In this paper we consider the problem of estimating the state, and identifying parameters of a diffusion process, when the only available information is the crossing times of a boundary. By using a partial differential equation approach related with the computation of boundary–crossing probabilities, we derive finite dimensional reconstructors (filters) for the state and Feynman Kac type functi...

A new approach to derive transparent boundary conditions (TBCs) for wave, Schrödinger, heat and drift-diffusion equations is presented. It relies on the pole condition and distinguishes between physical reasonable and unreasonable solutions by the location of the singularities of the spatial Laplace transform of the exterior solution. To obtain a numerical algorithm, a Möbius transform is appli...

in the present work, study of the vibration of a functionally graded (fg) cylindrical shell made up of stainless steel, zirconia, and nickel is presented. free vibration analysis is presented for fg cylindrical shells with simply supported-simply supported and clamped–clamped boundary condition based on temperature independent material properties. the equations of motion are derived by hamilton...

in this paper, the conjugate gradient method coupled with adjoint problem is used in order to solve the inverse heat conduction problem and estimation of the time- dependent heat flux using the temperature distribution at a point in a three layer system with none homogeneous boundary conditions. also, the effect of noisy data on final solution is studied. for solving this problem the general co...

In this article we consider the Primitive Equations without horizontal viscosity but with a mild vertical viscosity added in the hydrostatic equation, as in [13] and [16], which are the so-called δ−Primitive Equations. We prove that the problem is well posed in the sense of Hadamard in certain types of spaces. This means that we prove the finite-in-time existence, uniqueness and continuous depe...

| The relative accuracy of several local radiation boundary conditions based on the second-order Bayliss{Turkel condition are evaluated. These boundary conditions permit the approximate solution of the scalar Helmholtz equation in an in nite domain using traditional nite element and nite di erence techniques. Unlike the standard BaylissTurkel condition, the generalizations considered here are a...