First–order accurate monotone conservative schemes have good convergence and stability properties, and thus play a very important role in designing modern high resolution shock-capturing schemes. Do the monotone difference approximations always give a good numerical solution in sense of monotonicity preservation or suppression of oscillations? This note will investigate this problem from a numerical point of view and show that a (2K+1)-point monotone scheme may give an oscillatory solution even though the approximate solution is total variation diminishing, and satisfies maximum principle as well as discrete entropy inequality.

We are concerned with the structure of the operator corresponding to the Lax–Friedrichs method. At first, the phenomenae which may arise by the naive use of the Lax–Friedrichs scheme are analyzed.In particular, it turns out that the correct definition of the method has to include the details of the discretization of the initial condition and the computational domain. Based on the results of thediscussion, we give a recipe that ensures that the number of extrema within the discretized version of the initial data cannot increase by the application of the scheme. The usefulness of the recipe is confirmed by numerical tests.

We present a hybrid finite-volume-particle numerical method for computing the transport of a passive pollutant by a flow. The flow is modeled by the one- and two-dimensional Saint-Venant system of shallow water equations and the pollutant propagation is described by a transport equation.This paper is an extension of our previous work [Chertock, Kurganov and Petrova, J. Sci. Comput. (to appear)], where the one-dimensional finite-volume-particle method has been proposed.The core idea behind the finite-volume-particle method is to use different schemes for the flow and pollution computations: the shallow water equations are numerically integrated using a finite-volume scheme, while the transport equation is solved by a particle method. This way the specific advantages of each scheme are utilizedat the right place. A special attention is given to the recovery of the point values of the numerical solution from its particle distribution. The reconstruction is obtained using a dual equation for the pollutant concentration.This results in a significantly enhanced resolution of the computed solution and also makes it much easier to extendthe finite-volume-particle method to the two-dimensional case.

This paper analyses the implementation of the generalizedfinite differences method for the HJB equation of stochastic control, introduced by two of the authors in [Bonnans and Zidani,SIAM J. Numer. Anal.41 (2003) 1008–1021]. The computation of coefficients needs tosolve at each point of the grid (and for each control)a linear programming problem.We show here that, for two dimensional problems, this linear programming problem can be solved in O(p max) operations, where p max is the size of the stencil. The method is based on a walk on the Stern-Brocot tree,and on the related filling of the set of positive semidefinite matrices of size two.

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.

In this paper, we derive and analyze a Reissner-Mindlin-like model for isotropic heterogeneous linearly elastic plates. The modeling procedure is based on a Hellinger-Reissner principle, which we modify to derive consistent models. Due to the material heterogeneity, the classical polynomial profiles for the plate shear stress are replaced by more sophisticated choices, that are asymptotically correct. In the homogeneous case we recover a Reissner-Mindlin model with 5/6 as shear correction factor. Asymptotic expansions are used to estimate the modeling error. We remark that our derivation is not based on asymptotic arguments only. Thus, the model obtained is more sophisticated (and accurate) than simply taking the asymptotic limit of the three dimensional problem. Moreover, we do not assume periodicity of the heterogeneities.

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.

A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.

A general setting is proposed for the mixed finite element approximations of elliptic differential problems involving a unilateral boundary condition. The treatment covers the Signorini problem as well as the unilateral contact problem with or without friction. Existence, uniqueness for both the continuous and the discrete problem as well as error estimates are established in a general framework. As an application, the approximation of the Signorini problem by the lowest order mixed finite element method of Raviart–Thomas is proved to converge with a quasi-optimal error bound.

This contribution deals with a mixed variational formulation of 3D contact problems with the simplest model involving friction. This formulation is based on a dualization of the set of admissible displacements and the regularization of the non-differentiable term. Displacements are approximated by piecewise linear elements while the respective dual variables by piecewise constant functions on a dual partition of the contact zone. The rate of convergence is established provided that the solution is smooth enough. The numerical realization of such problems will be discussed and results of a model example will be shown.

We perform a complete study of the truncation error of the Jacobi-Anger series. This series expands every plane wave ${\rm e}^{i \hat{s} \cdot \vec{v}}$ in terms of spherical harmonics $\{ Y_{\ell, m}(\hat{s}) \}_{|m|\le \ell\le \infty}$ . We consider the truncated series where the summation is performed over the $(\ell,m)$ 's satisfying $|m| \le \ell \le L$ . We prove that if $v = |\vec{v}|$ is large enough, the truncated series gives rise to an error lower than ϵ as soon as L satisfies $L+\frac{1}{2} \simeq v + CW^{\frac{2}{3}}(K \epsilon^{-\delta} v^\gamma )\, v^{\frac{1}{3}}$ where W is the Lambert function and $C\,, K, \,\delta, \, \gamma$ are pure positive constants. Numerical experiments show that this asymptotic is optimal. Those results are useful to provide sharp estimates for the error in the fast multipole method for scattering computation.