Abstract. We present a new tunably-accurate Laguerre Petrov-Galerkin spectral method for solving linear multi-term fractional initial value problems with derivative orders at most one and constant coe cients on the half line. Our method results in a matrix equation of special structure which can be solved in O(N logN) operations. We also take advantage of recurrence relations for the generalize...

This paper considers the ®xed-structure, discrete-time mixed H2=H1 controller synthesis problem in the delta operator (di€ erence operator) framework. The di€ erential operator and shift operator versions of the problem are reviewed for comparison, and necessary conditions are derived for all three formulations. A quasi-Newton/continuation algorithm is then used to obtain approximate solutions ...

We describe a two-grid and a multigrid method for linear systems whose coe cient matrices are point or block matrices from the cosine algebra generated by a polynomial. We show that the convergence rate of the two-grid method is constant independent of the size of the given matrix. Numerical examples from di erential and integral equations are given to illustrate the convergence of both the two...

Abstract. We introduce an algorithm based on semidefinite programming that yields increasing (resp., decreasing) sequences of lower (resp., upper) bounds on polynomial stationary averages of di↵usions with polynomial drift vector and di↵usion coe cients. The bounds are obtained by optimizing an objective, determined by the stationary average of interest, over the set of real vectors defined by ...

The task of modeling, i.e. of creating a set of equations that can be used to predict the behavior of a physical object, is a key step in engineering analysis. This paper describes a computer system, MSG, for generating mathematical models to analyze physical systems involving heat transfer behavior. MSG is motivated by the need for modeling in an automated design process. The models are sets o...

The goal of this paper is to prove a convergence rate for WongZakai approximations of semilinear stochastic partial di erential equations driven by a nite dimensional Brownian motion.

This paper describes the implementation of a solver for systems of semi-linear parabolic partial di erential equations in two and three space dimensions. The solver is based on a parallel implementation of a non-linear Alternating Direction Implicit (ADI) scheme which uses a Cartesian grid in space and an implicit time-stepping algorithm. Various reordering strategies for the linearized equatio...

The main di culty in the implementation of most standard implicit Runge-Kutta (IRK) methods applied to (sti ) ordinary di erential equations (ODE's) is to e ciently solve the nonlinear system of equations. In this article we propose the use of a preconditioner whose decomposition cost for a parallel implementation is equivalent to the cost for the implicit Euler method. The preconditioner is ba...

Smoothed Particle Hydrodynamics SPH is a meshless Lagrangian parti cle method for solving a system of hydrodynamic equations for compressible uids SPH is especially suited for problems with free boundaries a commonplace situation in as trophysics Rather than solving the equations on a grid the equations are solved at the positions of the so called particles each representing a mass packet with ...

We suggest two algorithms that allow e cient timing recovery for MSK based on the computation of the Fourier spectrum of the absolute value of the di erential phases. One is suited for parallel frequency estimation while the second is less complex but requires previous frequency correction. The algorithms are investigated using both analysis and simulation. The two algorithms approximately lead...