The Kurganov and Levy scheme [SIAM J.Sci.Comput.22, p1467,2000] which is a semi-discrete numerical solution of hyperbolic systems is applied to the system of one dimensional electrostatic fluid equations and modified to model perturbations and shockwaves in an electrostatic plasma. For an initial density perturbations in the system, we illustrate how the method captures the formation and evolut...

The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian Lévy noise is present, the conventional Kalman filter may fail to be effective due to the fact that the non-Gaussian Lévy noise may have infinite variance. A modified Kalman filter for linear systems with non-Gaussian Lévy noise is devised. It works effectively with reasonable c...

Reserve Bank of Australia Preliminary and incomplete; not for quotation. The views expressed in this paper are those of the authors and should not be attributed to the Reserve Bank of Australia. We would like to thank Jacqui Dwyer, David Gruen and Dean Parham for helpful comments.