The 91st London Mathematical Society Durham Symposium took place from July 5th to 15th 2010, with more than 100 international participants attending. The Symposium focused on Numerical Analysis of Multiscale Problems and this book contains 10 invited articles from some of the meeting's key speakers, covering a range of topics of contemporary interest in this area. Articles cover the analysis of forward and inverse PDE problems in heterogeneous media, high-frequency wave propagation, atomistic-continuum modeling and high-dimensional problems arising in modeling uncertainty. Novel upscaling and preconditioning techniques, as well as applications to turbulent multi-phase flow, and to problems of current interest in materials science are all addressed. As such this book presents the current state-of-the-art in the numerical analysis of multiscale problems and will be of interest to both practitioners and mathematicians working in those fields.

This book is about numerical modeling of multiscale problems, and introduces several asymptotic analysis and numerical techniques which are necessary for a proper approximation of equations that depend on different physical scales. Aimed at advanced undergraduate and graduate students in mathematics, engineering and physics – or researchers seeking a no-nonsense approach –, it discusses examples in their simplest possible settings, removing mathematical hurdles that might hinder a clear understanding of the methods. The problems considered are given by singular perturbed reaction advection diffusion equations in one and two-dimensional domains, partial differential equations in domains with rough boundaries, and equations with oscillatory coefficients. This work shows how asymptotic analysis can be used to develop and analyze models and numerical methods that are robust and work well for a wide range of parameters.

This book is a snapshot of current research in multiscale modeling, computations and applications. It covers fundamental mathematical theory, numerical algorithms as well as practical computational advice for analysing single and multiphysics models containing a variety of scales in time and space. Complex fluids, porous media flow and oscillatory dynamical systems are treated in some extra depth, as well as tools like analytical and numerical homogenization, and fast multipole method.

This book starts by introducing the fundamental concepts of mathematical continuum mechanics for fluids and solids and their coupling. Special attention is given to the derivation of variational formulations for the subproblems describing fluid- and solid-mechanics as well as the coupled fluid-structure interaction problem. Two monolithic formulations for fluid-structure interactions are described in detail: the well-established ALE formulation and the modern Fully Eulerian formulation, which can effectively deal with problems featuring large deformation and contact. Further, the book provides details on state-of-the-art discretization schemes for fluid- and solid-mechanics and considers the special needs of coupled problems with interface-tracking and interface-capturing techniques. Lastly, advanced topics like goal-oriented error estimation, multigrid solution and gradient-based optimization schemes are discussed in the context of fluid-structure interaction problems.

Flow of ions through voltage gated channels can be represented theoretically using stochastic differential equations where the gating mechanism is represented by a Markov model. The flow through a channel can be manipulated using various drugs, and the effect of a given drug can be reflected by changing the Markov model. These lecture notes provide an accessible introduction to the mathematical methods needed to deal with these models. They emphasize the use of numerical methods and provide sufficient details for the reader to implement the models and thereby study the effect of various drugs. Examples in the text include stochastic calcium release from internal storage systems in cells, as well as stochastic models of the transmembrane potential. Well known Markov models are studied and a systematic approach to including the effect of mutations is presented. Lastly, the book shows how to derive the optimal properties of a theoretical model of a drug for a given mutation defined in terms of a Markov model.

This volume of LNCSE is a collection of the papers from the proceedings of the third workshop on sparse grids and applications. Sparse grids are a popular approach for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different guises, are frequently the method of choice, be it spatially adaptive in the hierarchical basis or via the dimensionally adaptive combination technique. Demonstrating once again the importance of this numerical discretization scheme, the selected articles present recent advances on the numerical analysis of sparse grids as well as efficient data structures. The book also discusses a range of applications, including uncertainty quantification and plasma physics.

This is the second of three volumes providing a comprehensive presentation of the fundamentals of scientific computing. This volume discusses more advanced topics than volume one, and is largely not a prerequisite for volume three. This book and its companions show how to determine the quality of computational results, and how to measure the relative efficiency of competing methods. Readers learn how to determine the maximum attainable accuracy of algorithms, and how to select the best method for computing problems. This book also discusses programming in several languages, including C++, Fortran and MATLAB. There are 49 examples, 110 exercises, 66 algorithms, 24 interactive JavaScript programs, 77 references to software programs and 1 case study. Topics are introduced with goals, literature references and links to public software. There are descriptions of the current algorithms in LAPACK, GSLIB and MATLAB. This book could be used for a second course in numerical methods, for either upper level undergraduates or first year graduate students. Parts of the text could be used for specialized courses, such as nonlinear optimization or iterative linear algebra.

The book contains a selection of high quality papers, chosen among the best presentations during the International Conference on Spectral and High-Order Methods (2012), and provides an overview of the depth and breath of the activities within this important research area. The carefully reviewed selection of the papers will provide the reader with a snapshot of state-of-the-art and help initiate new research directions through the extensive bibliography. ​

A set of detailed lecture notes on six topics at the forefront of current research in numerical analysis and applied mathematics. Each set of notes presents a self-contained guide to a current research area. Detailed proofs of key results are provided. The notes start from a level suitable for first year graduate students in applied mathematics, mathematical analysis or numerical analysis, and proceed to current research topics. Current (unsolved) problems are also described and directions for future research are given. This book is also suitable for professional mathematicians.

This edited volume offers a state of the art overview of fast and robust solvers for the Helmholtz equation. The book consists of three parts: new developments and analysis in Helmholtz solvers, practical methods and implementations of Helmholtz solvers, and industrial applications. The Helmholtz equation appears in a wide range of science and engineering disciplines in which wave propagation is modeled. Examples are: seismic inversion, ultrasone medical imaging, sonar detection of submarines, waves in harbours and many more. The partial differential equation looks simple but is hard to solve. In order to approximate the solution of the problem numerical methods are needed. First a discretization is done. Various methods can be used: (high order) Finite Difference Method, Finite Element Method, Discontinuous Galerkin Method and Boundary Element Method. The resulting linear system is large, where the size of the problem increases with increasing frequency. Due to higher frequencies the seismic images need to be more detailed and, therefore, lead to numerical problems of a larger scale. To solve these three dimensional problems fast and robust, iterative solvers are required. However for standard iterative methods the number of iterations to solve the system becomes too large. For these reason a number of new methods are developed to overcome this hurdle. The book is meant for researchers both from academia and industry and graduate students. A prerequisite is knowledge on partial differential equations and numerical linear algebra.