The compatibility of unsynchronized interleaved uniform sampling with Sigma-Deltaanalog-to-digital conversion is investigated. Let f be a bandlimitedsignal that is sampled on a collection of N interleaved grids {kT + Tn} k ∈ Zwith offsets \hbox{$\{T_n\}_{n=1}^N\subset [0,T]$}$\mathrm{\{}{\mathit{T}}_{\mathit{n}}{\mathrm{\}}}_{\mathit{n}\mathrm{=}\mathrm{1}}^{\mathit{N}}\mathrm{\subset }\mathrm{[}\mathrm{0}\mathit{,T}\mathrm{]}$. If the offsets Tn arechosen independently and uniformly at random from  [0,T]  and if thesample values of f are quantized with a first order Sigma-Deltaalgorithm, then with high probability the quantization error \hbox{$|f(t) - \widetilde{f}(t)|$}$\mathrm{\left|}\mathit{f}\mathrm{\right(}\mathit{t}\mathrm{)}\mathrm{-}\begin{array}{}{}_{\mathrm{􏽥}}\\ \mathit{f}\end{array}\mathrm{(}\mathit{t}\mathrm{\left)}\mathrm{\right|}$is at most of orderN-1log N.

We consider a nonlinear Dirac system in one space dimension with periodic boundary conditions. First, we discuss questions on the existence and uniqueness of the solution. Then, we propose an implicit-explicit finite difference method for its approximation, proving optimal order a priori error estimates in various discrete norms and showing results from numerical experiments.

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 consider the symmetric FEM-BEM coupling for the numerical solution of a (nonlinear)interface problem for the 2D Laplacian. We introduce some new a posteriorierror estimators based on the (h − h/2)-errorestimation strategy. In particular, these include the approximation error for the boundarydata, which allows to work with discrete boundary integral operators only. Using theconcept of estimator reduction, we prove that the proposed adaptive algorithm isconvergent in the sense that it drives the underlying error estimator to zero. Numericalexperiments underline the reliability and efficiency of the considered adaptivemesh-refinement.

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.

A new set of nonlocal boundary conditions is proposed for the higher modes of the 3D inviscid primitive equations. Numerical schemes using the splitting-up method are proposed for these modes. Numerical simulations of the full nonlinear primitive equations are performed on a nested set of domains, and the results are discussed.

We present a heterogeneous finite element method for the solution of a high-dimensionalpopulation balance equation, which depends both the physical and the internal propertycoordinates. The proposed scheme tackles the two main difficulties in the finite elementsolution of population balance equation: (i) spatial discretization with the standardfinite elements, when the dimension of the equation is more than three, (ii) spuriousoscillations in the solution induced by standard Galerkin approximation due to pureadvection in the internal property coordinates. The key idea is to split thehigh-dimensional population balance equation into two low-dimensional equations, anddiscretize the low-dimensional equations separately. In the proposed splitting scheme, theshape of the physical domain can be arbitrary, and different discretizations can beapplied to the low-dimensional equations. In particular, we discretize the physical andinternal spaces with the standard Galerkin and Streamline Upwind Petrov Galerkin (SUPG)finite elements, respectively. The stability and error estimates of the Galerkin/SUPGfinite element discretization of the population balance equation are derived. It is shownthat a slightly more regularity, i.e.the mixed partial derivatives of the solution has to be bounded, is necessary for theoptimal order of convergence. Numerical results are presented to support the analysis.

In this article we study discontinuous Galerkin finite element discretizations of linearsecond-order elliptic partial differential equations with Dirac delta right-hand side. Inparticular, assuming that the underlying computational mesh is quasi-uniform, we derive ana priori bound on the error measured in terms of theL2-norm. Additionally, we develop residual-based aposteriori error estimators that can be used within an adaptive mesh refinementframework. Numerical examples for the symmetric interior penalty scheme are presentedwhich confirm the theoretical results.

Numerically solving the Boltzmann kinetic equations with the small Knudsen number ischallenging due to the stiff nonlinear collision terms. A class of asymptotic-preservingschemes was introduced in [F. Filbet and S. Jin,J. Comput. Phys. 229 (2010)7625–7648] to handle this kind of problems. The idea is to penalize the stiff collisionterm by a BGK type operator. This method, however, encounters its own difficulty whenapplied to the quantum Boltzmann equation. To define the quantum Maxwellian (Bose-Einsteinor Fermi-Dirac distribution) at each time step and every mesh point, one has to invert anonlinear equation that connects the macroscopic quantity fugacity with density andinternal energy. Setting a good initial guess for the iterative method is troublesome inmost cases because of the complexity of the quantum functions (Bose-Einstein orFermi-Dirac function). In this paper, we propose to penalize the quantum collision term bya ‘classical’ BGK operator instead of the quantum one. This is based on the observationthat the classical Maxwellian, with the temperature replaced by the internal energy, hasthe same first five moments as the quantum Maxwellian. The scheme so designed avoids theaforementioned difficulty, and one can show that the density distribution is still driventoward the quantum equilibrium. Numerical results are presented to illustrate theefficiency of the new scheme in both the hydrodynamic and kinetic regimes. We also developa spectral method for the quantum collision operator.

An abstract framework for constructing stable decompositions of the spaces correspondingto general symmetric positive definite problems into “local” subspaces and a global“coarse” space is developed. Particular applications of this abstract framework includepractically important problems in porous media applications such as: the scalar elliptic(pressure) equation and the stream function formulation of its mixed form, Stokes’ andBrinkman’s equations. The constant in the corresponding abstract energy estimate is shownto be robust with respect to mesh parameters as well as the contrast, which is defined asthe ratio of high and low values of the conductivity (or permeability). The derived stabledecomposition allows to construct additive overlapping Schwarz iterative methods withcondition numbers uniformly bounded with respect to the contrast and mesh parameters. Thecoarse spaces are obtained by patching together the eigenfunctions corresponding to thesmallest eigenvalues of certain local problems. A detailed analysis of the abstractsetting is provided. The proposed decomposition builds on a method of Galvis and Efendiev[Multiscale Model. Simul. 8 (2010) 1461–1483] developedfor second order scalar elliptic problems with high contrast. Applications to the finiteelement discretizations of the second order elliptic problem in Galerkin and mixedformulation, the Stokes equations, and Brinkman’s problem are presented. A number ofnumerical experiments for these problems in two spatial dimensions are provided.

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.

This work is concerned with a class of minimum effort problems for partial differential equations, where the control cost is of L∞-type. Since this problem is non-differentiable, a regularized functional is introduced that can be minimized by a superlinearly convergent semi-smooth Newton method. Uniqueness and convergence for the solutions to the regularized problem are addressed, and a continuation strategy based on a model function is proposed. Numerical examples for a convection-diffusion equation illustrate the behavior of minimum effort controls.

We consider the effect of surface roughness on solid-solid contact in a Stokes flow.Various models for the roughness are considered, and a unified methodology is given toderive the corresponding asymptotics of the drag force in the close-contact limit. In thisway, we recover and clarify the various expressions that can be found in previousstudies.

We derive and analyze adaptive solvers for boundary value problems in which thedifferential operator depends affinely on a sequence of parameters. These methods convergeuniformly in the parameters and provide an upper bound for the maximal error. Numericalcomputations indicate that they are more efficient than similar methods that control theerror in a mean square sense.

We consider a strongly magnetized plasma described by a Vlasov-Poisson system with a large external magnetic field. The finite Larmor radius scaling allows to describe its behaviour at very fine scales. We give a new interpretation of the asymptotic equations obtained by Frénod and Sonnendrücker [SIAM J. Math. Anal. 32 (2001) 1227–1247] when the intensity of the magnetic field goes to infinity. We introduce the so-called polarization drift and show that its contribution is not negligible in the limit, contrary to what is usually said. This is due to the non linear coupling between the Vlasov and Poisson equations.

We consider an incompressible flow problem in a N-dimensional fracturedporous domain (Darcy’s problem). The fracture is represented by a(N − 1)-dimensional interface, exchanging fluid with the surroundingmedia. In this paper we consider the lowest-order(ℝ T0, ℙ0) Raviart-Thomas mixed finite elementmethod for the approximation of the coupled Darcy’s flows in the porous media and withinthe fracture, with independent meshes for the respective domains. This is achieved thanksto an enrichment with discontinuous basis functions on triangles crossed by the fractureand a weak imposition of interface conditions. First, we study the stability andconvergence properties of the resulting numerical scheme in the uncoupled case, when theknown solution of the fracture problem provides an immersed boundary condition. We detailthe implementation issues and discuss the algebraic properties of the associated linearsystem. Next, we focus on the coupled problem and propose an iterative porousdomain/fracture domain iterative method to solve for fluid flow in both the porous mediaand the fracture and compare the results with those of a traditional monolithic approach.Numerical results are provided confirming convergence rates and algebraic propertiespredicted by the theory. In particular, we discuss preconditioning and equilibrationtechniques to make the condition number of the discrete problem independent of theposition of the immersed interface. Finally, two and three dimensional simulations ofDarcy’s flow in different configurations (highly and poorly permeable fracture) areanalyzed and discussed.

We design efficient numerical schemes for approximating the MHD equations in multi-dimensions. Numerical approximations must be able to deal with the complex wave structure of the MHD equations and the divergence constraint. We propose schemes based on the genuinely multi-dimensional (GMD) framework of [S. Mishra and E. Tadmor, Commun. Comput. Phys. 9 (2010) 688–710; S. Mishra and E. Tadmor, SIAM J. Numer. Anal. 49 (2011) 1023–1045]. The schemes are formulated in terms of vertex-centered potentials. A suitable choice of the potential results in GMD schemes that preserve a discrete version of divergence. First- and second-order divergence preserving GMD schemes are tested on a series of benchmark numerical experiments. They demonstrate the computational efficiency and robustness of the GMD schemes.

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.

This paper is concerned with the numerical approximation of mean curvature flow t → Ω(t) satisfying an additional inclusion-exclusion constraint Ω1 ⊂ Ω(t) ⊂ Ω2. Classical phase field model to approximate these evolving interfaces consists in solving the Allen-Cahn equation with Dirichlet boundary conditions. In this work, we introduce a new phase field model, which can be viewed as an Allen Cahn equation with a penalized double well potential. We first justify this method by a Γ-convergence result and then show some numerical comparisons of these two different models.

In this paper we study the temporal convergence of a locally implicit discontinuous Galerkin method for the time-domain Maxwell’s equations modeling electromagnetic waves propagation. Particularly, we wonder whether the method retains its second-order ordinary differential equation (ODE) convergence under stable simultaneous space-time grid refinement towards the true partial differential equation (PDE) solution. This is not a priori clear due to the component splitting which can introduce order reduction