The swelling and shrinkage of biological tissues are modelled by a four-component mixture theory in which a deformable and charged porous medium is saturated with a fluid with dissolved ions. Four components are defined: solid, liquid, cations and anions. The aim of this paper is the construction of the Lagrangian model of the four-component system. It is shown that, with the choice of Lagrangian description of the solid skeleton, the motion of the other components can be described in terms of Lagrangian initial system of the solid skeleton as well. Such an approach has a particularly important bearing on computer-aided calculations. Balance laws are derived for each component and for the whole mixture. In cooperation of the second law of thermodynamics, the constitutive equations are given. This theory results in a coupled system of nonlinear parabolic differential equations together with an algebraic constraint for electroneutrality. In this model, it is desirable to obtain an accurate approximation of the fluid flow and ions flow. Such an accurate approximation can be determined by the mixed finite element method. Part II is devoted to this task.

Electro-muscular disruption (EMD) devices such as TASER M26 and X26 have been used as a less-than-lethal weapon. Such EMD devices shoot a pair of darts toward an intended target to generate an incapacitating electrical shock. In the use of the EMD device, there have been controversial questions about its safety and effectiveness. To address these questions, we need to investigate the distribution of the current density J inside the target produced by the EMD device. One approach is to develop a computational model providing a quantitative and reliable analysis about the distribution of J. In this paper, we set up a mathematical model of a typical EMD shock, bearing in mind that we are aiming to compute the current density distribution inside the human body with a pair of inserted darts. The safety issue of TASER is directly related to the magnitude of |J| at the region of the darts where the current density J is highly concentrated. Hence, fine computation of J near the dart is essential. For such numerical simulations, serious computational difficulties are encountered in dealing with the darts having two different very sharp corners, tip of needle and tip of barb. The boundary of a small fishhook-shaped dart inside a large computational domain and the presence of corner singularities require a very fine mesh leading to a formidable amount of numerical computations. To circumvent these difficulties, we developed a multiple point source method of computing J. It has a potential to provide effective analysis and more accurate estimate of J near fishhook-shaped darts. Numerical experiments show that the MPSM is just fit for the study of EMD shocks.

We consider higher order mixed finite element methods for the incompressible Stokes or Navier-Stokes equations with Qr-elements for the velocity and discontinuous $P_{r-1}$-elements for the pressure where the order r can vary from element to element between 2 and a fixed bound $r^*$. We prove the inf-sup condition uniformly with respect to the meshwidth h on general quadrilateral and hexahedral meshes with hanging nodes.

A three-parameter family of Boussinesq type systems in two space dimensions is considered. These systems approximate the three-dimensional Euler equations, and consist of three nonlinear dispersive wave equations that describe two-way propagation of long surface waves of small amplitude in ideal fluids over a horizontal bottom. For a subset of these systems it is proved that their Cauchy problem is locally well-posed in suitable Sobolev classes. Further, a class of these systems is discretized by Galerkin-finite element methods, and error estimates are proved for the resulting continuous time semidiscretizations. Results of numerical experiments are also presented with the aim of studying properties of line solitary waves and expanding wave solutions of these systems.

Modeling the kinetics of a precipitation dissolution reaction occurring in a porous medium where diffusion also takes place leads to a system of two parabolic equations and one ordinary differential equation coupled with a stiff reaction term. This system is discretized by a finite volume scheme which is suitable for the approximation of the discontinuous reaction term of unknown sign. Discrete solutions are shown to exist and converge towards a weak solution of the continuous problem. Uniqueness is proved under a Lipschitz condition on the equilibrium gap function. Numerical tests are shown which prove the efficiency of the scheme.

In this work we deal with the numerical solution of a Hamilton-Jacobi-Bellman (HJB) equation with infinitely many solutions. To compute the maximal solution – the optimal cost of the original optimal control problem – we present a complete discrete method based on the use of some finite elements and penalization techniques.


The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a fixed number of random walkers evolving according to a stochastic differential equation discretized in time. We allow stochastic reconfigurations of the walkers to reduce the discrepancy between the weights that they carry. On a simple one-dimensional example, we prove the convergence of the method for a fixed number of reconfigurations when the number of walkers tends to +∞ while the timestep tends to 0. We confirm our theoretical rates of convergence by numerical experiments. Various resampling algorithms are investigated, both theoretically and numerically.



We propose and study some new additive, two-level non-overlapping Schwarz preconditioners for the solution of the algebraic linear systems arising from a wide class of discontinuous Galerkin approximations of elliptic problems that have been proposed up to now. In particular, two-level methods for both symmetric and non-symmetric schemes are introduced and some interesting features, which have no analog in the conforming case, are discussed. Both the construction and analysis of the proposed domain decomposition methods are presented in a unified framework. For symmetric schemes, it is shown that the condition number of the preconditioned system is of order O(H/h), where H and h are the mesh sizes of the coarse and fine grids respectively, which are assumed to be nested. For non-symmetric schemes, we show by numerical computations that the Eisenstat et al. [SIAM J. Numer. Anal.20 (1983) 345–357] GMRES convergence theory, generally used in the analysis of Schwarz methods for non-symmetric problems, cannot be applied even if the numerical results show that the GMRES applied to the preconditioned systems converges in a finite number of steps and the proposed preconditioners seem to be scalable. Extensive numerical experiments to validate our theory and to illustrate the performance and robustness of the proposed two-level methods are presented.


We present families of scalar nonconforming finite elements of arbitrary order $r\ge 1$ with optimal approximation properties on quadrilaterals and hexahedra. Their vector-valued versions together with a discontinuous pressure approximation of order $r-1$ form inf-sup stable finite element pairs of order r for the Stokes problem. The well-known elements by Rannacher and Turek are recovered in the case r=1. A numerical comparison between conforming and nonconforming discretisations will be given. Since higher order nonconforming discretisation on quadrilaterals and hexahedra have less unknowns and much less non-zero matrix entries compared to corresponding conforming methods, these methods are attractive for numerical simulations.

Low order edge elements are widely used for electromagnetic field problems. Higher order edge approximations are receiving increasing interest but their definition become rather complex. In this paper we propose a simple definition for Whitney edge elements of polynomial degree higher than one. We give a geometrical localization of all degrees of freedom over particular edges and provide a basis for these elements on simplicial meshes. As for Whitney edge elements of degree one, the basis is expressed only in terms of the barycentric coordinates of the simplex.

The swelling and shrinkage of biological tissues are modelled by a four-component mixture theory [J.M. Huyghe and J.D. Janssen, Int. J. Engng. Sci.35 (1997) 793–802; K. Malakpoor, E.F. Kaasschieter and J.M. Huyghe, Mathematical modelling and numerical solution of swelling of cartilaginous tissues. Part I: Modeling of incompressible charged porous media. ESAIM: M2AN41 (2007) 661–678]. This theory results in a coupled system of nonlinear parabolic differential equations together with an algebraic constraint for electroneutrality. In this model, it is desirable to obtain accurate approximations of the fluid flow and ions flow. Such accurate approximations can be determined by the mixed finite element method. The solid displacement, fluid and ions flow and electro-chemical potentials are taken as degrees of freedom. In this article the lowest-order mixed method is discussed. This results into a first-order nonlinear algebraic equation with an indefinite coefficient matrix. The hybridization technique is then used to reduce the list of degrees of freedom and to speed up the numerical computation. The mixed hybrid finite element method is then validated for small deformations using the analytical solutions for one-dimensional confined consolidation and swelling. Two-dimensional results are shown in a swelling cylindrical hydrogel sample.

A continuous finite element method to approximate Friedrichs' systems is proposed and analyzed. Stability is achieved by penalizing the jumps across mesh interfaces of the normal derivative of some components of the discrete solution. The convergence analysis leads to optimal convergence rates in the graph norm and suboptimal of order ½ convergence rates in the L2-norm. A variant of the method specialized to Friedrichs' systems associated with elliptic PDE's in mixed form and reducing the number of nonzero entries in the stiffness matrix is also proposed and analyzed. Finally, numerical results are presented to illustrate the theoretical analysis.

Motivated by the pricing of American options for baskets we consider a parabolic variational inequality in a bounded polyhedral domain $\Omega\subset\mathbb{R}^d$ with a continuous piecewise smooth obstacle. We formulate a fully discrete method by using piecewise linear finite elements in space and the backward Euler method in time. We define an a posteriori error estimator and show that it gives an upper bound for the error in L2(0,T;H1(Ω)). The error estimator is localized in the sense that the size of the elliptic residual is only relevant in the approximate non-contact region, and the approximability of the obstacle is only relevant in the approximate contact region. We also obtain lower bound results for the space error indicators in the non-contact region, and for the time error estimator. Numerical results for d=1,2 show that the error estimator decays with the same rate as the actual error when the space meshsize h and the time step τ tend to zero. Also, the error indicators capture the correct behavior of the errors in both the contact and the non-contact regions.

We present a sparse grid/hyperbolic cross discretization for many-particle problems. It involves the tensor product of a one-particle multilevel basis. Subsequent truncation of the associated series expansion then results in a sparse grid discretization. Here, depending on the norms involved, different variants of sparse grid techniques for many-particle spaces can be derived that, in the best case, result in complexities and error estimates which are independent of the number of particles. Furthermore we introduce an additional constraint which gives antisymmetric sparse grids which are suited to fermionic systems. We apply the antisymmetric sparse grid discretization to the electronic Schrödinger equation and compare costs, accuracy, convergence rates and scalability with respect to the number of electrons present in the system.


We rigorously establish the existence of the limit homogeneous constitutive law of a piezoelectric composite made of periodically perforated microstructures and whose reference configuration is a thin shell with fixed thickness. We deal with an extension of the Koiter shell model in which the three curvilinear coordinates of the elastic displacement field and the electric potential are coupled. By letting the size of the microstructure going to zero and by using the periodic unfolding method combined with the Korn's inequality in perforated domains, we obtain the limit model.

The superconsistent collocation method, which is based on a collocation grid different from the one used to represent the solution, has proven to be very accurate in the resolution of various functional equations. Excellent results can be also obtained for what concerns preconditioning. Some analysis and numerous experiments, regarding the use of finite-differences preconditioners, for matrices arising from pseudospectral approximations of advection-diffusion boundary value problems, are presented and discussed, both in the case of Legendre and Chebyshev representation nodes.

The discretisation of the Oseen problem by finite element methods may suffer in general from two shortcomings. First, the discrete inf-sup (Babuška-Brezzi) condition can be violated. Second, spurious oscillations occur due to the dominating convection. One way to overcome both difficulties is the use of local projection techniques. Studying the local projection method in an abstract setting, we show that the fulfilment of a local inf-sup condition between approximation and projection spaces allows to construct an interpolation with additional orthogonality properties. Based on this special interpolation, optimal a-priori error estimates are shown with error constants independent of the Reynolds number. Applying the general theory, we extend the results of Braack and Burman for the standard two-level version of the local projection stabilisation to discretisations of arbitrary order on simplices, quadrilaterals, and hexahedra. Moreover, our general theory allows to derive a novel class of local projection stabilisation by enrichment of the approximation spaces. This class of stabilised schemes uses approximation and projection spaces defined on the same mesh and leads to much more compact stencils than in the two-level approach. Finally, on simplices, the spectral equivalence of the stabilising terms of the local projection method and the subgrid modelling introduced by Guermond is shown. This clarifies the relation of the local projection stabilisation to the variational multiscale approach.

Many numerical simulations in (bilinear) quantum control use the monotonically convergent Krotov algorithms (introduced by Tannor et al. [Time Dependent Quantum Molecular Dynamics (1992) 347–360]), Zhu and Rabitz [J. Chem. Phys. (1998) 385–391] or their unified form described in Maday and Turinici [J. Chem. Phys. (2003) 8191–8196]. In Maday et al. [Num. Math. (2006) 323–338], a time discretization which preserves the property of monotonicity has been presented. This paper introduces a proof of the convergence of these schemes and some results regarding their rate of convergence.

We consider the coupling between three-dimensional (3D) and one-dimensional (1D) fluid-structure interaction (FSI) models describing blood flow inside compliant vessels. The 1D model is a hyperbolic system of partial differential equations. The 3D model consists of the Navier-Stokes equations for incompressible Newtonian fluids coupled with a model for the vessel wall dynamics. A non standard formulation for the Navier-Stokes equations is adopted to have suitable boundary conditions for the coupling of the models. With this we derive an energy estimate for the fully 3D-1D FSI coupling. We consider several possible models for the mechanics of the vessel wall in the 3D problem and show how the 3D-1D coupling depends on them. Several comparative numerical tests illustrating the coupling are presented.