The goal of our paper is to introduce basis functions for the finite element discretization of a second order linear elliptic operator with rough or highly oscillating coefficients.The proposed basis functions are inspired by the classic idea of componentmode synthesis and exploit an orthogonal decompositionof the trial subspace to minimize the energy. Numerical experiments illustrate the effectiveness of the proposed basis functions.

We consider the flow of a viscous incompressible fluid through a rigidhomogeneous porous medium. The permeability of the medium dependson the pressure, so that the model is nonlinear. We propose a finiteelement discretization of this problem and, in the case where thedependence on the pressure is bounded from above and below, we proveits convergence to the solution and propose an algorithm to solvethe discrete system. In the case where the dependenceon the pressure is exponential, we propose a splittingscheme which involves solving two linear systems, but parts of the analysis of this method are still heuristic. Numerical tests are presented, which illustrate the introduced methods.


We consider a class of discrete convex functionals which satisfy a (generalized) coarea formula. These functionals, based on submodular interactions, arise in discrete optimization and are known as a large class of problems which can be solved in polynomial time. In particular, some of them can be solved very efficiently by maximal flow algorithms and are quite popular in the image processing community. We study the limit in the continuum of these functionals, show that they always converge to some “crystalline” perimeter/total variation, and provide an almost explicit formula for the limiting functional.

In the present work we introduce a new family of cell-centered Finite Volume schemes for anisotropic and heterogeneous diffusion operators inspired by the MPFA L method.A very general framework for the convergence study of finite volume methods is provided and then used to establish the convergence of the new method.Fairly general meshes are covered and a computable sufficient criterion for coercivity is provided. In order to guarantee consistency in the presence of heterogeneous diffusivity, we introduce a non-standard test space in $H_0^1$ (Ω) and prove its density. Thorough assessment on a set of anisotropic heterogeneous problems as well as a comparison with classical multi-point Finite Volume methods is provided.

We investigate the evolution of an almost flat membrane driven by competition of the homogeneous, Frank, and bending energies as wellas the coupling of the local order of the constituent molecules of the membrane to its curvature.We propose an alternative to the model in [J.B. Fournier and P. Galatoa, J. Phys. II7 (1997) 1509–1520; N. Uchida, Phys. Rev. E66 (2002) 040902] which replacesa Ginzburg-Landau penalization for the length of theorder parameter by a rigid constraint.We introduce a fully discrete scheme, consisting of piecewise linearfinite elements, show that it is unconditionally stable for a large range of the elastic moduli in the model, and prove its convergence(up to subsequences) thereby proving the existence of a weak solutionto the continuous model. Numerical simulations are included that examine typical model situations, confirm our theory, and explore numerical predictions beyond that theory.

The dynamics of dendritic growth of a crystal in an undercooled melt isdetermined by macroscopic diffusion-convection of heat and by capillary forcesacting on the nanometer scale of the solid-liquid interface width.Its modelling is useful for instance in processing techniques based on casting.The phase-field method is widely used to study evolution of such microstructural phase transformations ona continuum level; it couples the energy equation to a phenomenological Allen-Cahn/Ginzburg-Landauequation modelling the dynamics of an order parameter determining the solid and liquid phases,including also stochastic fluctuations to obtain the qualitatively correctresult of dendritic side branching.This work presents a method to determine stochastic phase-field models from atomisticformulations by coarse-graining molecular dynamics. It has three steps: (1) a precisequantitative atomistic definition of the phase-field variable, based on the localpotential energy;(2) derivation of its coarse-graineddynamics model, from microscopic Smoluchowski molecular dynamics (that is Brownian or over damped Langevin dynamics);and (3) numerical computation of the coarse-grained model functions. The coarse-grained model approximates Gibbs ensemble averages of the atomistic phase-field, bychoosing coarse-grained drift and diffusion functions that minimize the approximation error of observables in thisensemble average.

The aim of this paper is to provide the correctors associated to the homogenization of a parabolic problem describing the heat transfer. The results here complete the earlier study in [Jose, Rev. Roumaine Math. Pures Appl.54 (2009) 189–222] on the asymptotic behaviour of a problem in a domain with two components separated by an ε-periodic interface. The physical model established in [Carslaw and Jaeger, The Clarendon Press, Oxford (1947)] prescribes on the interface the condition that the flux of the temperature is proportional to the jump of the temperature field, by a factor of orderεγ . We suppose that -1 < γ ≤ 1. As far as the energies of the homogenized problems are concerned, we consider the cases -1 < γ < 1 and γ = 1 separately. To obtain the convergence of the energies, it is necessary to impose stronger assumptions on the data. As seen in [Jose, Rev. Roumaine Math. Pures Appl.54 (2009) 189–222] and [Faella and Monsurrò, Topics on Mathematics for Smart Systems, World Sci. Publ., Hackensack, USA (2007) 107–121] (also in [Donato et al., J. Math. Pures Appl.87 (2007) 119–143]), the case γ = 1 is more interesting because of the presence of a memory effect in the homogenized problem.

This special volume of the ESAIM Journal, Mathematical Modelling and Numerical Analysis,contains a collection of articles on probabilistic interpretations of some classes of nonlinear integro-differential equations.The selected contributions deal with a wide range of topics in applied probability theory and stochastic analysis, with applications in a variety of scientific disciplines, includingphysics, biology, fluid mechanics, molecular chemistry, financial mathematics and bayesian statistics. In this preface, we provide a brief presentation of the main contributions presented in this special volume. We have also included an introduction to classic probabilistic methods and a presentation of the more recent particle methods, with a synthetic picture of their mathematical foundations and their range of applications.

We consider the P n model to approximate the time dependent transport equation in one dimension of space. In a diffusive regime, the solution of this system is solution of a diffusion equation.We are looking for a numerical scheme having the diffusion limit property: in a diffusive regime, it has to give the solution of the limiting diffusion equation on a mesh at the diffusion scale.The numerical scheme proposed is an extension of the Godunov type scheme proposed by Gosse to solve the P 1 model without absorption term. It requires the computation of the solution of the steady state P n equations. This is made by one Monte-Carlo simulation performed outside the time loop. Using formal expansions with respect to a small parameter representing the inverse of the number of mean free path in each cell, the resulting scheme is proved to have the diffusion limit. In order to avoid the CFL constraint on the time step, we give an implicit version of the scheme which preserves the positivity of the zeroth moment.

A Mimetic Discretization method for the linear elasticity problemin mixed weakly symmetric form is developed. The scheme is shown toconverge linearly in the mesh size, independently of theincompressibility parameter λ, provided the discrete scalarproduct satisfies two given conditions. Finally, a family ofalgebraic scalar products which respect the above conditions isdetailed.

For a class of anisotropic integrodifferential operators ${\cal B}$ arising as semigroup generators of Markov processes, we present a sparse tensor product wavelet compression scheme for the Galerkin finite element discretization of the corresponding integrodifferential equations ${\cal B}$ u = f on [0,1]n with possibly large n. Under certain conditions on ${\cal B}$ , the scheme is of essentially optimal and dimension independent complexity $\mathcal{O}$ (h -1| log h |2(n-1)) without corrupting the convergence or smoothness requirements of the original sparse tensor finite element scheme. If the conditions on ${\cal B}$ are not satisfied, thecomplexity can be bounded by $\mathcal{O}$ (h -(1+ε)), whereε $\ll 1$ tends to zero with increasing number of the wavelets' vanishing moments. Here h denotes the width of the corresponding finite element mesh. The operators under consideration are assumed to be of non-negative (anisotropic) order and admit a non-standard kernel κ $(\cdot,\cdot)$ that can be singular on all secondary diagonals. Practical examples of such operators from Mathematical Finance are given and some numerical results are presented.

The electrowetting process is commonly used to handle very small amounts of liquid on a solid surface. This process can be modelled mathematically with the help of the shape optimization theory. However, solving numerically the resulting shape optimization problem is a very complex issue, even for reduced models that occur in simplified geometries. Recently, the second author obtained convincing results in the 2D axisymmetric case. In this paper, we propose and analyze a method that is suitable for the full 3D case.

In this paper we derive a posteriori error estimates for theheat equation. The time discretizationstrategy is based on a θ-method and the mesh used for eachtime-slab is independent of the mesh used for the previoustime-slab. The novelty of this paper is an upper bound for theerror caused by the coarsening of the mesh used for computing thesolution in the previous time-slab. The technique applied forderiving this upper bound is independent of the problem and can begeneralized to other time dependent problems.

In this paper, a weighted regularization method for the time-harmonic Maxwell equationswith perfect conducting or impedance boundary condition in composite materials is presented.The computational domain Ω is the unionof polygonal or polyhedral subdomains made of different materials. As a result, the electromagnetic field presents singularitiesnear geometric singularities, which are the interior and exterior edges and corners. The variational formulation of theweighted regularized problem is given on the subspace of ${\cal H}$ ( ${\bf curl}$ ;Ω)whose fields $\textit{\textbf{ u}}$ satisfy $w^\alpha$ div ( $\varepsilon{\textit{\textbf{u}}}$ )∈L2 (Ω) and have vanishing tangential traceor tangential trace in L2 ( $\partial\Omega$ ). The weight function $w(\bf x)$ is equivalentto the distance of $\bf x$ to the geometric singularities and the minimal weight parameter αis given in terms of the singular exponents of a scalar transmission problem.A density result is proven that guarantees the approximability of the solution field by piecewise regular fields.Numerical results for the discretization of the source problemby means of Lagrange Finite Elements of type P 1 and P 2 are given onuniform and appropriately refined two-dimensional meshes.The performance of the method in the case of eigenvalue problems is addressed.

We study a free energy computation procedure, introduced in[Darve and Pohorille, J. Chem. Phys.115 (2001) 9169–9183; Hénin and Chipot, J. Chem. Phys.121 (2004) 2904–2914], which relies on the long-timebehavior of a nonlinear stochasticdifferential equation. This nonlinearity comes from a conditionalexpectation computed with respect to one coordinate of the solution. The long-time convergence of the solutions tothis equation has been provedin [Lelièvre et al., Nonlinearity21 (2008) 1155–1181], under some existence and regularity assumptions.In this paper, we prove existence and uniqueness under suitable conditions for the nonlinear equation, andwe study a particle approximation technique based on a Nadaraya-Watson estimator ofthe conditional expectation. The particle system converges to the solutionof the nonlinear equation if the number of particles goes to infinityand then the kernel used in the Nadaraya-Watson approximation tends to aDirac mass. We derive a rate for this convergence, and illustrate it by numericalexamples on a toy model.

While alternans in a single cardiac cell appears through a simpleperiod-doubling bifurcation, in extended tissue the exact natureof the bifurcation is unclear. In particular, the phase ofalternans can exhibit wave-like spatial dependence, eitherstationary or travelling, which is known as discordantalternans. We study these phenomena in simple cardiac modelsthrough a modulation equation proposed by Echebarria-Karma. Asshown in our previous paper, the zero solution of their equationmay lose stability, as the pacing rate is increased, througheither a Hopf or steady-state bifurcation. Which bifurcationoccurs first depends on parameters in the equation, and for onecritical case both modes bifurcate together at a degenerate(codimension 2) bifurcation. For parameters close to thedegenerate case, we investigate the competition between modes,both numerically and analytically. We find that at sufficientlyrapid pacing (but assuming a 1:1 response is maintained), steadypatterns always emerge as the only stable solution. However, inthe parameter range where Hopf bifurcation occurs first, theevolution from periodic solution (just after the bifurcation) tothe eventual standing wave solution occurs through an interestingseries of secondary bifurcations.

We present in this paper a pressure correction scheme for the drift-flux model combining finite element and finite volume discretizations, which is shown to enjoy essential stability features of the continuous problem: the scheme is conservative, the unknowns are kept within their physical bounds and, in the homogeneous case (i.e. when the drift velocity vanishes), the discrete entropy of the system decreases; in addition, when using for the drift velocity a closure law which takes the form of a Darcy-like relation, the drift term becomes dissipative.Finally, the present algorithm preserves a constant pressure and a constant velocity through moving interfaces between phases.To ensure the stability as well as to obtain this latter property, a key ingredient is to couple the mass balance and the transport equation for the dispersed phase in an original pressure correction step.The existence of a solution to each step of the algorithm is proven; in particular, the existence of a solution to the pressure correction step is derived as a consequence of a more general existence result for discrete problems associated to the drift-flux model.Numerical tests show a near-first-order convergence rate for the scheme, both in time and space, and confirm its stability.

We consider an initial and Dirichlet boundary value problem fora fourth-order linear stochastic parabolic equation, in one spacedimension, forced by an additive space-time white noise.Discretizing the space-time white noise a modelling error isintroduced and a regularized fourth-order linear stochasticparabolic problem is obtained. Fully-discrete approximations to the solution of the regularizedproblem are constructed by using, for discretization in space, aGalerkin finite element method based on C0 or C1piecewise polynomials, and, for time-stepping, the Backward Eulermethod.We derive strong a priori estimates for the modelling error and forthe approximation error to the solution of the regularizedproblem.

This work presents an effective and accurate method for determining, from a theoretical and computational point of view, the time-harmonic Green's function of an isotropic elastic half-plane where an impedance boundary condition is considered. This method, based on the previous work done by Durán et al. (cf. [Numer. Math.107 (2007) 295–314; IMA J. Appl. Math.71 (2006) 853–876]) for the Helmholtz equation in a half-plane, combines appropriately analytical and numerical techniques, which has an important advantage because the obtention of explicit expressions for the surface waves. We show, in addition to the usual Rayleigh wave, another surface wave appearing in some special cases. Numerical results are given to illustrate that. This is an extended and detailed version of the previous article by Durán et al. [C. R. Acad. Sci. Paris, Ser. IIB334 (2006) 725–731].