Implicit sampling is a sampling scheme for particle filters, designed to move particles one-by-one so that they remain in high-probability domains. We present a new derivation of implicit sampling, as well as a new iteration method for solving the resulting algebraic equations.
Implicit sampling is a sampling scheme for particle filters, designed to move particles one-by-one so that they remain in high-probability domains. We present a new derivation of implicit sampling, as well as a new iteration method for solving the resulting algebraic equations.
The aim of the paper is an analytical and numerical approach to the pseudo-compositional black-oil model for simulating a 3-D isothermal constrained polyphasic flow in porous media, taking into account realistic boundary conditions. The handling of the component conservation laws leads to a strongly coupled system including parabolic quasilinear degenerated equations and first-order hyperbolic inequalities: the introduction of unilateral problems arises from the nature of the thermodynamical equilibrium...
The hydrostatic approximation of the incompressible 3D stationary Navier-Stokes equations is widely used in oceanography and other applied sciences. It appears through a limit process due to the anisotropy of the domain in use, an ocean, and it is usually studied as such. We consider in this paper an equivalent formulation to this hydrostatic approximation that includes Coriolis force and an additional pressure term that comes from taking into account the pressure in the state equation for...
The hydrostatic approximation of the incompressible 3D stationary Navier-Stokes equations is widely used in oceanography and other applied sciences. It appears through a limit process due to the anisotropy of the domain in use, an ocean, and it is usually studied as such. We consider in this paper an equivalent formulation to this hydrostatic approximation that includes Coriolis force and an additional pressure term that comes from taking into account the pressure in the state equation for...
A nonstandard approach to change point estimation is presented in this paper. Three models with random coefficients and Bayesian approach are used for modelling the year average temperatures measured in Prague Klementinum. The posterior distribution of the change point and other parameters are estimated from the random samples generated by the combination of the Metropolis-Hastings algorithm and the Gibbs sampler.
A method for solving the inverse kinematic problem of determining the velocity characteristic of a medium from a vertical seismic survey, is proposed. It is based on the combined use of the eikonal equation and spline methods of approximation for multivariable functions. The problem is solved by assuming a horizontally stratified medium; no assumptions about the number of layers and their thickness are made. First, using the data of the first arrival times of the seismic signal from several shotpoints,...
The main goal of this article is to establish a priori and a posteriori error estimates for the numerical approximation of some non linear elliptic problems arising in glaciology. The stationary motion of a glacier is given by a non-newtonian fluid flow model which becomes, in a first two-dimensional approximation, the so-called infinite parallel sided slab model. The approximation of this model is made by a finite element method with piecewise polynomial functions of degree 1. Numerical results...
The main goal of this article is to establish a priori and a posteriori error estimates for the numerical approximation of some non linear elliptic problems arising in glaciology. The stationary motion of a glacier is given by a non-Newtonian fluid flow model which becomes, in a first two-dimensional approximation, the so-called infinite parallel sided slab model. The approximation of this model is made by a finite element method with piecewise polynomial functions of degree 1. Numerical results...