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SIAMSC
2008
150views more  SIAMSC 2008»
13 years 4 months ago
Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation
Asymptotic linear stability is studied for stochastic differential equations (SDEs) that incorporate Poisson-driven jumps and their numerical simulation using Eulertype discretisa...
Graeme D. Chalmers, Desmond J. Higham
SIAMSC
2008
245views more  SIAMSC 2008»
13 years 4 months ago
A Globally Convergent Numerical Method for a Coefficient Inverse Problem
A survey of recent results of the authors is presented. This survey is short due to space limitations. A Coefficient Inverse Problem for a hyperbolic PDE with backscattering data ...
Larisa Beilina, Michael V. Klibanov
SIAMSC
2008
106views more  SIAMSC 2008»
13 years 4 months ago
Finite Volume Simulation of the Geostrophic Adjustment in a Rotating Shallow-Water System
The goal of this article is to simulate rotating flows of shallow layers of fluid by means of finite volume numerical schemes. More precisely, we focus on the simulation of the geo...
Manuel J. Castro, Juan Antonio López, Carlo...
SIAMSC
2008
142views more  SIAMSC 2008»
13 years 4 months ago
Multitarget Error Estimation and Adaptivity in Aerodynamic Flow Simulations
Important quantities in aerodynamic flow simulations are the aerodynamic force coefficients including the pressure induced and the viscous stress induced drag, lift and moment coef...
Ralf Hartmann
SIAMSC
2008
139views more  SIAMSC 2008»
13 years 4 months ago
Probing the Pareto Frontier for Basis Pursuit Solutions
The basis pursuit problem seeks a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise (BPDN) fits the least-squares problem only approximat...
Ewout van den Berg, Michael P. Friedlander
SIAMSC
2008
108views more  SIAMSC 2008»
13 years 4 months ago
Automated Code Generation for Discontinuous Galerkin Methods
A compiler approach for generating low-level computer code from high-level input for discontinuous Galerkin finite element forms is presented. The input language mirrors convention...
Kristian B. Ølgaard, Anders Logg, Garth N. ...
SIAMSC
2008
113views more  SIAMSC 2008»
13 years 4 months ago
Statistical Condition Estimation for the Roots of Polynomials
This paper presents fast and reliable condition estimates for the roots of a real polynomial based on the method of statistical condition estimation (SCE) by Kenney and Laub. Using...
A. J. Laub, J. Xia
SIAMSC
2008
140views more  SIAMSC 2008»
13 years 4 months ago
Compact Fourier Analysis for Designing Multigrid Methods
The convergence of Multigrid methods can be analyzed based on a Fourier analysis of the method or by proving certain inequalities that have to be fulfilled by the smoother and by t...
Thomas K. Huckle
SIAMSC
2008
142views more  SIAMSC 2008»
13 years 4 months ago
A Fast Direct Solver for the Biharmonic Problem in a Rectangular Grid
We present a fast direct solver methodology for the Dirichlet biharmonic problem in a rectangle. The solver is applicable in the case of the second order Stephenson scheme [34] as ...
Matania Ben-Artzi, Jean-Pierre Croisille, Dalia Fi...
SIAMSC
2008
146views more  SIAMSC 2008»
13 years 4 months ago
Long Time Numerical Solution of the Navier--Stokes Equations Based on a Sequential Regularization Formulation
Abstract. The sequential regularization method is a reformulation of the unsteady Navier-Stokes equations from the view point of constrained dynamical systems or approximate Helmho...
Ping Lin, Jian-Guo Liu, Xiliang Lu