Nonlinear Waves Seminar
Special LCDS/PDE Seminar
Brown Analysis Seminar
Special Stochastic Systems Seminar
CINVESTAV - IPN, Mexico | |
Abstract:
We prove the large deviations principle for a certain class of
random walks, where the evolution
of the noise process depends on the state of the random walk. This type of model has important applications
in queueing and communication theory, and in the area of stochastic approximation.
Scientific Computing Seminar
Abstract:
A particle method is presented for computing vortex sheet motion
in three-dimensional flow.
The particles representing the sheet are advected using the Rosenhead-Moore
form of regularized
Biot-Savart kernel and new particles are inserted
during the simulation to maintain resolution as the
sheet rolls up. The particle velocities are computed using a treecode based
on Taylor approximation in
Cartesian coordinates. The necessary
coefficients are computed using a recurrence relation and
several
adaptive techniques are employed to gain efficiency
including nonuniform rectangular cells, variable order
approximation, and a run-time choice between approximation and
direct summation. Tests show that the
treecode is significantly faster than direct summation for systems having
a large number of particles. The
algorithm is applied to simulate flows in which
a vortex sheet rolls up to form a vortex ring. Two examples
are presented: (1) azimuthal waves on a vortex ring, and (2) merger
of two vortex rings.
(This is a joint work with Keith Lindsay, NCAR.)
PDE Seminar
Department of Mathematics Colloquium
<--- 2000 Index