In this paper we are interested in bilateral obstacle problems for quasilinear scalar conservation laws associated with Dirichlet boundary conditions. Firstly, we provide a suitable entropy formulation which ensures uniqueness. Then, we justify the existence of a solution through the method of penalization and by referring to the notion of entropy process solution due to specific properties of bounded sequences in L ∞. Lastly, we study the behaviour of this solution and its stability properties with respect to the associated obstacle functions.

In this paper we present a novel exponentially fitted finite elementmethod with triangular elements for the decoupled continuity equations in the drift-diffusion model of semiconductor devices.The continuous problem is first formulated as a variational problem using a weighted inner product. A Bubnov-Galerkinfinite element method with a set of piecewise exponential basis functions is then proposed. The method is shown to be stable and can be regarded asan extension to two dimensions of the well-known Scharfetter-Gummel method.Error estimates for the approximate solution and its associated flux are given. These h-order error bounds depend on some first-order seminorms of the exact solution, the exact fluxand the coefficient function of the convection terms.A method is also proposed for the evaluation of terminal currentsand it is shown that the computed terminal currents are convergent andconservative.

We present a Monte Carlo technique for sampling from thecanonical distribution in molecular dynamics. The method is built uponthe Nosé-Hoover constant temperature formulation and the generalizedhybrid Monte Carlo method. In contrast to standard hybrid Monte Carlo methodsonly the thermostat degree of freedom is stochastically resampled during a Monte Carlo step.

The phenomenon of roll waves occurs in a uniform open-channelflow down an incline, when the Froude number is above two. The goal of this paper is to analyze the behavior of numerical approximations to a model roll wave equation ut + uux = u,u(x,0) = u0(x), which arises as a weakly nonlinear approximation of the shallow waterequations. The main difficulty associated with the numerical approximation ofthis problem is its linear instability. Numerical round-off errorcan easily overtake the numerical solution and yields false roll wavesolution at the steady state.In this paper, we first study the analytic behavior of the solution to the abovemodel. We then discuss the numerical difficulty, and introduce a numericalmethod that predicts precisely the evolution and steady state of itssolution. Various numerical experiments are performed to illustratethe numerical difficulty and the effectiveness of the proposed numericalmethod.

We present and analyse in this paper a novel cell-centered collocated finite volume scheme for incompressible flows.Its definition involves a partition of the set of control volumes; each element of this partition is called a cluster and consists in a few neighbouring control volumes.Under a simple geometrical assumption for the clusters, we obtain that the pair of discrete spaces associating the classical cell-centered approximation for the velocities and cluster-wide constant pressures is inf-sup stable; in addition, we prove that a stabilization involving pressure jumps only across the internal edges of the clusters yields a stable scheme with the usual collocated discretization (i.e. , in particular, with control-volume-wide constant pressures), for the Stokes and the Navier-Stokes problem.An analysis of this stabilized scheme yields the existence of the discrete solution (and uniqueness for the Stokes problem). The convergence of the approximate solution toward the solution to the continuous problem as the mesh size tends to zero is proven, provided, in particular, that the approximation of the mass balance flux is second order accurate; this condition imposes some geometrical conditions on the mesh.Under the same assumption, an error analysis is provided for the Stokes problem: it yields first-order estimates in energy norms.Numerical experiments confirm the theory and show, in addition, a second order convergence for the velocity in a discrete L2 norm.

In this paper, we present a superconvergence result for the mixed finite element approximations of general second order elliptic eigenvalue problems. It is known that a superconvergence result has been given by Durán et al. [Math. Models Methods Appl. Sci. 9 (1999) 1165–1178] and Gardini [ESAIM: M2AN 43 (2009) 853–865] for the lowest order Raviart-Thomas approximation of Laplace eigenvalue problems. In this work, we introduce a new way to derive the superconvergence of general second order elliptic eigenvalue problems by general mixed finite element methods which have the commuting diagram property. Some numerical experiments are given to confirm the theoretical analysis.

This paper deals with the mortar spectral element discretization of two equivalent problems, the Laplace equation and the Darcy system, in a domain which corresponds to a nonhomogeneous anisotropic medium. The numerical analysis of the discretization leads to optimal error estimates and the numerical experiments that we present enable us to verify its efficiency.

We consider the use of finite volume methods for the approximation of aparabolic variational inequality arising in financial mathematics.We show, under some regularityconditions, the convergence of the upwind implicit finite volume schemeto a weak solution of the variational inequality in a bounded domain.Some results, obtained in comparison with other methodson two dimensional cases, show that finite volume schemes can be accurate and efficient.

Taking the cue from stabilized Galerkin methods for scalar advection problems, we adaptthe technique to boundary value problems modeling the advection of magnetic fields. Weprovide rigorous a priori error estimates for both fully discontinuouspiecewise polynomial trial functions and -conforming finite elements.

We analyze a numerical model for the Signorini unilateral contact, based on the mortarmethod, in the quadratic finite element context. The mortar frame enables one to usenon-matching grids and brings facilities in the mesh generation of different components ofa complex system. The convergence rates we state here are similar to those alreadyobtained for the Signorini problem when discretized on conforming meshes. The matching forthe unilateral contact driven by mortars preserves then the proper accuracy of thequadratic finite elements. This approach has already been used and proved to be reliablefor the unilateral contact problems even for large deformations. We provide however somenumerical examples to support the theoretical predictions.

In this paper, we use the adapted periodic unfolding method to study the homogenization and corrector problems for the parabolic problem in a two-component composite with ε-periodic connected inclusions. The condition imposed on the interface is that the jump of the solution is proportional to the conormal derivative via a function of order εγ with γ ≤−1. We give the homogenization results which include those obtained by Jose in [Rev. Roum. Math. Pures Appl. 54 (2009) 189–222]. We also get the corrector results.

In the shape from shading problem of computer vision oneattempts to recover the three-dimensional shape of an object orlandscape from the shading on a single image. Under theassumptions that the surface is dusty, distant, and illuminatedonly from above, the problem reduces to that of solving theeikonal equation |Du|=f on a domain in $\mathbb{R}^2$ . Despitevarious existence and uniqueness theorems for smooth solutions,we show that this problem is unstable, which is catastrophic forgeneral numerical algorithms.

Parallel replica dynamics is a method for accelerating the computation of processes characterized by a sequence of infrequent events. In this work, the processes are governed by the overdamped Langevin equation. Such processes spend much of their time about the minima of the underlying potential, occasionally transitioning into different basins of attraction. The essential idea of parallel replica dynamics is that the exit distribution from a given well for a single process can be approximated by the distribution of the first exit of N independent identical processes, each run for only 1 / N-th the amount of time. While promising, this leads to a series of numerical analysis questions about the accuracy of the exit distributions. Building upon the recent work in [C. Le Bris, T. Lelièvre, M. Luskin and D. Perez, Monte Carlo Methods Appl. 18 (2012) 119–146], we prove a unified error estimate on the exit distributions of the algorithm against an unaccelerated process. Furthermore, we study a dephasing mechanism, and prove that it will successfully complete.

In this paper, we present extensive numerical tests showing the performanceand robustness of a Balancing Neumann-Neumann method for the solution of algebraic linear systems arising from hp finite element approximations of scalar ellipticproblems on geometrically refined boundary layer meshes inthree dimensions. The numerical results are in good agreement with the theoretical bound for the condition number of the preconditioned operator derived in [Toselli and Vasseur, IMA J. Numer. Anal.24 (2004) 123–156]. They confirm that the condition numbers are independent of theaspect ratio of the mesh and of potentially large jumps of thecoefficients. Good results are also obtained for certain singularly perturbed problems. The condition numbers only grow polylogarithmically with thepolynomial degree, as in the case of p approximations on shape-regular meshes [Pavarino, RAIRO: Modél. Math. Anal. Numér.31 (1997) 471–493]. This paper follows [Toselli and Vasseur, Comput. Methods Appl. Mech. Engrg.192 (2003) 4551–4579] on two dimensional problems.

We present the combination of a state control and shape design approachesfor the optimization of micro-fluidic channels used for sample extraction andseparation of chemical species existing in a buffer solution.The aim is to improve the extraction and identification capacities of electroosmotic micro-fluidic devices by avoiding dispersion of the extracted advected band.

We study a family of non linear schemes for the numerical solution oflinear advection on arbitrary grids in several space dimension. A proof of weak convergence of the family of schemes is given, based on a new Longitudinal Variation Diminishing (LVD) estimate.This estimate is a multidimensional equivalent to the well-known TVD estimate in one dimension. The proof uses a corollary of the Perron-Frobenius theorem applied to a generalized Harten formalism.

In this note we give sharp lower bounds for a non-convex functional when minimised over the space of functions that are piecewise affine on a triangular grid and satisfyan affine boundary condition in the second lamination convex hull of the wells of the functional.

We study order-adaptive implementations of Hermite methods for hyperbolic and singularly perturbed parabolic initial value problems. Exploiting the facts that Hermite methods allow the degree of the local polynomial representation to vary arbitrarily from cell to cell and that, for hyperbolic problems, each cell can be evolved independently over a time-step determined only by the cell size, a relatively straightforward method is proposed. Its utility is demonstrated on a number of model problems posed in 1+1 and 2+1 dimensions.

This paper is concerned with the asymptotic expansion and numerical solution of systems of linear delay differential equations with highly oscillatory forcing terms. The computation of such problems using standard numerical methods is exceedingly slow and inefficient, indeed standard software is practically useless for this purpose. We propose an alternative, consisting of an asymptotic expansion of the solution, where each term can be derived either by recursion or by solving a non-oscillatory problem. This leads to methods which, counter-intuitively to those developed according to standard numerical reasoning, exhibit improved performance with growing frequency of oscillation.

We consider an asymptotic preserving numerical scheme initially proposed by F. Filbet andS. Jin [J. Comput. Phys. 229 (2010)] and G. Dimarco and L.Pareschi [SIAM J. Numer. Anal. 49 (2011) 2057–2077] in thecontext of nonlinear and stiff kinetic equations. Here, we propose a convergence analysisof such a scheme for the approximation of a system of transport equations with a nonlinearsource term, for which the asymptotic limit is given by a conservation law. We investigatethe convergence of the approximate solution (uεh, vεh) to a nonlinear relaxation system, whereε > 0 is a physical parameter andh represents the discretization parameter. Uniform convergence withrespect to ε and h is proved and error estimates arealso obtained. Finally, several numerical tests are performed to illustrate the accuracyand efficiency of such a scheme.