Numerical Mathematics and Advanced Applications 2011 Andrea Cangiani Ruslan L. Davidchack (cid:2) Emmanuil Georgoulis Alexander N. Gorban (cid:2) Jeremy Levesley Michael V. Tretyakov (cid:2) Editors Numerical Mathematics and Advanced Applications 2011 Proceedings of ENUMATH 2011, the 9th European Conference on Numerical Mathematics and Advanced Applications, Leicester, September 2011 123 Editors AndreaCangiani MichaelV.Tretyakov RuslanL.Davidchack SchoolofMathematicalSciences EmmanuilGeorgoulis UniversityofNottingham AlexanderN.Gorban Nottingham JeremyLevesley UnitedKingdom DepartmentofMathematics UniversityofLeicester Leicester UnitedKingdom ISBN978-3-642-33133-6 ISBN978-3-642-33134-3(eBook) DOI10.1007/978-3-642-33134-3 SpringerHeidelbergNewYorkDordrechtLondon LibraryofCongressControlNumber:2012955743 Math.Subj.Class.(2010):65-06,65M60,65M15,65M06,35Q35,35K57,35Q60 (cid:2)c Springer-VerlagBerlinHeidelberg2013 Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpartof thematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation, broadcasting,reproductiononmicrofilmsorinanyotherphysicalway,andtransmissionorinformation storageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodology nowknownorhereafterdeveloped.Exemptedfromthislegalreservationarebriefexcerptsinconnection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. 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Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) Preface TheEuropeanConferenceonNumericalMathematicsandAdvancedApplications (ENUMATH)isanestablishedseriesofconferencesheldevery2yearstoprovide aforumfordiscussiononrecentaspectsofnumericalmathematicsandchallenging scientific and industrialapplicationsat the highestlevelof internationalexpertise. The ENUMATH conferences previously took place in Paris (1995), Heidelberg (1997), Jyvaskyla (1999), Ischia (2001), Prague (2003), Santiago de Compostela (2005), Graz (2007), Uppsala (2009). This volume contains a selection of papers presentedatENUMATH2011,organisedbytheDepartmentofMathematics,Uni- versityofLeicester,UK,andheldatLeicester’sMainCampusbetweenSeptember 5–9,2011. The 2011 edition of ENUMATH attracted about 300 participants from around theworld,includingteninvitedtalksby: • J.-F. Gerbeau (Inria-Rocquenc., France), on “Direct and inverse modeling in hemodynamics”; • V.Girault(Paris,France),“OnthecouplingofStokesorNavier-StokesandDarcy flowsthroughporousmedia”; • I. Graham (Bath, UK), on the “Solution of elliptic PDEs with high contrast heterogeneouscoefficients”; • T.Lelievre(Cermics/U.Paris6,France),on“Samplingtechniquesinmolecular dynamics”; • V. Simoncini (Bologna, Italy), on “Iterative solvers for saddle point algebraic linearsystems:toolsofthetrade”; • C.-W. Shu (Brown, USA), on “Maximum-principle-satisfying and positivity- preservinghighorderdiscontinuousGalerkinandfinitevolumeschemes”; • A.Stuart(Warwick,UK),on“FilteringtheNavier-StokesEquation”; • S. Turek (Dortmund, Germany), on “Hardware-orientedNumerics (for PDE) - Motivation,Concepts,Software”; • K. Urban (Ulm, Germany), on “Reduced Basis Methods for Optimization in IndustrialChallenges”,and • R.Winther(Oslo,Norway),on“Boundedcochainprojections,whyandhow”, v vi Preface 28minisymposiaonvariousaspectsofnumericalandappliedmathematics,alarge number of contributed talks and a public lecture by Prof. Nicholas J. Higham, FRS (Manchester, UK), on “Numerical Linear Algebra in the UK: from Cayley to Exascale Computing.” The conference made a contribution to development of numericalmathematicsinternationallyand,inparticular,intheUK. We hopethatthisENUMATH2011ProceedingsVolume willappealto a wide range of readers, giving an overview and recent developments in computational mathematics,theirapplicationsandsomerelatedfields.Atotalof87contributions appearin theproceedingsofENUMATH2011,fromawiderangeoftopics:from theoryandanalysisofnumericalmethods,applicationsinbiology,finance,physics and engineering, to high performance algorithms for scientific computing. The volumeisorganisedin11parts,namely: I APosterioriErrorEstimationandAdaptiveMethods; II ComputationalElectromagnetics; III ComputationalMethods; IV Convection-diffusion,Conservationlaws,andHyperbolicSystems; V DiscontinuousGalerkinMethods; VI FiniteElementandFiniteVolumetechniques; VII FluidMechanics; VIII HighPerformanceComputing; IX MultiscaleModelingandSimulations; X PreconditionersandSolvers; XI Uncertainty,StochasticModelling,andApplications. A number of contributions could be attributed to more than one part in terms of their content. In these cases the criterion of the coherenceof the proceedingswas alsotakenintoconsideration. Wewouldliketothankallthecontributorsforsubmittingtheirworkforinclusion in the Proceedings Volume and for their timely response during the reviewing process.WeexpressoursinceregratitudetoalltheparticipantsofENUMATH2011 for their attendance, valuable scientific contributions, and stimulating discussions during the conference. We particularly extend our thanks to the minisymposia organiserswhodidanexcellentjobinputtingthemtogethercoherentlyandwithin thegiventimerestrictions,andtothechairsofthecontributedsessionsforagreeing toserveassuch.Abigshareofthesuccessofthisconferenceserieshasbeendueto themembersoftheProgrammeCommittee:F.Brezzi,M.Feistauer,R.Glowinski, R.Jeltsch,Y.Kuznetsov,J.Periaux,andR.Rannacher.Wewouldalsoliketothank the Scientific Committee of ENUMATH 2011 for agreeing to give valuable input intothisProceedingsVolumeandfortheirgeneralsupportoftheconference. Specialgratitudegoestooursponsors:theInstituteofMathematicsanditsAppli- cations,DataVisibility,AssociatedArchitects,OxfordUniversityPress,Numerical AlgorithmsGroup(NAG),theDepartmentofMathematicsatLeicester,andLeices- ter ConferencesforsupportingENUMATH2011in a numberof ways. We would alsoliketothankSpringer-Verlagfortheirsupportandpatiencewhilepreparingthis volume. Preface vii Thisconferencewouldnothavebeenmadepossiblewithoutthetirelessefforts of the staff and the PhD students of the Department of Mathematics at Leicester, to whom a big thanks is due. Very special thanks goes to our Administrator Tara Chakrabortifortakingexcellentcareofthebulkoforganisationoftheconference, andtoDanCarterfordoingagreatjobatkeepingeverythingrunningsmoothly. We believe that Leicester ENUMATH 2011 was a very interesting and worth- whileexperience,andwehopethattheparticipantshadagoodandfruitfultimein Leicester. Leicester,UK TheLocalOrganisingCommittee: AndreaCangiani RuslanDavidchack ManolisGeorgoulis AlexanderGorban JeremyLevesley MichaelTretyakov Contents PartI APosterioriErrorEstimationandAdaptiveMethods AnAdaptiveMFDMethodfortheObstacleProblem ....................... 3 P.F.Antonietti,L.Beira˜odaVeiga,andM.Verani Reconstruction-BasedaPosterioriErrorEstimatorsforthe TransportEquation.............................................................. 13 R.Becker,D.Capatina,andR.Luce APosterioriErrorEstimationbyaQ =Q HierarchicalBasis............. 23 1 2 M.BraackandN.Taschenberger AdaptiveFiniteElementswithAnisotropicMeshes.......................... 33 W.Huang,L.Kamenski,andJ.Lang AnisotropicRecovery-BasedaPosterioriErrorEstimatorsfor Advection-Diffusion-ReactionProblems ...................................... 43 S.MichelettiandS.Perotto OnComputableBoundsofModelingErrors ................................. 53 S.RepinandT.Samrowski AnisotropicFiniteElementsforFluid-StructureInteractions.............. 63 T.Richter AdaptiveFiniteElementsforSemilinearReaction-Diffusion SystemsonGrowingDomains.................................................. 71 C.Venkataraman,O.Lakkis,andA.Madzvamuse PartII ComputationalElectromagnetics Moment-BasedBoundaryConditionsforLatticeBoltzmann Magnetohydrodynamics......................................................... 83 P.J.Dellar ix