In the past few years meshless methods for numerically solving partial differential equations have come into the focus of interest, especially in the engineering community. This class of methods was essentially stimulated by difficulties related to mesh generation. Mesh generation is delicate in many situations, for instance, when the domain has complicated geometry; when the mesh changes with time, as in crack propagation, and remeshing is required at each time step; when a Lagrangian formulation is employed, especially with nonlinear PDEs. In addition, the need for flexibility in the selection of approximating functions (e.g., the flexibility to use non-polynomial approximating functions), has played a significant role in the development of meshless methods. There are many recent papers, and two books, on meshless methods; most of them are of an engineering character, without any mathematical analysis.

In this paper we address meshless methods and the closely related generalized finite element methods for solving linear elliptic equations, using variational principles. We give a unified mathematical theory with proofs, briefly address implementational aspects, present illustrative numerical examples, and provide a list of references to the current literature.

The aim of the paper is to provide a survey of a part of this new field, with emphasis on mathematics. We present proofs of essential theorems because we feel these proofs are essential for the understanding of the mathematical aspects of meshless methods, which has approximation theory as a major ingredient. As always, any new field is stimulated by and related to older ideas. This will be visible in our paper.

In this paper, we review some ideas on continuous dependence results for the entropy solution of hyperbolic scalar conservation laws. They lead to a complete L^\infty(L^1)-approximation theory with which error estimates for numerical methods for this type of equation can be obtained. The approach we consider consists in obtaining continuous dependence results for the solutions of parabolic conservation laws and deducing from them the corresponding results for the entropy solution. This is a natural approach, as the entropy solution is nothing but the limit of solutions of parabolic scalar conservation laws as the viscosity coefficient goes to zero.

Numerical simulation of high frequency acoustic, elastic or electro-magnetic wave propagation is important in many applications. Recently the traditional techniques of ray tracing based on geometrical optics have been augmented by numerical procedures based on partial differential equations. Direct simulations of solutions to the eikonal equation have been used in seismology, and lately approximations of the Liouville or Vlasov equation formulations of geometrical optics have generated impressive results. There are basically two techniques that follow from this latter approach: one is wave front methods and the other moment methods. We shall develop these methods in some detail after a brief review of more traditional algorithms for simulating high frequency wave propagation.

In recent years, reduced-order modelling techniques based on Krylov-subspace iterations, especially the Lanczos algorithm and the Arnoldi process, have become popular tools for tackling the large-scale time-invariant linear dynamical systems that arise in the simulation of electronic circuits. This paper reviews the main ideas of reduced-order modelling techniques based on Krylov subspaces and describes some applications of reduced-order modelling in circuit simulation.

Automatic, or algorithmic, differentiation addresses the need for the accurate and efficient calculation of derivative values in scientific computing. To this end procedural programs for the evaluation of problem-specific functions are transformed into programs that also compute the required derivative values at the same numerical arguments in floating point arithmetic. Disregarding many important implementation issues, we examine in this article complexity bounds and other more mathematical aspects of the program transformation task sketched above.

The subject of geometric numerical integration deals with numerical integrators that preserve geometric properties of the flow of a differential equation, and it explains how structure preservation leads to improved long-time behaviour. This article illustrates concepts and results of geometric numerical integration on the important example of the Störmer–Verlet method. It thus presents a cross-section of the recent monograph by the authors, enriched by some additional material.

After an introduction to the Newton–Störmer–Verlet–leapfrog method and its various interpretations, there follows a discussion of geometric properties: reversibility, symplecticity, volume preservation, and conservation of first integrals. The extension to Hamiltonian systems on manifolds is also described. The theoretical foundation relies on a backward error analysis, which translates the geometric properties of the method into the structure of a modified differential equation, whose flow is nearly identical to the numerical method. Combined with results from perturbation theory, this explains the excellent long-time behaviour of the method: long-time energy conservation, linear error growth and preservation of invariant tori in near-integrable systems, a discrete virial theorem, and preservation of adiabatic invariants.

We study the entropy stability of difference approximations to nonlinear hyperbolic conservation laws, and related time-dependent problems governed by additional dissipative and dispersive forcing terms. We employ a comparison principle as the main tool for entropy stability analysis, comparing the entropy production of a given scheme against properly chosen entropy-conservative schemes.

To this end, we introduce general families of entropy-conservative schemes, interesting in their own right. The present treatment of such schemes extends our earlier recipe for construction of entropy-conservative schemes, introduced in Tadmor (1987b). The new families of entropy-conservative schemes offer two main advantages, namely, (i) their numerical fluxes admit an explicit, closed-form expression, and (ii) by a proper choice of their path of integration in phase space, we can distinguish between different families of waves within the same computational cell; in particular, entropy stability can be enforced on rarefactions while keeping the sharp resolution of shock discontinuities.

A comparison with the numerical viscosities associated with entropy-conservative schemes provides a useful framework for the construction and analysis of entropy-stable schemes. We employ this framework for a detailed study of entropy stability for a host of first- and second-order accurate schemes. The comparison approach yields a precise characterization of the entropy stability of semi-discrete schemes for both scalar problems and systems of equations.

We extend these results to fully discrete schemes. Here, spatial entropy dissipation is balanced by the entropy production due to time discretization with a suffciently small time-step, satisfying a suitable CFL condition. Finally, we revisit the question of entropy stability for fully discrete schemes using a different approach based on homotopy arguments. We prove entropy stability under optimal CFL conditions.