Found 28 Documents (Results 1–28)
Accuracy analysis of numerical simulations and noisy data assimilations in two-dimensional stochastic neural fields with infinite signal transmission speed. (English) Zbl 1506.92005
Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter. (English) Zbl 1482.65008
Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations. (English. Russian original) Zbl 1451.65082
Comput. Math. Math. Phys. 60, No. 7, 1134-1154 (2020); translation from Zh. Vychisl. Mat. Mat. Fiz. 60, No. 7, 1170-1192 (2020).
Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations. (English) Zbl 1437.65062
NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements. (English) Zbl 07137370
MSC:
65Cxx
Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems. (English) Zbl 1387.93161
Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods. (English) Zbl 1435.65102
Practical implementation of extended Kalman filtering in chemical systems with sparse measurements. (English) Zbl 06858144
Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering. (English) Zbl 1540.93109
New third- and fourth-order singly diagonally implicit two-step peer triples with local and global error controls for solving stiff ordinary differential equations. (English) Zbl 1372.65199
Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements. (English) Zbl 1353.65008
Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering. (English) Zbl 1353.65009
High-order accurate continuous-discrete extended Kalman filter for chemical engineering. (English) Zbl 1403.93184
Embedded symmetric nested implicit Runge-Kutta methods of Gauss and Lobatto types for solving stiff ordinary differential equations and Hamiltonian systems. (English. Russian original) Zbl 1325.65105
Comput. Math. Math. Phys. 55, No. 6, 983-1003 (2015); translation from Zh. Vychisl. Mat. Mat. Fiz. 55, No. 6, 986-1007 (2015).
A singly diagonally implicit two-step peer triple with global error control for stiff ordinary differential equations. (English) Zbl 1433.65122
Efficient error control in numerical integration of ordinary differential equations and optimal interpolating variable-stepsize peer methods. (Russian, English) Zbl 1313.65208
Zh. Vychisl. Mat. Mat. Fiz. 54, No. 4, 591- 607 (2014); translation in Comput. Math. Math. Phys. 54, No. 4, 604-619 (2014).
Local and global error estimation and control within explicit two-step peer triples. (English) Zbl 1301.65067
Variable-stepsize doubly quasi-consistent parallel explicit peer methods with global error control. (English) Zbl 1252.65117
MSC:
65L05
Global error estimation and control in linearly-implicit parallel two-step peer W-methods. (English) Zbl 1269.65075
Local theory of extrapolation methods. (English) Zbl 1186.65089
Reviewer: Christian Pötzsche (München)
Doubly quasi-consistent parallel explicit peer methods with built-in global error estimation. (English) Zbl 1206.65179
Reviewer: Thomas Sonar (Braunschweig)
Adaptive nested implicit Runge-Kutta formulas of Gauss type. (English) Zbl 1161.65055
Reviewer: Fuhua Ling (Milpitas)
On quasi-consistent integration by Nordsieck methods. (English) Zbl 1163.65058
Reviewer: Josep J. Masdemont (Barcelona)
Automatic step size and order control in implicit one-step extrapolation methods. (Russian. English summary) Zbl 07818338
Zh. Vychisl. Mat. Mat. Fiz. 48, No. 9, 1580-1606 (2008); translation in Comput. Math. Math. Phys. 48, No. 9, 1545-1569 (2008).
MSC:
65L06
Filter Results by …
all
top 5
Author
- Kulikov, Gennady Yur’evich (28)
- Weiner, Rüdiger (9)
- Shindin, Sergey Konstantinovich (3)
- Beck, Steffen (1)
- Bruder, Jürgen (1)
- Khrustaleva, Ekaterina Yu. (1)
- Kulikova, Maria V. (1)
- Podhaisky, Helmut (1)