We introduce and analyze a numerical strategy to approximate effective coefficients in stochastic homogenization of discrete ellipticequations. In particular, we consider the simplest case possible: An elliptic equation on the d-dimensional lattice $\mathbb{Z}^d$with independent and identically distributed conductivities on the associated edges.Recent results by Otto and the author quantify the error made by approximatingthe homogenized coefficient by the averaged energy of a regularizedcorrector (with parameter T) on some box of finite size L. In this article, we replace the regularizedcorrector (which is the solution of a problem posed on $\mathbb{Z}^d$) by some practically computable proxy on some box of size R ≥ L, and quantify the associated additional error.In order to improve the convergence, one may also consider N independentrealizations of the computable proxy, and take the empirical average of the associated approximate homogenized coefficients.A natural optimization problem consists in properly choosing T, R, L and N in order toreduce the error at given computational complexity.Our analysis is sharp and sheds some light on this question.In particular, we propose and analyze a numerical algorithm to approximate the homogenized coefficients, taking advantage of the (nearly) optimal scalings of the errorswe derive. The efficiency of the approach is illustrated by a numerical study in dimension 2.

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.

For a general class of atomistic-to-continuum coupling methods, coupling multi-body interatomic potentials with a P1-finite element discretisation of Cauchy–Born nonlinear elasticity, this paper adresses the question whether patch test consistency (or, absence of ghost forces) implies a first-order error estimate. In two dimensions it is shown that this is indeed true under the following additional technical assumptions: (i) an energy consistency condition, (ii) locality of the interface correction, (iii) volumetric scaling of the interface correction, and (iv) connectedness of the atomistic region. The extent to which these assumptions are necessary is discussed in detail.

In this paper, we construct and analyze finite element methods for the three dimensionalMonge-Ampère equation. We derive methods using the Lagrange finite element space such thatthe resulting discrete linearizations are symmetric and stable. With this in hand, we thenprove the well-posedness of the method, as well as derive quasi-optimal error estimates.We also present some numerical experiments that back up the theoretical findings.

We analyze a two-stage implicit-explicit Runge–Kutta scheme for time discretization of advection-diffusion equations. Space discretization uses continuous, piecewise affine finite elements with interelement gradient jump penalty; discontinuous Galerkin methods can be considered as well. The advective and stabilization operators are treated explicitly, whereas the diffusion operator is treated implicitly. Our analysis hinges on L2-energy estimates on discrete functions in physical space. Our main results are stability and quasi-optimal error estimates for smooth solutions under a standard hyperbolic CFL restriction on the time step, both in the advection-dominated and in the diffusion-dominated regimes. The theory is illustrated by numerical examples.

The numerical solution of the Hartree-Fock equations is a central problem in quantumchemistry for which numerous algorithms exist. Attempts to justify these algorithmsmathematically have been made, notably in [E. Cancès and C. Le Bris, Math. Mod.Numer. Anal. 34 (2000) 749–774], but, to our knowledge, nocomplete convergence proof has been published, except for the large-Zresult of [M. Griesemer and F. Hantsch, Arch. Rational Mech. Anal. (2011)170]. In this paper, we prove the convergence of a natural gradient algorithm, using agradient inequality for analytic functionals due to Łojasiewicz [Ensemblessemi-analytiques. Institut des Hautes Études Scientifiques (1965)]. Then,expanding upon the analysis of [E. Cancès and C. Le Bris, Math. Mod. Numer. Anal.34 (2000) 749–774], we prove convergence results for the Roothaanand Level-Shifting algorithms. In each case, our method of proof provides estimates on theconvergence rate. We compare these with numerical results for the algorithms studied.

We examine the effect of numerical integration on the accuracy of high order conforming pyramidal finite element methods. Non-smooth shape functions are indispensable to the construction of pyramidal elements, and this means the conventional treatment of numerical integration, which requires that the finite element approximation space is piecewise polynomial, cannot be applied. We develop an analysis that allows the finite element approximation space to include non-smooth functions and show that, despite this complication, conventional rules of thumb can still be used to select appropriate quadrature methods on pyramids. Along the way, we present a new family of high order pyramidal finite elements for each of the spaces of the de Rham complex.

We use the work of Milton, Seppecher, and Bouchitté on variational principles for waves in lossy media to formulate a finite element method for solving the complex Helmholtz equation that is based entirely on minimization. In particular, this method results in a finite element matrix that is symmetric positive-definite and therefore simple iterative descent methods and preconditioning can be used to solve the resulting system of equations. We also derive an error bound for the method and illustrate the method with numerical experiments.

The purpose of this paper is to apply particle methods to the numerical solution of theEPDiff equation. The weak solutions of EPDiff are contact discontinuities that carrymomentum so that wavefront interactions represent collisions in which momentum isexchanged. This behavior allows for the description of many rich physical applications,but also introduces difficult numerical challenges. We present a particle method for theEPDiff equation that is well-suited for this class of solutions and for simulatingcollisions between wavefronts. Discretization by means of the particle method is shown topreserve the basic Hamiltonian, the weak and variational structure of the originalproblem, and to respect the conservation laws associated with symmetry under the Euclideangroup. Numerical results illustrate that the particle method has superior features in bothone and two dimensions, and can also be effectively implemented when the initial data ofinterest lies on a submanifold.

This paper is concerned with a PDE-constrained optimization problem of induction heating, where the state equations consist of 3D time-dependent heat equations coupled with 3D time-harmonic eddy current equations. The control parameters are given by finite real numbers representing applied alternating voltages which enter the eddy current equations via impressed current. The optimization problem is to find optimal voltages so that, under certain constraints on the voltages and the temperature, a desired temperature can be optimally achieved. As there are finitely many control parameters but the state constraint has to be satisfied in an infinite number of points, the problem belongs to a class of semi-infinite programming problems. We present a rigorous analysis of the optimization problem and a numerical strategy based on our theoretical result.

We introduce a family of mixed discontinuous Galerkin (DG) finite element methods fornearly and perfectly incompressible linear elasticity. These mixed methods allow thechoice of polynomials of any order k ≥ 1 for the approximation of thedisplacement field, and of order k or k − 1 for thepressure space, and are stable for any positive value of the stabilization parameter. Weprove the optimal convergence of the displacement and stress fields in both cases, witherror estimates that are independent of the value of the Poisson’s ratio. These estimatesdemonstrate that these methods are locking-free. To this end, we prove the correspondinginf-sup condition, which for the equal-order case, requires a construction to establishthe surjectivity of the space of discrete divergences on the pressure space. In theparticular case of near incompressibility and equal-order approximation of thedisplacement and pressure fields, the mixed method is equivalent to a displacement methodproposed earlier by Lew et al. [Appel. Math. Res. express3 (2004) 73–106]. The absence of locking of this displacementmethod then follows directly from that of the mixed method, including the uniform errorestimate for the stress with respect to the Poisson’s ratio. We showcase the performanceof these methods through numerical examples, which show that locking may appear ifDirichlet boundary conditions are imposed strongly rather than weakly, as we do here.

In this paper, we study some discretization schemes for diffusive flows in heterogeneous anisotropic porous media. We first introduce the notion of gradient scheme, and show that several existing schemes fall into this framework. Then, we construct two new gradient schemes which have the advantage of a small stencil. Numerical results obtained for real reservoir meshes show the efficiency of the new schemes, compared to existing ones.

Implicit sampling is a sampling scheme for particle filters, designed to move particles one-by-one so that they remain in high-probability domains. We present a new derivation of implicit sampling, as well as a new iteration method for solving the resulting algebraic equations.

We consider general surface energies, which areweighted integrals over a closed surface with a weight functiondepending on the position, the unit normal andthe mean curvature of the surface. Energiesof this form have applications in many areas, such as materials science,biology and image processing. Often one is interested in findinga surface that minimizes such an energy, which entails finding its firstvariation with respect to perturbations of the surface.We present a concise derivation of the first variation of thegeneral surface energy using tools from shape differential calculus.We first derive a scalar strong form and nexta vector weak form of the first variation. The latter reveals thevariational structure of the first variation, avoids dealingexplicitly with the tangential gradient of the unit normal,and thus can be easily discretized using parametric finite elements.Our results are valid for surfaces in any number of dimensionsand unify all previous results derived for specific examples ofsuch surface energies.

In the present work we investigate the numerical simulation of liquid-vapor phase changein compressible flows. Each phase is modeled as a compressible fluid equipped with its ownequation of state (EOS). We suppose that inter-phase equilibrium processes in the mediumoperate at a short time-scale compared to the other physical phenomena such as convectionor thermal diffusion. This assumption provides an implicit definition of an equilibriumEOS for the two-phase medium. Within this framework, mass transfer is the result of localand instantaneous equilibria between both phases. The overall model is strictlyhyperbolic. We examine properties of the equilibrium EOS and we propose a discretizationstrategy based on a finite-volume relaxation method. This method allows to cope with theimplicit definition of the equilibrium EOS, even when the model involves complex EOS’s forthe pure phases. We present two-dimensional numerical simulations that shows that themodel is able to reproduce mechanism such as phase disappearance and nucleation.

We propose a numerical analysis of proper orthogonal decomposition (POD) model reductions in which a priori error estimates are expressed in terms of the projection errors that are controlled in the construction of POD bases. These error estimates are derived for generic parabolic evolution PDEs, including with non-linear Lipschitz right-hand sides, and for wave-like equations. A specific projection continuity norm appears in the estimates and – whereas a general uniform continuity bound seems out of reach – we prove that such a bound holds in a variety of Galerkin bases choices. Furthermore, we directly numerically assess this bound – and the effectiveness of the POD approach altogether – for test problems of the type considered in the numerical analysis, and also for more complex equations. Namely, the numerical assessment includes a parabolic equation with super-linear reaction terms, inspired from the FitzHugh-Nagumo electrophysiology model, and a 3D biomechanical heart model. This shows that the effectiveness established for the simpler models is also achieved in the reduced-order simulation of these highly complex systems.

In the framework of an explicitly correlated formulation of the electronic Schrödingerequation known as the transcorrelated method, this work addresses some fundamental issuesconcerning the feasibility of eigenfunction approximation by hyperbolic wavelet bases.Focusing on the two-electron case, the integrability of mixed weak derivatives ofeigenfunctions of the modified problem and the improvement compared to the standardformulation are discussed. Elements of a discretization of the eigenvalue problem based onorthogonal wavelets are described, and possible choices of tensor product bases arecompared especially from an algorithmic point of view. The use of separable approximationsof potential terms for applying operators efficiently is studied in detail, and estimatesfor the error due to this further approximation are given.

Some electromagnetic materials have, in a given frequency range, an effective dielectric permittivity and/or a magnetic permeability which are real-valued negative coefficients when dissipation is neglected. They are usually called metamaterials. We study a scalar transmission problem between a classical dielectric material and a metamaterial, set in an open, bounded subset of Rd, with d = 2,3. Our aim is to characterize occurences where the problem is well-posed within the Fredholm (or coercive + compact) framework. For that, we build some criteria, based on the geometry of the interface between the dielectric and the metamaterial. The proofs combine simple geometrical arguments with the approach of T-coercivity, introduced by the first and third authors and co-worker. Furthermore, the use of localization techniques allows us to derive well-posedness under conditions that involve the knowledge of the coefficients only near the interface. When the coefficients are piecewise constant, we establish the optimality of the criteria.

The Hartree-Fock equation is widely accepted as the basic model of electronic structure calculation which serves as a canonical starting point for more sophisticated many-particle models. We have studied the s∗-compressibility for Galerkin discretizations of the Hartree-Fock equation in wavelet bases. Our focus is on the compression of Galerkin matrices from nuclear Coulomb potentials and nonlinear terms in the Fock operator which hitherto has not been discussed in the literature. It can be shown that the s∗-compressibility is in accordance with convergence rates obtained from best N-term approximation for solutions of the Hartree-Fock equation. This is a necessary requirement in order to achieve numerical solutions for these equations with optimal complexity using the recently developed adaptive wavelet algorithms of Cohen, Dahmen and DeVore.