The initial boundary value problem for a beam is considered in the Timoshenko model. Assuming the analyticity of the initial conditions, it is proved that the problem is solvable throughout the time interval. After that, a numerical algorithm, consisting of three steps, is constructed. The solution is approximated with respect to the spatial and time variables using the Galerkin method and a Crank–Nicholson type scheme. The system of equations obtained by discretization is solved by a version of the Picard iteration method. The accuracy of the proposed algorithm is investigated.

In this paper we study a model problem describing the movement of a glacier under Glen's flow law and investigated by Colinge and Rappaz [Colinge and Rappaz, ESAIM: M2AN33 (1999) 395–406]. We establish error estimates for finite element approximation using the results of Chow [Chow, SIAM J. Numer. Analysis29 (1992) 769–780] and Liu and Barrett [Liu and Barrett, SIAM J. Numer. Analysis33 (1996) 98–106] and give an analysis of the convergence of the successive approximations used in [Colinge and Rappaz, ESAIM: M2AN33 (1999) 395–406]. Supporting numerical convergence studies are carried out and we also demonstrate the numerical performance of an a posteriori error estimator in adaptive mesh refinement computation of the problem.

In this paper, we consider a multi-lithology diffusion model used in stratigraphic modelling to simulate large scale transport processes of sediments described as a mixture of L lithologies. This model is a simplified one for which the surficial fluxes are proportional to the slope of the topography and to a lithology fraction with unitary diffusion coefficients.The main unknowns of the system are the sediment thickness h, the L surface concentrations $c_i^s$ in lithology i of the sediments at the top of the basin, and the L concentrations c i in lithology i of the sediments inside the basin. For this simplified model, the sediment thickness decouples from the other unknowns and satisfies a linear parabolic equation. The remaining equations account for the mass conservation of the lithologies, and couple, for each lithology, a first order linear equation for $c_i^s$ with a linear advection equation for c i for which $c_i^s$ appears as an input boundary condition. For this coupled system, a weak formulation is introduced which is shown to have a unique solution. An implicit finite volume scheme is derived for which we show stability estimates and the convergence to the weak solution of the problem.

The motion of an incompressible fluid confined to a shallow basin witha slightly varying bottom topography is considered. Coriolis force,surface wind and pressure stresses, together with bottom andlateral friction stresses are taken into account. We introduceappropriate scalings into a three-dimensional anisotropic eddyviscosity model; after averaging on the vertical direction andconsidering some asymptotic assumptions, we obtain a two-dimensionalmodel, which approximates the three-dimensional model at the secondorder with respect to the ratio between the vertical scale and thelongitudinal scale. The derived model is shown to be symmetrizablethrough a suitable change of variables. Finally, we propose somenumerical tests with the aim to validate the proposed model.

We analyze residual and hierarchicala posteriori error estimates for nonconforming finite elementapproximations of elliptic problems with variable coefficients.We consider a finite volume box scheme equivalent toa nonconforming mixed finite element method in a Petrov–Galerkinsetting. We prove thatall the estimators yield global upper and local lower bounds for the discretizationerror. Finally, we present results illustrating the efficiency of theestimators, for instance, in the simulation of Darcy flows throughheterogeneous porous media.

Microstructures in phase-transitions of alloys are modeled by the energy minimization of a nonconvex energy density ϕ. Their time-evolution leads to a nonlinear wave equation $u_{tt}=\mbox{div}\:S(Du)$ with the non-monotone stress-strain relation $S=D\phi$ plus proper boundary and initial conditions. This hyperbolic-elliptic initial-boundary value problem of changing types allows, in general, solely Young-measure solutions. This paper introduces a fully-numerical time-space discretization of this equation in a corresponding very weak sense. It is shown that discrete solutions exist and generate weakly convergent subsequences whose limit is a Young-measure solution. Numerical examples in one space dimension illustrate the time-evolving phase transitions and microstructures of a nonlinearly vibrating string.

This paper is concerned with the finite volume approximation of the p-Laplacian equation with homogeneous Dirichlet boundary conditions on rectangular meshes.A reconstruction of the norm of the gradient on the mesh's interfaces is needed in order to discretize the p-Laplacian operator. We give a detailed description of the possible nine points schemes ensuring that the solution of the resulting finite dimensional nonlinear system exists and is unique. These schemes, called admissible, are locally conservative and in addition derive from the minimization of a strictly convexe and coercive discrete functional.The convergence rate is analyzed when the solution lies in W2,p . Numerical results are given in order to compare different admissible and non-admissible schemes.

In this paper we analyze the effect of introducing a numerical integration in the piecewise linear finite element approximation of the Steklov eigenvalue problem. We obtain optimal order error estimates for the eigenfunctions when this numerical integration is used and we prove that, for singular eigenfunctions, the eigenvalues obtained using this reduced integration are better approximations than those obtained using exact integration when the mesh size is small enough.

This paper provides new results of consistence and convergence of the lumped parameters (ODE models) toward one-dimensional (hyperbolic or parabolic) models for blood flow. Indeed, lumped parameter models (exploiting the electric circuit analogy for the circulatory system) are shown to discretize continuous 1D models at first order in space. We derive the complete set of equations useful for the blood flow networks, new schemes for electric circuit analogy, the stability criteria that guarantee the convergence, and the energy estimates of the limit 1D equations.

The incompressible Navier-Stokes problem is discretized in time by the two-step backward differentiation formula. Error estimates are proved under feasible assumptions on the regularity of the exact solution avoiding hardly fulfillable compatibility conditions. Whereas the time-weighted velocity error is of optimal second order, the time-weighted error in the pressure is of first order. Suboptimal estimates are shown for a linearisation. The results cover both the two- and three-dimensional case.

The Benney-Luke equation (BL) is a model for the evolution of three-dimensional weakly nonlinear, long water waves of small amplitude. In this paper we propose a nearly conservative scheme for the numerical resolution of (BL). Moreover, it is known (Paumond, Differential Integral Equations16 (2003) 1039–1064; Pego and Quintero, Physica D132 (1999) 476–496) that (BL) is linked to the Kadomtsev-Petviashvili equation for almost one-dimensional waves propagating in one direction. We study here numerically the link between (KP) and (BL) and we point out the coupling effects emerging by considering two solitary waves propagating in two opposite directions.

We present a numerical algorithm to solve the micromagnetic equations based on tangential-plane minimization for the magnetization update and a homothethic-layer decomposition of outer space for the computation of the demagnetization field. As a first application, detailed results on the flower-vortex transition in the cube of Micromagnetic Standard Problem number 3 are obtained, which confirm, with a different method, those already present in the literature, and validate our method and code. We then turn to switching of small cubic or almost-cubic particles, in the single-domain limit. Our data show systematic deviations from the Stoner-Wohlfarth model due to the non-ellipsoidal shape of the particle, and in particular a non-monotone dependence on the particle size.

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.

The numerical modeling of the fully developed Poiseuille flow of a Newtonian fluid in a square section with slip yield boundary condition at the wall is presented. The stick regions in outer corners and the slip region in the center of the pipe faces are exhibited. Numerical computations cover the complete range of the dimensionless number describing the slip yield effect, from a full slip to a full stick flow regime. The resolution of variational inequalities describing the flow is based on the augmented Lagrangian method and a finite element method. The localization of the stick-slip transition points is approximated by an anisotropic auto-adaptive mesh procedure. The singular behavior of the solution at the neighborhood of the stick-slip transition point is investigated.

Numerical simulation of high frequency waves in highly heterogeneous media is a challenging problem. Resolving the fine structure of the wave field typically requires extremely small time steps and spatial meshes. We show that capturing macroscopic quantities of the wave field, such as the wave energy density, is achievable with much coarser discretizations. We obtain such a result using a time splitting algorithm that solves separately and successively propagation and scattering in the simplified regime of the parabolic wave equation in a random medium. The mathematical theory of the convergence and statistical properties of the algorithm is based on the analysis of the Wigner transforms in random media. Our results provide a step toward understanding time and space discretizations that are needed in order for the numerical algorithm to capture the correct macroscopic statistics of the wave energy density in a random medium.

In this paper we present two-level overlapping domain decomposition preconditioners for the finite-element discretisation of elliptic problems in two and three dimensions. The computational domain is partitioned into overlapping subdomains, and a coarse space correction is added. We present an algebraic way to define the coarse space, based on the concept of aggregation. This employs a (smoothed) aggregation technique and does not require the introduction of a coarse grid. We consider a set of assumptions on the coarse basis functions, to ensure bound for the resulting preconditioned system. These assumptions only involve geometrical quantities associated to the aggregates, namely their diameter and the overlap. A condition number which depends on the product of the relative overlap among the subdomains and the relative overlap among the aggregates is proved. Numerical experiments on a model problem are reported to illustrate the performance of the proposed preconditioners.

We consider a fully practical finite element approximation of the following degenerate system $$ {\frac{\partial }{\partial t}} \rho(u)- \nabla . ( \,\alpha(u) \,\nabla u ) \ni \sigma(u)\,|\nabla\phi|^2 ,\quad \nabla . (\, \sigma(u) \,\nabla \phi ) = 0$$ subject to an initial condition on the temperature, u,and boundary conditions on both u and the electric potential, ϕ. In the above p(u) is the enthalpy incorporating the latent heat of melting, α(u) > 0 is the temperature dependent heat conductivity, and σ(u) > 0is the electricalconductivity. The latter is zero in the frozen zone, u ≤ 0,which gives rise to the degeneracy in this Stefan system.In addition to showing stability bounds, we prove (subsequence) convergence of our finite element approximation intwo and three space dimensions. The latter is non-trivial due to the degeneracy in σ(u)and the quadratic nature of the Joule heating term forcing the Stefan problem.Finally, some numerical experiments are presented in two space dimensions.

Arbitrage-free prices u of European contracts on risky assets whoselog-returns are modelled by Lévy processes satisfya parabolic partial integro-differential equation (PIDE) $\partial_t u + {\mathcal{A}}[u] = 0$ .This PIDE is localized tobounded domains and the error due to this localization isestimated. The localized PIDE is discretized by theθ-scheme in time and a wavelet Galerkin method with N degrees of freedom in log-price space. The dense matrix for ${\mathcal{A}}$ can be replaced by a sparse matrix in the wavelet basis, and the linear systemsin each implicit time step are solved approximativelywith GMRES in linear complexity. The total work of the algorithm for M time steps is bounded byO(MN(log(N))2) operations and O(Nlog(N)) memory.The deterministic algorithm gives optimal convergence rates (up to logarithmic terms) for the computed solutionin the same complexity as finite difference approximationsof the standard Black–Scholes equation.Computational examples for various Lévy price processes are presented.

Domain decomposition techniques provide a flexible tool for the numerical approximation of partial differential equations. Here, we consider mortar techniques for quadratic finite elements in 3D with different Lagrange multiplier spaces. In particular, we focus on Lagrange multiplier spaces which yield optimal discretization schemes and a locally supported basis for the associated constrained mortar spaces in case of hexahedral triangulations. As a result, standard efficient iterative solvers as multigrid methods can be easily adapted to the nonconforming situation. We present the discretization errors in different norms for linear and quadratic mortar finite elements with different Lagrange multiplier spaces. Numerical results illustrate the performance of our approach.

A coupled finite/boundary element method to approximate the free vibration modes of an elastic structure containing an incompressible fluid is analyzed in this paper. The effect of the fluid is taken into account by means of one of the most usual procedures in engineering practice: an added mass formulation, which is posed in terms of boundary integral equations. Piecewise linear continuous elements are used to discretize the solid displacements and the fluid-solid interface variables. Spectral convergence is proved and error estimates are settled for the approximate eigenfunctions and their corresponding vibration frequencies. Implementation issues are also discussed and numerical experiments are reported.