Showing papers in "Applied Mathematics and Computation in 1979"

TL;DR: Chow, Mallet-Paret, and Yorke have recently proposed an algorithm for computing Brouwer fixed points of C^2 maps as discussed by the authors, and a numerical implementation of that algorithm is presented here.

TL;DR: In this article, a novel transform is presented which maps continuum functions (such as probability densities) into discrete sequences and permits rapid numerical calculation of convolutions, multiple convolutions and Neumann expansions for Volterra integral equations.

TL;DR: A code, RKF45, is presented as a concrete realization of the conclusions of the study on the creation of a high quality Runge-Kutta code for the solution of ordinary differential equations.

TL;DR: In this article, the second-order system of equations y'' (t)+ Ay(t) = tf;(t), such as might arise in finite-element or finite-difference semidiscretizations of the wave equation, is considered.

TL;DR: In this article, it is shown that if one needs only linear functionals of the solution u, this may be accomplished by solving a related adjoint problem, and applications are made to several integral equations of the first kind.

TL;DR: The optimal left ventricular ejection pattern which minimizes the total power required for a given level of cardiac output is derived from theoretical predictions based on a three element model ofleft ventricular load.

TL;DR: In this paper, a general method for finding branching points of algebraical systems or nonlinear boundary-value problems is presented, which utilizes two modifications of Newton's method and the variational differential equations used in the GPM technique.

TL;DR: In this article, a truncated normal pdf over the interval [a,b] is presented, where o(x) is a pdf that is truncated over a given interval, where x =exp[exp[-([email protected])^2/[email protected]^2]/@K^b]dx for -

TL;DR: A dynamical structure of the Hilbert space underlying the spline interpolation problem is investigated and a recursive algorithm for computing Lg-splines interpolating extended Hermite- Birkhoff data is developed.

TL;DR: In this paper, a generalization of the product-type quadrature concept to arbitrary weight functions and to infinite as well as finite intervals was proposed, and the calculation of the mn coefficients of this product quadratures formula from the LU decoposition of one n-byn was presented.

TL;DR: In this paper, the mean square asymptotic stability of linear stochastic difference equations is studied, and the Liapunov method of stability analysis is extended to stochastically difference equations, and several criteria for the equilibrium state are established.

TL;DR: The optimal decision rules for force commitments are obtained in mathematical studies of C^3 (command, control, and communication) for a perturbation model with linear time-varying dynamics.

TL;DR: In this paper, the method of stochastic linearization is employed to develop new approximate algorithms for nonlinear smoothing, both fixed-point and fixed-interval smoothing cases are considered.

TL;DR: It is found that Bayesian discrimination is sensitive to the incorrect use of the normal distribution and descriminant criteria based on the beta, gamma, and lognormal distribution functions as alternatives to the usual Gaussian rule.

TL;DR: In this paper, a unified viewpoint for a number of known integral inversion formulae, including those of Fox (his first theorem), Hardy, Hankel, Titchmarsh, Cooke, and their own, along with the mutual interrelationships that exist between them, is proposed.

TL;DR: In this paper, it was shown that the model of the renal medulla introduced by Shohet and Pinter takes the form of a linear two point boundary value problem, which can be reduced to an initial value problem.

TL;DR: In this paper, a relaxation constant is defined for the nonlinear model in order to examine the asymptotic behavior of solutions as time approaches infinity, and upper and lower bounds to the solution and certain of its derivatives are provided.

TL;DR: In this article, a many-decision-maker dynamic control problem under uncertainty is presented as an extension of the standard control problem, where only one payoff function exists, identical for all decision makers, and the problem is to find a sequence of several decision rules that optimally coordinate activities both across time and between decision makers.

TL;DR: In this paper, an Edgeworth-like approximation for the compound Poisson process for large values of the operational time is given, according to the existence of the third or second moment of the individual claim distribution.

TL;DR: For a stationary autoregressive model of order s, the partial autocorrelation coefficients of order j, j=0,1,2,...,s-1, are defined in this paper.

TL;DR: In this paper, two extensions of the usual application of invariant imbedding to the solution of linear boundary value problems are presented, one for a linear two-point boundary value problem and another for a general multipoint boundary value of linear ODEs.