Optimal Moment Sets for Multivariate Direct Quadrature Method of Moments

Enhanced Direct Quadrature Based Method of Moments for Nonlinear Filtering

The optimal estimation of a general continuous-discrete system can be achieved through the solution of the Fokker-Planck equation and the Bayesian update. However, solving the Fokker-Planck equation numerically is prohibitive in most cases. Recently a nonlinear filtering algorithm using a direct quadrature method of moments was proposed by the authors, in which the associated Fokker-Planck equa...

A quadrature-based method of moments for nonlinear filtering

A quadrature-based moment method for gas-particle flows

Gas-particle flows are involved in various industrial applications in the energy, oil and gas fields, like coal gasification, production of light hydrocarbons by fluid catalytic cracking, catalytic combustion and different treatments aiming to reduce or eliminate pollutants. In addition, gas-particle flows take part to interesting natural phenomena, like volcanic eruptions, and their understand...

A quadrature-based moment method for dilute fluid-particle flows

Gas-particle and other dispersed-phase flows can be described by a kinetic equation containing terms for spatial transport, acceleration, and particle processes (such as evaporation or collisions). In principle, the kinetic description is valid from the dilute (non-collisional) to the dense limit. However, its numerical solution in multi-dimensional systems is intractable due to the large numbe...

Description of Aerosol Dynamics by the Quadrature Method of Moments

The method of moments (MOM) may be used to determine the evolution of the lower-order moments of an unknown aerosol distribution. Previous applications of the method have been limited by the requirement that the equations governing the evolution of the lower-order moments be in closed form. Here a new approach, the quadrature method of moments (QMOM), is described. The dynarnical equations for ...