Preface; How to get the software; 1. Introduction; 2. Getting started with imfil.m; 3. Notation and preliminaries; 4. Implicit filtering algorithm; 5. Convergence theory; 6. Using imfil.m; 7. Advanced options; 8. Harmonic oscillator; 9. Hydraulic capture problem; 10. Water resources policy; Bibliography; Index.

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A description of the implicit filtering algorithm, its convergence theory and a new MATLAB® implementation.

About the Author

C. T. Kelley is a Drexel Professor of Mathematics at North Carolina State University, where he has been on the faculty since 1978. He is the author of four books and over 100 papers and has mentored 18 PhD students.

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About the Author