A simultaneous space-time variational formulation of a parabolic evolution problem is solved with an adaptive wavelet method. This method is shown to converge with the best possibl...
Sparse grid methods represent a powerful and efficient technique for the representation and approximation of functions and particularly the solutions of partial differential equat...
Abstract-- The Unscented Kalman Filter (UKF) is a nonlinear estimator that is particularly well suited for complex nonlinear systems. In the UKF, the error covariance is estimated ...
Abstract—We consider a certain class of large random matrices, composed of independent column vectors with zero mean and different covariance matrices, and derive asymptotically ...
Complexity measures of non-linear dynamics are a useful tool for quantifying observed stretching, folding, scaling and mixing processes in the Takens-reconstructed state space of h...