit{u}}_{\mathrm{0}}{\mathrm{~}}_{}$ for the Navier–Stokes equation and a nonnegative initial probabilitydensity function ψ0 for the Fokker–Planck equation, which hasfinite relative entropy with respect to the Maxwellian M.

When two miscible fluids, such as glycerol (glycerin) and water,are brought in contact, they immediately diffuse in each other. However if the diffusion is sufficiently slow, large concentration gradients existduring some time. They can lead to the appearance of an “effective interfacial tension”. To study these phenomena we use the mathematical modelconsisting of the diffusion equation with convective terms and ofthe Navier-Stokes equations with the Korteweg stress.We prove the global existence and uniqueness of the solution for the associated initial-boundary value problem in a two-dimensional bounded domain.We study the longtime behavior of the solution and show that it convergesto the uniform composition distribution with zero velocity field.We also present numerical simulations of miscible drops and show howtransient interfacial phenomena can change their shape.

We study in this paper the electromagnetic field generated in aconductor by an alternating current density. The resultinginterface problem (see Bossavit (1993)) between the metal and thedielectric medium is treated by a mixed–FEM and BEM couplingmethod. We prove that our BEM-FEM formulation is well posed andthat it leads to a convergent Galerkin method.

A multiscale spectral generalized finite element method (MS-GFEM) is presented for the solution of large two and three dimensional stress analysis problems inside heterogeneous media. It can be employed to solve problems too large to be solved directly with FE techniques and is designed for implementation on massively parallel machines. The method is multiscale in nature and uses an optimal family of spectrally defined local basis functions over a coarse grid. It is proved that the method has an exponential rate of convergence. To fix ideas we describe its implementation for a two dimensional plane strain problem inside a fiber reinforced composite. Here fibers are separated by a minimum distance however no special assumption on the fiber configuration such as periodicity or ergodicity is made. The implementation of MS-GFEM delivers the discrete solution operator using the same order of operations as the number of fibers inside the computational domain. This implementation is optimal in that the number of operations for solution is of the same order as the input data for the problem. The size of the MS-GFEM matrix used to represent the discrete inverse operator is controlled by the scale of the coarse grid and the convergence rate of the spectral basis and can be of order far less than the number of fibers. This strategy is general and can be applied to the solution of very large FE systems associated with the discrete solution of elliptic PDE.

Consider the domain $Z_\epsilon=\{x\in\mathbb{R}^n ; {dist}(x,\epsilon\mathbb{Z}^n)> \epsilon^\gamma\}$ and let the free path length be defined as $\tau_\epsilon(x,v)=\inf\{t> 0 ; x-tv\in Z_\epsilon\}.$ In the Boltzmann-Grad scaling corresponding to $\gamma=\frac{n}{n-1}$ , it is shownthat the limiting distribution $\phi_\epsilon$ of $\tau_\epsilon$ is bounded from belowby an expression of the form C/t, for some C> 0. A numerical study seems toindicate that asymptotically for large t, $\phi_\epsilon\sim C/t$ .This is an extension of a previous work [J. Bourgain et al., Comm. Math. Phys.190 (1998) 491-508]. As aconsequence, it is proved that the linear Boltzmann type transport equation is inappropriate to describethe Boltzmann-Grad limit of the periodic Lorentz gas, at variance with the usualcase of a Poisson distribution of scatterers treated in [G. Gallavotti (1972)].

The finite element approximation of optimal control problems forsemilinear elliptic partial differential equation is considered,where the control belongs to a finite-dimensional set and stateconstraints are given in finitely many points of the domain. Underthe standard linear independency condition on the active gradientsand a strong second-order sufficient optimality condition, optimalerror estimates are derived for locally optimal controls.

This paper deals with the diffusion limit of a kinetic equation where thecollisions are modeled by a Lorentz type operator. The main aim is to construct adiscrete scheme to approximate this equation which gives for any value of theKnudsen number, and in particular at the diffusive limit, the right discretediffusion equation with the same value of the diffusion coefficient as in thecontinuous case. We are also naturally interested with a discretization whichcan be used with few velocity discretization points, in order to reduce the cost ofcomputation.

Saccular aneurisms, swelling of a blood vessel,are investigated in order (i) to estimate the development risk ofthe wall lesion, before and after intravascular treatment,assuming that the pressure is the major factor,and (ii) to better plan medical interventions.Numerical simulations, using the finite element method,are performed in three-dimensional aneurisms.Computational meshes are derived from medical imaging datato take into account both between-subject and within-subjectanatomical variability of the diseased vessel segment.The 3D reconstruction is associated with a faceted surface.A geometrical model is then obtained to be finally meshed for a finite element use. The pulsatile flow of incompressible Newtonian blood is illustrated by numerical simulations carried out in two saccular aneurism types, a side- and a terminal-aneurism.High pressure zones are observed in the aneurism cavity,especially in the terminal one.

The present paper is devoted to the computation of single phase or two phase flows using the single-fluid approach. Governing equations rely on Euler equations which may be supplemented by conservation laws for mass species. Emphasis is given on numerical modelling with help of Godunov scheme or an approximate form of Godunov scheme called VFRoe-ncv based on velocity and pressure variables. Three distinct classes of closure laws to express the internal energy in terms of pressure, density and additional variables are exhibited. It is shown first that a standard conservative formulation of above mentioned schemes enables to predict “perfectly” unsteady contact discontinuities on coarse meshes, when the equation of state (EOS) belongs to the first class. On the basis of previous work issuing from literature, an almost conservative though modified version of the scheme is proposed to deal with EOS in the second or third class. Numerical evidence shows that the accuracy of approximations of discontinuous solutions of standard Riemann problems is strengthened on coarse meshes, but that convergence towards the right shock solution may be lost in some cases involving complex EOS in the third class. Hence, a blend scheme is eventually proposed to benefit from both properties (“perfect” representation of contact discontinuities on coarse meshes, and correct convergence on finer meshes). Computational results based on an approximate Godunov scheme are provided and discussed.

This contribution deals with a mixed variational formulation of 3D contact problems with the simplest model involving friction. This formulation is based on a dualization of the set of admissible displacements and the regularization of the non-differentiable term. Displacements are approximated by piecewise linear elements while the respective dual variables by piecewise constant functions on a dual partition of the contact zone. The rate of convergence is established provided that the solution is smooth enough. The numerical realization of such problems will be discussed and results of a model example will be shown.


A new finite element, which is continuously differentiable, but only piecewise quadratic polynomials on a type of uniform triangulations, is introduced. We construct a local basis which does not involve nodal values nor derivatives. Different from the traditional finite elements, we have to construct a special, averaging operator which is stable and preserves quadratic polynomials. We show the optimal order of approximation of the finite element in interpolation, and in solving the biharmonic equation. Numerical results are provided confirming the analysis.


We consider the magnetic induction equation for the evolution of a magnetic field in a plasma where the velocity is given. The aim is to design a numerical scheme which also handles the divergence constraint in a suitable manner. We design and analyze an upwind scheme based on the symmetrized version of the equations in the non-conservative form. The scheme is shown to converge to a weak solution of the equations. Furthermore, the discrete divergence produced by the scheme is shown to be bounded. We report several numerical experiments that show that the stable upwind scheme of this paper is robust.

We study the approximation of harmonic functions by means of harmonic polynomials intwo-dimensional, bounded, star-shaped domains. Assuming that the functions possessanalytic extensions to a δ-neighbourhood of the domain, we proveexponential convergence of the approximation error with respect to the degree of theapproximating harmonic polynomial. All the constants appearing in the bounds are explicitand depend only on the shape-regularity of the domain and on δ. We applythe obtained estimates to show exponential convergence with rate O(exp(-b√N)), N being the number of degrees offreedom and b > 0, of a hp-dGFEM discretisation ofthe Laplace equation based on piecewise harmonic polynomials. This result is animprovement over the classical rate O(exp(-b 3√N)), and is due to the use of harmonic polynomialspaces, as opposed to complete polynomial spaces.

We examine a heterogeneous alternating-direction method for the approximate solution of the FENE Fokker–Planck equation from polymer fluid dynamics and we use this method to solve a coupled (macro-micro) Navier–Stokes–Fokker–Planck system for dilute polymeric fluids. In this context the Fokker–Planck equation is posed on a high-dimensional domain and is therefore challenging from a computational point of view. The heterogeneous alternating-direction scheme combines a spectral Galerkin method for the Fokker–Planck equation in configuration space with a finite element method in physical space to obtain a scheme for the high-dimensional Fokker–Planck equation. Alternating-direction methods have been considered previously in the literature for this problem (e.g. in the work of Lozinski, Chauvière and collaborators [J. Non-Newtonian Fluid Mech.122 (2004) 201–214; Comput. Fluids33 (2004) 687–696; CRM Proc. Lect. Notes41 (2007) 73–89; Ph.D. Thesis (2003); J. Computat. Phys.189 (2003) 607–625]), but this approach has not previously been subject to rigorous numerical analysis. The numerical methods we develop are fully-practical, and we present a range of numerical results demonstrating their accuracy and efficiency. We also examine an advantageous superconvergence property related to the polymeric extra-stress tensor. The heterogeneous alternating-direction method is well suited to implementation on a parallel computer, and we exploit this fact to make large-scale computations feasible.