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This book describes the remarkable connections that exist between the classical differential geometry of surfaces and modern soliton theory. The authors also explore the extensive body of literature from the nineteenth and early twentieth centuries by such eminent geometers as Bianchi, Darboux, Bäcklund, and Eisenhart on transformations of privileged classes of surfaces which leave key geometric properties unchanged. Prominent amongst these are Bäcklund-Darboux transformations with their remarkable associated nonlinear superposition principles and importance in soliton theory. It is with these transformations and the links they afford between the classical differential geometry of surfaces and the nonlinear equations of soliton theory that the present text is concerned. In this geometric context, solitonic equations arise out of the Gauß-Mainardi-Codazzi equations for various types of surfaces that admit invariance under Bäcklund-Darboux transformations. This text is appropriate for use at a higher undergraduate or graduate level for applied mathematicians or mathematical physics.
This definitive introduction to finite element methods was thoroughly updated for this 2007 third edition, which features important material for both research and application of the finite element method. The discussion of saddle-point problems is a highlight of the book and has been elaborated to include many more nonstandard applications. The chapter on applications in elasticity now contains a complete discussion of locking phenomena. The numerical solution of elliptic partial differential equations is an important application of finite elements and the author discusses this subject comprehensively. These equations are treated as variational problems for which the Sobolev spaces are the right framework. Graduate students who do not necessarily have any particular background in differential equations, but require an introduction to finite element methods will find this text invaluable. Specifically, the chapter on finite elements in solid mechanics provides a bridge between mathematics and engineering.
The numerical solution of the elliptic Monge-Ampère Partial Differential Equation has been a subject of increasing interest recently [Glowinski, in 6th International Congress on Industrial and Applied Mathematics, ICIAM 07, Invited Lectures (2009) 155–192;Oliker and Prussner, Numer. Math.54 (1988) 271–293; Oberman, Discrete Contin. Dyn. Syst. Ser. B10 (2008) 221–238; Dean and Glowinski, in Partial differential equations, Comput. Methods Appl. Sci.16 (2008) 43–63; Glowinski et al., Japan J. Indust. Appl. Math.25 (2008) 1–63; Dean and Glowinski, Electron. Trans. Numer. Anal.22 (2006) 71–96; Dean and Glowinski, Comput. Methods Appl. Mech. Engrg.195 (2006) 1344–1386; Dean et al., in Control and boundary analysis, Lect. Notes Pure Appl. Math.240 (2005) 1–27; Feng and Neilan, SIAM J. Numer. Anal.47 (2009) 1226–1250; Feng and Neilan, J. Sci. Comput.38 (2009) 74–98; Feng and Neilan, http://arxiv.org/abs/0712.1240v1; G. Loeper and F. Rapetti, C. R. Math. Acad. Sci. Paris340 (2005) 319–324].There are already two methods available [Oliker and Prussner, Numer. Math.54 (1988) 271–293; Oberman, Discrete Contin. Dyn. Syst. Ser. B10 (2008) 221–238] which converge even for singular solutions.However, many of the newly proposed methods lack numerical evidence of convergence on singular solutions, or are known to break down in this case. In this article we present and study the performance of two methods.The first method, which is simply the natural finite difference discretization of the equation, is demonstrated to be the best performing method (in terms of convergence and solution time) currently available for generic (possibly singular) problems, in particular when the right hand side touches zero.The second method, which involves the iterative solution of a Poisson equation involving the Hessian of the solution, is demonstrated to be the best performing (in terms of solution time) when the solution is regular, which occurs when the right hand side is strictly positive.
This work presents an effective and accurate method for determining, from a theoretical and computational point of view, the time-harmonic Green's function of an isotropic elastic half-plane where an impedance boundary condition is considered. This method, based on the previous work done by Durán et al. (cf. [Numer. Math.107 (2007) 295–314; IMA J. Appl. Math.71 (2006) 853–876]) for the Helmholtz equation in a half-plane, combines appropriately analytical and numerical techniques, which has an important advantage because the obtention of explicit expressions for the surface waves. We show, in addition to the usual Rayleigh wave, another surface wave appearing in some special cases. Numerical results are given to illustrate that. This is an extended and detailed version of the previous article by Durán et al. [C. R. Acad. Sci. Paris, Ser. IIB334 (2006) 725–731].
We consider the flow of a viscous incompressible fluid through a rigidhomogeneous porous medium. The permeability of the medium dependson the pressure, so that the model is nonlinear. We propose a finiteelement discretization of this problem and, in the case where thedependence on the pressure is bounded from above and below, we proveits convergence to the solution and propose an algorithm to solvethe discrete system. In the case where the dependenceon the pressure is exponential, we propose a splittingscheme which involves solving two linear systems, but parts of the analysis of this method are still heuristic. Numerical tests are presented, which illustrate the introduced methods.
This paper is devoted to a conditional stability estimate related to the ill-posed Cauchy problems for the Laplace's equation in domains with C1,1 boundary. It is an extension of anearlier result of [Phung, ESAIM: COCV9 (2003) 621–635] for domains of class C∞. Our estimate is established by using a Carleman estimate near the boundary in which the exponential weight depends on the distance function to the boundary. Furthermore, we prove that this stability estimate is nearly optimal and induces a nearly optimal convergence rate for the method of quasi-reversibility introduced in [Lattès and Lions, Dunod (1967)] to solve the ill-posed Cauchy problems.
This paper gives an error analysis of themulti-configuration time-dependent Hartree (MCTDH)method for the approximation of multi-particle time-dependent Schrödinger equations. The MCTDH method approximates the multivariate wave function by a linear combination of products of univariate functions and replaces the high-dimensional linear Schrödinger equation by a coupled system of ordinary differential equations and low-dimensional nonlinear partial differential equations. The main result of this paper yields an L2 error bound of the MCTDH approximation in terms of a best-approximation error bound in a stronger norm and of lower bounds of singular values of matrix unfoldings of the coefficient tensor. This result permits us to establish convergence of the MCTDH method to the exact wave function under appropriate conditions on the approximability of the wave function, and it points to reasons for possible failure in other cases.
This paper introduces a scheme for the numerical approximation of a model for two turbulent flows with coupling at an interface. We consider the variational formulation of the coupled model, where the turbulent kinetic energy equation is formulated by transposition. We prove the convergence of the approximation to this formulation for 3D flows for large turbulent viscosities and smooth enough flows, whenever bounded in W1,p Sobolev norms for p large enough. Under the same assumptions, we show that the limit is a solution of the initial problem. Finally, we give some numerical experiments to enlighten the theoretical work.
We propose and analyse two convergent fully discrete schemes to solve the incompressible Navier-Stokes-Nernst-Planck-Poisson system. The first scheme converges to weak solutions satisfying an energy and an entropy dissipation law. The second scheme uses Chorin's projection method to obtain an efficient approximation that converges to strong solutions at optimal rates.
The electrowetting process is commonly used to handle very small amounts of liquid on a solid surface. This process can be modelled mathematically with the help of the shape optimization theory. However, solving numerically the resulting shape optimization problem is a very complex issue, even for reduced models that occur in simplified geometries. Recently, the second author obtained convincing results in the 2D axisymmetric case. In this paper, we propose and analyze a method that is suitable for the full 3D case.
In this paper, using the framework of self-regularity, we propose a hybrid adaptive algorithm for the linear optimization problem. If the current iterates are far from a central path, the algorithm employs a self-regular search direction, otherwise the classical Newton search direction is employed. This feature of the algorithm allows us to prove a worst case iteration bound. Our result matches the best iteration bound obtained by the pure self-regular approach and improves on the worst case iteration bound of the classical algorithm.
The construction of reduced order models for dynamical systems usingproper orthogonal decomposition (POD) is based on the informationcontained in so-called snapshots. These provide the spatialdistribution of the dynamical system at discrete time instances.This work is devoted to optimizing the choice of these timeinstances in such a manner that the error between the POD-solutionand the trajectory of the dynamical system is minimized. First andsecond order optimality systems are given. Numerical examplesillustrate that the proposed criterion is sensitive with respect tothe choice of the time instances and further they demonstrate thefeasibility of the method in determining optimal snapshot locationsfor concrete diffusion equations.
Numerical weather prediction is a problem of mathematical physics. The complex flows in the atmosphere and oceans are believed to be accurately modelled by the Navier-Stokes equations of fluid mechanics together with classical thermodynamics. However, due to the enormous complexity of these equations, meteorologists and oceanographers have constructed approximate models of the dominant, large-scale flows that control the evolution of weather systems and that describe, for example, the dynamics of cyclones and ocean eddies. The simplifications often result in models that are amenable to solution both analytically and numerically. The lectures in these volumes examine and explain why such simplifications to Newton's second law produce accurate, useful models and, just as the meteorologist seeks patterns in the weather, mathematicians seek structure in the governing equations, such as groups of transformations, Hamiltonian structure and stability. This 2002 book and its companion show how geometry and analysis facilitate solution strategies.
We consider a general abstract framework of a continuous elliptic problem set on a Hilbert space V that is approximated by a family of (discrete) problems set on a finite-dimensional space of finite dimension notnecessarily included into V. We give a series of realisticconditions on an error estimator that allows to conclude that themarking strategy of bulk type leads to the geometric convergenceof the adaptive algorithm. These conditions are then verified fordifferent concrete problems like convection-reaction-diffusionproblems approximated by a discontinuous Galerkin methodwith an estimator of residual type or obtained by equilibratedfluxes. Numerical tests that confirm the geometric convergence arepresented.
We consider the spherically symmetric Vlasov-Einstein system in the case of asymptotically flat spacetimes. From the physical point of view this system of equations can model the formation of a spherical black hole by gravitational collapse or describe the evolution of galaxies and globular clusters. We present high-order numerical schemes based on semi-Lagrangian techniques. The convergence of the solution of the discretized problem to the exact solution is proven and high-order error estimates are supplied. More precisely the metric coefficients converge in L∞ and the statistical distribution function of the matter and its moments converge in L2 with a rate of $\mathcal{O}$ (Δt2 + hm/Δt), when the exact solution belongs to Hm.
The aim of this paper is to provide the correctors associated to the homogenization of a parabolic problem describing the heat transfer. The results here complete the earlier study in [Jose, Rev. Roumaine Math. Pures Appl.54 (2009) 189–222] on the asymptotic behaviour of a problem in a domain with two components separated by an ε-periodic interface. The physical model established in [Carslaw and Jaeger, The Clarendon Press, Oxford (1947)] prescribes on the interface the condition that the flux of the temperature is proportional to the jump of the temperature field, by a factor of orderεγ. We suppose that -1 < γ ≤ 1. As far as the energies of the homogenized problems are concerned, we consider the cases -1 < γ < 1 and γ = 1 separately. To obtain the convergence of the energies, it is necessary to impose stronger assumptions on the data. As seen in [Jose, Rev. Roumaine Math. Pures Appl.54 (2009) 189–222] and [Faella and Monsurrò, Topics on Mathematics for Smart Systems, World Sci. Publ., Hackensack, USA (2007) 107–121] (also in [Donato et al., J. Math. Pures Appl.87 (2007) 119–143]), the case γ = 1 is more interesting because of the presence of a memory effect in the homogenized problem.
The goal of our paper is to introduce basis functions for the finite element discretization of a second order linear elliptic operator with rough or highly oscillating coefficients.The proposed basis functions are inspired by the classic idea of componentmode synthesis and exploit an orthogonal decompositionof the trial subspace to minimize the energy. Numerical experiments illustrate the effectiveness of the proposed basis functions.
In this paper we derive a posteriori error estimates for theheat equation. The time discretizationstrategy is based on a θ-method and the mesh used for eachtime-slab is independent of the mesh used for the previoustime-slab. The novelty of this paper is an upper bound for theerror caused by the coarsening of the mesh used for computing thesolution in the previous time-slab. The technique applied forderiving this upper bound is independent of the problem and can begeneralized to other time dependent problems.
This book is a comprehensive introduction to the mathematical theory of vorticity and incompressible flow ranging from elementary introductory material to current research topics. While the contents center on mathematical theory, many parts of the book showcase the interaction between rigorous mathematical theory, numerical, asymptotic, and qualitative simplified modeling, and physical phenomena. The first half forms an introductory graduate course on vorticity and incompressible flow. The second half comprises a modern applied mathematics graduate course on the weak solution theory for incompressible flow.
The world around us, natural or man-made, is built and held together by solid materials. Understanding their behaviour is the task of solid mechanics, which is in turn applied to many areas, from earthquake mechanics to industry, construction to biomechanics. The variety of materials (metals, rocks, glasses, sand, flesh and bone) and their properties (porosity, viscosity, elasticity, plasticity) is reflected by the concepts and techniques needed to understand them: a rich mixture of mathematics, physics and experiment. These are all combined in this unique book, based on years of experience in research and teaching. Starting from the simplest situations, models of increasing sophistication are derived and applied. The emphasis is on problem-solving and building intuition, rather than a technical presentation of theory. The text is complemented by over 100 carefully-chosen exercises, making this an ideal companion for students taking advanced courses, or those undertaking research in this or related disciplines.