Simulation of human ischemic stroke in realistic 3D geometry

In silico research in medicine is thought to reduce the need for expensive clinical trials under the condition of reliable mathematical models and accurate and efficient numerical methods. In the present work, we tackle the numerical simulation of reaction–diffusion equations modeling human ischemic stroke. This problem induces peculiar difficulties like potentially large stiffness which stems from the broad spectrum of temporal scales in the nonlinear chemical source term as well as from the presence of steep spatial gradients in the reaction fronts, spatially very localized. Furthermore, simulations on realistic 3D geometries are mandatory in order to describe correctly this type of phenomenon. The main goal of this article is to obtain, for the first time, 3D simulations on realistic geometries and to show that the simulation results are consistent with those obtain in experimental studies or observed on MRI images in stroke patients.For this purpose, we introduce a new resolution strategy based mainly on time operator splitting that takes into account complex geometry coupled with a well-conceived parallelization strategy for shared memory architectures. We consider then a high order implicit time integration for the reaction and an explicit one for the diffusion term in order to build a time operator splitting scheme that exploits efficiently the special features of each problem. Thus, we aim at solving complete and realistic models including all time and space scales with conventional computing resources, that is on a reasonably powerful workstation. Consequently and as expected, 2D and also fully 3D numerical simulations of ischemic strokes for a realistic brain geometry, are conducted for the first time and shown to reproduce the dynamics observed on MRI images in stroke patients. Beyond this major step, in order to improve accuracy and computational efficiency of the simulations, we indicate how the present numerical strategy can be coupled with spatial adaptive multiresolution schemes. Preliminary results in the framework of simple geometries allow to assess the proposed strategy for further developments.     

Anisotropic $EQ_1^{rot}$ Finite Element Approximation for a Multi-Term Time-Fractional Mixed Sub-Diffusion and Diffusion-Wave Equation

By employing $EQ_1^{rot}$ nonconforming finite element, the numerical approximation is presented for multi-term time-fractional mixed sub-diffusion and diffusion-wave equation on anisotropic meshes. Comparing with the multi-term time-fractional sub-diffusion equation or diffusion-wave equation, the mixed case contains a special time-space coupled derivative, which leads to many difficulties in numerical analysis. Firstly, a fully discrete scheme is established by using nonconforming finite element method (FEM) in spatial direction and L1 approximation coupled with Crank-Nicolson (L1-CN) scheme in temporal direction. Furthermore, the fully discrete scheme is proved to be unconditional stable. Besides, convergence and superclose results are derived by using the properties of $EQ_1^{rot}$ nonconforming finite element. What's more, the global superconvergence is obtained via the interpolation postprocessing technique. Finally, several numerical results are provided to demonstrate the theoretical analysis on anisotropic meshes.     

Error Estimate for Semi-implicit Method of Sphere-Constrained High-Index Saddle Dynamics*

The authors prove error estimates for the semi-implicit numerical scheme of sphere-constrained high-index saddle dynamics, which serves as a powerful instrument in finding saddle points and constructing the solution landscapes of constrained systems on the high-dimensional sphere. Due to the semi-implicit treatment and the novel computational procedure, the orthonormality of numerical solutions at each time step could not be fully employed to simplify the derivations, and the computations of the state variable and directional vectors are coupled with the retraction, the vector transport and the orthonormalization procedure, which significantly complicates the analysis. They address these issues to prove error estimates for the proposed semi-implicit scheme and then carry out numerical experiments to substantiate the theoretical findings.     

Second Order Unconditionally Stable and Convergent Linearized Scheme for a Fluid-Fluid Interaction Model

In this paper, a fully discrete finite element scheme with second-order temporal accuracy is proposed for a fluid-fluid interaction model, which consists of two Navier-Stokes equations coupled by a linear interface condition. The proposed fully discrete scheme is a combination of a mixed finite element approximation for spatial discretization, the second-order backward differentiation formula for temporal discretization, the second-order Gear's extrapolation approach for the interface terms and extrapolated treatments in linearization for the nonlinear terms. Moreover, the unconditional stability is established by rigorous analysis and error estimate for the fully discrete scheme is also derived. Finally, some numerical experiments are carried out to verify the theoretical results and illustrate the accuracy and efficiency of the proposed scheme.     

A roe-type Riemann solver for hyperbolic systems with relaxation based on time-dependent wave decomposition

Summary. The paper is devoted to the construction of a higher order Roe-type numerical scheme for the solution of hyperbolic systems with relaxation source terms. It is important for applications that the numerical scheme handles both stiff and non stiff source terms with the same accuracy and computational cost and that the relaxation variables are computed accurately in the stiff case. The method is based on the solution of a Riemann problem for a linear system with constant coefficients: a study of the behavior of the solutions of both the nonlinear and linearized problems as the relaxation time tends to zero enables to choose a convenient linearization such that the numerical scheme is consistent with both the hyperbolic system when the source terms are absent and the correct relaxation system when the relaxation time tends to zero. The method is applied to the study of the propagation of sound waves in a two-phase medium. The comparison between our numerical scheme, usual fractional step methods, and numerical simulation of the relaxation system shows the necessity of using the solutions of a fully coupled hyperbolic system with relaxation terms as the basis of a numerical scheme to obtain accurate solutions regardless of the stiffness. Received October 7, 1994 / Revised version received September 27, 1995     

Mobile and immobile gaseous transport: Embedded analytical solutions to finite volume methods

The motivation is driven by deposition processes based on chemical vapor problems. The underlying model problem is based on coupled transport–reaction equations with mobile and immobile areas. We deal with systems of ordinary and partial differential equations. Such equation systems are delicate to solve and we introduce a novel solver method, that takes into account ways to solve analytically parts of the transport and reaction equations. The main idea is to embed the analytical and semianalytical solutions, which can then be explicitly given to standard numerical schemes of higher order. The numerical scheme is based on flux‐based characteristic methods, which is a finite volume method. Such a method is an attractive alternative to the standard numerical schemes, which fully discretize the full equations. We instead reduce the computational time while embedding fast computable analytical parts. Here, we can accelerate the solver process, with a priori explicitly given solutions. We will focus on the derivation of the analytical solutions for general and special solutions of the characteristic methods that are embedded into a finite volume method. In the numerical examples, we illustrate the higher‐order method for different benchmark problems. Finally, the method is verified with realistic results. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

ANALYSIS ON A NUMERICAL SCHEME WITH SECOND-ORDER TIME ACCURACY FOR NONLINEAR DIFFUSION EQUATIONS

A nonlinear fully implicit finite difference scheme with second-order time evolution for nonlinear diffusion problem is studied.The scheme is constructed with two-layer coupled discretization (TLCD) at each time step.It does not stir numerical oscillation,while per-mits large time step length,and produces more accurate numerical solutions than the other two well-known second-order time evolution nonlinear schemes,the Crank-Nicolson (CN)scheme and the backward difference formula second-order (BDF2) scheme.By developing a new reasoning technique,we overcome the difficulties caused by the coupled nonlinear discrete diffusion operators at different time layers,and prove rigorously the TLCD scheme is uniquely solvable,unconditionally stable,and has second-order convergence in both s-pace and time.Numerical tests verify the theoretical results,and illustrate its superiority over the CN and BDF2 schemes.     

A numerical method for European Option Pricing with transaction costs nonlinear equation

This paper deals with the construction of a finite difference scheme and the numerical analysis of its solution for a nonlinear Black–Scholes partial differential equation modelling stock option pricing in the realistic case when transaction costs arising in the hedging of portfolios are taken into account. The analysed model is the Barles–Soner one for which an appropriate fully nonlinear numerical method has not still applied. After construction of the numerical solution, consistency and stability are studied and some illustrative examples are included.     

Numerical analysis and simulations of a quasistatic frictional contact problem with damage in viscoelasticity

We consider a quasistatic problem which models the bilateral contact between a viscoelastic body and a foundation, taking into account the damage and the friction. The damage which results from tension or compression is then involved in the constitutive law and it is modelled using a nonlinear parabolic inclusion. The variational problem is formulated as a coupled system of evolutionary equations for which we state the existence of a unique solution. Then, we introduce a fully discrete scheme using the finite element method to approximate the spatial variable and the Euler scheme to discretize the time derivatives. Error estimates are derived and, under suitable regularity hypotheses, the convergence of the numerical scheme obtained. Finally, a numerical algorithm and results are presented for some two-dimensional examples.     

An iterative solver for a coupled system of Helmholtz equations

An iterative solver for a pair of coupled partial differential equations that are related to the Maxwell equations is discussed. The convergence of the scheme depends on the choice of two parameters. When the first parameter is fixed, the scheme is seen to be a successive under-relaxation scheme in the other parameter. A theory for convergence of the scheme is discussed for a special case of the equations, and several numerical examples are presented. © 1996 John Wiley & Sons, Inc.     

Parameter estimation in nonlinear age-dependent population dynamics

This paper studies a parameter estimation problem for the Gurtin-MacCamyequation, which is a nonlinear model of age-dependent populationdynamics. In estimating parameters such as the death rate andthe fertility which depend on the age and the total populationfrom a set of fully discrete observations of the population,we use a backward finite-difference scheme. The function-spaceparameter estimation convergence (FSPEC) of this scheme is provedand numerical simulations are performed.     

Well-posedness and finite element approximation of time dependent generalized bioconvective flow

We consider the finite element approximation of a time dependent generalized bioconvective flow. The underlying system of partial differential equations consists of incompressible Navier–Stokes type convection equations coupled with an equation describing the transport of micro-organisms. The viscosity of the fluid is assumed to be a function of the concentration of the micro-organisms. We show the existence and uniqueness of the weak solution of the system in two dimensions and construct numerical approximations based on the finite element method, for which we obtain error estimates. In addition, we conduct several numerical experiments to demonstrate the accuracy of the numerical method and perform simulations of the bioconvection pattern formations based on realistic model parameters to demonstrate the validity of the proposed numerical algorithm.     

Time Discrete Approximation of Weak Solutions to Stochastic Equations of Geophysical Fluid Dynamics and Applications

As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and the oceans,the time discretization of these equations by an implicit Euler scheme is studied.From the deterministic point of view,the 3D primitive equations are studied in their full form on a general domain and with physically realistic boundary conditions.From the probabilistic viewpoint,this paper deals with a wide class of nonlinear,state dependent,white noise forcings which may be interpreted in either the It6 or the Stratonovich sense.The proof of convergence of the Euler scheme,which is carried out within an abstract framework,covers the equations for the oceans,the atmosphere,the coupled oceanic-atmospheric system as well as other related geophysical equations.The authors obtain the existence of solutions which are weak in both the PDE and probabilistic sense,a result which is new by itself to the best of our knowledge.     

Damageable contact between an elastic body and a rigid foundation

In this work, the contact problem between an elastic body and a rigid obstacle is studied, including the development of material damage which results from internal compression or tension. The variational problem is formulated as a first-kind variational inequality for the displacements coupled with a parabolic partial differential equation for the damage field. The existence of a unique local weak solution is stated. Then, a fully discrete scheme is introduced using the finite element method to approximate the spatial variable and an Euler scheme to discretize the time derivatives. Error estimates are derived on the approximate solutions, from which the linear convergence of the algorithm is deduced under suitable regularity conditions. Finally, three two-dimensional numerical simulations are performed to demonstrate the accuracy and the behaviour of the scheme.     

Development of a high order discretization scheme for solving fully nonlinear magnetohydrodynamic equations

We have developed fully fourth order accurate compact finite difference discretization scheme for the Navier-Stokes equations coupled with Maxwell''s equations. The implementation is done in cylindrical polar geometry. Due to the full-MHD modeling of physical flow, the modeled equations are fully nonlinear coupled hydrodynamic equations which are again coupled with Maxwells equations. In our computations, we have accounted for the induced magnetic field in the flow of an electrically conducting fluid in an external magnetic field. The code is tested against available experimental and theoretical data where applicable. It is observed that a smaller grid of $64 \times 64$ is sufficient for weakly nonlinear problems and higher grids up to $512 \times 512$ are needed as the degree of nonlinearities grow in the modeled equation. In the absence of magnetic field, a discontinuity of total drag coefficient and separation length is noted for $Re=73$ which is in agreement with literature. When the magnetic Reynolds number $Rm<1$ separation length decreases linearly with strength of magnetic field on a log-log scale whereas if $Rm>1$, it decreases nonlinearly, at a much faster rate. Thermal boundary layer thickness decreases as the strength of magnetic field increases and it forces the thermal convection to take place in a laminar structure as observed from thermal contour lines. Finally, using divided differences, we establish that the accuracy of the proposed numerical scheme is in fact fourth order.     

Second order unconditionally convergent and energy stable linearized scheme for MHD equations

In this paper, we propose an efficient numerical scheme for magnetohydrodynamics (MHD) equations. This scheme is based on a second order backward difference formula for time derivative terms, extrapolated treatments in linearization for nonlinear terms. Meanwhile, the mixed finite element method is used for spatial discretization. We present that the scheme is unconditionally convergent and energy stable with second order accuracy with respect to time step. The optimal L ² and H ¹ fully discrete error estimates for velocity, magnetic variable and pressure are also demonstrated. A series of numerical tests are carried out to confirm our theoretical results. In addition, the numerical experiments also show the proposed scheme outperforms the other classic second order schemes, such as Crank-Nicolson/Adams-Bashforth scheme, linearized Crank-Nicolson’s scheme and extrapolated Gear’s scheme, in solving high physical parameters MHD problems.     

Partitioned penalty methods for the transport equation in the evolutionary Stokes–Darcy‐transport problem

There has been a surge of work on models for coupling surface‐water with groundwater flows which is at its core the Stokes–Darcy problem, as well as methods for uncoupling the problem into subdomain, subphysics solves. The resulting (Stokes–Darcy) fluid velocity is important because the flow transports contaminants. The numerical analysis and algorithm development for the evolutionary transport problem has, however, focused on a quasi‐static Stokes–Darcy model and a single domain (fully coupled) formulation of the transport equation. This report presents a numerical analysis of a partitioned method for contaminant transport for the fully evolutionary system. The algorithm studied is unconditionally stable with one subdomain solve per step. Numerical experiments are given using the proposed algorithm that investigates the effects of the penalty parameters on the convergence of the approximations.     

热弹性动力学耦合问题的微分代数方法

对一般的热机械问题提出了一种有效的数值方法,并对二维的热弹性问题进行了测试．该方法的基本思路是将描述热机械耦合问题的偏微分方程进行降阶,使之成为一组微分代数方程,应力应变关系被写成代数方程．所得到的微分代数系统采用全隐式的向后差分公式进行求解．对该方法进行了详细的说明．为了验证该方法的有效性,将其应用于一个动态非耦合的热弹性问题的求解和一个耦合的二维热弹性问题的求解．     

Coupled system of Korteweg–de Vries equations type in domains with moving boundaries

We consider the initial-boundary value problem in a bounded domain with moving boundaries and nonhomogeneous boundary conditions for the coupled system of equations of Korteweg–de Vries (KdV)-type modelling strong interactions between internal solitary waves. Finite domains of wave propagation changing in time arise naturally in certain practical situations when the equations are used as a model for waves and a numerical scheme is needed. We prove a global existence and uniqueness for strong solutions for the coupled system of equations of KdV-type as well as the exponential decay of small solutions in asymptotically cylindrical domains. Finally, we present a numerical scheme based on semi-implicit finite differences and we give some examples to show the numerical effect of the moving boundaries for this kind of systems.