二阶修正的约束变尺度算法

我们知道,70年代发展起来的约束变尺度算法是求解非线性规划问题的十分有效的方法之一.它的特点是初始点可任取且有快速的收敛速度.若我们考虑如下的非线性规划问题:     

相关数据密度函数的非线性小波估计

本文考虑了严平稳随机序列密度函数的非线性小波估计,证明了在Besov空间中,非线性小波估计可达到最优收敛速度.进一步讨论了自适应非线性小波估计,证明了自适非线性小波估计可达到次最优速度即和最优速度相差in n.     

轴向变速运动粘弹性弦线横向振动的复模态Galerkin方法

在考虑初始张力和轴向速度简谐涨落的情况下,利用含预应力三维变形体的运动方程,建立了轴向变速运动弦线横向振动的非线性控制方程,材料的粘弹性行为由Kelvin模型描述．利用匀速运动线性弦线的模态函数构造了变速运动非线性弦线复模态Galerkin方法的基底函数,并借助构造出来的基底函数研究了复模态Galerkin方法在轴向变速运动粘弹性弦线非线性振动分析中的应用．数值结果表明,复模态Galerkin方法相比实模态Galerkin方法对变系数陀螺系统有较高的收敛速度．     

线性约束下的共轭投影梯度法及其超线性收敛性

本文考虑线性约束非线性规划问题，提出了一类共轭投影梯度法，证明了算法的全局收敛性，并对算法的二次终止性，超线性收敛特征进行了分析，算法的优点是（１）采用计算机上实现的Ａｒｍｉｊｏ线性搜索规则，（２）初始点不要求一定是可行点，可以不满足线性等式约束，（３）具有较快的收敛速度。     

随机设计变量情形回归函数的非线性小波估计 *

在随机设计变量情形 ,构造了回归函数的非线性小波估计以及自适应非线性小波估计 .证明了非线性小波估计在Besov空间中可达到最优收敛速度 ,自适应非线性小波估计在一大类Besov空间中可达到次最优收敛速度 ,即和最优收敛速度只相差lnn .这样 ,在随机设计变量情形 ,所构造的回归函数的非线性小波估计和在固定设计点下对回归函数所构造的非线性小波估计几乎具有相同的优良性质 .进一步 ,只要求误差有有界三阶矩 ,而不要求误差服从正态分布 .     

一类单极等熵流体动力学半导体模型的松弛极限

对一类有短的动量松弛时间的多维等熵流体动力学半导体模型的极限问题进行了讨论.首先构造非线性问题的有初始层的近似解,进而,在归结问题的解存在且有合适的正则性的假设下,证明了原非线性问题的局部古典解的存在性,并且证明了这个解在归结问题解的存在时间区间内收敛到形式近似解.     

求解非线性算子方程的加速迭代格式

研究非线性算子方程的近似求解方法.首先对通常的求解非线性方程加速迭代格式进行推广,得到高阶收敛速度的加速迭代格式,最后把这种加速迭代格式推广到非线性算子方程的求解中去,利用非线性算子的渐进展开,证明了这种加速格式具有三阶的收敛速度.     

求解多组变量典型相关分析Maxrat准则的预处理Dinkelbach方法

多组变量典型相关分析的Maxrat准则是一类具约束的非线性最优化问题.本文给出了关于最优性的一阶必要条件和一个便于应用的充分条件.利用Dinkelbach技巧给出了求解Maxrat的一种算法.提出了几种初始点策略用于改进算法的收敛速度和提高收敛到全局最优解的可能性.数值实验结果证明算法和初始点策略是有效的.     

Vlasov-Poisson-Landau(Fokker-Planck)方程解的大时间行为

本文考虑Vlasov-Poisson-Fokker-Planck(VPFP)方程和Vlasov-Poisson-Landau(VPL)方程的初值问题,给出了在平衡态附近的线性化的VPFP方程和VPL方程的谱分析和半群估计,并且给出了非线性问题解的最佳衰减速度.本文证明当初值是整体Maxwell的小扰动时,VPFP方程的解以指数衰减速度收敛到平衡态,而VPL方程的解以代数速度(1+t)-1/4收敛到平衡态.     

解非线性椭圆型方程边值问题的延拓牛顿法

众所周知,延拓法是证明椭圆型边值问题解的存在性的有力工具。在数值方法方面,延拓法用于解非线性方程组和常微分方程两点边值问题时,将问题化成常微分方程组的初值问题也是一种常用的算法。在求解凸半线性椭圆型方程的边值问题(这时非线性项f(x,u)对每个x是u的凸单调增加函数)时,Schryer使用了牛顿迭代法,并证明了牛顿迭代序列对任何初始近似都是平方收敛的。但对一般的非线性椭圆型方程的边值问题,不可能有这样好的结果,这时牛顿迭代法虽具有平方收敛的速度,但初始近似要求选得好,否则迭代就可能不收敛,这是牛顿法的一个弱点。     

Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise

In this paper, we consider the numerical approximation of stochastic partial differential equations with nonlinear multiplicative trace class noise. Discretization is obtained by spectral collocation method in space, and semi‐implicit Euler method is used for the temporal approximation. Our purpose is to investigate the convergence of the proposed method. The rate of convergence is obtained, and some numerical examples are included to illustrate the estimated convergence rate.     

使用非单调线搜索正割方法解约束优化的整体收敛性

基于Powell和Yuan所建议的近似Fetcher罚函数作为函数使用单调线搜索的技术,本文提供了一类正割方法解约束优化。在合理的条件下,证明了所提供的算法的整体收敛性和收敛速率。     

The fictitious domain method

An improved bound is derived on the rate of convergence of the standard difference scheme for solving the Dirichlet problem for the Helmholtz equation in domains of arbitrary shape. The scheme is based on the fictitious domain method. An application of the fictitious domain method and the grid method for solving one nonlinear boundary-value problem is considered. A rate of convergence bound is obtained for the proposed method.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 59, pp. 10–15, 1986     

Modified Iterative Runge-Kutta-Type Methods for Nonlinear Ill-Posed Problems

This work is devoted to the convergence analysis of a modified Runge-Kutta-type iterative regularization method for solving nonlinear ill-posed problems under a priori and a posteriori stopping rules. The convergence rate results of the proposed method can be obtained under a Hölder-type sourcewise condition if the Fréchet derivative is properly scaled and locally Lipschitz continuous. Numerical results are achieved by using the Levenberg-Marquardt, Lobatto, and Radau methods.     

A Class of Learning/Estimation Algorithms Using Nominal Values: Asymptotic Analysis and Applications

A class of estimation/learning algorithms using stochastic approximation in conjunction with two kernel functions is developed. This algorithm is recursive in form and uses known nominal values and other observed quantities. Its convergence analysis is carried out; the rate of convergence is also evaluated. Applications to a nonlinear chemical engineering system are examined through simulation study. The estimates obtained will be useful in process operation and control, and in on-line monitoring and fault detection.     

用非精确的平行割线法求解奇异问题

奇异方程经常出现在很多实际非线性问题中,如反应扩散系统等.因此,研究奇异非线性方程的求解具有十分重要的意义.平行割线法是一种经典的求解非线性方程的迭代方法,它收敛阶较高,计算量较少.但在解决实际问题时,一方面,抽象出的数学模型与实际问题总是存在着一定的偏差,另外,在数据的计算中难免存在着一定的计算误差,所以研究用非精确的平行割线法求解非线性奇异问题具有很重要的现实意义,使得求解奇异问题具有更高的实用性和可行性.采用在平行割线法的迭代公式中加入摄动项的方法,构造出新的加速迭代格式,证明了新的迭代格式的收敛性,给出了收敛速率,得到了误差估计.     

Space Semi-Discretisations for a Stochastic Wave Equation

We study an approximation scheme for a nonlinear stochastic wave equation in one-dimensional space, driven by a spacetime white noise. The sequence of approximations is obtained by discretisation of the Laplacian operator. We prove L ^p -convergence to the solution of the equation and determine the rate of convergence. As a corollary, almost sure convergence, uniformly in time and space, is also obtained. Finally, the speed of convergence is tested numerically.⋆Supported by the grant BMF 2003-01345 from the Dirección General de Investigación, Ministerio de Ciencia y Tecnología, Spain.     

Practical Quasi-Newton algorithms for singular nonlinear systems

Quasi-Newton methods for solving singular systems of nonlinear equations are considered in this paper. Singular roots cause a number of problems in implementation of iterative methods and in general deteriorate the rate of convergence. We propose two modifications of QN methods based on Newton’s and Shamanski’s method for singular problems. The proposed algorithms belong to the class of two-step iterations. Influence of iterative rule for matrix updates and the choice of parameters that keep iterative sequence within convergence region are empirically analyzed and some conclusions are obtained.     

Optimal convergence rate of the landau equation with frictional force

The Cauchy problem of the Landau equation with frictional force is investigated. Based on Fourier analysis and nonlinear energy estimates, the optimal convergence rate to the steady state is obtained under some conditions on initial data.     

On the inexactness level of robust Levenberg–Marquardt methods

Recently, the Levenberg–Marquardt (LM) method has been used for solving systems of nonlinear equations with nonisolated solutions. Under certain conditions it converges Q-quadratically to a solution. The same rate has been obtained for inexact versions of the LM method. In this article the LM method will be called robust, if the magnitude of the regularization parameter occurring in its sub-problems is as large as possible without decreasing the convergence rate. For robust LM methods the article shows that the level of inexactness in the sub-problems can be increased significantly. As an application, the local convergence of a projected robust LM method is analysed.