In this paper we introduce a new class of numerical schemes for the incompressible Navier-Stokes equations, which are inspired by the theory of discrete kinetic schemes for compressible fluids. For these approximations it is possible to give a stability condition, based on a discrete velocities version of the Boltzmann H-theorem. Numerical tests are performed to investigate their convergence and accuracy.
We consider a domain decomposition method for some unsteady heat conduction problem in composite structures. This linear model problem is obtained by homogenization of thin layers of fibres embedded into some standard material. For ease of presentation we consider the case of two space dimensions only. The set of finite element equations obtained by the backward Euler scheme is parallelized in a problem-oriented fashion by some noniterative overlapping domain splitting method, eventually enhanced...
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 operations, where is the size of the stencil....
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...
Considering the features of the fractional Klein-Kramers equation (FKKE) in phase space, only the unilateral boundary condition in position direction is needed, which is different from the bilateral boundary conditions in [Cartling B., Kinetics of activated processes from nonstationary solutions of the Fokker-Planck equation for a bistable potential, J. Chem. Phys., 1987, 87(5), 2638–2648] and [Deng W., Li C., Finite difference methods and their physical constrains for the fractional Klein-Kramers...
We deal with a finite difference method for a wide class of nonlinear, in particular strongly nonlinear or quasi-linear, second-order partial differential functional equations of parabolic type with Dirichlet's condition. The functional dependence is of the Volterra type and the right-hand sides of the equations satisfy nonlinear estimates of the generalized Perron type with respect to the functional variable. Under the assumptions adopted, quasi-linear equations are a special case of nonlinear...
Skeletal patterning in the vertebrate limb, i.e., the spatiotemporal regulation of cartilage differentiation (chondrogenesis) during embryogenesis and regeneration, is one of the best studied examples of a multicellular developmental process. Recently [Alber et al., The morphostatic limit for a model of skeletal pattern formation in the vertebrate limb, Bulletin of Mathematical Biology, 2008, v70, pp. 460-483], a simplified two-equation reaction-diffusion system was developed to describe the interaction...
We study a two-grid scheme fully discrete in time and space for solving the Navier-Stokes system. In the first step, the fully non-linear problem is discretized in space on a coarse grid with mesh-size H and time step k. In the second step, the problem is discretized in space on a fine grid with mesh-size h and the same time step, and linearized around the velocity uH computed in the first step. The two-grid strategy is motivated by the fact that under suitable assumptions, the contribution of uH...
We address the issue of parameter variations in POD approximations of time-dependent problems, without any specific restriction on the form of parameter dependence. Considering a parabolic model problem, we propose a POD construction strategy allowing us to obtain some a priori error estimates controlled by the POD remainder – in the construction procedure – and some parameter-wise interpolation errors for the model solutions. We provide a thorough numerical assessment of this strategy with the...
The Fourier problem on planar domains with time variable boundary is considered using integral equations. A simple numerical method for the integral equation is described and the convergence of the method is proved. It is shown how to approximate the solution of the Fourier problem and how to estimate the error. A numerical example is given.
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...