Incompressible potential flow over symmetric airfoils has been formulated in terms of von Mises coordinates. This formulation provides a rectangular computational domain with Dirichlet boundary conditions for the single unknown y(x, ψ). The governing second order nonlinear pde is solved by SLOR...

In practical environments, ergodic perturbations are generated by wind turbulences or rough surfaces in such a way that the system parameters are superimposed by corresponding time fluctuations. The paper gives some typical examples in structural, aero- or fluid-dynamic problems where...

A recently developed technique, called Infinitesimal Perturbation Analysis (IPA), provides an effective method of estimating the sensitivity of performance of a discrete event system based on one simulation of the system. IPA stimulates the study of the sensitivity estimation. One important...

Infinite-dimensional discrete-time bilinear models driven by Hilbert-space-valued random sequences can be rigorously defined as the uniform limit of finite-dimensional bilinear models. Existence and uniqueness of solutions for such infinite-dimensional models can be established by assuming only...

This paper describes the factors limiting the effective use of numerical simulation codes in real-world design environments and presents the results of a multi-year research effort addressing this issue. A prototype generic design shell called Engineous was developed which makes use of basic...

The tools for sensitivity analysis of stochastic systems whose behavior is described by ergodic stationary processes are presented. Three kinds of generalized estimates for performance sensitivities of these systems are introduced. These estimates, based on a use of time averages, are given in...

This paper adapts the general class of formulas, collectively known as the block predictor-corrector (BPC) formula to variable stepsize. These formulas are used to solve initial value problems in ordinary differential equations (ODE's) in parallel. The predictor formula within the BPC method...

A knowledge-based approach to capturing the expertise required for FFT and convolution algorithm design and efficient implementation is presented. A knowledge base and associated grammars and rules are implemented for the automatic synthesis of FFTs and convolutions for an arbitrary number of...

Problem oriented, very high level languages represent a first step toward the modernization of scientific mathematical software. An example of such a system is XELLPACK, an environment for solving elliptic partial differential equations (PDEs). XELLPACK is based on ELLPACK and the X Window...

The implementation of existing software for the numerical treatment of partial differential equations on a heterogeneous multi-computer system is discussed. The underlying concept is that of a user-friendly problem solving environment integrating various software packages from different vendors...