Anastasios Plataniotis and Petros Dellaportas [email protected] [email protected] Department of Statistics, Athens University of Economics and Business, Greece Summary: We introduce a broad class of multivariate stochastic volatility models where transformed eigenvalues and Givens rotation angles are assumed to be AR(1) processes. This decomposition retains the required positive definite structure of...

One level overlapping Schwarz domain decomposition preconditioners can be viewed as a generalization of block Jacobi preconditioning. The eeect of the number of blocks and the amount of overlapping between blocks on the convergence rate is well understood. This paper considers the related issue of the eeect of the scheme used to partition the matrix into blocks on the convergence rate of the pr...

We study the Laplace operator subject to Dirichlet boundary conditions in a two-dimensional domain that is one-toone mapped onto a cylinder (rectangle or infinite strip). As a result of this transformation the original eigenvalue problem is reduced to an equivalent problem for an operator with variable coefficients. Taking advantage of the simple geometry we separate variables by means of the F...

One level overlapping Schwarz domain decomposition preconditioners can be viewed as a generalization of block Jacobi preconditioning. The eeect of the number of blocks and the amount of overlapping between blocks on the convergence rate is well understood. This paper considers the related issue of the eeect of the scheme used to partition the matrix into blocks on the convergence rate of the pr...

A Laplace type boundary value problem is considered with a generally discontinuous diffusion coefficient. A domain decomposition technique is used to construct a piecewise tensor product wavelet basis that, when normalised w.r.t. the energy-norm, has Riesz constants that are bounded uniformly in the jumps. An adaptive wavelet Galerkin method is applied to solve the boundary value problem with t...

In this paper, we propose a new approach to solve the unsteady gas equation. We apply the Modified Laplace decomposition method (MLDM) coupled with Pade ́ approximation to compute a series solution of unsteady flow of gas through a porous medium. The proposed iterative scheme finds the solution without any discretization, linearization or restrictive assumptions. The nonlinear terms can be easil...

Singular integral equation that has enormous applications in applied problems including fluid mechanics, biomechanics, electromagnetic theory and chemistry applications such as heat conduction, crystal growth and electrochemistry. An integral equation is called a singular integral equation if one or both limits of integration become infinite, or if the kernel of the equation becomes infinite at...

a 2-d heat conduction model has been solved by using the adomian decomposition method topredict the transient temperature and heat flux distribution in a thick solid that is irradiated by a laser source.the laser source may operate in a continuous wave (cw) mode or repeated pulse (rp) mode and may havearbitrary, spatial and temporal profiles.a generalized solution containing five-terms approxim...