We present an efficient approach for reducing the statistical uncertaintyassociated with direct Monte Carlo simulations of the Boltzmann equation.As with previous variance-reduction approaches, the resulting relativestatistical uncertainty in hydrodynamic quantities (statistical uncertainty normalized by thecharacteristic value of quantity of interest) is smalland independent of the magnitude of the deviation from equilibrium,making the simulation of arbitrarily small deviations from equilibriumpossible. In contrast to previous variance-reduction methods, themethod presented here is able to substantially reduce variance withvery little modification to the standard DSMC algorithm. This is achievedby introducing an auxiliary equilibrium simulation which, via an importanceweight formulation, uses the same particle data as the non-equilibrium(DSMC) calculation; subtracting the equilibrium from the non-equilibriumhydrodynamic fields drastically reduces the statistical uncertaintyof the latter because the two fields are correlated. The resulting formulation is simple to code and provides considerable computational savings for a wide range of problems of practical interest. It is validated by comparing our results with DSMC solutions for steadyand unsteady, isothermal and non-isothermal problems; in all casesvery good agreement between the two methods is found.

We present a phase field approach to wetting problems, related tothe minimization of capillary energy. We discuss in detail boththe Γ-convergence results on which our numerical algorithmare based, and numerical implementation. Two possible choices ofboundary conditions, needed to recover Young's law for the contactangle, are presented. We also consider an extension of theclassical theory of capillarity, in which the introduction of adissipation mechanism can explain and predict the hysteresis ofthe contact angle. We illustrate the performance of the model byreproducing numerically a broad spectrum of experimental results:advancing and receding drops, drops on inclined planes andsuperhydrophobic surfaces.

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.

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.

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 in this paper the problem of finding appropriate models for Large Eddy Simulations of turbulent incompressible flows from a mathematical point of view. The Smagorinsky model is analyzed and the vorticity formulation of the Navier–Stokes equations is used to explore more efficient subgrid-scale models as minimal regularizations of these equations. Two classes of variants of the Smagorinsky model emerge from this approach: a model based on anisotropic turbulent viscosity and a selective model based on vorticity angles. The efficiency of these models is demonstrated by comparisons with reference results on decaying turbulence experiments.

The reduced basis method is a model reduction technique yielding substantial savings ofcomputational time when a solution to a parametrized equation has to be computed for manyvalues of the parameter. Certification of the approximation is possible by means of ana posteriori error bound. Under appropriate assumptions, this errorbound is computed with an algorithm of complexity independent of the size of the fullproblem. In practice, the evaluation of the error bound can become very sensitive toround-off errors. We propose herein an explanation of this fact. A first remedy has beenproposed in [F. Casenave, Accurate a posteriori error evaluation in thereduced basis method. C. R. Math. Acad. Sci. Paris 350(2012) 539–542.]. Herein, we improve this remedy by proposing a new approximationof the error bound using the empirical interpolation method (EIM). This method achieveshigher levels of accuracy and requires potentially less precomputations than the usualformula. A version of the EIM stabilized with respect to round-off errors is also derived.The method is illustrated on a simple one-dimensional diffusion problem and athree-dimensional acoustic scattering problem solved by a boundary element method.

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.

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.

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 study a time-delay regularization of the anisotropic diffusion model for image denoising of Perona and Malik [IEEE Trans. Pattern Anal. Mach. Intell12 (1990) 629–639], which has been proposed by Nitzberg and Shiota [IEEE Trans. Pattern Anal. Mach. Intell14 (1998) 826–835]. In the two-dimensional case, we show the convergence of a numerical approximation and the existence of a weak solution. Finally, we show some experiments on images.

Existence of a solution to the quasi-variational inequality problem arising in a modelfor sand surface evolution has been an open problem for a long time. Another long-standingopen problem concerns determining the dual variable, the flux of sand pouring down theevolving sand surface, which is also of practical interest in a variety of applications ofthis model. Previously, these problems were solved for the special case in which theinequality is simply variational. Here, we introduce a regularized mixed formulationinvolving both the primal (sand surface) and dual (sand flux) variables. We derive,analyse and compare two methods for the approximation, and numerical solution, of thismixed problem. We prove subsequence convergence of both approximations, as the meshdiscretization parameters tend to zero; and hence prove existence of a solution to thismixed model and the associated regularized quasi-variational inequality problem. One ofthese numerical approximations, in which the flux is approximated by thedivergence-conforming lowest order Raviart–Thomas element, leads to an efficient algorithmto compute not only the evolving pile surface, but also the flux of pouring sand. Resultsof our numerical experiments confirm the validity of the regularization employed.

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.

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.

We consider a class of discrete convex functionals which satisfy a (generalized) coarea formula. These functionals, based on submodular interactions, arise in discrete optimization and are known as a large class of problems which can be solved in polynomial time. In particular, some of them can be solved very efficiently by maximal flow algorithms and are quite popular in the image processing community. We study the limit in the continuum of these functionals, show that they always converge to some “crystalline” perimeter/total variation, and provide an almost explicit formula for the limiting functional.

We consider here the Interior Penalty Discontinuous Galerkin (IPDG) discretization of the wave equation. We show how to derive the optimal penalization parameter involved in this method in the case of regular meshes. Moreover, we provide necessary stability conditions of the global scheme when IPDG is coupled with the classical Leap–Frog scheme for the time discretization. Numerical experiments illustrate the fact that these conditions are also sufficient.

In long-time numerical integration of Hamiltonian systems,and especially in molecular dynamics simulation,it is important that the energy is well conserved. For symplecticintegrators applied with sufficiently small step size, thisis guaranteed by the existence of a modifiedHamiltonian that is exactly conserved up to exponentially smallterms. This article is concerned with the simplifiedTakahashi-Imada method, which is a modificationof the Störmer-Verlet method that is as easy to implement buthas improved accuracy. This integrator is symmetric andvolume-preserving, but no longer symplectic. We study itslong-time energy conservation and give theoreticalarguments, supported by numerical experiments, whichshow the possibility of a drift in the energy (linear or like a random walk).With respect to energy conservation, this article provides empiricaland theoretical data concerning the importance of using a symplecticintegrator.

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.

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)].

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.