In this paper, we construct and analyze finite element methods for the three dimensionalMonge-Ampère equation. We derive methods using the Lagrange finite element space such thatthe resulting discrete linearizations are symmetric and stable. With this in hand, we thenprove the well-posedness of the method, as well as derive quasi-optimal error estimates.We also present some numerical experiments that back up the theoretical findings.

In this paper we develop a residual based a posteriori error analysis for an augmentedmixed finite element method applied to the problem of linear elasticity in the plane.More precisely, we derive a reliable and efficient a posteriori error estimator for thecase of pure Dirichlet boundary conditions. In addition, several numericalexperiments confirming the theoretical properties of the estimator, andillustrating the capability of the corresponding adaptive algorithm to localize the singularities and the large stress regions of the solution, are also reported.

We propose a numerical analysis of proper orthogonal decomposition (POD) model reductions in which a priori error estimates are expressed in terms of the projection errors that are controlled in the construction of POD bases. These error estimates are derived for generic parabolic evolution PDEs, including with non-linear Lipschitz right-hand sides, and for wave-like equations. A specific projection continuity norm appears in the estimates and – whereas a general uniform continuity bound seems out of reach – we prove that such a bound holds in a variety of Galerkin bases choices. Furthermore, we directly numerically assess this bound – and the effectiveness of the POD approach altogether – for test problems of the type considered in the numerical analysis, and also for more complex equations. Namely, the numerical assessment includes a parabolic equation with super-linear reaction terms, inspired from the FitzHugh-Nagumo electrophysiology model, and a 3D biomechanical heart model. This shows that the effectiveness established for the simpler models is also achieved in the reduced-order simulation of these highly complex systems.

This paper studies theexact controllability of a finite dimensional system obtained bydiscretizing in space and time the linear 1-D wave system with aboundary control at one extreme. It is known that usual schemesobtained with finite difference or finite element methods are notuniformly controllable with respect to the discretizationparameters h and Δt. We introduce an implicit finitedifference scheme which differs from the usual centered one byadditional terms of order h 2 and Δt 2. Using a discreteversion of Ingham's inequality for nonharmonic Fourier series andspectral properties of the scheme, we show that the associatedcontrol can be chosen uniformly bounded in L2(0,T) and in sucha way that it converges to the HUM control of the continuous wave,i.e. the minimal L 2-norm control. The results are illustratedwith several numerical experiments.

We analyze Euler-Galerkin approximations (conforming finite elements inspace and implicit Euler in time) to coupled PDE systems in which one dependentvariable, say u, is governed by an elliptic equation and the other,say p, by a parabolic-like equation. The underlying application is theporoelasticity system within the quasi-static assumption. Differentpolynomial orders are used for the u- and p-components toobtain optimally convergent a priori bounds for allthe terms in the error energy norm.Then, a residual-type a posteriori error analysis is performed. Upon extending theideas of Verfürth for the heat equation [Calcolo40 (2003)195–212],an optimally convergent bound is derived for the dominant term in theerror energy norm and an equivalence result between residual anderror is proven. The error bound can be classically split intotime error, space error and data oscillation terms. Moreover, upon extending the elliptic reconstruction techniqueintroduced by Makridakis and Nochetto [SIAM J. Numer. Anal.41 (2003) 1585–1594],an optimally convergent bound is derived for the remaining terms in theerror energy norm. Numerical results are presented toillustrate the theoretical analysis.

We present the current Reduced Basis framework for the efficient numerical approximation of parametrized steady Navier–Stokes equations. We have extended the existing setting developed in the last decade (see e.g. [S. Deparis, SIAM J. Numer. Anal. 46 (2008) 2039–2067; A. Quarteroni and G. Rozza, Numer. Methods Partial Differ. Equ. 23 (2007) 923–948; K. Veroy and A.T. Patera, Int. J. Numer. Methods Fluids 47 (2005) 773–788]) to more general affine and nonaffine parametrizations (such as volume-based techniques), to a simultaneous velocity-pressure error estimates and to a fully decoupled Offline/Online procedure in order to speedup the solution of the reduced-order problem. This is particularly suitable for real-time and many-query contexts, which are both part of our final goal. Furthermore, we present an efficient numerical implementation for treating nonlinear advection terms in a convenient way. A residual-based a posteriori error estimation with respect to a truth, full-order Finite Element approximation is provided for joint pressure/velocity errors, according to the Brezzi–Rappaz–Raviart stability theory. To do this, we take advantage of an extension of the Successive Constraint Method for the estimation of stability factors and of a suitable fixed-point algorithm for the approximation of Sobolev embedding constants. Finally, we present some numerical test cases, in order to show both the approximation properties and the computational efficiency of the derived framework.

This paper gives an error analysis of themulti-configuration time-dependent Hartree (MCTDH)method for the approximation of multi-particle time-dependent Schrödinger equations. The MCTDH method approximates the multivariate wave function by a linear combination of products of univariate functions and replaces the high-dimensional linear Schrödinger equation by a coupled system of ordinary differential equations and low-dimensional nonlinear partial differential equations. The main result of this paper yields an L 2 error bound of the MCTDH approximation in terms of a best-approximation error bound in a stronger norm and of lower bounds of singular values of matrix unfoldings of the coefficient tensor. This result permits us to establish convergence of the MCTDH method to the exact wave function under appropriate conditions on the approximability of the wave function, and it points to reasons for possible failure in other cases.

A simple dynamical problem involving unilateral contact and dry friction of Coulomb type is considered as an archetype. We are concerned with the existence and uniqueness of solutions of the system with Cauchy data. In the frictionless case, it is known [Schatzman, Nonlinear Anal. Theory, Methods Appl.2 (1978) 355–373] that pathologies of non-uniqueness can exist, even if all the data are of class C ∞. However, uniqueness is recovered provided that the data are analytic [Ballard, Arch. Rational Mech. Anal.154 (2000) 199–274]. Under this analyticity hypothesis, we prove theexistence and uniqueness of solutions for the dynamical problem with unilateral contact and Coulomb friction, extending [Ballard, Arch. Rational Mech. Anal.154 (2000) 199–274] to the case where Coulomb friction is added to unilateral contact.

Hermite polynomial interpolation is investigated.Some approximation results are obtained. As an example, the Burgersequation on the whole line is considered. The stability and theconvergence of proposed Hermite pseudospectral scheme are provedstrictly. Numerical results are presented.

Approximation theory in the context of probability density function turns out to go beyond the classical idea of orthogonal projection. Special tools have to be designed so as to respect the nonnegativity of the approximate function. We develop here and justify from the theoretical point of view an approximation procedure introduced by Levermore [Levermore, J. Stat. Phys.83 (1996) 1021–1065] and based on an entropy minimization principle under moment constraints. We prove in particular a global existence theorem for such an approximation and derive as a by-product a necessary and sufficient condition for the so-called problem of moment realizability. Applications of the above result are given in kinetic theory: first in the context of Levermore's approach and second to design generalized BGK models for Maxwellian molecules.

The quasicontinuum method is a coarse-graining technique for reducing the complexity of atomistic simulations in a static and quasistatic setting. In this paper we aim to give a detailed a priori and a posteriori error analysis for a quasicontinuum method in one dimension. We consider atomistic models with Lennard–Jones type long-range interactions and a QC formulation which incorporates several important aspects of practical QC methods. First, we prove the existence, the local uniqueness and the stability with respect to a discrete W1,∞-norm of elastic and fractured atomistic solutions. We use a fixed point argument to prove the existence of a quasicontinuum approximation which satisfies a quasi-optimal a priori error bound. We then reverse the role of exact and approximate solution and prove that, if a computed quasicontinuum solution is stable in a sense that we make precise and has a sufficiently small residual, there exists a `nearby' exact solution which it approximates, and we give an a posteriori error bound. We stress that, despite the fact that we use linearization techniques in the analysis, our results apply to genuinely nonlinear situations.

The purpose of this paper is to provide a priori error estimates on the approximation of contact conditions in the framework of the eXtended Finite-Element Method (XFEM) for two dimensional elastic bodies. This method allows to perform finite-element computations on cracked domains by using meshes of the non-cracked domain. We consider a stabilized Lagrange multiplier method whose particularity is that no discrete inf-sup condition is needed in the convergence analysis. The contact condition is prescribed on the crack with a discrete multiplier which is the trace on the crack of a finite-element method on the non-cracked domain, avoiding the definition of a specific mesh of the crack. Additionally, we present numerical experiments which confirm the efficiency of the proposed method.

Several realistic situations in vehicular traffic that give rise to queues can be modeled through conservation laws with boundary and unilateral constraints on the flux. This paper provides a rigorous analytical framework for these descriptions, comprising stability with respect to the initial data, to the boundary inflow and to the constraint. We present a framework to rigorously state optimal management problems and prove the existence of the corresponding optimal controls. Specific cases are dealt with in detail through ad hoc numerical integrations. These are here obtained implementing the wave front tracking algorithm, which appears to be very precise in computing, for instance, the exit times.

In [C.W. Gear, T.J. Kaper, I.G. Kevrekidis and A. Zagaris,SIAM J. Appl. Dyn. Syst. 4 (2005) 711–732],we developeda class of iterative algorithmswithin the contextof equation-free methodsto approximatelow-dimensional,attracting,slow manifoldsin systemsof differential equationswith multiple time scales.For user-specified valuesof a finite numberof the observables,the mth memberof the classof algorithms( $m = 0, 1, \ldots$ )finds iterativelyan approximationof the appropriate zeroof the (m+1)st time derivativeof the remaining variablesanduses this rootto approximate the locationof the pointon the slow manifoldcorresponding to these valuesof the observables.This articleis the firstof two articlesin whichthe accuracy and convergenceof the iterative algorithmsare analyzed.Here,we work directlywith fast-slow systems,in which there isan explicit small parameter, ε,measuring the separationof time scales.We show that,for each $m = 0, 1, \ldots$ ,the fixed pointof the iterative algorithmapproximates the slow manifoldup to and includingterms of ${\mathcal O}(\varepsilon^m)$ .Moreover,for each m,we identify explicitlythe conditionsunder whichthe mth iterative algorithmconverges to this fixed point.Finally,we show thatwhenthe iterationis unstable(orconverges slowly)it may be stabilized(orits convergencemay be accelerated)by applicationof the Recursive Projection Method.Alternatively,the Newton-KrylovGeneralized Minimal Residual Methodmay be used.In the subsequent article,we will considerthe accuracy and convergenceof the iterative algorithmsfor a broader classof systems – in whichthere need not bean explicitsmall parameter – to whichthe algorithms also apply.

The aim of this paper is to present a finite volume kinetic method to compute the transport of a passive pollutant by a flow modeled by the shallow water equations using a new time discretization that allows large time steps for the pollutant computation. For the hydrodynamic part the kinetic solver ensures – even in the case of a non flat bottom – the preservation of the steady state of a lake at rest, the non-negativity of the water height and the existence of an entropy inequality. On an other hand the transport computation ensures the conservation of pollutant mass, a non-negativity property and a maximum principle for the concentration of pollutant and the preservation of discrete steady states associated with the lake at rest equilibrium. The interest of the developed method is to preserve these theoretical properties with a scheme that allows to disconnect the hydrodynamic time step – related to a classical CFL condition – and the transport one – related to a new CFL condition – and further the hydrodynamic calculation and the transport one. The CPU time is very reduced and we can easily solve different transport problems with the same hydrodynamic solution without large storage. Moreover the numerical results exhibit a better accuracy than with a classical method especially when using 1D or 2D regular grids.

In this work, we propose a general framework for the construction of pressure law for phase transition. These equations of state are particularly suitable for a use in a relaxation finite volume scheme. The approach is based on a constrained convex optimizationproblem on the mixture entropy. It is valid for both miscible and immiscible mixtures. We also propose a rough pressure law for modelling a super-critical fluid.

The time-dependent Stokes equations in two- or three-dimensional bounded domains are discretized by the backward Euler scheme in time and finite elements in space. The error of this discretization is bounded globally from above and locally from below by the sum of two types of computable error indicators, the first one being linked to the time discretization and the second one to the space discretization.

We consider a viscoelastic solid in Kelvin-Voigt rheology exhibiting also plasticitywith hardening and coupled with heat-transfer through dissipative heat production by viscoplastic effectsand through thermal expansion and corresponding adiabatic effects. Numerical discretization of the thermodynamically consistent modelis proposed by implicit time discretization, suitable regularization, and finite elements in space. Fine a-priori estimates are derived, and convergence is proved by careful successive limit passage. Computational 3D simulations illustrate an implementation of the method as well as physical effects of residual stresses substantially depending on rate of heat treatment.

We propose a general approach for the numerical approximation ofoptimal control problems governed by a linear advection–diffusionequation, based on a stabilization method applied to theLagrangian functional, rather than stabilizing the state andadjoint equations separately. This approach yields a coherentlystabilized control problem. Besides, it allows a straightforward a posteriori error estimate in which estimates of higher order termsare needless. Our a posteriori estimates stems from splitting theerror on the cost functional into the sum of an iteration errorplus a discretization error. Once the former is reduced below agiven threshold (and therefore the computed solution is “near”the optimal solution), the adaptive strategy is operated on thediscretization error. To prove the effectiveness of the proposedmethods, we report some numerical tests, referring to problems inwhich the control term is the source term of theadvection–diffusion equation.

The computation of glacier movements leads to a system of nonlinear partial differentialequations. The existence and uniqueness of a weak solution is established by using the calculus ofvariations. A discretization by the finite element method is done. Thesolution of the discrete problem is proved to be convergent to the exactsolution. A first simple numerical algorithm is proposed and its convergence numericallystudied.