Error estimates for a fully discrete spectral scheme for a class of nonlinear, nonlocal dispersive wave equations

We analyze a fully discrete spectral method for the numerical solution of the initial- and periodic boundary-value problem for two nonlinear, nonlocal, dispersive wave equations, the Benjamin–Ono and the Intermediate Long Wave equations. The equations are discretized in space by the standard Fourier–Galerkin spectral method and in time by the explicit leap-frog scheme. For the resulting fully discrete, conditionally stable scheme we prove an L2-error bound of spectral accuracy in space and of second-order accuracy in time.

Two-point boundary value problems for linear evolution equations

We study boundary value problems for a linear evolution equation with spatial derivatives of arbitrary order, on the domain 0 < x < L, 0 < t < T, with L and T positive nite constants. We present a general method for identifying well-posed problems, as well as for constructing an explicit representation of the solution of such problems. This representation has explicit x and t dependence, and it consists of an integral in the k-complex plane and of a discrete sum. As illustrative examples we solve some two-point boundary value problems for the equations iqt + qxx = 0 and qt + qxxx = 0.

Optimal observers for ARMA models

A polynomial-based ARMA model, when posed in a state-space framework can be regarded in many different ways. In this paper two particular state-space forms of the ARMA model are considered, and although both are canonical in structure they differ in respect of the mode in which disturbances are fed into the state and output equations. For both forms a solution is found to the optimal discrete-time observer problem and algebraic connections between the two optimal observers are shown. The purpose of the paper is to highlight the fact that the optimal observer obtained from the first state-space form, commonly known as the innovations form, is not that employed in an optimal controller, in the minimum-output variance sense, whereas the optimal observer obtained from the second form is. Hence the second form is a much more appropriate state-space description to use for controller design, particularly when employed in self-tuning control schemes.

Stability of solutions of linear difference equations with periodic coefficients

This paper represents the last technical contribution of Professor Patrick Parks before his untimely death in February 1995. The remaining authors of the paper, which was subsequently completed, wish to dedicate the article to Patrick. A frequency criterion for the stability of solutions of linear difference equations with periodic coefficients is established. The stability criterion is based on a consideration of the behaviour of a frequency hodograph with respect to the origin of coordinates in the complex plane. The formulation of this criterion does not depend on the order of the difference equation.

Cumulant-based deconvolution and identification: several new families of linear equations

This paper presents several new families of cumulant-based linear equations with respect to the inverse filter coefficients for deconvolution (equalisation) and identification of nonminimum phase systems. Based on noncausal autoregressive (AR) modeling of the output signals and three theorems, these equations are derived for the cases of 2nd-, 3rd and 4th-order cumulants, respectively, and can be expressed as identical or similar forms. The algorithms constructed from these equations are simpler in form, but can offer more accurate results than the existing methods. Since the inverse filter coefficients are simply the solution of a set of linear equations, their uniqueness can normally be guaranteed. Simulations are presented for the cases of skewed series, unskewed continuous series and unskewed discrete series. The results of these simulations confirm the feasibility and efficiency of the algorithms.

Velocity-based moving mesh methods for nonlinear partial differential equations

This article describes a number of velocity-based moving mesh numerical methods formultidimensional nonlinear time-dependent partial differential equations (PDEs). It consists of a short historical review followed by a detailed description of a recently developed multidimensional moving mesh finite element method based on conservation. Finite element algorithms are derived for both mass-conserving and non mass-conserving problems, and results shown for a number of multidimensional nonlinear test problems, including the second order porous medium equation and the fourth order thin film equation as well as a two-phase problem. Further applications and extensions are referenced.