We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium in Wasserstein distance with an explicit exponential rate. We also prove a propagation of chaos property for an associated particle system, and give rates on the approximation of the solution by the particle system. Finally, a transportation inequality for the distribution of the particle system leads to quantitative deviation bounds on the approximation of the equilibrium solution of the equation by an empirical mean of the particles at given time.

The modelling and the numerical resolution of the electrical charging of aspacecraft in interaction with the Earth magnetosphere is considered. It involves the Vlasov-Poisson system, endowed with non standard boundary conditions. We discuss the pros and cons of several numerical methods for solving this system, using as benchmark a simple 1D model which exhibits the main difficulties of the original models.

We consider a general abstract framework of a continuous elliptic problem set on a Hilbert space V that is approximated by a family of (discrete) problems set on a finite-dimensional space of finite dimension notnecessarily included into V. We give a series of realisticconditions on an error estimator that allows to conclude that themarking strategy of bulk type leads to the geometric convergenceof the adaptive algorithm. These conditions are then verified fordifferent concrete problems like convection-reaction-diffusionproblems approximated by a discontinuous Galerkin methodwith an estimator of residual type or obtained by equilibratedfluxes. Numerical tests that confirm the geometric convergence arepresented.

We present a model of the full thermo-mechanical evolution of a shape memory body undergoing a uniaxial tensile stress. The well-posedness of the related quasi-static thermo-inelastic problem is addressed by means of hysteresis operators techniques. As a by-product, details on a time-discretization of the problem are provided.

Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these variational characterizations instead of the partial differential equations themselves, we obtain new schemes with remarkable stability properties. We show that they capture successfully the nonlinear features of the flows, such as shocks and rarefaction waves for the isentropic Euler equations. We also show how to design higher order methods for these problems in the optimal transport setting using backward differentiation formula (BDF) multi-step methods or diagonally implicit Runge-Kutta methods.

The construction of reduced order models for dynamical systems usingproper orthogonal decomposition (POD) is based on the informationcontained in so-called snapshots. These provide the spatialdistribution of the dynamical system at discrete time instances.This work is devoted to optimizing the choice of these timeinstances in such a manner that the error between the POD-solutionand the trajectory of the dynamical system is minimized. First andsecond order optimality systems are given. Numerical examplesillustrate that the proposed criterion is sensitive with respect tothe choice of the time instances and further they demonstrate thefeasibility of the method in determining optimal snapshot locationsfor concrete diffusion equations.

This work aims at introducing modelling, theoretical and numerical studies related to a new downscaling technique applied to computational fluid dynamics.Our method consists in building a local model, forced by large scale information computed thanks to a classical numerical weather predictor.The local model, compatible with the Navier-Stokes equations, is usedfor the small scale computation (downscaling) of the consideredfluid. It isinspired by Pope's works on turbulence, and consists in a so-called Langevin system of stochastic differential equations. We introduce this model and exhibit its links with classical RANS models. Well-posedness, as well as mean-field interacting particle approximations and boundary condition issues are addressed. We present the numerical discretization of the stochastic downscaling method and investigate the accuracy of the proposed algorithm on simplified situations.

This paper introduces a scheme for the numerical approximation of a model for two turbulent flows with coupling at an interface. We consider the variational formulation of the coupled model, where the turbulent kinetic energy equation is formulated by transposition. We prove the convergence of the approximation to this formulation for 3D flows for large turbulent viscosities and smooth enough flows, whenever bounded in W 1,p Sobolev norms for p large enough. Under the same assumptions, we show that the limit is a solution of the initial problem. Finally, we give some numerical experiments to enlighten the theoretical work.

We investigate unilateral contact problems with cohesive forces, leading tothe constrained minimization of a possibly nonconvex functional. Weanalyze the mathematical structure of the minimization problem. The problem is reformulated in terms of a three-field augmentedLagrangian, and sufficient conditions for the existence of a localsaddle-point are derived. Then, we derive and analyze mixed finiteelement approximations to the stationarity conditions of the three-fieldaugmented Lagrangian. The finite element spaces for the bulk displacement andthe Lagrange multiplier must satisfy a discrete inf-sup condition, whilediscontinuous finite element spaces spanned by nodal basis functions areconsidered for the unilateral contact variable so as to use collocationmethods. Two iterative algorithms are presented and analyzed, namely anUzawa-type method within a decomposition-coordination approach and anonsmooth Newton's method. Finally, numerical results illustrating thetheoretical analysis are presented.

We introduce in this paper some elements for the mathematical and numerical analysis of algebraic turbulence models foroceanic surface mixing layers. In these models the turbulent diffusions are parameterized by means of the gradient Richardson number, that measures the balance between stabilizing buoyancy forces and destabilizing shearing forces. We analyze the existence and linear exponential asymptotic stability of continuous and discrete equilibria states. We also analyze the well-posedness of a simplified model, by application of the linearization principle for non-linear parabolic equations. We finally present some numerical tests for realistic flows in tropical seas that reproduce the formation of mixing layers in time scales of the order of days, in agreement with the physics of the problem. We conclude that the typical mixing layers are transient effects due to the variability of equatorial winds. Also, that these states evolve to steady states in time scales of the order of years, under negative surface energy flux conditions.

To filter perturbed local measurements on a random medium, a dynamic model jointly with an observation transfer equation are needed. Some media given by PDE could have a local probabilistic representation by a Lagrangian stochastic process with mean-field interactions. In this case, we define the acquisition process of locally homogeneous medium along a random path by a Lagrangian Markov process conditioned to be in a domain following the path and conditioned to the observations. The nonlinear filtering for the mobile signal is therefore those of an acquisition process contaminated by random errors. This will provide a Feynman-Kac distribution flow for the conditional laws and an N particle approximation with a $\mathcal{O}$ $(\frac{1}{\sqrt{N}})$ asymptotic convergence. An application to nonlinear filtering for 3D atmospheric turbulent fluids will be described.

We study here the water waves problem for uneven bottoms in a highly nonlinear regime wherethe small amplitude assumption of the Korteweg-de Vries (KdV) equation is enforced. It is knownthat, for such regimes, a generalization of the KdV equation (somehow linked to the Camassa-Holm equation) can be derived and justified [Constantin and Lannes, Arch. Ration. Mech. Anal. 192 (2009) 165–186] when the bottom isflat. We generalize here this resultwith a new class of equations taking into account variable bottom topographies. Of course, many variable depth KdV equations existing in the literature are recovered as particular cases.Various regimes for the topography regimes are investigated and we prove consistency of these models, as well as a full justificationfor some of them. We also study the problem of wave breaking for our newvariable depth and highly nonlinear generalizations of the KdV equations.

We propose and analyse two convergent fully discrete schemes to solve the incompressible Navier-Stokes-Nernst-Planck-Poisson system. The first scheme converges to weak solutions satisfying an energy and an entropy dissipation law. The second scheme uses Chorin's projection method to obtain an efficient approximation that converges to strong solutions at optimal rates.

The finite element approximation of optimal control problems forsemilinear elliptic partial differential equation is considered,where the control belongs to a finite-dimensional set and stateconstraints are given in finitely many points of the domain. Underthe standard linear independency condition on the active gradientsand a strong second-order sufficient optimality condition, optimalerror estimates are derived for locally optimal controls.

When applied to the linear advection problem in dimension two, the upwind finite volume method is a non consistent scheme in the finite differences sense but a convergent scheme. According to our previous paper [Bouche et al.,SIAM J. Numer. Anal.43 (2005) 578–603], a sufficient condition in order to complete the mathematical analysis of the finite volume scheme consists in obtaining an estimation of order p, less or equal to one, of a quantity that depends only on the mesh and on the advection velocity and that we called geometric corrector. In [Bouche et al., Hermes Science publishing,London, UK (2005) 225–236], we prove that, on the mesh given by Peterson [SIAM J. Numer. Anal.28 (1991) 133–140] and for a subtle alignment of the direction of transport parallel to the vertical boundary, the infinite norm of the geometric corrector only behaves like h 1/2 where h is a characteristic size of the mesh. This paper focuses on the case of an oblique incidence i.e. a transport direction that is not parallel to the boundary, still with the Peterson mesh. Using various mathematical technics, we explicitly compute an upper bound of the geometric corrector and we provide a probabilistic interpretation in terms of Markov processes. This bound is proved to behave like h, so that the order of convergence is one. Then the reduction of the order of convergence occurs only if the direction of advection is aligned with the boundary.

This paper is devoted to a conditional stability estimate related to the ill-posed Cauchy problems for the Laplace's equation in domains with C 1,1 boundary. It is an extension of anearlier result of [Phung, ESAIM: COCV9 (2003) 621–635] for domains of class C ∞. Our estimate is established by using a Carleman estimate near the boundary in which the exponential weight depends on the distance function to the boundary. Furthermore, we prove that this stability estimate is nearly optimal and induces a nearly optimal convergence rate for the method of quasi-reversibility introduced in [Lattès and Lions, Dunod (1967)] to solve the ill-posed Cauchy problems.

We analyze the accuracy and well-posedness of generalized impedanceboundary value problems in the framework of scattering problemsfrom unbounded highly absorbing media. We restrict ourselves in this first workto the scalar problem (E-mode for electromagnetic scattering problems). Compared to earlier works, the unboundedness of the rough absorbing layer introduces severe difficultiesin the analysis for the generalized impedance boundary conditions, sinceclassical compactness arguments are no longer possible. Our new analysisis based on the use of Rellich-type estimates and boundedness of L2solution operators. We also discuss some numerical experimentsconcerning these boundary conditions.

In this work we describe an efficient model for the simulation of atwo-phase flow made of a gas and a granular solid. The starting point is the two-velocitytwo-pressure model of Baer and Nunziato [Int. J. Multiph. Flow16 (1986) 861–889]. The model is supplemented bya relaxation source term in orderto take into account the pressure equilibrium between the two phases andthe granular stress in the solid phase. We show that the relaxationprocess can be made thermodynamically coherent with an adequate choice of the granular stress. We then propose a numerical scheme based on a splitting approach. Each step of the time marchingalgorithm is made of two stages. In the first stage, the homogeneous convection equations are solved by a standard finite volume Rusanov scheme. In the second stage, the volume fractionis updated in order to take into account the equilibrium source term.The whole procedure is entropy dissipative.For simplified pressure laws (stiffened gas laws) we are able to prove that the approximated volumefraction stays within its natural bounds.

We consider the spherically symmetric Vlasov-Einstein system in the case of asymptotically flat spacetimes. From the physical point of view this system of equations can model the formation of a spherical black hole by gravitational collapse or describe the evolution of galaxies and globular clusters. We present high-order numerical schemes based on semi-Lagrangian techniques. The convergence of the solution of the discretized problem to the exact solution is proven and high-order error estimates are supplied. More precisely the metric coefficients converge in L ∞ and the statistical distribution function of the matter and its moments converge in L 2 with a rate of $\mathcal{O}$ (Δt 2 + hm /Δt), when the exact solution belongs to Hm .

A discontinuous Galerkin finite element method for an optimalcontrol problem related to semilinear parabolic PDE's is examined.The schemes under consideration are discontinuous in time butconforming in space. Convergence of discrete schemes of arbitraryorder is proven. In addition, the convergence of discontinuousGalerkin approximations of the associated optimality system to thesolutions of the continuous optimality system is shown. The proofis based on stability estimates at arbitrary time points underminimal regularity assumptions, and a discrete compactnessargument for discontinuous Galerkin schemes (see Walkington[SINUM (June 2008) (submitted), preprint available at http://www.math.cmu.edu/~noelw], Sects. 3, 4).