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- Qiqi Wang, David F. Gleich, Amin Saberi, Nasrollah Etemadi, Parviz Moin
- J. Comput. Physics
- 2008

Traditionally, solving the adjoint equation for unsteady problems involves solving a large, structured linear system. This paper presents a variation on this technique and uses a Monte Carlo linear solver. The Monte Carlo solver yields a forward-time algorithm for solving unsteady adjoint equations. When applied to computing the adjoint associated with… (More)

Let (Xij: i > 0, i > 0} be a double sequence of independently, identically distributed random variables (i.i.d.) which takes values in the d-dimensional integer lattice Ed . The double sequence {Sm,,: m > 0, n > 0} defined by Sllan= xy=, zyW, Xgj is called the random walk in two-dimensional time generated by 41, or a two-parameter random walk, or simply a… (More)

Let [W(s, t): (s, t) E R+7, R+2 = [0, co) x [0, co), be the standard twoparameter Wiener process defined on a complete probability space (Q, F, P), i.e., a Gaussian stochastic process with EW(s, t) = 0 and EW(s, t) W(s’, t’) = Min(s, s’) Min(t, t’). We shall also assume, as we may do without restricting the generality, that W(s, t; UJ) is sample path… (More)

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