In this paper we consider the problem of estimating the state, and identifying parameters of a diffusion process, when the only available information is the crossing times of a boundary. By using a partial differential equation approach related with the computation of boundary–crossing probabilities, we derive finite dimensional reconstructors (filters) for the state and Feynman Kac type functi...

The purpose of this study is to investigate the effect of radiation heat transfer on temperature distribution and heat flux to the walls of a diesel engine. A diffusion flame is modeled in a simple cylindrical geometry and boundary conditions are defined. A specific solver which can model the turbulent diffusion flame by considering radiation in participating media is used to solve the problem....

The radiation efficiency of an acoustically thick circular cylindrical shell has been examined by calculations using the boundary element method for three different boundary conditions, and by conducting experiments using point excitation with the boundary conditions being free at both ends. Both the numerical and experimental results indicate that the radiation efficiency attains a value of un...

Asymptotic and exact local radiation boundary conditions first derived by Hagstrom and Hariharan are reformulated as an auxiliary Cauchy problem for linear first-order systems of ordinary equations on the boundary for each harmonic on a circle or sphere in twoor three-dimensions, respectively. With this reformulation, the resulting radiation boundary condition involves first-order derivatives o...

In this article we consider the Primitive Equations without horizontal viscosity but with a mild vertical viscosity added in the hydrostatic equation, as in [13] and [16], which are the so-called δ−Primitive Equations. We prove that the problem is well posed in the sense of Hadamard in certain types of spaces. This means that we prove the finite-in-time existence, uniqueness and continuous depe...

| The relative accuracy of several local radiation boundary conditions based on the second-order Bayliss{Turkel condition are evaluated. These boundary conditions permit the approximate solution of the scalar Helmholtz equation in an in nite domain using traditional nite element and nite di erence techniques. Unlike the standard BaylissTurkel condition, the generalizations considered here are a...

We show a superconvergence property for the Semi-Lagrangian Discontinuous Galerkin scheme of arbitrary degree in the case of constant linear advection equation with periodic boundary conditions.