In this paper we outline a front-tracking method for computing the moving contact line. In particular, we are interested in the motion of two-dimensional drops and bubbles on a partially wetting surface exposed to shear flows. Peskin's Immersed Boundary Method is used to model the liquid-gas interface, similar to the approach used by Unverdi and Traggvason. The movement near the moving contact line is modelled by a slip condition, the value of the dynamic contact angle is determined by a linear model, and the local forces are introduced at the moving contact lines based on a relationship of moving contact angle and contact line speed. Numerical examples show that the method can be applied to the motion of drops and bubbles on a solid surface over a wide range of parameter values.

In this paper we propose a generalization of multiscale finite element methods (Ms-FEM) to nonlinear problems. We study the convergence of the proposed method for nonlinear elliptic equations and propose an oversampling technique. Numerical examples demonstrate that the over-sampling technique greatly reduces the error. The application of MsFEM to porous media flows is considered. Finally, we describe further generalizations of MsFEM to nonlinear time-dependent equations and discuss the convergence of the method for various kinds of heterogeneities.

A simplified set of equations is derived systematically below for the interaction of large scale flow fields and precipitation in the tropical atmosphere. These equations, the Tropical Climate Model, have the form of a shallow water equation and an equation for moisture coupled through a strongly nonlinear source term. This source term, the precipitation, is of relaxation type in one region of state space f or the temperature and moisture, and vanishes identically elsewhere in the state space of these variables. In addition, the equations are coupled nonlinearly to the equations for barotropic incompressible flow. Several mathematical features of this system are developed below including energy principles for solutions and their first derivatives independent of relaxation time. With these estimates, the formal infinitely fast relaxation limit converges to a novel hyperbolic free boundary problem for the motion of precipitation fronts from a large scale dynamical perspective. Elementary exact solutions of the limiting dynamics involving precipitation fronts are developed below and include three families of waves: fast drying fronts as well as slow and fast moistening fronts. The last two families of waves violate Lax's Shock Inequalities; nevertheless, numerical experiments presented below confirm their robust realizability with realistic finite relaxation times. From the viewpoint of tropical atmospheric dynamics, the theory developed here provides a new perspective on the fashion in which the prominent large scale regions of moisture in the tropics associated with deep convection can move and interact with large scale dynamics in the quasi-equilibrium approximation.

In this paper we demonstrate how concepts of white noise analysis can be used to give an explicit solution to a stochastic transport equation driven by Levy white noise.

We apply the level set method to compute the three dimensional multivalued geometrical optics term in a paraxial formulation. The paraxial formulation is obtained from the 3-D stationary eikonal equation by using one of the spatial directions as the arti.cial evolution direction. The advection velocity field used to move level sets is obtained by the method of characteristics; therefore the motion of level sets is defined in phase space. The multivalued travel-time and amplitude-related quantity are obtained from solving advection equations with source terms. We derive an amplitude formula in a reduced phase space which is very convenient to use in the level set framework. By using a semi-Lagrangian method in the paraxial formulation, the method has O(N²) rather than O(N⁴) memory storage requirement for up to O(N²) multiple point sources in the five dimensional phase space, where N is the number of mesh points along one direction. Although the computational complexity is still O(MN⁴), where M is the number of steps in the ODE solver for the semi-Lagrangian scheme, this disadvantage is largely overcome by the fact that up to O(N²) multiple point sources can be treated simultaneously. Three dimensional numerical examples demonstrate the efficiency and accuracy of the method.

We consider a uniformly rotating viscous incompressible fluid and estimate particle transport in the vertical direction (parallel to the rotation axis). We prove that for short time and regular initial data, strong rotation suppresses the vertical gradient of flow maps. The proof uses a diffusive Lagrangian formalism, and the suppression of the vertical gradient is a natural and direct byproduct of the formalism.

We introduce a stochastic PDE based approach to sampling paths of SDEs, conditional on observations. The SPDEs are derived by generalising the Langevin MCMC method to infinite dimensions. Various applications are described, including sampling paths subject to two end-point conditions (bridges) and nonlinear filter/smoothers.