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23,152
Multigrid And Krylov Subspace Methods For The Discrete Stokes Equations
 INT. J. NUMER. METH. FLUIDS
, 1994
"... Discretization of the Stokes equations produces a symmetric indefinite system of linear equations. For stable discretizations, a variety of numerical methods have been proposed that have rates of convergence independent of the mesh size used in the discretization. In this paper, we compare the perfo ..."
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Cited by 40 (3 self)
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Discretization of the Stokes equations produces a symmetric indefinite system of linear equations. For stable discretizations, a variety of numerical methods have been proposed that have rates of convergence independent of the mesh size used in the discretization. In this paper, we compare
Fast iterative solvers for discrete Stokes equations
 SIAM J. Sci. Comput
"... Abstract. We consider saddle point problems that result from the finite element discretization of stationary and instationary Stokes equations. Three efficient iterative solvers for these problems are treated, namely the preconditioned CG method introduced by Bramble and Pasciak, the preconditioned ..."
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Cited by 19 (5 self)
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Abstract. We consider saddle point problems that result from the finite element discretization of stationary and instationary Stokes equations. Three efficient iterative solvers for these problems are treated, namely the preconditioned CG method introduced by Bramble and Pasciak, the preconditioned
A SIMPLE AND EFFICIENT SEGREGATED SMOOTHER FOR THE DISCRETE STOKES EQUATIONS
"... We consider the multigrid solution of the generalized Stokes equations from incompressible fluid dynamics. We introduce a segregated (i.e., equationwise) GaussSeidel smoother based on a Uzawatype iteration. We analyze it in the framework of local Fourier analysis. We obtain an analytic bound on ..."
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Cited by 3 (2 self)
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We consider the multigrid solution of the generalized Stokes equations from incompressible fluid dynamics. We introduce a segregated (i.e., equationwise) GaussSeidel smoother based on a Uzawatype iteration. We analyze it in the framework of local Fourier analysis. We obtain an analytic bound
AN ITERATIVE SUBSTRUCTURING METHOD FOR THE DISCRETIZED STOKES EQUATIONS BY A STABILIZED FINITE ELEMENT METHOD∗
"... Abstract. A simple algorithm of iterative substructuring method as the same way of elasticity problem is proposed for a discretized Stokes equation by P1/P1 element and penalty stabilization technique. Owing to the stability term, solvabilities of local Dirichlet problem, of local Neumann problem fo ..."
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Abstract. A simple algorithm of iterative substructuring method as the same way of elasticity problem is proposed for a discretized Stokes equation by P1/P1 element and penalty stabilization technique. Owing to the stability term, solvabilities of local Dirichlet problem, of local Neumann problem
Numerical Solutions of the Euler Equations by Finite Volume Methods Using RungeKutta TimeStepping Schemes
, 1981
"... A new combination of a finite volume discretization in conjunction with carefully designed dissipative terms of third order, and a Runge Kutta time stepping scheme, is shown to yield an effective method for solving the Euler equations in arbitrary geometric domains. The method has been used to deter ..."
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Cited by 517 (78 self)
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A new combination of a finite volume discretization in conjunction with carefully designed dissipative terms of third order, and a Runge Kutta time stepping scheme, is shown to yield an effective method for solving the Euler equations in arbitrary geometric domains. The method has been used
An Introduction to the Kalman Filter
 UNIVERSITY OF NORTH CAROLINA AT CHAPEL HILL
, 1995
"... In 1960, R.E. Kalman published his famous paper describing a recursive solution to the discretedata linear filtering problem. Since that time, due in large part to advances in digital computing, the Kalman filter has been the subject of extensive research and application, particularly in the area o ..."
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Cited by 1146 (13 self)
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In 1960, R.E. Kalman published his famous paper describing a recursive solution to the discretedata linear filtering problem. Since that time, due in large part to advances in digital computing, the Kalman filter has been the subject of extensive research and application, particularly in the area
Finite state Markovchain approximations to univariate and vector autoregressions
 Economics Letters
, 1986
"... The paper develops a procedure for finding a discretevalued Markov chain whose sample paths approximate well those of a vector autoregression. The procedure has applications in those areas of economics, finance, and econometrics where approximate solutions to integral equations are required. 1. ..."
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Cited by 493 (0 self)
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The paper develops a procedure for finding a discretevalued Markov chain whose sample paths approximate well those of a vector autoregression. The procedure has applications in those areas of economics, finance, and econometrics where approximate solutions to integral equations are required. 1.
A Signal Processing Approach To Fair Surface Design
, 1995
"... In this paper we describe a new tool for interactive freeform fair surface design. By generalizing classical discrete Fourier analysis to twodimensional discrete surface signals  functions defined on polyhedral surfaces of arbitrary topology , we reduce the problem of surface smoothing, or fai ..."
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Cited by 654 (15 self)
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In this paper we describe a new tool for interactive freeform fair surface design. By generalizing classical discrete Fourier analysis to twodimensional discrete surface signals  functions defined on polyhedral surfaces of arbitrary topology , we reduce the problem of surface smoothing
A gentle tutorial on the EM algorithm and its application to parameter estimation for gaussian mixture and hidden markov models
, 1997
"... We describe the maximumlikelihood parameter estimation problem and how the Expectationform of the EM algorithm as it is often given in the literature. We then develop the EM parameter estimation procedure for two applications: 1) finding the parameters of a mixture of Gaussian densities, and 2) fi ..."
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Cited by 693 (4 self)
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) finding the parameters of a hidden Markov model (HMM) (i.e., the BaumWelch algorithm) for both discrete and Gaussian mixture observation models. We derive the update equations in fairly explicit detail but we do not prove any convergence properties. We try to emphasize intuition rather than mathematical
HyTech: A Model Checker for Hybrid Systems
 Software Tools for Technology Transfer
, 1997
"... A hybrid system is a dynamical system whose behavior exhibits both discrete and continuous change. A hybrid automaton is a mathematical model for hybrid systems, which combines, in a single formalism, automaton transitions for capturing discrete change with differential equations for capturing conti ..."
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Cited by 473 (6 self)
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A hybrid system is a dynamical system whose behavior exhibits both discrete and continuous change. A hybrid automaton is a mathematical model for hybrid systems, which combines, in a single formalism, automaton transitions for capturing discrete change with differential equations for capturing
Results 1  10
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23,152