This paper provides a review of a new method of addressing problems in di usion Monte Carlo: the Green's function rst-passage method (GFFP). In particular, we address four new strands of thought and their interaction with the GFFP method: the use of angle-averaging methods to reduce vector or tensor Laplace equations to scalar Laplace equations; the use of the simulation-tabulation (ST) method ...

The problem of simultaneous reduction of real matrices by either orthogo nal similarity or orthogonal equivalence transformations is considered Based on the Jacobi idea of minimizing the sum of squares of the complementary part of the desired form to which matrices are reduced the projected gradi ent method is used in this paper It is shown that the projected gradient of the objective function ...

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 ...

Transport theory's equation of transfer is a well-accepted model for wave scattering in a random medium. However, exact solutions are only available for a small class of special cases (isotropic scattering in in nite and semiin nite domains) and thus, analytic solutions for a wide variety of geometries and range of parameters which correspond to more physically relevant situations still remain ...

* This work was done when the author was a visitor at the Politeenico di Milano, with a grant of the C.N.R. of Italy. Detailed proof will appear in Ricerche di Matematica. t Space of Bochner square integrable functions in every compact interval [a,b] cJ, with values in H. t Space of linear bounded endomorphisms of H. We conserve the notation for the norm in this space. 1 Agmon, S., and L. Niren...

This paper is concerned with time-stepping numerical methods for computing sti semi-discrete systems of ordinary di erential equations for transient hypersonic ows with thermo-chemical nonequilibrium. The sti ness of the equations is mainly caused by the viscous ux terms across the boundary layers and by the source terms modeling nite-rate thermo-chemical processes. Implicit methods are needed ...

The Green Nagdhi equations are frequently used as a model of the wave-like behaviour of the free surface of a uid, or the interface between two homogeneous uids of di ering densities. Here we show that their multilayer extension arises naturally from a framework based on the Euler Poincaré theory under an ansatz of columnar motion. The framework also extends to the travelling wave solutions of ...

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.

Many compressible ow and aeroacoustic computations rely on accurate nonre ecting or radiation boundary conditions. When the equations and boundary conditions are discretized using a nite-di erence scheme, the dispersive nature of the discretized equations can lead to spurious numerical re ections not seen in the continuous boundary value problem. Here we construct discretely nonre ecting bounda...

This work develops fast and adaptive algorithms for numerically solving nonlinear partial di erential equations of the form ut = Lu +N f(u) where L and N are linear di erential operators and f(u) is a nonlinear function. These equations are adaptively solved by projecting the solution u and the operators L and N into a wavelet basis. Vanishing moments of the basis functions permit a sparse repr...