The authors consider a simple transport equation in one-dimensional space and the linearized shallow water equations in two-dimensional space, and describe and implement a multilevel finite-volume discretization in the context of the utilization of the incremental unknowns. The numerical stability of the method is proved in both cases.

Turbulent dynamical systems involve dynamics with both a large dimensional phase space and a large number of positive Lyapunov exponents. Such systems are ubiquitous in applications in contemporary science and engineering where the statistical ensemble prediction and the real time filtering/state estimation are needed despite the underlying complexity of the system. Statistically exactly solvable test models have a crucial role to provide firm mathematical underpinning or new algorithms for vastly more complex scientific phenomena. Here, a class of statistically exactly solvable non-Gaussian test models is introduced, where a generalized Feynman-Kac formulation reduces the exact behavior of conditional statistical moments to the solution to inhomogeneous Fokker-Planck equations modified by linear lower order coupling and source terms. This procedure is applied to a test model with hidden instabilities and is combined with information theory to address two important issues in the contemporary statistical prediction of turbulent dynamical systems: the coarse-grained ensemble prediction in a perfect model and the improving long range forecasting in imperfect models. The models discussed here should be useful for many other applications and algorithms for the real time prediction and the state estimation.

The authors consider a free interface problem which stems from a gas-solid model in combustion with pattern formation. A third-order, fully nonlinear, self-consistent equation for the flame front is derived. Asymptotic methods reveal that the interface approaches a solution to the Kuramoto-Sivashinsky equation. Numerical results which illustrate the dynamics are presented.

There are many computational tasks, in which it is necessary to sample a given probability density function (or pdf for short), i.e., to use a computer to construct a sequence of independent random vectors x _i (i = 1, 2, …), whose histogram converges to the given pdf. This can be difficult because the sample space can be huge, and more importantly, because the portion of the space, where the density is significant, can be very small, so that one may miss it by an ill-designed sampling scheme. Indeed, Markovchain Monte Carlo, the most widely used sampling scheme, can be thought of as a search algorithm, where one starts at an arbitrary point and one advances step-by-step towards the high probability region of the space. This can be expensive, in particular because one is typically interested in independent samples, while the chain has a memory. The authors present an alternative, in which samples are found by solving an algebraic equation with a random right-hand side rather than by following a chain; each sample is independent of the previous samples. The construction in the context of numerical integration is explained, and then it is applied to data assimilation.

This paper is devoted to various considerations on a family of sharp interpolation inequalities on the sphere, which in dimension greater than 1 interpolate between Poincaré, logarithmic Sobolev and critical Sobolev (Onofri in dimension two) inequalities. The connection between optimal constants and spectral properties of the Laplace-Beltrami operator on the sphere is emphasized. The authors address a series of related observations and give proofs based on symmetrization and the ultraspherical setting.

We introduce and analyze a multiscale finite element type method (MsFEM) in the vein of the classical Crouzeix-Raviart finite element method that is specifically adapted for highly oscillatory elliptic problems. We illustrate numerically the efficiency of the approach and compare it with several variants of MsFEM.

In this paper, the exact synchronization for a coupled system of wave equations with Dirichlet boundary controls and some related concepts are introduced. By means of the exact null controllability of a reduced coupled system, under certain conditions of compatibility, the exact synchronization, the exact synchronization by groups, and the exact null controllability and synchronization by groups are all realized by suitable boundary controls.