In this paper, we consider a multi-lithology diffusion model used in stratigraphic modelling to simulate large scale transport processes of sediments described as a mixture of L lithologies. This model is a simplified one for which the surficial fluxes are proportional to the slope of the topography and to a lithology fraction with unitary diffusion coefficients. The main unknowns of the system are the sediment thickness h, the L surface concentrations $c_i^s$ in lithology i of the sediments at the top of the basin, and the L concentrations ci in lithology i of the sediments inside the basin. For this simplified model, the sediment thickness decouples from the other unknowns and satisfies a linear parabolic equation. The remaining equations account for the mass conservation of the lithologies, and couple, for each lithology, a first order linear equation for $c_i^s$ with a linear advection equation for ci for which $c_i^s$ appears as an input boundary condition. For this coupled system, a weak formulation is introduced which is shown to have a unique solution. An implicit finite volume scheme is derived for which we show stability estimates and the convergence to the weak solution of the problem.

This paper provides new results of consistence and convergence of the lumped parameters (ODE models) toward one-dimensional (hyperbolic or parabolic) models for blood flow. Indeed, lumped parameter models (exploiting the electric circuit analogy for the circulatory system) are shown to discretize continuous 1D models at first order in space. We derive the complete set of equations useful for the blood flow networks, new schemes for electric circuit analogy, the stability criteria that guarantee the convergence, and the energy estimates of the limit 1D equations.

We consider a fully practical finite element approximation of the following degenerate system $$ {\frac{\partial }{\partial t}} \rho(u) - \nabla . ( \,\alpha(u) \,\nabla u ) \ni \sigma(u)\,|\nabla\phi|^2 , \quad \nabla . (\, \sigma(u) \,\nabla \phi ) = 0 $$ subject to an initial condition on the temperature, u, and boundary conditions on both u and the electric potential, ϕ. In the above p(u) is the enthalpy incorporating the latent heat of melting, α(u) > 0 is the temperature dependent heat conductivity, and σ(u) > 0 is the electrical conductivity. The latter is zero in the frozen zone, u ≤ 0, which gives rise to the degeneracy in this Stefan system. In addition to showing stability bounds, we prove (subsequence) convergence of our finite element approximation in two and three space dimensions. The latter is non-trivial due to the degeneracy in σ(u) and the quadratic nature of the Joule heating term forcing the Stefan problem. Finally, some numerical experiments are presented in two space dimensions.

A coupled finite/boundary element method to approximate the free vibration modes of an elastic structure containing an incompressible fluid is analyzed in this paper. The effect of the fluid is taken into account by means of one of the most usual procedures in engineering practice: an added mass formulation, which is posed in terms of boundary integral equations. Piecewise linear continuous elements are used to discretize the solid displacements and the fluid-solid interface variables. Spectral convergence is proved and error estimates are settled for the approximate eigenfunctions and their corresponding vibration frequencies. Implementation issues are also discussed and numerical experiments are reported.

We investigate different asymptotic regimes for Vlasov equations modeling the evolution of a cloud of particles in a turbulent flow. In one case we obtain a convection or a convection-diffusion effective equation on the concentration of particles. In the second case, the effective model relies on a Vlasov-Fokker-Planck equation.

In this paper we consider a hyperbolic-parabolic problem that models the longitudinal deformations of a thermoviscoelastic rod supported unilaterally by an elastic obstacle. The existence and uniqueness of a strong solution is shown. A finite element approximation is proposed and its convergence is proved. Numerical experiments are reported.

In the present work, the symmetrized sequential-parallel decomposition method with the fourth order accuracy for the solution of Cauchy abstract problem with an operator under a split form is presented. The fourth order accuracy is reached by introducing a complex coefficient with the positive real part. For the considered scheme, the explicit a priori estimate is obtained.

This paper analyses the implementation of the generalized finite differences method for the HJB equation of stochastic control, introduced by two of the authors in [Bonnans and Zidani, SIAM J. Numer. Anal.41 (2003) 1008–1021]. The computation of coefficients needs to solve at each point of the grid (and for each control) a linear programming problem. We show here that, for two dimensional problems, this linear programming problem can be solved in O(pmax) operations, where pmax is the size of the stencil. The method is based on a walk on the Stern-Brocot tree, and on the related filling of the set of positive semidefinite matrices of size two.