快速幂法子空间跟踪

子空间跟踪算法是许多工程计算问题的核心.Hua等人将计算特征值问题的幂法扩展为自然幂法子空间跟踪算法.在指出基于秩1矩阵更新的自然幂法的快速实现方案NP3不收敛的同时,应用矩阵求逆引理给出了一种新的快速子空间跟踪算法:快速幂法子空间跟踪算法.仿真实验表明,所提算法是收敛与稳定的,其性能优于或相当于几种常见的快速子空间跟踪算法.     

基于凸组合共轭梯度法的ARIMA模型参数估计

提出了一种凸组合共轭梯度算法,并将其算法应用到ARIMA模型参数估计中.新算法由改进的谱共轭梯度算法与共轭梯度算法作凸组合构造而成,具有下述特性:1)具备共轭性条件;2)自动满足充分下降性.证明了在标准Wolfe线搜索下新算法具备完全收敛性,最后数值实验表明通过调节凸组合参数,新算法更加快速有效,通过具体实例证实了模型的显著拟合效果.     

一种基于遗传禁忌昆合策略的时延约束组播路由算法

提出了一种基于遗传算法和禁忌搜索法相结合混合策略的时延约束最小代价组播路由算法(GATSA).该算法利用Djjkstra第k最短路径算法找出源节点到每一个目的节点满足最大时延限制的路径,通过遗传禁忌混合策略的选择、交叉与变异等操作,求出满足条件的组播树.仿真实验结果表明本算法性能和算法性能稳定,其代价性能接近目前性能最好的BSMA算法,并具有快速,低时延的特.     

美式看跌期权定价的一种混合数值方法

本文对美式看跌期权的定价提供了一种新的混合数值方法,即快速傅里叶变换法加龙格-库塔法.首先将美式看跌期权价格所满足的Black-Scholes微分方程定解问题转化为一个标准的抛物型初、边值问题,然后通过傅里叶变换,使之转换为一个不带股价变量的常微分方程初值问题,再利用龙格-库塔法对其进行数值求解.数值实验表明,本文算法是一种快速的高精度的算法.     

快速三维散乱数据点重建算法

提出了一种快速三维散乱数据点重建算法.我们对包围盒算法进行了改进,减少了建立散乱点近邻关系所需的计算量;同时针对位置相对平坦的数据点,结合最小二乘法给出了一种计算法矢的混合方法.实例表明,该算法是有效的.     

r-循环线性系统求解的快速算法

本文给出r-循环线性系统求解的一种快速算法.当r-循环矩阵非奇异时,该快速算法求出该线性系统的唯一解;当r-循环矩阵奇异时,该快速算法求出该线性系统的通解.     

大数据条件下同时拟合多条空间直线和平面的方法研究

为利用总体最小二乘准则将三维空间数据中包含的多条空间直线和平面原型拟合出来,提出了在大数据条件下的一种估计空间直线和空间平面方程的快速计算方法.首先研究了在总体最小二乘准则下待拟合的空间直线和平面的特殊理论性质,为提出简明算法打下基础,其次,根据期望最大化(Expectation Maximization,EM)算法实现数据的自动分割,得到属于每条直线和每个平面的三维数据,最后,在数据被污染而含有较多噪声时,可先用DBSCAN算法清洗数据,再用EM算法自动分割数据,拟合出数据中包含的多条空间直线和多个空间平面原型.计算机仿真结果表明,在数据没有遭到污染和污染比例不太高大数据中,算法都可以快速准确地确定出多条直线和平面原型.     

求分块三对角矩阵和分块周期三对角矩阵逆矩阵的快速算法

给出了分块三对角矩阵逆矩阵的快速算法,并利用所给算法得到了求分块周期三对角矩阵逆矩阵的快速算法.最后通过算例表示算法的有效性.     

二维Helmholtz方程的联合紧致差分离散方程组的预处理方法

对于二维的Helmholtz方程,本文用联合紧致差分格式(CCD)离散,该差分格式具有六阶精度,三点差分和隐式的特点.本文基于CCD格式离散得到的线性系统和循环矩阵的快速傅里叶变换,提出了一种循环型预处理算子用于广义极小残量迭代算法(GMRES).给出了循环型预处理子的求解算法,证明了该预处理算子能使迭代算法具有较快的收敛速度.本文还与其他算法的预处理算子作比较,数值结果表明本文提出的循环型预处理算子具有更好的稳定性,并且对于较大的波数k,收敛速度也更快.     

Hilbert空间中求解伪单调变分不等式的自适应次梯度外梯度法

本文在实Hilbert空间上研究一种关于伪单调变分不等式的新算法.该算法结合次梯度外梯度法、惯性法和黏性法.在适当的条件下,引入不同的参数来改进算法的收敛性.最后,在数值试验中与相关结果作比较,展示所提算法的有效性.     

Trefftz,collocation, and other boundary methods—A comparison

In this article we survey the Trefftz method (TM), the collocation method (CM), and the collocation Trefftz method (CTM). We also review the coupling techniques for the interzonal conditions, which include the indirect Trefftz method, the original Trefftz method, the penalty plus hybrid Trefftz method, and the direct Trefftz method. Other boundary methods are also briefly described. Key issues in these algorithms, including the error analysis, are addressed. New numerical results are reported. Comparisons among TMs and other numerical methods are made. It is concluded that the CTM is the simplest algorithm and provides the most accurate solution with the best numerical stability. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

求解离散不适定问题的正则化GMERR方法

迭代极小残差方法是求解大型线性方程组的常用方法, 通常用残差范数控制迭代过程.但对于不适定问题, 即使残差范数下降, 误差范数未必下降. 对大型离散不适定问题,组合广义最小误差(GMERR)方法和截断奇异值分解(TSVD)正则化方法, 并利用广义交叉校验准则(GCV)确定正则化参数,提出了求解大型不适定问题的正则化GMERR方法.数值结果表明, 正则化GMERR方法优于正则化GMRES方法.     

求解一类非线性方程的改进的平均法

本文研究确定非线性方程一致有效近似解的平均法,得到B方法(Krylov-Bogoliubov method)与KBM方法(Krylov-Bogoliubov-Mitropolski method)的改进形式,通过两个例子与多尺度方法的比较,说明改进的平均法的有效性,从而拓广了平均法的应用范围。     

NONCONFORMING FINITE ELEMENT PENALTY METHOD FOR STOKES EQUATION

a special penalty method is presented to improve the accuracy of the standard penaltymethod (or solving Stokes equation with nonconforming finite element, It is shown that thismethod with a larger penalty parameter can achieve the same accuracy as the staodaxd methodwith a smaller penalty parameter. The convergence rate of the standard method is just hall order of this penalty method when using the same penalty parameter, while the extrapolationmethod proposed by Faik et al can not yield so high accuracy of convergence. At last, we alsoget the super-convergence estimates for total flux.     

Interactive bicriterion solution method and its application to critical path method problems

An interactive solution method is developed for bicriterion mathematical programming (BCMP) problems. The new method, called the dichotomous bicriterion mathematical programming (DBCMP) method, combines Tchebycheff theory and the existing paired comparison method (PCM). The DBCMP method is then compared with the PCM method based on critical path method problems with two conflicting objectives: minimizing the total crashing cost and minimizing the total project completion time. The extension of the DBCMP method to BCMP problems with multiple decision makers is also discussed.     

四种无约束优化算法的比较研究

从数值试验的角度 ,通过对 3个测试问题 (其中构造了一个规模大小可变的算例 )的求解 ,对共轭梯度法、BFGS拟牛顿法、DFP拟牛顿法和截断牛顿法进行比较研究 ,根据测试结果的分析 ,显示截断牛顿法在求解大规模优化问题时具有优势 ,从而为大规模寻优算法的研究提供了有益的借鉴 .     

Efficient numerical methods for pricing American options under stochastic volatility

Five numerical methods for pricing American put options under Heston's stochastic volatility model are described and compared. The option prices are obtained as the solution of a two‐dimensional parabolic partial differential inequality. A finite difference discretization on nonuniform grids leading to linear complementarity problems with M‐matrices is proposed. The projected SOR, a projected multigrid method, an operator splitting method, a penalty method, and a componentwise splitting method are considered. The last one is a direct method while all other methods are iterative. The resulting systems of linear equations in the operator splitting method and in the penalty method are solved using a multigrid method. The projected multigrid method and the componentwise splitting method lead to a sequence of linear complementarity problems with one‐dimensional differential operators that are solved using the Brennan and Schwartz algorithm. The numerical experiments compare the accuracy and speed of the considered methods. The accuracies of all methods appear to be similar. Thus, the additional approximations made in the operator splitting method, in the penalty method, and in the componentwise splitting method do not increase the error essentially. The componentwise splitting method is the fastest one. All multigrid‐based methods have similar rapid grid independent convergence rates. They are about two or three times slower that the componentwise splitting method. On the coarsest grid the speed of the projected SOR is comparable with the multigrid methods while on finer grids it is several times slower. ©John Wiley & Sons, Inc. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

两类五阶解非线性方程组的迭代算法

本文首先根据Runge-Kutta方法的思想,结合Newton迭代法,提出了一类带参数的解非线性方程组F(x)=0的迭代算法,然后基于解非线性方程f(x)=0的King算法,给出第二类解非线性方程组的迭代算法,收敛性分析表明这两类算法都是五阶收敛的.其次给出了本文两类算法的效率指数,以及一些已知算法的效率指数,并且将本文算法的效率指数与其它方法进行详细的比较,通过效率比率R_(i,j)可知本文算法具有较高的计算效率.最后给出了四个数值实例,将本文两类算法与现有的几种算法进行比较,实验结果说明本文算法收敛速度快,迭代次数少,有明显的优势.     

Application of homotopy perturbation methods for solving systems of linear equations

In this paper, homotopy perturbation methods (HPMs) are applied to obtain the solution of linear systems, and conditions are deduced to check the convergence of the homotopy series. Moreover, we have adapted the Richardson method, the Jacobi method, and the Gauss-Seidel method to choose the splitting matrix. The numerical results indicate that the homotopy series converges much more rapidly than the direct methods for large sparse linear systems with a small spectrum radius.     

The Runge‐Kutta DG finite element method and the KFVS scheme for compressible flow simulations

This article presents a new type of second‐order scheme for solving the system of Euler equations, which combines the Runge‐Kutta discontinuous Galerkin (DG) finite element method and the kinetic flux vector splitting (KFVS) scheme. We first discretize the Euler equations in space with the DG method and then the resulting system from the method‐of‐lines approach will be discretized using a Runge‐Kutta method. Finally, a second‐order KFVS method is used to construct the numerical flux. The proposed scheme preserves the main advantages of the DG finite element method including its flexibility in handling irregular solution domains and in parallelization. The efficiency and effectiveness of the proposed method are illustrated by several numerical examples in one‐ and two‐dimensional spaces. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006