We present a reduced basis offline/online procedure for viscous Burgers initial boundaryvalue problem, enabling efficient approximate computation of the solutions of thisequation for parametrized viscosity and initial and boundary value data. This procedurecomes with a fast-evaluated rigorous error bound certifying the approximation procedure.Our numerical experiments show significant computational savings, as well as efficiency ofthe error bound.

In this article we consider elliptic partial differential equations with random coefficients and/or random forcing terms. In the current treatment of such problems by stochastic Galerkin methods it is standard to assume that the random diffusion coefficient is bounded by positive deterministic constants or modeled as lognormal random field. In contrast, we make the significantly weaker assumption that the non-negative random coefficients can be bounded strictly away from zero and infinity by random variables only and may have distributions different from a lognormal one. We show that in this case the standard stochastic Galerkin approach does not necessarily produce a sequence of approximate solutions that converges in the natural norm to the exact solution even in the case of a lognormal coefficient. By using weighted test function spaces we develop an alternative stochastic Galerkin approach and prove that the associated sequence of approximate solutions converges to the exact solution in the natural norm. Hereby, ideas for the case of lognormal coefficient fields from earlier work of Galvis, Sarkis and Gittelson are used and generalized to the case of positive random coefficient fields with basically arbitrary distributions.

The goal of this paper is to obtain a well-balanced, stable, fast, and robust HLLC-typeapproximate Riemann solver for a hyperbolic nonconservative PDE system arising in aturbidity current model. The main difficulties come from the nonconservative nature of thesystem. A general strategy to derive simple approximate Riemann solvers fornonconservative systems is introduced, which is applied to the turbidity current model toobtain two different HLLC solvers. Some results concerning the non-negativity preservingproperty of the corresponding numerical methods are presented. The numerical resultsprovided by the two HLLC solvers are compared between them and also with those obtainedwith a Roe-type method in a number of 1d and 2d test problems. This comparison shows that,while the quality of the numerical solutions is comparable, the computational cost of theHLLC solvers is lower, as only some partial information of the eigenstructure of thematrix system is needed.

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the system when the distributions of some variables are known exactly, others are known only approximately, and perhaps others are not modeled as random variables at all.The main tool used is the duality between risk-sensitive integrals and relative entropy, and we obtain explicit bounds on standard performance measures (variances, exceedance probabilities) over families of distributions whose distance from a nominal distribution is measured by relative entropy. The evaluation of the risk-sensitive expectations is based on polynomial chaos expansions, which help keep the computational aspects tractable.

The Coupled Cluster (CC) method is a widely used and highly successful high precisionmethod for the solution of the stationary electronic Schrödingerequation, with its practical convergence properties being similar to that of acorresponding Galerkin (CI) scheme. This behaviour has for the discrete CC method beenanalyzed with respect to the discrete Galerkin solution (the “full-CI-limit”) in[Schneider, 2009]. Recently, we globalized the CC formulation to the full continuousspace, giving a root equation for an infinite dimensional, nonlinear Coupled Clusteroperator that is equivalent the full electronic Schrödinger equation [Rohwedder, 2011]. Inthis paper, we combine both approaches to prove existence and uniqueness results,quasi-optimality estimates and energy estimates for the CC method with respect to thesolution of the full, original Schrödinger equation. The main property used is a localstrong monotonicity result for the Coupled Cluster function, and we give twocharacterizations for situations in which this property holds.

We propose a derivation of a nonequilibrium Langevin dynamics for a large particleimmersed in a background flow field. A single large particle is placed in an ideal gasheat bath composed of point particles that are distributed consistently with thebackground flow field and that interact with the large particle through elasticcollisions. In the limit of small bath atom mass, the large particle dynamics converges inlaw to a stochastic dynamics. This derivation follows the ideas of [P. Calderoni, D. Dürrand S. Kusuoka, J. Stat. Phys. 55 (1989) 649–693. D. Dürr,S. Goldstein and J. Lebowitz, Z. Wahrscheinlichkeit 62(1983) 427–448. D. Dürr, S. Goldstein and J.L. Lebowitz. Comm. Math. Phys.78 (1981) 507–530.] and provides extensions to handle the nonzerobackground flow. The derived nonequilibrium Langevin dynamics is similar to the dynamicsin [M. McPhie, P. Daivis, I. Snook, J. Ennis and D. Evans, Phys. A299 (2001) 412–426]. Some numerical experiments illustrate the useof the obtained dynamic to simulate homogeneous liquid materials under shear flow.

A corrector theory for the strong approximation of gradient fields inside periodiccomposites made from two materials with different power law behavior is provided. Eachmaterial component has a distinctly different exponent appearing in the constitutive lawrelating gradient to flux. The correctors are used to develop bounds on the localsingularity strength for gradient fields inside micro-structured media. The bounds aremulti-scale in nature and can be used to measure the amplification of applied macroscopicfields by the microstructure. The results in this paper are developed for materials havingpower law exponents strictly between  −1 and zero.

We consider the Laplace equation posed in a three-dimensional axisymmetric domain. Wereduce the original problem by a Fourier expansion in the angular variable to a countablefamily of two-dimensional problems. We decompose the meridian domain, assumed polygonal,in a finite number of rectangles and we discretize by a spectral method. Then we describethe main features of the mortar method and use the algorithm Strang Fix to improve theaccuracy of our discretization.

We consider the Euler equation for an incompressible fluid on a three dimensional torus,and the construction of its solution as a power series in time. We point out some generalfacts on this subject, from convergence issues for the power series to the role ofsymmetries of the initial datum. We then turn the attention to a paper by Behr, Nečas andWu, ESAIM: M2AN 35 (2001) 229–238; here, the authors chose avery simple Fourier polynomial as an initial datum for the Euler equation and analyzed thepower series in time for the solution, determining the first 35 terms by computer algebra.Their calculations suggested for the series a finite convergence radiusτ3 in the H3 Sobolev space, with0.32 < τ3 < 0.35; they regarded this as an indicationthat the solution of the Euler equation blows up. We have repeated the calculations of E.Behr, J. Nečas and H. Wu, ESAIM: M2AN 35 (2001) 229–238,using again computer algebra; the order has been increased from 35 to 52, using thesymmetries of the initial datum to speed up computations. As forτ3, our results agree with the original computations of E.Behr, J. Nečas and H. Wu, ESAIM: M2AN 35 (2001) 229–238(yielding in fact to conjecture that 0.32 < τ3 < 0.33).Moreover, our analysis supports the following conclusions: (a) The finiteness ofτ3 is not at all an indication of a possible blow-up. (b)There is a strong indication that the solution of the Euler equation does not blow up at atime close to τ3. In fact, the solution is likely to exist, atleast, up to a time θ3 > 0.47. (c) There is a weakindication, based on Padé analysis, that the solution might blow up at a later time.

In this work, the error behaviour of high-order exponential operator splitting methods for the time integration of nonlinear evolutionary Schrödinger equations is investigated. The theoretical analysis utilises the framework of abstract evolution equations on Banach spaces and the formal calculus of Lie derivatives. The general approach is substantiated on the basis of a convergence result for exponential operator splitting methods of (nonstiff) order p applied to the multi-configuration time-dependent Hartree–Fock (MCTDHF) equations, which are associated with a model reduction for high-dimensional linear Schrödinger equations describing free electrons that interact by Coulomb force. Provided that the analytical solution of the MCTDHF equations constituting a system of coupled linear ordinary differential equations and low-dimensional nonlinear partial differential equations satisfies suitable regularity requirements, convergence of order p − 1 in the H1 Sobolev norm and convergence of order p in the L2 norm is proven. An analogous result follows for the cubic nonlinear Schrödinger equation, which is also illustrated by a numerical experiment.

In this article, we propose an integrated model for oxygen transfer into the blood,coupled with a lumped mechanical model for the ventilation process. Objectives.We aim at investigating oxygen transfer into the blood at rest or exercise. Thefirst task consists in describing nonlinear effects of the oxygen transfer under normalconditions. We also include the possible diffusion limitation in oxygen transfer observedin extreme regimes involving parameters such as alveolar and venous blood oxygen partialpressures, capillary volume, diffusing capacity of the membrane, oxygen binding byhemoglobin and transit time of the red blood cells in the capillaries. The second taskconsists in discussing the oxygen concentration heterogeneity along the path length in theacinus. Method. A lumped mechanical model is considered: a double-balloonmodel is built upon physiological properties such as resistance of the branches connectingalveoli to the outside air, and elastic properties of the surrounding medium. Then, wefocus on oxygen transfer: while the classical [F.J. Roughton and R.E. Forster, J.Appl. Physiol. 11 (1957) 290–302]. approach accounts for thereaction rate with hemoglobin by means of an extra resistance between alveolar air andblood, we propose an alternate description. Under normal conditions, the Hill’s saturationcurve simply quantifies the net oxygen transfer during the time that venous blood stays inthe close neighborhood of alveoli (transit time). Under degraded and/or exerciseconditions (impaired alveolar-capillary membrane, reduced transit time, high altitude)diffusion limitation of oxygen transfer is accounted for by means of the nonlinearequation representing the evolution of oxygen partial pressure in the plasma during thetransit time. Finally, a one-dimensional model is proposed to investigate the effects oflongitudinal heterogeneity of oxygen concentration in the respiratory tract during theventilation cycle, including previous considerations on oxygen transfer. Results.This integrated approach allows us to recover the right orders of magnitudes interms of oxygen transfer, at rest or exercise, by using well-documented data, without anyparameter tuning or curve fitting procedure. The diffusing capacity of thealveolar-capillary membrane does not affect the oxygen transfer rate in the normal regimebut, as it decreases (e.g. because of emphysema) below a critical value,it becomes a significant parameter. The one-dimensional model allows to investigate thescreening phenomenon, i.e. the possibility that oxygen transfer might besignificantly affected by the fact that the exchange area in the peripheral acinus poorlyparticipates to oxygen transfer at rest, thereby providing a natural reserve of transfercapacity for exercise condition. We do not recover this effect: in particular we showthat, at rest, although the oxygen concentration is slightly smaller in terminal alveoli,transfer mainly occurs in the acinar periphery.

In this paper we analyze the consistency, the accuracy and some entropy properties ofparticle methods with remeshing in the case of a scalar one-dimensional conservation law.As in [G.-H. Cottet and L. Weynans, C. R. Acad. Sci. Paris, Ser. I343 (2006) 51–56] we re-write particle methods with remeshing inthe finite-difference formalism. This allows us to prove the consistency of these methods,and accuracy properties related to the accuracy of interpolation kernels. Cottet and Magnidevised recently in [G.-H. Cottet and A. Magni, C. R. Acad. Sci. Paris, Ser. I347 (2009) 1367–1372] and [A. Magni and G.-H. Cottet, J.Comput. Phys. 231 (2012) 152–172] TVD remeshing schemes forparticle methods. We extend these results to the nonlinear case with arbitrary velocitysign. We present numerical results obtained with these new TVD particle methods for theEuler equations in the case of the Sod shock tube. Then we prove that with these new TVDremeshing schemes the particle methods converge toward the entropy solution of the scalarconservation law.

We introduce a piecewise P2-nonconforming quadrilateralfinite element. First, we decompose a convex quadrilateral into the union of fourtriangles divided by its diagonals. Then the finite element space is defined by the set ofall piecewise P2-polynomials that are quadratic in eachtriangle and continuously differentiable on the quadrilateral. The degrees of freedom(DOFs) are defined by the eight values at the two Gauss points on each of the four edgesplus the value at the intersection of the diagonals. Due to the existence of one linearrelation among the above DOFs, it turns out the DOFs are eight. Global basis functions aredefined in three types: vertex-wise, edge-wise, and element-wise types. The correspondingdimensions are counted for both Dirichlet and Neumann types of elliptic problems. Forsecond-order elliptic problems and the Stokes problem, the local and global interpolationoperators are defined. Also error estimates of optimal order are given in both brokenenergy and L2(Ω) norms. The proposed elementis also suitable to solve Stokes equations. The element is applied to approximate eachcomponent of velocity fields while the discontinuousP1-nonconforming quadrilateral element is adopted toapproximate the pressure. An optimal error estimate in energy norm is derived. Numericalresults are shown to confirm the optimality of the presented piecewiseP2-nonconforming element on quadrilaterals.

A distributed-parameter (one-dimensional) anatomically detailed model for the arterialnetwork of the arm is developed in order to carry out hemodynamics simulations. This workfocuses on the specific aspects related to the model set-up. In this regard, stringentanatomical and physiological considerations have been pursued in order to construct thearterial topology and to provide a systematic estimation of the involved parameters. Themodel comprises 108 arterial segments, with 64 main arteries and 44 perforator arteries,with lumen radii ranging from 0.24 cm – axillary artery- to 0.018 cm – perforatorarteries. The modeling of blood flow in deformable vessels is governed by a well-known setof hyperbolic partial differential equations that accounts for mass and momentumconservation and a constitutive equation for the arterial wall. The variationalformulation used to solve the problem and the related numerical approach are described.The model rendered consistent pressure and flow rate outputs when compared with patientrecords already published in the literature. In addition, an application todimensionally-heterogeneous modeling is presented in which the developed arterial networkis employed as an underlying model for a three-dimensional geometry of a branching pointto be embedded in order to perform local analyses.

In this work, depending on the relation between the Deborah, the Reynolds and the aspectratio numbers, we formally derived shallow-water type systems starting from a micro-macrodescription for non-Newtonian fluids in a thin domain governed by an elastic dumbbell typemodel with a slip boundary condition at the bottom. The result has been announced by theauthors in [G. Narbona-Reina, D. Bresch, Numer. Math. and Advanced Appl.Springer Verlag (2010)] and in the present paper, we provide a self-containeddescription, complete formal derivations and various numerical computations. Inparticular, we extend to FENE type systems the derivation of shallow-water models forNewtonian fluids that we can find for instance in [J.-F. Gerbeau, B. Perthame,Discrete Contin. Dyn. Syst. (2001)] which assume an appropriaterelation between the Reynolds number and the aspect ratio with slip boundary condition atthe bottom. Under a radial hypothesis at the leading order, for small Deborah number, wefind an interesting formulation where polymeric effect changes the drag term in the secondorder shallow-water formulation (obtained by J.-F. Gerbeau, B. Perthame). We also discussintermediate Deborah number with a fixed Reynolds number where a strong coupling is foundthrough a nonlinear time-dependent Fokker–Planck equation. This generalizes, at a formallevel, the derivation in [L. Chupin, Meth. Appl. Anal. (2009)] includingnon-linear effects (shallow-water framework).

Parallel replica dynamics is a method for accelerating the computation of processes characterized by a sequence of infrequent events. In this work, the processes are governed by the overdamped Langevin equation. Such processes spend much of their time about the minima of the underlying potential, occasionally transitioning into different basins of attraction. The essential idea of parallel replica dynamics is that the exit distribution from a given well for a single process can be approximated by the distribution of the first exit of N independent identical processes, each run for only 1 / N-th the amount of time. While promising, this leads to a series of numerical analysis questions about the accuracy of the exit distributions. Building upon the recent work in [C. Le Bris, T. Lelièvre, M. Luskin and D. Perez, Monte Carlo Methods Appl. 18 (2012) 119–146], we prove a unified error estimate on the exit distributions of the algorithm against an unaccelerated process. Furthermore, we study a dephasing mechanism, and prove that it will successfully complete.

Resistance to chemotherapies, particularly to anticancer treatments, is an increasingmedical concern. Among the many mechanisms at work in cancers, one of the most importantis the selection of tumor cells expressing resistance genes or phenotypes. Motivated bythe theory of mutation-selection in adaptive evolution, we propose a model based on acontinuous variable that represents the expression level of a resistance gene (or genes,yielding a phenotype) influencing in healthy and tumor cells birth/death rates, effects ofchemotherapies (both cytotoxic and cytostatic) and mutations. We extend previous work bydemonstrating how qualitatively different actions of chemotherapeutic and cytostatictreatments may induce different levels of resistance. The mathematical interest of ourstudy is in the formalism of constrained Hamilton–Jacobi equations in the framework ofviscosity solutions. We derive the long-term temporal dynamics of the fittest traits inthe regime of small mutations. In the context of adaptive cancer management, we alsoanalyse whether an optimal drug level is better than the maximal tolerated dose.

The isothermal Navier–Stokes–Korteweg system is used to model dynamics of a compressiblefluid exhibiting phase transitions between a liquid and a vapor phase in the presence ofcapillarity effects close to phase boundaries. Standard numerical discretizations areknown to violate discrete versions of inherent energy inequalities, thus leading tospurious dynamics of computed solutions close to static equilibria (e.g.,parasitic currents). In this work, we propose a time-implicit discretization of theproblem, and use piecewise linear (or bilinear), globally continuous finite element spacesfor both, velocity and density fields, and two regularizing terms where correspondingparameters tend to zero as the mesh-size h > 0 tends to zero.Solvability, non-negativity of computed densities, as well as conservation of mass, and adiscrete energy law to control dynamics are shown. Computational experiments are providedto study interesting regimes of coefficients for viscosity and capillarity.

The parareal in time algorithm allows for efficient parallel numerical simulations oftime-dependent problems. It is based on a decomposition of the time interval intosubintervals, and on a predictor-corrector strategy, where the propagations over eachsubinterval for the corrector stage are concurrently performed on the different processorsthat are available. In this article, we are concerned with the long time integration ofHamiltonian systems. Geometric, structure-preserving integrators are preferably employedfor such systems because they show interesting numerical properties, in particularexcellent preservation of the total energy of the system. Using a symmetrization procedureand/or a (possibly also symmetric) projection step, we introduce here several variants ofthe original plain parareal in time algorithm [L. Baffico, et al. Phys. Rev. E66 (2002) 057701; G. Bal and Y. Maday, A parareal timediscretization for nonlinear PDE’s with application to the pricing of an American put, inRecent developments in domain decomposition methods, Lect.Notes Comput. Sci. Eng. 23 (2002) 189–202; J.-L. Lions, Y. Madayand G. Turinici, C. R. Acad. Sci. Paris, Série I 332 (2001)661–668.] that are better adapted to the Hamiltonian context. These variants arecompatible with the geometric structure of the exact dynamics, and are easy to implement.Numerical tests on several model systems illustrate the remarkable properties of theproposed parareal integrators over long integration times. Some formal elements ofunderstanding are also provided.