A conceptual numerical strategy for rate-independent processes in the energetic formulation is proposed and its convergence is proved under various rather mild data qualifications. The novelty is that we obtain convergence of subsequences of space-time discretizations even in case where the limit problem does not have a unique solution and we need no additional assumptions on higher regularity of the limit solution. The variety of general perspectives thus obtained is illustrated on several specific examples: plasticity with isotropic hardening, damage, debonding, magnetostriction, and two models of martensitic transformation in shape-memory alloys.

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

We consider the magnetic induction equation for the evolution of a magnetic field in a plasma where the velocity is given. The aim is to design a numerical scheme which also handles the divergence constraint in a suitable manner. We design and analyze an upwind scheme based on the symmetrized version of the equations in the non-conservative form. The scheme is shown to converge to a weak solution of the equations. Furthermore, the discrete divergence produced by the scheme is shown to be bounded. We report several numerical experiments that show that the stable upwind scheme of this paper is robust.

Semi-smooth Newton methods for elliptic equations with gradient constraints are investigated. The one- and multi-dimensional cases are treated separately. Numerical examples illustrate the approach and as well as structural features of the solution.

The powerful Hamilton-Jacobi theory is used for constructing regularizations and error estimates for optimal design problems. The constructed Pontryagin method is a simple and general method for optimal design and reconstruction: the first, analytical, step is to regularize the Hamiltonian; next the solution to its stationary Hamiltonian system, a nonlinear partial differential equation, is computed with the Newton method. The method is efficient for designs where the Hamiltonian function can be explicitly formulated and when the Jacobian is sparse, but becomes impractical otherwise (e.g. for non local control constraints). An error estimate for the difference between exact and approximate objective functions is derived, depending only on the difference of the Hamiltonian and its finite dimensional regularization along the solution path and its L2 projection, i.e. not on the difference of the exact and approximate solutions to the Hamiltonian systems.

A multilevel preconditioner based on the abstract framework of the auxiliary space method, is developed for the mortar method for the nonconforming P1 finite element or the lowest order Crouzeix-Raviart finite element on nonmatching grids. It is shown that the proposed preconditioner is quasi-optimal in the sense that the condition number of the preconditioned system is independent of the mesh size, and depends only quadratically on the number of refinement levels. Some numerical results confirming the theory are also provided.

This paper deals with the numerical solution of nonlinear Black-Scholes equation modeling European vanilla call option pricing under transaction costs. Using an explicit finite difference scheme consistent with the partial differential equation valuation problem, a sufficient condition for the stability of the solution is given in terms of the stepsize discretization variables and the parameter measuring the transaction costs. This stability condition is linked to some properties of the numerical approximation of the Gamma of the option, previously obtained. Results are illustrated with numerical examples.

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 the superconvergence property and suggest that it also holds for the lowest order Brezzi-Douglas-Marini approximation.

In this paper, we present an abstract framework which describes algebraically the derivation of order conditions independently of the nature of differential equations considered or the type of integrators used to solve them. Our structure includes a Hopf algebra of functions, whose properties are used to answer several questions of prime interest in numerical analysis. In particular, we show that, under some mild assumptions, there exist integrators of arbitrarily high orders for arbitrary (modified) vector fields.

This study concerns some asymptotic models used to compute the flow outside and inside fractures in a bidimensional porous medium. The flow is governed by the Darcy law both in the fractures and in the porous matrix with large discontinuities in the permeability tensor. These fractures are supposed to have a small thickness with respect to the macroscopic length scale, so that we can asymptotically reduce them to immersed polygonal fault interfaces and the model finally consists in a coupling between a 2D elliptic problem and a 1D equation on the sharp interfaces modelling the fractures. A cell-centered finite volume scheme on general polygonal meshes fitting the interfaces is derived to solve the set of equations with the additional differential transmission conditions linking both pressure and normal velocity jumps through the interfaces. We prove the convergence of the FV scheme for any set of data and parameters of the models and derive existence and uniqueness of the solution to the asymptotic models proposed. The models are then numerically experimented for highly or partially immersed fractures. Some numerical results are reported showing different kinds of flows in the case of impermeable or partially/highly permeable fractures. The influence of the variation of the aperture of the fractures is also investigated. The numerical solutions of the asymptotic models are validated by comparing them to the solutions of the global Darcy model or to some analytic solutions.

From the fundamental laws of elasticity, we write a model for the contact between two membranes and we perform the analysis of the corresponding system of variational inequalities. We propose a finite element discretization of this problem and prove its well-posedness. We also establish a priori and a posteriori error estimates.

This paper is concerned with the analysis and implementation of spectral Galerkin methods for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential U that is equal to +∞ along the boundary ∂D of the computational domain D. Using a symmetrization of the differential operator based on the Maxwellian M corresponding to U, which vanishes along ∂D, we remove the unbounded drift coefficient at the expense of introducing a degeneracy, through M, in the principal part of the operator. The general class of admissible potentials considered includes the FENE (finitely extendible nonlinear elastic) model. We show the existence of weak solutions to the initial-boundary-value problem, and develop a fully-discrete spectral Galerkin method for such degenerate Fokker-Planck equations that exhibits optimal-order convergence in the Maxwellian-weighted H1 norm on D. In the case of the FENE model, we also discuss variants of these analytical results when the Fokker-Planck equation is subjected to an alternative class of transformations proposed by Chauvière and Lozinski; these map the original Fokker-Planck operator with an unbounded drift coefficient into Fokker-Planck operators with unbounded drift and reaction coefficients, that have improved coercivity properties in comparison with the original operator. The analytical results are illustrated by numerical experiments for the FENE model in two space dimensions.

In long-time numerical integration of Hamiltonian systems, and especially in molecular dynamics simulation, it is important that the energy is well conserved. For symplectic integrators applied with sufficiently small step size, this is guaranteed by the existence of a modified Hamiltonian that is exactly conserved up to exponentially small terms. This article is concerned with the simplified Takahashi-Imada method, which is a modification of the Störmer-Verlet method that is as easy to implement but has improved accuracy. This integrator is symmetric and volume-preserving, but no longer symplectic. We study its long-time energy conservation and give theoretical arguments, supported by numerical experiments, which show the possibility of a drift in the energy (linear or like a random walk). With respect to energy conservation, this article provides empirical and theoretical data concerning the importance of using a symplectic integrator.

We derive a posteriori error estimates for singularly perturbed reaction–diffusion problems which yield a guaranteed upper bound on the discretization error and are fully and easily computable. Moreover, they are also locally efficient and robust in the sense that they represent local lower bounds for the actual error, up to a generic constant independent in particular of the reaction coefficient. We present our results in the framework of the vertex-centered finite volume method but their nature is general for any conforming method, like the piecewise linear finite element one. Our estimates are based on a H(div)-conforming reconstruction of the diffusive flux in the lowest-order Raviart–Thomas–Nédélec space linked with mesh dual to the original simplicial one, previously introduced by the last author in the pure diffusion case. They also rely on elaborated Poincaré, Friedrichs, and trace inequalities-based auxiliary estimates designed to cope optimally with the reaction dominance. In order to bring down the ratio of the estimated and actual overall energy error as close as possible to the optimal value of one, independently of the size of the reaction coefficient, we finally develop the ideas of local minimizations of the estimators by local modifications of the reconstructed diffusive flux. The numerical experiments presented confirm the guaranteed upper bound, robustness, and excellent efficiency of the derived estimates.

We developed a mimetic finite difference method for solving elliptic equations with tensor coefficients on polyhedral meshes. The first-order convergence estimates in a mesh-dependent H1 norm are derived.

This paper is concerned with the numerical approximation of the solutions of a two-fluid two-pressure model used in the modelling of two-phase flows. We present a relaxation strategy for easily dealing with both the nonlinearities associated with the pressure laws and the nonconservative terms that are inherently present in the set of convective equations and that couple the two phases. In particular, the proposed approximate Riemann solver is given by explicit formulas, preserves the natural phase space, and exactly captures the coupling waves between the two phases. Numerical evidences are given to corroborate the validity of our approach.

We present and analyse in this paper a novel cell-centered collocated finite volume scheme for incompressible flows. Its definition involves a partition of the set of control volumes; each element of this partition is called a cluster and consists in a few neighbouring control volumes. Under a simple geometrical assumption for the clusters, we obtain that the pair of discrete spaces associating the classical cell-centered approximation for the velocities and cluster-wide constant pressures is inf-sup stable; in addition, we prove that a stabilization involving pressure jumps only across the internal edges of the clusters yields a stable scheme with the usual collocated discretization (i.e. , in particular, with control-volume-wide constant pressures), for the Stokes and the Navier-Stokes problem. An analysis of this stabilized scheme yields the existence of the discrete solution (and uniqueness for the Stokes problem). The convergence of the approximate solution toward the solution to the continuous problem as the mesh size tends to zero is proven, provided, in particular, that the approximation of the mass balance flux is second order accurate; this condition imposes some geometrical conditions on the mesh. Under the same assumption, an error analysis is provided for the Stokes problem: it yields first-order estimates in energy norms. Numerical experiments confirm the theory and show, in addition, a second order convergence for the velocity in a discrete L2 norm.

We propose here a model and a numerical scheme to compute the motion of rigid particles interacting through the lubrication force. In the case of a particle approaching a plane, we propose an algorithm and prove its convergence towards the solutions to the gluey particle model described in [B. Maury, ESAIM: Proceedings18 (2007) 133–142]. We propose a multi-particle version of this gluey model which is based on the projection of the velocities onto a set of admissible velocities. Then, we describe a multi-particle algorithm for the simulation of such systems and present numerical results.