We present a phase field approach to wetting problems, related to the minimization of capillary energy. We discuss in detail both the Γ-convergence results on which our numerical algorithm are based, and numerical implementation. Two possible choices of boundary conditions, needed to recover Young's law for the contact angle, are presented. We also consider an extension of the classical theory of capillarity, in which the introduction of a dissipation mechanism can explain and predict the hysteresis of the contact angle. We illustrate the performance of the model by reproducing numerically a broad spectrum of experimental results: advancing and receding drops, drops on inclined planes and superhydrophobic surfaces.

This paper deals with the numerical solution of nonlinear Black-Scholes equation modeling European vanilla call option pricing under transaction costs. Using an explicit finite difference scheme consistent with the partial differential equation valuation problem, a sufficient condition for the stability of the solution is given in terms of the stepsize discretization variables and the parameter measuring the transaction costs. This stability condition is linked to some properties of the numerical approximation of the Gamma of the option, previously obtained. Results are illustrated with numerical examples.

This paper is concerned with the numerical approximation of the solutions of a two-fluid two-pressure model used in the modelling of two-phase flows. We present a relaxation strategy for easily dealing with both the nonlinearities associated with the pressure laws and the nonconservative terms that are inherently present in the set of convective equations and that couple the two phases. In particular, the proposed approximate Riemann solver is given by explicit formulas, preserves the natural phase space, and exactly captures the coupling waves between the two phases. Numerical evidences are given to corroborate the validity of our approach.


In a posteriori error analysis of reduced basis approximations to affinely parametrized partial differential equations, the construction of lower bounds for the coercivity and inf-sup stability constants is essential. In [Huynh et al., C. R. Acad. Sci. Paris Ser. I Math.345 (2007) 473–478], the authors presented an efficient method, compatible with an off-line/on-line strategy, where the on-line computation is reduced to minimizing a linear functional under a few linear constraints. These constraints depend on nested sets of parameters obtained iteratively using a greedy algorithm. We improve here this method so that it becomes more efficient and robust due to two related properties: (i) the lower bound is obtained by a monotonic process with respect to the size of the nested sets; (ii) less eigen-problems need to be solved. This improved evaluation of the inf-sup constant is then used to consider a reduced basis approximation of a parameter dependent electromagnetic cavity problem both for the greedy construction of the elements of the basis and the subsequent validation of the reduced basis approximation. The problem we consider has resonance features for some choices of the parameters that are well captured by the methodology.


We examine a heterogeneous alternating-direction method for the approximate solution of the FENE Fokker–Planck equation from polymer fluid dynamics and we use this method to solve a coupled (macro-micro) Navier–Stokes–Fokker–Planck system for dilute polymeric fluids. In this context the Fokker–Planck equation is posed on a high-dimensional domain and is therefore challenging from a computational point of view. The heterogeneous alternating-direction scheme combines a spectral Galerkin method for the Fokker–Planck equation in configuration space with a finite element method in physical space to obtain a scheme for the high-dimensional Fokker–Planck equation. Alternating-direction methods have been considered previously in the literature for this problem (e.g. in the work of Lozinski, Chauvière and collaborators [J. Non-Newtonian Fluid Mech.122 (2004) 201–214; Comput. Fluids33 (2004) 687–696; CRM Proc. Lect. Notes41 (2007) 73–89; Ph.D. Thesis (2003); J. Computat. Phys.189 (2003) 607–625]), but this approach has not previously been subject to rigorous numerical analysis. The numerical methods we develop are fully-practical, and we present a range of numerical results demonstrating their accuracy and efficiency. We also examine an advantageous superconvergence property related to the polymeric extra-stress tensor. The heterogeneous alternating-direction method is well suited to implementation on a parallel computer, and we exploit this fact to make large-scale computations feasible.

Our studies are motivated by a desire to model long-time simulations of possible scenarios for a waste disposal. Numerical methods are developed for solving the arising systems of convection-diffusion-dispersion-reaction equations, and the received results of several discretization methods are presented. We concentrate on linear reaction systems, which can be solved analytically. In the numerical methods, we use large time-steps to achieve long simulation times of about 10 000 years. We propose higher-order discretization methods, which allow us to use large time-steps without losing accuracy. By decoupling of a multi-physical and multi-dimensional equation, simpler physical and one-dimensional equations are obtained and can be discretized with higher-order methods. The results can then be coupled with an operator-splitting method. We discuss benchmark problems given in the literature and real-life applications. We simulate a radioactive waste disposals with underlying flowing groundwater. The transport and reaction simulations for the decay chains are presented in 2d realistic domains, and we discuss the received results. Finally, we present our conclusions and ideas for further works.

We consider a variational formulation of the three-dimensional Navier–Stokes equations with mixed boundary conditions and prove that the variational problem admits a solution provided that the domain satisfies a suitable regularity assumption. Next, we propose a finite element discretization relying on the Galerkin method and establish a priori and a posteriori error estimates.

We prove convergence and quasi-optimal complexity of an adaptive finite element algorithm on triangular meshes with standard mesh refinement. Our algorithm is based on an adaptive marking strategy. In each iteration, a simple edge estimator is compared to an oscillation term and the marking of cells for refinement is done according to the dominant contribution only. In addition, we introduce an adaptive stopping criterion for iterative solution which compares an estimator for the iteration error with the estimator for the discretization error.