This work is our rst attempt in establishing the connections between evolutionary computation algorithms and stochastic approximation procedures By treating evo lutionary algorithms as recursive stochastic procedures we study both constant gain and decreasing step size algorithms We formulate the problem in a rather general form supply the su cient conditions for convergence both with probabili...

image restoration has been an active research area. dierent formulations are eective in high qualityrecovery. partial dierential equations (pdes) have become an important tool in image processingand analysis. one of the earliest models based on pdes is perona-malik model that is a kindof anisotropic diusion (andi) lter. anisotropic diusion lter has become a valuable tool indierent elds...

The e ciency of numerically solving time-dependent partial di erential equations on parallel computers can be greatly improved by computing the solution on many time-levels simultaneously. The theoretical properties of one such method, namely the discrete-time multigrid waveform relaxation method, are investigated for systems of ordinary di erential equations obtained by spatial nite element di...

The method of modi®ed equations is studied as a technique for the analysis of ®nite di€erence equations. The non-uniqueness of the modi®ed equation of a di€erence method is stressed and three kinds of modi®ed equations are introduced. The ®rst modi®ed or equivalent equation is the natural pseudo-di€erential operator associated to the original numerical method. Linear and nonlinear combinations ...

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 ...

Novel computing devices are exploited for numerical computation. The solution of a numerical problem is sought, which has been solved many times before, but this time with a di erent set of input data. A table is a classical way to collect the old solutions in order to exploit them to nd the new one. This process is extended to more general problems than the usual function value approximation. ...

The paper introduces an approach for the derivation of discrete time approximations for solutions of stochastic di erential equations with time delay. The suggested approximations converge in a strong sense. Furthermore, explicit solutions for linear stochastic delay equations are given.

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.

The suitability of methods from multidimensional systems theory and digital signal processing for the e cient simulation of time and space dependent problems has already been demonstrated. Properly chosen functional transformations for the time and space coordinates turn a partial di erential equation into a transfer function description of a multidimensional continuous system. It serves as the...