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The standard Kalman filter is a powerful and widely used tool to perform prediction, filtering and smoothing in the fields of linear Gaussian state-space models. In its standard setting it has a simple recursive form which implies high computational effici ...
This book deals with the numerical approximation of partial differential equations. Its scope is to provide a thorough illustration of numerical methods, carry out their stability and convergence analysis, derive error bounds, and discuss the algorithmic a ...
This paper develops a numerical technique for solving the problem of periodic ferroresonant overvoltages in a power system. The system is modeled as a set of nonlinear ordinary differential equations, whose periodical solutions are found by a numerical alg ...
A localized stationary dipole solution to the Euler equations with a relationship between the vorticity and streamfunction given as omega=-psi+psi(3) is presented. By numerical integration of the Euler equations this dipole is shown to be unstable. However ...
A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a random forcing term, ...
Addresses the problem of detecting collisions of very flexible objects, such as clothes, with almost rigid bodies, such as human bodies. In the authors' method, collision avoidance consists of creating a very thin force field around the obstacle surface to ...
The electroosmotic flow in laminated excimer laser-ablated microchannels has been studied as a function of the depth of the rectangular channels, and particular emphasis has been given to the difference in the ζ-potentials between the lamination layer and ...
The standard Kalman filter is a powerful and widely used tool to perform prediction, filtering and smoothing in the fields of linear Gaussian state-space models. In its standard setting it has a simple recursive form which implies high computational effici ...
In this work, we deal with a mathematical model of heat induction processes. We first build a model derived from Maxwell and heat equations and, using certain simplifying assumptions, we obtain a system of coupled partial differential equations describing ...