Numerical approximation for nonlinear filtering and finite-time observers

2005 ◽  
pp. 159-175 ◽  
Author(s):  
Matthew R. James ◽  
François LeGland
Keyword(s):  
Finite Time ◽  
Nonlinear Filtering ◽  
Numerical Approximation

NUMERICAL QUENCHING FOR A SEMILINEAR PARABOLIC EQUATION

2008 ◽  
Vol 13 (4) ◽  
pp. 521-538 ◽  
Author(s):  
Diabate Nabongo ◽  
Theodore K. Boni
Keyword(s):  
Finite Time ◽  
Numerical Approximation ◽  
Source Term ◽  
Mesh Size ◽  
Semilinear Parabolic Equation ◽  
Discrete Form ◽  
Parabolic Boundary ◽  
Nonlinear Parabolic ◽  
Quenching Time ◽  
Semilinear Parabolic

This paper concerns the study of the numerical approximation for the nonlinear parabolic boundary value problem with the source term leading to the quenching in finite time. We find some conditions under which the solution of a semidiscrete form of the above problem quenches in a finite time and estimate its semidiscrete quenching time. We also prove that the semidiscrete quenching time converges to the real one when the mesh size goes to zero. A similar study has been also investigated taking a discrete form of the above problem. Finally, we give some numerical experiments to illustrate our analysis.

A SIMPLIFIED NONLINEAR FILTERING

1981 ◽  
Vol 1 (3-4) ◽  
pp. 313-324
Author(s):  
Zu-Rong Wang
Keyword(s):  
Nonlinear Filtering
Sign in / Sign up

Export Citation Format

Share Document