Stokes问题低阶非协调混合元的改进加罚算法(英文)

通过对由经典加罚算法得到的两个解进行线性组合,研究Stokes方程低阶非协调混合元的改进加罚算法.该方法利用较大的罚参数能得到同使用较小参数的经典加罚方法一样的收敛阶.此外,基于单元的特性和插值后处理技巧,得到一些超收敛结果,从而改进以往的文献结果.     

关于不完全双二次非协调板元的收敛性

多年来,工程界普遍认为Irons的分片检验准则是检验非协调元收敛性的一个充要条件。作者在[3,4]中曾对三类四边形无证明了非协调元可以不通过分片检验仍然收敛,可见分片检验并非必要。最近,吴茂庆在[5]中给出了一个八个自由度的不完全双二次矩形板元,其形状函数由矩形四个角点上的函数值与四边中点上的法向导数值确定.这是一个非协调元,形状函数及其一阶偏导数在相邻单元的共同边界上不连续,有点象Morley元.[5]称此非协调元不通过分片检验,但却收敛,并给出收敛速度的一个估计:     

二阶问题的一个类Wilson非协调元

§1.引言 Wilson元是工程计算中常用的一种非协调元,数值计算效果很好,但是Wilson元对于任意四边形网格却不能收敛.石钟慈在[1]中限制四边形单元剖分,要求四边形单元满足对角线中点距离d_K=o(h_K~2),而[2]—[3]则修改了双线性形式,即在刚度矩阵元素的计算中采用某种数值积分,这两种方法均使得Wilson元达到收敛.另外,通过改变形状函数,[4]—[5]提出了一个六参数非协调四边形单元QP6,它是推广的Wilson元.此元对任意四边形网格能够收敛,但其单元上的形状函数非常依赖单元本身.     

协调元、非协调元、杂交元

已知杂交元可以看作是非协调元,是否每一个非协调元均可作为杂交元的特例?容易明白,许多协调元和非协调元不能作为[1]中提出的杂交元的特例.例如,[1]中例 6的Wilson矩形非协调元就是如此.本文要拓广[1]中提出的杂交元的抽象框架.使许多协调元和非协调元都能作为杂交元来处理.从而不但能得到未知量的近似值,而且能同时     

二阶问题的一个类Wilson非协调元

§1.引言 Wilson元是工程计算中常用的一种非协调元,数值计算效果很好,但是Wilson元对于任意四边形网格却不能收敛.石钟慈在[1]中限制四边形单元剖分,要求四边形单元满足对角线中点距离d_K=o(h_K~2),而[2]—[3]则修改了双线性形式,即在刚度矩阵元素的计算中采用某种数值积分,这两种方法均使得Wilson元达到收敛.另外,通过改变形状函数,[4]—[5]提出了一个六参数非协调四边形单元QP6,它是推广的Wilson元.此元对任意四边形网格能够收敛,但其单元上的形状函数非常依赖单元本身.     

位移障碍下四阶变分不等式问题的非协调有限元一般误差估计式

1.引 言 关于二阶变分不等式问题的非协调有限元逼近已有大量研究[1-5].但是,对于四阶变分不等式的研究相对而言较少[6-7].[8,9,10]给出了位移障碍问题的非协调有限元,包括C0元(如Zienkiewicz元及Adini元)和非C0元(如Morley元及De Veubeke元)逼近的理论分析及最优误差估计.经过仔细分析发现,其成功的关键技巧是充分利用上述单元的一个     

矩阵的秧下界与方阵的非异性

<正> 在[2]、[3]、[4]中,已给出一串矩阵秩的下界估计式,并相应地讨论了几类所谓“迹占优”的方阵的非异性。但在理论上以及某些应用问题上,还需判断下列两类方阵的非异性:一是当方阵的主对角元出现负元,然其绝对值较大时;二是方阵之迹并不“占优”.但每一行的不同列上各有一个元素,使这些元素之绝对值的和“占优”。本文将首先讨论两个     

二阶椭圆问题的稳定化杂交有限元分析

0　引　　言Raviart&Thomas(1977)[13]基于Babǔska-Brezzi有限元理论[1][5]发展了二阶椭圆问题的基本杂交方法.该文指出,为确定合适的自由度,一般将杂交元刻划为非协调元.然而,对三角形偶数次杂交元和四边形杂交元而言,[13]是通过扩充手段克服有限维空间“匹配”问题的.由于扩充元的复杂性及其不再能刻划为非协调元,以致于实际计算无法选取自由度.Thomas的博士论文[15]提供了一个解决办法.即利用Gauss-Legendre数值求积分公式将扩充元近似刻划成非协调元,得到数值积分意义下的杂交方法.如此处理虽然大大简化了原杂交格式的求解过程,但数…     

解Stokes问题的P1非协调四边形元的稳定化方法

本文研究了用(~P)_1-Q_0元(其中(~P)_1表示P_1非协调四边形元)解Stokes问题的非协调混合有限元稳定化逼近方法.(~P)_1-Q_0元不满足LBB条件(见[7,14] ),因而其不能直接用来求解Stokes问题.受[3] 的启发,我们提出了一种用(~P)_1-Q_0元解Stokes问题的稳定化方法,证明了这种方法的稳定性和离散问题解的存在唯一性,得到了最优误差估计.文章最后给出的数值算例验证了我们的理论结果.     

双参数十二参矩形板元的对称列式

1 引言 在位移有限元中,九参数三角形板元的研究取得了丰硕成果,根据不同方法已构造出众多收敛性能很好的单元（见[1]、[2]、[3]）。相比之下,矩形板元的研究却较少报道,ACM元及广义协调元RGC—12是其中比较成功的单元.但是ACM是C~0元。其位移形函数的外法向导数平均值在单元间不连续。广义协调元是基于势能原理建立单元协调的,其自由度(协调条件)不对称是其本身的一个弱点,陈万吉研究表明。这种不对称性会破坏单元的几何不变性。     

二次规划逆问题的牛顿方法

针对二次规划逆问题,将其表达为带有互补约束的锥约束优化问题.借助于对偶理论,将问题转化为变量更少的线性互补约束非光滑优化问题.通过扰动的方法求解转化后的问题并证明了收敛性.采用非精确牛顿法求解扰动问题,给出了算法的全局收敛性与局部二阶收敛速度.最后通过数值实验验证了该算法的可行性.     

On the convergence of finite state mean-field games through Γ-convergence

In this study, we consider the long-term convergence (trend toward an equilibrium) of finite state mean-field games using Γ-convergence. Our techniques are based on the observation that an important class of mean-field games can be viewed as the Euler–Lagrange equation of a suitable functional. Therefore, using a scaling argument, one can convert a long-term convergence problem into a Γ-convergence problem. Our results generalize previous results related to long-term convergence for finite state problems.     

Stability of Merton's portfolio optimization problem for Lévy models

Merton's classical portfolio optimization problem for an investor, who can trade in a risk-free bond and a stock, can be extended to the case where the driving noise of the logreturns is a pure jump process instead of a Brownian motion. Benth et al. [4,5] solved the problem and found the optimal control implicitly given by an integral equation in the hyperbolic absolute risk aversion (HARA) utility case. There are several ways to approximate a Levy process with infinite activity by neglecting the small jumps or approximating them with a Brownian motion, as discussed in Asmussen and Rosinski [1]. In this setting, we study stability of the corresponding optimal investment problems. The optimal controls are solutions of integral equations, for which we study convergence. We are able to characterize the rate of convergence in terms of the variance of the small jumps. Additionally, we prove convergence of the corresponding wealth processes and indirect utilities (value functions).     

On the convergence of infinite compositions of entire functions

Some trigonometric functions can be expressed by the infinite composition of polynomials. First we need to consider the convergence problem to study infinite compositions of functions. This article discusses the convergence of infinite compositions of entire functions whose constant terms are not necessarily zero.     

一类广义隐互补问题的外梯度法

隐互补问题在自然科学中的诸多领域有着广泛的应用.本文研究了一类广义隐互补问题.本文将外梯度法应用到这类广义隐互补问题中,研究了在伪单调的条件下算法的收敛性,并证明了算法具有R-线性收敛性.     

Maintaining convergence properties of BiCGstab methods in finite precision arithmetic

It is well-known that Bi-CG can be adapted so that hybrid methods with computational complexity almost similar to Bi-CG can be constructed, in which it is attempted to further improve the convergence behavior. In this paper we will study the class of BiCGstab methods.In many applications, the speed of convergence of these methods appears to be determined mainly by the incorporated Bi-CG process, and the problem is that the Bi-CG iteration coefficients have to be determined from the BiCGstab process. We will focus our attention to the accuracy of these Bi-CG coefficients, and how rounding errors may affect the speed of convergence of the BiCGstab methods. We will propose a strategy for a more stable determination of the Bi-CG iteration coefficients and by experiments we will show that this indeed may lead to faster convergence.     

SINGLE PROJECTION ALGORITHM FOR VARIATIONAL INEQUALITIES IN BANACH SPACES WITH APPLICATION TO CONTACT PROBLEM

We study the single projection algorithm of Tseng for solving a variational inequality problem in a 2-uniformly convex Banach space. The underline cost function of the variational inequality is assumed to be monotone and Lipschitz continuous. A weak convergence result is obtained under reasonable assumptions on the variable step-sizes. We also give the strong convergence result for when the underline cost function is strongly monotone and Lipchitz continuous. For this strong convergence case, the proposed method does not require prior knowledge of the modulus of strong monotonicity and the Lipschitz constant of the cost function as input parameters, rather, the variable step-sizes are diminishing and non-summable. The asymptotic estimate of the convergence rate for the strong convergence case is also given. For completeness, we give another strong convergence result using the idea of Halpern's iteration when the cost function is monotone and Lipschitz continuous and the variable step-sizes are bounded by the inverse of the Lipschitz constant of the cost function.Finally, we give an example of a contact problem where our proposed method can be applied.     

基于一个新的NCP函数的光滑牛顿法求解非线性互补问题

本文研究了非线性互补的光滑化问题.利用一个新的光滑NCP函数将非线性互补问题转化为等价的光滑方程组,并在此基础上建立了求解P0-函数非线性互补问题的一个完全光滑化牛顿法,获得了算法的全局收敛性和局部二次收敛性的结果.并给出数值实验验证了理论分析的正确性.     

一类自适应广义交替方向乘子法

广义交替方向乘子法是求解凸优化问题的有效算法.当实际问题中子问题难以求解时,可以采用在子问题中添加邻近项的方法处理,邻近矩阵正定时,算法收敛,然而这也会使迭代步长较小.最新研究表明,邻近矩阵可以有一定的不正定性.本文在基于不定邻近项的广义交替方向乘子法框架下,提出一种自适应的广义交替方向乘子法,动态地选择邻近矩阵,增大迭代步长.在一些较弱的假设下,证明了算法的全局收敛性.我们进行一些初等数值实验,验证了算法的有效性.     

Continuous Time Finite State Mean Field Games

In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary differential equations with initial-terminal data. For this mean field problem we prove a trend to equilibrium theorem, that is convergence, in an appropriate limit, to stationary solutions. Then we study an N+1-player problem, which the mean field model attempts to approximate. Our main result is the convergence as N→∞ of the mean field model and an estimate of the rate of convergence. We end the paper with some further examples for potential mean field games.