In the current work, we study a stochastic parabolic problem. The presented problem is motivated by the study of an idealised electrically actuated MEMS (Micro-Electro-Mechanical System) device in the case of random fluctuations of the potential difference, a parameter that actually controls the operation of MEMS device. We first present the construction of the mathematical model, and then, we deduce some local existence results. Next for some particular versions of the model, relevant to various boundary conditions, we derive quenching results as well as estimations of the probability for such singularity to occur. Additional numerical study of the problem in one dimension follows, which also allows the further investigation the problem with respect to its quenching behaviour.

We propose a multi-level method to increase the accuracy of machine learning algorithms for approximating observables in scientific computing, particularly those that arise in systems modelled by differential equations. The algorithm relies on judiciously combining a large number of computationally cheap training data on coarse resolutions with a few expensive training samples on fine grid resolutions. Theoretical arguments for lowering the generalisation error, based on reducing the variance of the underlying maps, are provided and numerical evidence, indicating significant gains over underlying single-level machine learning algorithms, are presented. Moreover, we also apply the multi-level algorithm in the context of forward uncertainty quantification and observe a considerable speedup over competing algorithms.

The numerical entropy production (NEP) for shallow water equations (SWE) is discussed and implemented as a smoothness indicator. We consider SWE in three different dimensions, namely, one-dimensional, one-and-a-half-dimensional, and two-dimensional SWE. An existing numerical entropy scheme is reviewed and an alternative scheme is provided. We prove the properties of these two numerical entropy schemes relating to the entropy steady state and consistency with the entropy equality on smooth regions. Simulation results show that both schemes produce NEP with the same behaviour for detecting discontinuities of solutions and perform similarly as smoothness indicators. An implementation of the NEP for an adaptive numerical method is also demonstrated.

The Wasserstein gradient flow structure of the partial differential equation system governing multiphase flows in porous media was recently highlighted in Cancès et al. [Anal. PDE10(8), 1845–1876]. The model can thus be approximated by means of the minimising movement (or JKO after Jordan, Kinderlehrer and Otto [SIAM J. Math. Anal.29(1), 1–17]) scheme that we solve thanks to the ALG2-JKO scheme proposed in Benamou et al. [ESAIM Proc. Surv.57, 1–17]. The numerical results are compared to a classical upstream mobility finite volume scheme, for which strong stability properties can be established.

A two-layer non-hydrostatic numerical model is proposed to simulate the formation of undular bores by tsunami wave fission. These phenomena could not be produced by a hydrostatic model. Here, we derived a modified Shallow Water Equations with involving hydrodynamic pressure using two layer approach. Staggered finite volume method with predictor corrector step is applied to solve the equation numerically. Numerical dispersion relation is derived from our model to confirm the exact linear dispersion relation for dispersive waves. To illustrate the performance of our non-hydrostatic scheme in case of linear wave dispersion and non-linearity, four test cases of free surface flows are provided. The first test case is standing wave in a closed basin, which test the ability of the numerical scheme in simulating dispersive wave motion with the correct frequency. The second test case is the solitary wave propagation as the examination of owing balance between dispersion and nonlinearity. Regular wave propagation over a submerged bar test by Beji is simulated to show that our non-hydrostatic scheme described well the shoaling process as well as the linear dispersion compared with the experimental data. The last test case is the undular bore propagation.

We describe a numerical model to simulate the non-linear elasto-plastic dynamics of compressible materials. The model is fully Eulerian and it is discretized on a fixed Cartesian mesh. The hyperelastic constitutive law considered is neohookean and the plasticity model is based on a multiplicative decomposition of the inverse deformation tensor. The model is thermodynamically consistent and it is shown to be stable in the sense that the norm of the deviatoric stress tensor beyond yield is non increasing. The multimaterial integration scheme is based on a simple numerical flux function that keeps the interfaces sharp. Numerical illustrations in one to three space dimensions of high-speed multimaterial impacts in air are presented.

This paper proposes a novel distance derivative weighted ENO (DDWENO) limiter based on fixed reconstruction stencil and applies it to the second- and highorder finite volume method on unstructured grids. We choose the standard deviation coefficients of the flow variables as the smooth indicators by using the k-exact reconstruction method, and obtain the limited derivatives of the flow variables by weighting all derivatives of each cell according to smoothness. Furthermore, an additional weighting coefficient related to distance is introduced to emphasize the contribution of the central cell in smooth regions. The developed limiter, combining the advantages of the slope limiters and WENO-type limiters, can achieve the similar effect of WENO schemes in the fixed stencil with high computational efficiency. The numerical cases demonstrate that the DDWENO limiter can preserve the numerical accuracy in smooth regions, and capture the shock waves clearly and steeply as well.

We introduce a third order adaptive mesh method to arbitrary high order Godunov approach. Our adaptive mesh method consists of two parts, i.e., mesh-redistribution algorithm and solution algorithm. The mesh-redistribution algorithm is derived based on variational approach, while a new solution algorithm is developed to preserve high order numerical accuracy well. The feature of proposed Adaptive ADER scheme includes that 1). all simulations in this paper are stable for large CFL number, 2). third order convergence of the numerical solutions is successfully observed with adaptive mesh method, and 3). high resolution and non-oscillatory numerical solutions are obtained successfully when there are shocks in the solution. A variety of numerical examples show the feature well.

We propose a fully conservative and less oscillatory multi-moment scheme for the approximation of hyperbolic conservation laws. The proposed scheme (CIP-CSL3ENO) is based on two CIP-CSL3 schemes and the essentially non-oscillatory (ENO) scheme. In this paper, we also propose an ENO indicator for the multimoment framework, which intentionally selects non-smooth stencil but can efficiently minimize numerical oscillations. The proposed scheme is validated through various benchmark problems and a comparison with an experiment of two droplets collision/separation. The CIP-CSL3ENO scheme shows approximately fourth-order accuracy for smooth solution, and captures discontinuities and smooth solutions simultaneously without numerical oscillations for solutions which include discontinuities. The numerical results of two droplets collision/separation (3D free surface flow simulation) show that the CIP-CSL3ENO scheme can be applied to various types of fluid problems not only compressible flow problems but also incompressible and 3D free surface flow problems.

A class of finite volume methods is developed for pricing either European or American options under jump-diffusion models based on a linear finite element space. An easy to implement linear interpolation technique is derived to evaluate the integral term involved, and numerical analyses show that the full discrete system matrices are M-matrices. For European option pricing, the resulting dense linear systems are solved by the generalised minimal residual (GMRES) method; while for American options the resulting linear complementarity problems (LCP) are solved using the modulus-based successive overrelaxation (MSOR) method, where the H+-matrix property of the system matrix guarantees convergence. Numerical results are presented to demonstrate the accuracy, efficiency and robustness of these methods.

An idea of designing oscillation-less and high-resolution hybrid schemes is proposed and several types of hybrid schemes based on this idea are presented on block-structured grids. The general framework, for designing various types of hybrid schemes, is established using a Multi-dimensional Optimal Order Detection (MOOD) method proposed by Clain, Diot and Loubère [1]. The methodology utilizes low dissipation or dispersion but less robust schemes to update the solution and then implements robust and high resolution schemes to deal with problematic situations. A wide range of computational methods including central scheme, MUSCL scheme, linear upwind scheme and Weighted Essentially Non Oscillatory (WENO) scheme have been applied in the current hybrid schemes framework. Detailed numerical studies on classical test cases for the Euler system are performed, addressing the issues of the resolution and non-oscillatory property around the discontinuities.

We consider a scalar conservation law with zero-flux boundary conditions imposed on the boundary of a rectangular multidimensional domain. We study monotone schemes applied to this problem. For the Godunov version of the scheme, we simply set the boundary flux equal to zero. For other monotone schemes, we additionally apply a simple modification to the numerical flux. We show that the approximate solutions produced by these schemes converge to the unique entropy solution, in the sense of [7], of the conservation law. Our convergence result relies on a BV bound on the approximate numerical solution. In addition, we show that a certain functional that is closely related to the total variation is nonincreasing from one time level to the next. We extend our scheme to handle degenerate convection-diffusion equations and for the one-dimensional case we prove convergence to the unique entropy solution.

In this paper we present a 2D/3D high order accurate finite volume scheme in the context of direct Arbitrary-Lagrangian-Eulerian algorithms for general hyperbolic systems of partial differential equations with non-conservative products and stiff source terms. This scheme is constructed with a single stencil polynomial reconstruction operator, a one-step space-time ADER integration which is suitably designed for dealing even with stiff sources, a nodal solver with relaxation to determine the mesh motion, a path-conservative integration technique for the treatment of non-conservative products and an a posteriori stabilization procedure derived from the so-called Multidimensional Optimal Order Detection (MOOD) paradigm. In this work we consider the seven equation Baer-Nunziato model of compressible multi-phase flows as a representative model involving non-conservative products as well as relaxation source terms which are allowed to become stiff. The new scheme is validated against a set of test cases on 2D/3D unstructured moving meshes on parallel machines and the high order of accuracy achieved by the method is demonstrated by performing a numerical convergence study. Classical Riemann problems and explosion problems with exact solutions are simulated in 2D and 3D. The overall numerical code is also profiled to provide an estimate of the computational cost required by each component of the whole algorithm.

In this paper, a conservative parallel iteration scheme is constructed to solve nonlinear diffusion equations on unstructured polygonal meshes. The design is based on two main ingredients: the first is that the parallelized domain decomposition is embedded into the nonlinear iteration; the second is that prediction and correction steps are applied at subdomain interfaces in the parallelized domain decomposition method. A new prediction approach is proposed to obtain an efficient conservative parallel finite volume scheme. The numerical experiments show that our parallel scheme is second-order accurate, unconditionally stable, conservative and has linear parallel speed-up.

High fidelity modeling and simulation of moderately dense sprays at relatively low cost is still a major challenge for many applications. For that purpose, we introduce a new multi-fluid model based on a two-size moment formalism in sections, which are size intervals of discretization. It is derived from a Boltzmann type equation taking into account drag, evaporation and coalescence, which are representative of the complex terms that arise in multi-physics environments. The closure of the model comes from a reconstruction of the distribution. A piecewise affine reconstruction in size is thoroughly analyzed in terms of stability and accuracy, a key point for a high-fidelity and reliable description of the spray. Robust and accurate numerical methods are then developed, ensuring the realizability of the moments. The model and method are proven to describe the spray with a high accuracy in size and size-conditioned variables, resorting to a lower number of sections compared to one size moment methods. Moreover, robustness is ensured with efficient and tractable algorithms despite the numerous couplings and various algebra thanks to a tailored overall strategy. This strategy is successfully tested on a difficult 2D unsteady case, which proves the efficiency of the modeling and numerical choices.

We propose an all regime Lagrange-Projection like numerical scheme for the gas dynamics equations. By all regime, we mean that the numerical scheme is able to compute accurate approximate solutions with an under-resolved discretization with respect to the Mach number M, i.e. such that the ratio between the Mach number M and the mesh size or the time step is small with respect to 1. The key idea is to decouple acoustic and transport phenomenon and then alter the numerical flux in the acoustic approximation to obtain a uniform truncation error in term of M. This modified scheme is conservative and endowed with good stability properties with respect to the positivity of the density and the internal energy. A discrete entropy inequality under a condition on the modification is obtained thanks to a reinterpretation of the modified scheme in the Harten Lax and van Leer formalism. A natural extension to multi-dimensional problems discretized over unstructured mesh is proposed. Then a simple and efficient semi implicit scheme is also proposed. The resulting scheme is stable under a CFL condition driven by the (slow) material waves and not by the (fast) acoustic waves and so verifies the all regime property. Numerical evidences are proposed and show the ability of the scheme to deal with tests where the flow regime may vary from low to high Mach values.

We propose an entropy stable high-resolution finite volume scheme to approximate systems of two-dimensional symmetrizable conservation laws on unstructured grids. In particular we consider Euler equations governing compressible flows. The scheme is constructed using a combination of entropy conservative fluxes and entropy-stable numerical dissipation operators. High resolution is achieved based on a linear reconstruction procedure satisfying a suitable sign property that helps to maintain entropy stability. The proposed scheme is demonstrated to robustly approximate complex flow features by a series of benchmark numerical experiments.

In this paper, we introduce a high-order accurate constrained transport type finite volume method to solve ideal magnetohydrodynamic equations on two-dimensional triangular meshes. A new divergence-free WENO-based reconstruction method is developed to maintain exactly divergence-free evolution of the numerical magnetic field. In this formulation, the normal component of the magnetic field at each face of a triangle is reconstructed uniquely and with the desired order of accuracy. Additionally, a new weighted flux interpolation approach is also developed to compute the z-component of the electric field at vertices of grid cells. We also present numerical examples to demonstrate the accuracy and robustness of the proposed scheme.

The nonlinear and weakly dispersive Serre equations contain higher-order dispersive terms. These include mixed spatial and temporal derivative flux terms which are difficult to handle numerically. These terms can be replaced by an alternative combination of equivalent temporal and spatial terms, so that the Serre equations can be written in conservation law form. The water depth and new conserved quantities are evolved using a second-order finite-volume scheme. The remaining primitive variable, the depth-averaged horizontal velocity, is obtained by solving a second-order elliptic equation using simple finite differences. Using an analytical solution and simulating the dam-break problem, the proposed scheme is shown to be accurate, simple to implement and stable for a range of problems, including flows with steep gradients. It is only slightly more computationally expensive than solving the shallow water wave equations.

We develop numerical methods for the simulation of laden-flows where particles interact with the carrier fluid through drag forces. Semi-Lagrangian techniques are presented to handle the Vlasov-type equation which governs the evolution of the particles. We discuss several options to treat the coupling with the hydrodynamic system describing the fluid phase, paying attention to strategies based on staggered discretizations of the fluid velocity.