We prove convergence and quasi-optimal complexity of an adaptive finite element algorithm on triangular meshes with standard mesh refinement. Our algorithm is based on an adaptive marking strategy. In each iteration, a simple edge estimator is compared to an oscillation term and the marking of cells for refinement is done according to the dominant contribution only. In addition, we introduce an adaptive stopping criterion for iterative solution which compares an estimator for the iteration error with the estimator for the discretization error.

We consider the efficient and reliable solution of linear-quadratic optimal controlproblems governed by parametrized parabolic partial differential equations. To this end,we employ the reduced basis method as a low-dimensional surrogate model to solve theoptimal control problem and develop a posteriori error estimationprocedures that provide rigorous bounds for the error in the optimal control and theassociated cost functional. We show that our approach can be applied to problems involvingcontrol constraints and that, even in the presence of control constraints, the reducedorder optimal control problem and the proposed bounds can be efficiently evaluated in anoffline-online computational procedure. We also propose two greedy sampling procedures toconstruct the reduced basis space. Numerical results are presented to confirm the validityof our approach.

This paper is devoted to the numerical solution of stationarylaminar Bingham fluids by path-following methods. By using duality theory, asystem that characterizes the solution of the original problem is derived.Since this system is ill-posed, a family of regularized problems is obtainedand the convergence of the regularized solutions to the original one is proved.For the update of the regularization parameter, a path-following method isinvestigated. Based on the differentiability properties of the path, a model ofthe value functional and a correspondent algorithm are constructed. For thesolution of the systems obtained in each path-following iteration a semismoothNewton method is proposed. Numerical experiments are performed in order toinvestigate the behavior and efficiency of the method, and a comparison with apenalty-Newton-Uzawa-conjugate gradient method, proposed in [Dean et al., J. Non-Newtonian Fluid Mech.142 (2007) 36–62], iscarried out.

We consider optimal control problems for the bidomain equations of cardiacelectrophysiology together with two-variable ionic models, e.g. theRogers–McCulloch model. After ensuring the existence of global minimizers, we provide arigorous proof for the system of first-order necessary optimality conditions. The proof isbased on a stability estimate for the primal equations and an existence theorem for weaksolutions of the adjoint system.

The plane wave stability properties of the conservative schemes of Besse [SIAM J. Numer. Anal.42 (2004) 934–952] and Fei et al. [Appl. Math. Comput.71 (1995) 165–177] for the cubic Schrödinger equation are analysed. Although the two methods possess many of the same conservation properties, we show that their stability behaviour is very different.An energy preserving generalisation of the Fei method with improved stability is presented.

Cultivating oleaginous microalgae in specific culturing devices such as raceways is seenas a future way to produce biofuel. The complexity of this process coupling non linearbiological activity to hydrodynamics makes the optimization problem very delicate. Thelarge amount of parameters to be taken into account paves the way for a usefulmathematical modeling. Due to the heterogeneity of raceways along the depth dimensionregarding temperature, light intensity or nutrients availability, we adopt a multilayerapproach for hydrodynamics and biology. For free surface hydrodynamics, we use amultilayer Saint–Venant model that allows mass exchanges, forced by a simplifiedrepresentation of the paddlewheel. Then, starting from an improved Droop model thatincludes light effect on algae growth, we derive a similar multilayer system for thebiological part. A kinetic interpretation of the whole system results in an efficientnumerical scheme. We show through numerical simulations in two dimensions that ourapproach is capable of discriminating between situations of mixed water or calm andheterogeneous pond. Moreover, we exhibit that a posteriori treatment ofour velocity fields can provide lagrangian trajectories which are of great interest toassess the actual light pattern perceived by the algal cells and therefore understand itsimpact on the photosynthesis process.

We prove the convergence of a finite volumemethod for a noncoercive linear elliptic problem, with right-handside in the dual space of the natural energy space of the problem.

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.

This work aims at introducing modelling, theoretical and numerical studies related to a new downscaling technique applied to computational fluid dynamics.Our method consists in building a local model, forced by large scale information computed thanks to a classical numerical weather predictor.The local model, compatible with the Navier-Stokes equations, is usedfor the small scale computation (downscaling) of the consideredfluid. It isinspired by Pope's works on turbulence, and consists in a so-called Langevin system of stochastic differential equations. We introduce this model and exhibit its links with classical RANS models. Well-posedness, as well as mean-field interacting particle approximations and boundary condition issues are addressed. We present the numerical discretization of the stochastic downscaling method and investigate the accuracy of the proposed algorithm on simplified situations.

In this work we derive a posteriori error estimates basedon equations residuals for the heat equation with discontinuousdiffusivity coefficients. The estimates are based on a fully discretescheme based on conforming finite elements in each time slab andon the A-stable θ-scheme with 1/2 ≤ θ ≤ 1.Following remarks of [Picasso, Comput. Methods Appl. Mech. Engrg. 167 (1998) 223–237; Verfürth, Calcolo40 (2003) 195–212] it is easyto identify a time-discretization error-estimatorand a space-discretization error-estimator. In this work we introduce a similarsplitting for the data-approximation error in time and in space. Assuming the quasi-monotonicity condition [Dryja et al., Numer. Math.72 (1996) 313–348; Petzoldt, Adv. Comput. Math.16 (2002) 47–75] we have upper and lower boundswhose ratio is independent of any meshsize, timestep, problem parameter and its jumps.

We address here mathematical models related to the Laser-Plasma Interaction. After a simplified introduction to the physical background concerning the modelling of the laser propagation and its interaction with a plasma, we recall some classical results about the geometrical optics in plasmas. Then we deal with the well known paraxial approximation of the solution of the Maxwell equation; we state a coupling model between the plasma hydrodynamics and the laser propagation. Lastly, we consider the coupling with the ion acoustic waves which has to be taken into account to model the so called Brillouin instability. Here, besides the macroscopic density and the velocity of the plasma, one has to handle the space-time envelope of the main laser wave, the space-time envelope of the stimulated Brillouin backscattered laser wave and the space envelope of the Brillouin ion acoustic waves. Numerical methods are also described to deal with the paraxial model and the three-wave coupling system related to the Brillouin instability.

We introduce a phenomenological model for anti-angiogenic therapy in the treatment of metastatic cancers. It is a structured transport equation with a nonlocal boundary condition describing the evolution of the density of metastases that we analyze first at the continuous level. We present the numerical analysis of a lagrangian scheme based on the characteristics whose convergence establishes existence of solutions. Then we prove an error estimate and use the model to perform interesting simulations in view of clinical applications.

Intracellular transport in eukarya is attributed to motor proteins that transduce chemical energy into directed mechanical energy. This suggests that, in nonequilibrium systems, fluctuations may be oriented or organized to do work. Here we seek to understand how this is manifested by quantitative mathematical portrayals of these systems.

In this paper we consider a model shape optimization problem. The state variable solvesan elliptic equation on a domain with one part of the boundary described as the graph of acontrol function. We prove higher regularity of the control and develop a priorierror analysis for the finite element discretization of the shape optimizationproblem under consideration. The derived a priori error estimates areillustrated on two numerical examples.

We present an integral equation method for solving boundary valueproblems of the Helmholtz equation in unbounded domains. Themethod relies on the factorisation of one of the Calderón projectors by an operator approximating the exterioradmittance (Dirichlet to Neumann) operator of the scatteringobstacle. We show how the pseudo-differential calculus allows usto construct such approximations and that this yields integralequations without internal resonances and being well-conditionedat all frequencies. An implementation technique is elaborated,where again reasonings from pseudo-differential calculus play animportant rôle. Some numerical examples are presented which appearto confirm that the new integral equation leads to linear systemswhich are much better conditioned than the classical ("direct")integral equations and hence have much better behaviour whensolved with iterative techniques and matrix sparsification.

We state a superconvergence result for the lowest order Raviart-Thomas approximation of eigenvalue problems. It is known that a similar superconvergence result holds for the mixed approximation of Laplace problem; here we introduce a new proof, since the one given for the source problem cannot be generalized in a straightforward way to the eigenvalue problem. Numerical experiments confirm thesuperconvergence property and suggest that it also holds for the lowest orderBrezzi-Douglas-Marini approximation.

This paper is devoted to some elliptic boundary value problems in a self-similar ramified domain of ${\mathbb R}^2$ with a fractal boundary. Both the Laplace and Helmholtz equations are studied. A generalized Neumann boundary condition is imposed on the fractal boundary.Sobolev spaces on this domain are studied. In particular, extension and trace results are obtained. These results enable the investigation of the variational formulation of the above mentioned boundary value problems. Next, for homogeneous Neumann conditions, the emphasis is placed on transparent boundary conditions, which allow the computationof the solutions in the subdomains obtained by stopping the geometric construction after a finite number of steps. The proposed methods and algorithmswill be used numerically in forecoming papers.

This paper discusses analytical and numerical issues related toelliptic equations with random coefficients which are generallynonlinear functions of white noise. Singularity issues are avoidedby using the Itô-Skorohod calculus to interpret the interactionsbetween the coefficients and the solution. The solution is constructedby means of the Wiener Chaos (Cameron-Martin) expansions. Theexistence and uniqueness of the solutions are established underrather weak assumptions, the main of which requires only that theexpectation of the highest order (differential) operator is anon-degenerate elliptic operator. The deterministic coefficientsof the Wiener Chaos expansion of the solution solve a lower-triangularsystem of linear elliptic equations (the propagator). This structureof the propagator insures linear complexity of the related numericalalgorithms. Using the lower triangular structure and linearity of thepropagator, the rate of convergence is derived for a spectral/hp finiteelement approximation. The results of related numerical experiments arepresented.

Galerkin reduced-order models for the semi-discrete wave equation, that preserve thesecond-order structure, are studied. Error bounds for the full state variables are derivedin the continuous setting (when the whole trajectory is known) and in the discrete settingwhen the Newmark average-acceleration scheme is used on the second-order semi-discreteequation. When the approximating subspace is constructed using the proper orthogonaldecomposition, the error estimates are proportional to the sums of the neglected singularvalues. Numerical experiments illustrate the theoretical results.

The paper is devoted to the computation of two-phase flows in a porous mediumwhen applying the two-fluid approach. The basic formulation is presented first, together with the main properties of the model. A few basic analytic solutions are then provided, some of them correspondingto solutions of the one-dimensional Riemann problem. Three distinct Finite-Volume schemes are then introduced. The first two schemes, which rely on the Rusanov scheme,are shown to give wrong approximations in some cases involving sharp porous profiles.The third one, which is an extension of a scheme proposed by Kröner and Thanh [SIAM J. Numer. Anal. 43 (2006) 796–824]for the computation of single phase flows in varying cross section ducts,provides fair results in all situations. Properties of schemes and numerical results are presented. Analytic tests enable to compute the L 1 norm of the error.