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Partial differential equations (PDEs) are used with huge success to model phenomena across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDEs fail to adequately model observed phenomena, or are not the best available model for that purpose. On the other hand, in many situations, nonlocal models that account for interaction occurring at a distance have been shown to more faithfully and effectively model observed phenomena that involve possible singularities and other anomalies. In this article we consider a generic nonlocal model, beginning with a short review of its definition, the properties of its solution, its mathematical analysis and of specific concrete examples. We then provide extensive discussions about numerical methods, including finite element, finite difference and spectral methods, for determining approximate solutions of the nonlocal models considered. In that discussion, we pay particular attention to a special class of nonlocal models that are the most widely studied in the literature, namely those involving fractional derivatives. The article ends with brief considerations of several modelling and algorithmic extensions, which serve to show the wide applicability of nonlocal modelling. 

Abstract We consider settings for which one needs to perform multiple flow simulations based on the Navier–Stokes equations, each having different initial condition data, boundary condition data, forcing functions, and/or coefficients such as the viscosity. For such settings, we propose a second-order time accurate ensemble-based method that to simulate the whole set of solutions, requires, at each time step, the solution of only a single linear system with multiple right-hand-side vectors. Rigorous analyses are given proving the conditional stability and establishing error estimates for the proposed algorithm. Numerical experiments are provided that illustrate the analyses. 

Abstract Many applications of computational fluid dynamics require multiple simulations of a flow under different input conditions. In this paper, a numerical algorithm is developed to efficiently determine a set of such simulations in which the individually independent members of the set are subject to different viscosity coefficients, initial conditions and/or body forces. The proposed scheme, when applied to the flow ensemble, needs to solve a single linear system with multiple right-hand sides, and thus is computationally more efficient than solving for all the simulations separately. We show that the scheme is nonlinearly and long-term stable under certain conditions on the time-step size and a parameter deviation ratio. A rigorous numerical error estimate shows the scheme is of first-order accuracy in time and optimally accurate in space. Several numerical experiments are presented to illustrate the theoretical results.