ABSTRACT High order nite di erence WENO methods have the advantage of simpler coding and smaller computational cost for multi-dimensional problems, compared with nite volume WENO methods of the same order of accuracy. However a main restriction is that conservative nite di erence methods of third and higher order of accuracy can only be used on uniform rectangular or smooth curvilinear meshes. ...

The analysis of di erences and commonalities between process models or between instances which progressed through the model (henceforth referred to as instance tra c) plays an important role in companies. For example, companies are often confronted with di erent versions or variants of a process model and hence need methods to identify redundancies or inconsistencies between them. Di erencegrap...

With growing concerns about childhood obesity and the associated health risks, several countries are considering banning advertising directed at the children. In this paper we study the e¤ect of a ban on advertizing to children imposed in the Canadian province of Quebec in 1980 on fastfood purchase propensity and expenditures. Fastfood is not only one of the most highly advertised product categ...

We discuss the temporal-di erence learning algorithm, as applied to approximating the cost-to-go function of an in nite-horizon discounted Markov chain. The algorithm we analyze updates parameters of a linear function approximator on{line, during a single endless trajectory of an irreducible aperiodic Markov chain with a nite or in nite state space. We present a proof of convergence (with proba...

6.1 A Basic Statistical Method in Hypothesis Testing. In chapter 4 we encountered our …rst problems in statistical inference. One dealt with the problem of sample size. The other was a problem of a statistical test of hypothesis. It dealt with the problem of whether two samples arose from the same distribution function or whether there was a shift and essentially a di¤erence in means between th...

The nite di erence method is a numerical analysis technique used to solve problems involving irregular geometries, complicated boundary conditions, or both. The geometries are represented using partial di erential equations. The solutions to the partial di erential equations can be easily generated with the aid of a computer. As the geometries become increasingly complex, the solutions of the p...

The computation of large sparse Jacobian matrices is required in many important large-scale scienti c problems. We consider three approaches to computing such matrices: hand-coding, di erence approximations, and automatic di erentiation using the ADIFOR (Automatic Di erentiation in Fortran) tool. We compare the numerical reliability and computational e ciency of these approaches on applications...

Time series in many areas of application often display local or global trends. Typical models that provide statistical \explanations" of such trends are, for example, polynomial regression, smooth bounded trends that are estimated nonparametrically, and di erence-stationary processes such as, for instance, integrated ARIMA processes. In addition, there is a fast growing literature on stationary...

We study accuracy of alternating direction implicit (ADI) methods for parabolic equations. The original ADI method applied to parabolic equations is a perturbation of the Crank-Nicolson di erence equation and has second-order accuracy both in space and time. The perturbation error is on the same order as the discretization error, in terms of mathematical description. However, we often observe i...

This paper proposes a solution method to solve linear di¤erence models with lagged expectations in the form of