Different effective boundary conditions or wall laws for unsteady incompressible Navier-Stokes equations over rough domains are derived in the laminar setting. First and second order unsteady wall laws are proposed using two scale asymptotic expansion techniques. The roughness elements are supposed to be periodic and the influence of the rough boundary is incorporated through constitutive constants. These constants are obtained by solving steady Stokes problems and so they are calculated only once. Numerical tests are presented to validate and compare the proposed boundary conditions.

We consider high order finite difference approximations to the Helmholtz equation in an exterior domain. We include a simplified absorbing boundary condition to approximate the Sommerfeld radiation condition. This yields a large, but sparse, complex system, which is not self-adjoint and not positive definite. We discretize the equation with a compact fourth or sixth order accurate scheme. We solve this large system of linear equations with a Krylov subspace iterative method. Since the method converges slowly, a preconditioner is introduced, which is a Helmholtz equation but with a modified complex wavenumber. This is discretized by a second or fourth order compact scheme. The system is solved by BICGSTAB with multigrid used for the preconditioner. We study, both by Fourier analysis and computations this preconditioned system especially for the effects of high order discretizations.

The purpose of this work is to study an example of low Mach (Froude) number limit of compressible flows when the initial density (height) is almost equal to a function depending on x. This allows us to connect the viscous shallow water equation and the viscous lake equations. More precisely, we study this asymptotic with well prepared data in a periodic domain looking at the influence of the variability of the depth. The result concerns weak solutions. In a second part, we discuss the general low Mach number limit for standard compressible flows given in P.–L. Lions' book that means with constant viscosity coefficients.

We perform a complete study of the truncation error of the Jacobi-Anger series. This series expands every plane wave ${\rm e}^{i \hat{s} \cdot \vec{v}}$ in terms of spherical harmonics $\{ Y_{\ell, m}(\hat{s}) \}_{|m|\le \ell\le \infty}$ . We consider the truncated series where the summation is performed over the $(\ell,m)$ 's satisfying $|m| \le \ell \le L$ . We prove that if $v = |\vec{v}|$ is large enough, the truncated series gives rise to an error lower than ϵ as soon as L satisfies $L+\frac{1}{2} \simeq v + CW^{\frac{2}{3}}(K \epsilon^{-\delta} v^\gamma )\, v^{\frac{1}{3}}$ where W is the Lambert function and $C\,, K, \,\delta, \, \gamma$ are pure positive constants. Numerical experiments show that this asymptotic is optimal. Those results are useful to provide sharp estimates for the error in the fast multipole method for scattering computation.

We address multiscale elliptic problems with random coefficients that are a perturbationof multiscale deterministic problems. Our approach consists in taking benefit of theperturbative context to suitably modify the classical Finite Element basis into adeterministic multiscale Finite Element basis. The latter essentially shares the sameapproximation properties as a multiscale Finite Element basis directly generated on therandom problem. The specific reference method that we use is the Multiscale Finite ElementMethod. Using numerical experiments, we demonstrate the efficiency of our approach and thecomputational speed-up with respect to a more standard approach. In the stationarysetting, we provide a complete analysis of the approach, extending that available for thedeterministic periodic setting.

We treat the problem of constructing exact theories of rods and shells for thin incompressible bodies. We employ a systematic method that consists inimposing constraints to reduce the number of degrees of freedom of each crosssection to a finite number. We show that it is very difficult to produce theories that exactly preserve the incompressibility and we show that it is impossible to do so for naive theories. In particular, many exact theories have nonlocal effects.

We give local and global well-posedness results for a system of twoKadomtsev-Petviashvili (KP) equations derived by R. Grimshaw and Y. Zhuto model the oblique interaction of weakly nonlinear, two dimensional,long internal waves in shallow fluids. We also prove a smoothing effect for the amplitudes of the interacting waves.We use the Fourier transform restriction norms introduced by J. Bourgain and the Strichartz estimates for the linear KP group. Finallywe extend the result of [3] for lower order perturbationof the system in the absence of transverse effects.

A standard method for proving the inf-sup condition implying stability of finite element approximations for the stationary Stokes equations is to construct a Fortin operator. In this paper, we show how this can be done for two-dimensional triangular and rectangular Taylor-Hood methods, which use continuous piecewise polynomial approximations for both velocity and pressure.

We propose and study semidiscrete and fully discretefinite element schemes based on appropriate relaxation models forsystems of Hyperbolic Conservation Laws.These schemes are using piecewise polynomials of arbitrary degree andtheir consistency error is of high order.The methods are combined with an adaptive strategy that yieldsfine mesh in shock regions and coarser mesh in the smooth parts of thesolution.The computational performance of these methods is demonstrated by considering scalar problems and the system of elastodynamics.

We consider a model problem (with constant coefficients and simplified geometry) for the boundary layer phenomena which appear in thin shell theoryas the relative thickness ε of the shell tends tozero. For ε = 0 our problem is parabolic, then it is amodel of developpable surfaces. Boundary layers along and across the characteristichave very different structure. It also appears internal layers associatedwith propagations of singularities along the characteristics. The specialstructure of the limit problem often implies solutions which exhibitdistributional singularities along the characteristics. The correspondinglayers for small ε have a very large intensity. Layers alongthe characteristics have a special structure involving subspaces; thecorresponding Lagrange multipliers are exhibited. Numerical experimentsshow the advantage of adaptive meshes in these problems.

The primary objective of this work is to develop coarse-grainingschemes for stochastic many-body microscopic models and quantify theireffectiveness in terms of a priori and a posteriori error analysis. Inthis paper we focus on stochastic lattice systems ofinteracting particles at equilibrium. The proposed algorithms are derived from an initial coarse-grainedapproximation that is directly computable by Monte Carlo simulations, and the corresponding numerical error is calculated using the specific relative entropy between the exact and approximate coarse-grained equilibrium measures. Subsequently we carry out a cluster expansion around this first – and often inadequate – approximation and obtain more accurate coarse-graining schemes.The cluster expansions yield also sharp a posteriori error estimates forthe coarse-grained approximations that can be used for the construction ofadaptive coarse-graining methods.
We present a number of numerical examples that demonstrate that thecoarse-graining schemes developed here allow for accurate predictions of critical behavior and hysteresis in systems with intermediate and long-range interactions. We also present examples where they substantially improvepredictions of earlier coarse-graining schemes for short-range interactions.

We consider linear elliptic systems which arisein coupled elastic continuum mechanical models. In these systems, the straintensor ε P := sym (P -1∇u) is redefined to include amatrix valued inhomogeneity P(x) which cannot be described by a spacedependent fourth order elasticity tensor. Such systems arise naturally ingeometrically exact plasticity or in problems with eigenstresses.The tensor field P induces a structural change of the elasticity equations. Forsuch a model the FETI-DP method is formulated and a convergence estimateis provided for the special case that P -T = ∇ψ is a gradient.It is shown that the condition number depends only quadratic-logarithmicallyon the number of unknowns of each subdomain. Thedependence of the constants of the bound on P is highlighted. Numericalexamples confirm our theoretical findings. Promising results are also obtainedfor settings which are not covered by our theoretical estimates.

The present work aims at proposing a rigorous analysis of the mathematical and numerical modelling of ultrasonic piezoelectric sensors. This includes the well-posedness of the final model, the rigorous justification of the underlying approximation and the design and analysis of numerical methods. More precisely, we first justify mathematically the classical quasi-static approximation that reduces the electric unknowns to a scalar electric potential. We next justify the reduction of the computation of this electric potential to the piezoelectric domains only. Particular attention is devoted to the different boundary conditions used to model the emission and reception regimes of the sensor. Finally, an energy preserving finite element/finite difference numerical scheme is developed; its stability is analyzed and numerical results are presented.

We study a two-phase pipe flow model with relaxation terms in the momentum and energy equations, driving the model towards dynamic and thermal equilibrium. These equilibrium states are characterized by the velocities and temperatures being equal in each phase. For each of these relaxation processes, we consider the limits of zero and infinite relaxation times. By expanding on previously established results, we derive a formulation of the mixture sound velocity for the thermally relaxed model. This allows us to directly prove a subcharacteristic condition; each level of equilibrium assumption imposed reduces the propagation velocity of pressure waves. Furthermore, we show that each relaxation procedure reduces the mixture sound velocity with a factor that is independent of whether the other relaxation procedure has already been performed. Numerical simulations indicate that thermal relaxation in the two-fluid model has negligible impact on mass transport dynamics. However, the velocity difference of sonic propagation in the thermally relaxed and unrelaxed two-fluid models may significantly affect practical simulations.

With the pioneering work of [Pardoux and Peng, Syst. Contr. Lett.14 (1990) 55–61; Pardoux and Peng,Lecture Notes in Control and Information Sciences176 (1992) 200–217]. We have at our disposalstochastic processes which solve the so-called backward stochasticdifferential equations. These processes provide us with a Feynman-Kacrepresentation for the solutions of a class of nonlinear partial differential equations (PDEs) which appearin many applications in the field of Mathematical Finance. Therefore thereis a great interest among both practitioners and theoreticians to developreliable numerical methods for their numerical resolution. In this survey, we present a number of probabilistic methods forapproximating solutions of semilinear PDEs all based on the correspondingFeynman-Kac representation. We also include a general introduction tobackward stochastic differential equations and their connection with PDEsand provide a generic framework that accommodates existing probabilisticalgorithms and facilitates the construction of new ones.

The purpose of this article is the analysis and the development of Eulerian multi-fluid models to describe the evolution of the mass density of evaporating liquid sprays.First, the classical multi-fluid model developed in [Laurent and Massot, Combust. Theor. Model.5 (2001) 537–572] is analyzed in the framework of an unsteady configuration without dynamical nor heating effects, where the evaporation process is isolated, since it is a key issue.The classical multi-fluid method consists then in a discretization of the droplet size variable into cells called sections.This analysis provides a justification of the “right” choice for this discretization to obtain a first order accurate and monotone scheme, with no restrictive CFL condition.This result leads to the development of a class of methods of arbitrary high order accuracy through the use of moments on the droplet surface in each section and a Godunov type method.Moreover, an extension of the two moments method is proposed which preserves the positivity and limits the total variation.Numerical results of the multi-fluid methods are compared to examine their capability to accurately describe the mass density in the spray with a small number of variables.This is shown to be a key point for the use of such methods in realistic flow configurations.

The purpose of this paper is to apply particle methods to the numerical solution of theEPDiff equation. The weak solutions of EPDiff are contact discontinuities that carrymomentum so that wavefront interactions represent collisions in which momentum isexchanged. This behavior allows for the description of many rich physical applications,but also introduces difficult numerical challenges. We present a particle method for theEPDiff equation that is well-suited for this class of solutions and for simulatingcollisions between wavefronts. Discretization by means of the particle method is shown topreserve the basic Hamiltonian, the weak and variational structure of the originalproblem, and to respect the conservation laws associated with symmetry under the Euclideangroup. Numerical results illustrate that the particle method has superior features in bothone and two dimensions, and can also be effectively implemented when the initial data ofinterest lies on a submanifold.

We discuss the multi-configurationtime-dependent Hartree (MCTDH) method for the approximation of the time-dependent Schrödinger equation in quantum molecular dynamics. This method approximates the high-dimensional nuclearwave function by a linear combination of products of functions dependingonly on a single degree of freedom. The equations of motion, obtained via the Dirac-Frenkel time-dependent variational principle, consist of a coupled system of low-dimensionalnonlinear partial differential equations and ordinary differential equations. We show that, with a smooth and bounded potential, the MCTDH equations are well-posed and retain high-order Sobolev regularity globally in time, that is,as long as the density matrices appearing in the method formulation remain invertible. In particular, the solutions are regular enough to ensure local quasi-optimality of the approximation and to admit an efficient numerical treatment.

A current procedure that takes into account the Dirichlet boundary conditionwith non-smooth data is to change it into aRobin type condition by introducing a penalization term; a major effect of thisprocedure is an easy implementation of the boundary condition. In this work, we deal with an optimal control problem wherethe control variable is the Dirichlet data.We describe the Robin penalization,and we bound the gap between the penalized and the non-penalized boundary controlsfor the small penalization parameter. Some numerical results are reported on to highlightthe reliability of such an approach.

We present a parallel preconditioning method for the iterative solution of thetime-harmonic elastic wave equation which makes use of higher-order spectral elements toreduce pollution error. In particular, the method leverages perfectly matched layerboundary conditions to efficiently approximate the Schur complement matrices of a blockLDLTfactorization. Both sequential and parallel versions of the algorithm are discussed andresults for large-scale problems from exploration geophysics are presented.