S hur omplement pre onditioning for ellipti systems of partial di erential equations D. Loghin and A. J. Wathen One su essful approa h in the design of solution methods for saddle-point problems requires the eÆ ient solution of the asso iated S hur omplement problem ([26℄, [19℄). In the ase of problems arising from partial di erential equations the fa torization of the symbol of the operator an...

This paper presents a family of Runge{Kutta type integration schemes of arbitrarily high order for di erential equations evolving on manifolds. We prove that any classical Runge{Kutta method can be turned into an invariant method of the same order on a general homogeneous manifold, and present a family of algorithms that are relatively simple to implement.

An initial value problem for y0 = f(t; y) may have an associated event function g(t; y). An event is said to occur at t when g(t ; y(t )) = 0. We consider problems for which the de nition of f(t; y) changes at the time of an event. A number of solvers locate events and restart the integration there so as to deal with the changes in f , but there is little theoretical support for what is done. H...

The SMF methods of Mart n and Ferr andiz [SIAM J. Numer. Anal. 34 (1997) 359-375], for di erential equations of second order, are shown to be equivalent to modi ed Adams methods. This leads to new formulae for the coe cients of those methods, generating functions analogous to those of the Adams methods for equations of rst order, and simpler, more instructive, expressions for the local truncati...

A transformation is introduced to e!ectively remove level e!ects, i.e. the state dependency of the di!usion function, in a restricted class of multivariate stochastic di!erential equations such that the general continuous}discrete-time nonlinear "ltering problem may be solved using new or existing implementations of the extended kalman "lter (EKF). An implementation of a quasi-maximum likelihoo...

Symbolic Reachability Computation for Families of Linear Vector Fields Gerardo Lafferriere Department of Mathematical Sciences Portland State University, P.O. Box 751, Portland, OR 97207-0751. [email protected] George J. Pappas Department of Electrical Engineering University of Pennsylvania, 200 South 33rd Street, Philadelphia, PA 19104. [email protected] Sergio Yovine VERIMAG Centre Equat...

Solvability of forward–backward stochastic di erential equations with nonsmooth coe cients is considered using the Four-Step Scheme and some approximation arguments. For the onedimensional case, the existence of an adapted solution is established for the equation which allows the di usion in the forward equation to be degenerate. As a byproduct, we obtain the existence of a viscosity solution t...

In this paper we discuss the formulation of the governing equations that describe ow of uids in porous media Various types of uid ow ranging from single phase ow to compositional ow are considered It is shown that all the di erential equations governing these types of ow can be e ectively rewritten in a fractional ow formulation i e in terms of a global pressure and saturation or saturations an...

Continuous system dynamics can be described by possibly large systems of di erential equations These can be either ordinary di erential equations ODEs or contain algebraic constraints as well to form di erential and algebraic equations DAEs Complex systems such as aircraft often operate in di erent modes of continuous operation and when mode changes occur the continuous dynamics change abruptly...

In this paper, we study the existence and stability of traveling waves in lattice dynamical systems, in particular, in lattice ordinary di erential equations (lattice ODE's) and in coupled map lattices (CML's). Instead of employing the moving coordinate approach as for partial di erential equations, we construct a local coordinate system around a traveling wave solution of a lattice ODE, analog...