比例延迟微分方程的连续有限元法

利用连续有限元法求解比例延迟微分方程,在一致网格下,给出比例延迟微分方程连续有限元解的整体收敛阶,数值实验验证了理论结果的正确性.     

非线性中立型延迟积分微分方程单支方法的B-收敛性

对一类非线性中立型延迟积分微分方程的B-收敛性进行了研究,对于单支方法运用于这类方程得到的数值方法,得到了该方法B-收敛的一个充分条件及其B-收敛阶.     

数值求解比例延迟微分方程的收敛性

本文主要讨论p阶CRK方法数值求解比例延迟微分方程 :U′(t) =f(t,U(t) ,U(qt) ) ,U(0 ) =U0　0 ≤t≤H0 相似文献   

求解非线性中立型延迟微分方程一类线性多步方法的收敛性

本文致力于带有Lagrang插值的一类线性多步法求解非线性中立型延迟微分方程的误差分析.证明了一个p′阶的线性多步方法配上一个q阶的Lagrang插值导致一个minf[p′,q 1]阶的E-(或EB-)收敛的非线性中立型延迟微分方程数值方法.     

分数阶延迟微分方程的样条配置方法

首次利用三次样条配置方法采用直接法求解了一类非线性分数阶延迟微分方程初值问题,并给出了方法的局部截断误差和若干数值算例.数值结果表明方法求解分数阶延迟微分方程初值问题是非常有效的,结果对于未来研究分数阶延迟微分方程的数值方法具有重要的意义.     

分数阶比例延迟微分方程的三次样条配置方法

本文利用三次样条配置方法采用直接法求解一类非线性分数阶比例延迟微分方程初值问题,并得到方法的局部截断误差.通过若干数值算例表明该方法求解分数阶比例延迟微分方程初值问题是非常有效的,本文的结果对于未来研究分数阶比例延迟微分方程的数值方法提供新的思路.     

一类分数阶多项延迟微分方程的Jacobi谱配置方法

本文利用Jacobi谱配置方法数值求解了一类分数阶多项延迟微分方程,并证明了该方法是收敛的,通过若干数值算例验证了相应的理论结果,结果表明Jacobi谱配置方法求解这类方程是非常高效的,同时也为这类分数阶延迟微分方程的数值求解提供了新的选择,对分数阶泛函方程的数值方法的研究有一定的指导意义.     

偶数阶非线性微分方程有界正解的存在性

考虑偶数阶非线性中立型微分方程,利用Lebesgue控制收敛定理获得了最终有界正解存在的一个充分必要条件.     

中立型随机延迟微分方程分裂步θ方法的强收敛性

中立型随机延迟微分方程常出现在一些科学技术和工程领域中.本文在漂移系数和扩散系数关于非延迟项满足全局Lipschitz条件,关于延迟项满足多项式增长条件以及中立项满足多项式增长条件下,证明了分裂步θ方法对于中立型随机延迟微分方程的强收敛阶为1/2.数值实验也验证了这一理论结果.     

求解分数阶延迟微分方程的卷积Runge-Kutta方法

本文利用强A-稳定Runge-Kutta方法求解一类非线性分数阶延迟微分方程初值问题,并给出了算法的稳定性和误差分析.数值算例验证算法的有效性及其相关理论结果.     

非线性刚性变延迟微分方程单支方法的数值稳定性

现有文献中对于非线性延迟微分方程渐近稳定性及其数值方法的稳定性研究大都局限于常延迟的情形,例如可参见匡蛟勋[1-3],黄乘明[4],Torelli[5]等人的大量工作.1994年A.Iserles[6] 首次研究了比例延迟微分方程数值方法的线性稳定性,随后有相当多的文献对比例延迟微分方程的各种数值方法的线性稳定性进行了讨论.1997年Zennaro[7]首次研究了非线性刚性变延迟微分方程的渐近稳定性,但该文中对于延迟量的限制十分苛刻,同时该文也首次研究了非线性刚性变延迟微分方程Runge-Kutta方法的非线性稳定性. 本文目的是试图在上述基础上进一步研究非线性刚性变延迟微分方程的渐近稳定性及其数值方法的稳定性.首先在第二节我们给出了非线性刚性变延迟微分方程模型问题（2.1）渐     

Galerkin projections for state-dependent delay differential equations with applications to drilling

A Galerkin projection scheme to obtain low dimensional approximations of delay differential equations (DDEs) involving state-dependent delays is developed. The current scheme is an extension of a similar, recently proposed scheme for DDEs with constant delays in the publication by P. Wahi, A. Chatterjee 2005. The resulting ordinary differential equations (ODEs) from the Galerkin scheme are easier to integrate using commercial ODE solvers, and are amenable to stability and bifurcation analysis using standard techniques. First, the application of the formulation is demonstrated through a scalar delay differential equation, and the performance of the formulation is assessed. Next, the scheme is applied to a two degrees-of-freedom model describing the coupled axial and torsional vibrations of oil well drill-strings. In both cases, the Galerkin approximations show an excellent agreements with the direct numerical simulations of the original systems.     

D-CONVERGENCE OF ONE-LEG METHODS FOR STIFF DELAY DIFFERENTIAL EQUATIONS

1. IntroductionIn recent yeaJrs, many paPers discussed numerical methods for the solution of delay deential equation (DDE)y,(t) = f(t,y(t),y(t -- T)). (1.1)For linear stability of ntunerical methods, a sedcant nUIner of results have aiready beenfound for both Rase--Kutta methods and linear mchistev mehods (cf[4] [7] [8]).Recently wefurther established the relationship between G-stability and llonhnear stability (cf[3]). Erroranalysis of DDE sobors is another imPortant issue. In faCt, ma…     

非线性刚性变延迟微分方程单支方法的D-收敛性

This paper is concerned with the error analysis of one-leg methods when applied to nonlinear stiff Delay Differential Equations(DDEs) with a variable delay. It is proved that a one-leg method with Lagrangian linear interpolation procedure is D-convergent of oder p if and only if it is A-stable and consistent of order p in the classical sense for ODEs. The results obtained can be regarded as extension of that for DDEs with constant delay presented by Huang Chenming et al. in 2001     

SUPERCONVERGENCE OF A DISCONTINUOUS GALERKIN METHOD FOR FIRST-ORDER LINEAR DELAY DIFFERENTIAL EQUATIONS

This paper deals with the discontinuous Galerkin (DG) methods for delay differential equations.By an orthogonal analysis in each element,the superconvergence re...     

Galerkin approximations with embedded boundary conditions for retarded delay differential equations

Finite-dimensional approximations are developed for retarded delay differential equations (DDEs). The DDE system is equivalently posed as an initial-boundary value problem consisting of hyperbolic partial differential equations (PDEs). By exploiting the equivalence of partial derivatives in space and time, we develop a new PDE representation for the DDEs that is devoid of boundary conditions. The resulting boundary condition-free PDEs are discretized using the Galerkin method with Legendre polynomials as the basis functions, whereupon we obtain a system of ordinary differential equations (ODEs) that is a finite-dimensional approximation of the original DDE system. We present several numerical examples comparing the solution obtained using the approximate ODEs to the direct numerical simulation of the original non-linear DDEs. Stability charts developed using our method are compared to existing results for linear DDEs. The presented results clearly demonstrate that the equivalent boundary condition-free PDE formulation accurately captures the dynamic behaviour of the original DDE system and facilitates the application of control theory developed for systems governed by ODEs.     

D-CONVERGENCE OF RUNGE-KUTTA METHODS FOR STIFF DELAY DIFFERENTIAL EQUATIONS

1. IntroductionWhen considering the applicability of numerical methods for the solution of the delay differential equation (DDE) y'(t) = f(t, y(t), y(t - T)), it is necessary to analyze the error behaviourof the methods. In fact, many papers have investigated the local and global error behaviour ofDDE solvers (cL[1,2,14]). These error analyses are based on the assumption that the fUnctionf(t,y,z) satisfies Lipschitz conditions in both the last two variables. They are suitable fornonstiff …     

A CLASS OF TWO-STEP CONTINUITY RUNGE-KUTTA METHODS FOR SOLVING SINGULAR DELAY DIFFERENTIAL EQUATIONS AND ITS STABILITY ANALYSIS

In this paper, a class of two-step continuity Runge-Kutta（TSCRK） methods for solving singular delay differential equations（DDEs） is presented. Analysis of numerical stability of this methods is given. We consider the two distinct cases： （i）τ≥ h, （ii）τ 〈 h, where the delay τ and step size h of the two-step continuity Runge-Kutta methods are both constant. The absolute stability regions of some methods are plotted and numerical examples show the efficiency of the method.     

Linear stability of general linear methods for systems of neutral delay differential equations

This paper is concerned with the numerical solution of delay differential equations (DDEs). We focus on the stability of general linear methods for systems of neutral DDEs with multiple delays. A type of interpolation procedure is considered for general linear methods. Linear stability properties of general linear methods with this interpolation procedure are investigated. Many extant results are unified.     

Variable-step variable-order 3-stage Hermite-Birkhoff-Obrechkoff DDE solver of order 4 to 14

This article presents a solver for delay differential equations (DDEs) called HBO414DDE based on a hybrid variable-step variable-order 3-stage Hermite-Birkhoff-Obrechkoff ODE solver of order 4 to 14. The current version of our method solves DDEs with state dependent, non-vanishing, small, vanishing and asymptotically vanishing delays, except neutral type and initial value DDEs. Delayed values are computed using Hermite interpolation, small delays are dealt with by extrapolation, and discontinuities are located by a bisection method. HBO414DDE was tested on several problems and results were compared with those of known solvers like SYSDEL and the recent Matlab DDE solver ddesd and statistics show that it gives, most of the time, a smaller relative error than the other solvers for the same number of function evaluations.