分数Brown运动时变随机种群收获系统数值解的均方散逸性

讨论了一类带分数Brown运动时变随机种群收获系统数值解的均方散逸性.在一定条件下,利用It公式和Bellman-Gronwall-Type引理,研究了方程(1)具有均方散逸性.分别利用带补偿的倒向Euler方法和分步倒向Euler方法讨论数值解的均方散逸性存在的充分条件,并通过数值算例对所给出的结论进行了验证.     

基于补偿倒向Euler方法带分数Brown运动的随机固定资产模型数值解的均方散逸性

讨论了一类带分数Brown运动随机固定资产模型数值解的均方散逸性.在漂移系数和扩散系数满足单边Lipschitz条件和有界条件下,建立了随机固定资产模型补偿倒向Euler法数值解均方散逸性的判定准则.最后通过数值算例对结论进行了验证.     

与年龄相关的模糊随机种群扩散系统的均方散逸性

讨论了一类与年龄相关的模糊随机种群扩散系统,该系统受随机和模糊两种不确定性因素的影响.在有界的条件(弱于线性增长条件)和Lipschitz条件下,利用It公式和Bellman-Gronwall-Type引理,建立了均方意义下与年龄相关的模糊随机种群扩散系统均方散逸性的判定准则.并通过数值例子对所给出的结论进行了验证.     

带Poisson跳年龄相关随机时滞种群系统的均方稳定性

本文研究了带Poisson跳年龄相关随机时滞种群系统均方稳定性的问题.在一定条件下,给出了数值解均方稳定的定义.利用补偿随机θ法讨论系统数值解的均方稳定性,给出数值解稳定的充分条件.获得了当1/2≤θ≤1时,对于任意的步长?τ/m,数值解是均方稳定的;当0≤θ1,时,如果步长?t∈(0,?t0),数值解是指数均方稳定的的结果.最后通过数值算例推广并验证了结果的有效性和正确性.     

带Markov跳时变随机种群收获系统数值解的收敛性

讨论了一类带Markov跳时变随机种群收获系统的数值解问题.利用EulerMaruyama方法给出了时变种群系统的数值解表达式,在局部Lipschitz条件下,证明了方程的数值解在均方意义下收敛于其解析解.最后,通过数值例子对所给出的结论进行了验证.     

与年龄相关的模糊随机种群扩散系统的数值解

讨论了一类与年龄相关的模糊随机种群扩散系统的数值解。系统同时受两种不确定性因素的影响。即,随机和模糊。并根据Euler-Maruyama方法给出了模糊随机种群扩散系统的数值解表达式,在有界的条件(弱于线性增长条件)和Lipschitz条件下,证明了方程的数值解在均方意义下收敛于解析解。通过例子对本文的算法进行了验证。     

Cahn-Hilliard方程的高阶保能量散逸性方法

能量散逸性是物理和力学中某些微分方程一项重要的物理特性.构造精确地保持微分方程能量散逸性的数值格式对模拟具有能量散逸性的微分方程具有重要的意义.本文利用四阶平均向量场方法和傅里叶谱方法构造了Cahn-Hilliard方程高阶保能量散逸性格式.数值结果表明高阶保能量散逸性格式能很好地模拟Cahn-Hilliard方程在不同初始条件下解的行为,并且很好地保持了Cahn-Hilliard方程的能量散逸特性.     

延迟动力系统线性θ-方法的散逸性

１．引言 科学与工程中的许多问题具有散逸性,即系统具有一有界吸引集,从任意初始条件出发的解经过有限时间后进入该吸引集并随后保持在里面．如 ２维的 Ｎａｖｉｅｒ－Ｓｔｏｋｅｓ方程、Ｌｏｒｅｎｚ方程等许多重要系统都是散逸的．散逸性研究一直是动力系统研究中的重要课题（参见Ｔｅｍａｍ［７］）．当数值求解这些系统时,自然希望数值方法能保持系统的该重要特性．１９９４年, Ｈｕｍｐｈｒｉｅｓ和 Ｓｔｕａｒｔ［６］首次研究了 Ｒｕｎｇｅ－Ｋｕｔｔａ方法对有限维系统的散逸性．１９９７年Ｈｉｌｌ［２］研究了其无穷维散逸性…     

系统生物学中的随机微分方程数值仿真算法

系统生物学中的诸多现象,如生物化学反应过程、生态系统的演变、传染病的传播等,都可以用随机微分方程来描述.由于考虑了随机因素的影响,随机微分方程模型往往能比确定性的微分方程模型更为准确地刻画变量随时间的演化规律.但是随机微分方程的真解大多不可得到,有的即使可以求出真解,但解的形式极其复杂,用起来十分不便.因此,在计算机上对其进行数值仿真就显得十分必要.系统生物学中的随机微分方程模型一般呈现出高维、高度非线性、真解位于某些特定的区域等特点,对它们的数值模拟需要做专门的研究.本文概述求解几类常见的系统生物学模型(生物化学反应模型、生态系统模型、传染病模型、群体遗传学模型、细胞分化模型)的数值算法及这些数值算法各自的优缺点.     

带分数布朗Brown的随机比例方程半隐式Euler法的数值解(英文)

本文给出并分析了Poisson随机跳测度驱动的带分数Brown运动的随机比例方程半隐式Euler法的数值解,在局部Lipschitz条件下,证明了在均方意义下半隐式Euler数值解收敛到精确解.     

Imbedding methods for integral equations with applications

During the last decade or two, significant progress has been made in the development of imbedding methods for the analytical and computational treatment of integral equations. These methods are now well known in radiative transfer, neutron transport, optimal filtering, and other fields. In this review paper, we describe the current status of imbedding methods for integral equations. The paper emphasizes new analytical and computational developments in control and filtering, multiple scattering, inverse problems of wave propagation, and solid and fluid mechanics. Efficient computer programs for the determination of complex eigenvalues of integral operators, analytical investigations of stability for significant underlying Riccati integrodifferential equations, and comparisons against other methods are described.     

A MATHEMATICAL THEORY FOR LES CONVERGENCE

Practical simulations of turbulent processes are generally cutoff,with a grid resolution that stops within the inertial range,meaning that multiple active regions and length scales occur below the grid...     

Automated FEM discretizations for the Stokes equation

Current FEM software projects have made significant advances in various automated modeling techniques. We present some of the mathematical abstractions employed by these projects that allow a user to switch between finite elements, linear solvers, mesh refinement and geometry, and weak forms with very few modifications to the code. To evaluate the modularity provided by one of these abstractions, namely switching finite elements, we provide a numerical study based upon the many different discretizations of the Stokes equations. AMS subject classification (2000)  74S05, 65Y99, 35Q30     

Conservative numerical methods for the Full von Kármán plate equations

This article is concerned with the numerical solution of the full dynamical von Kármán plate equations for geometrically nonlinear (large‐amplitude) vibration in the simple case of a rectangular plate under periodic boundary conditions. This system is composed of three equations describing the time evolution of the transverse displacement field, as well as the two longitudinal displacements. Particular emphasis is put on developing a family of numerical schemes which, when losses are absent, are exactly energy conserving. The methodology thus extends previous work on the simple von Kármán system, for which longitudinal inertia effects are neglected, resulting in a set of two equations for the transverse displacement and an Airy stress function. Both the semidiscrete (in time) and fully discrete schemes are developed. From the numerical energy conservation property, it is possible to arrive at sufficient conditions for numerical stability, under strongly nonlinear conditions. Simulation results are presented, illustrating various features of plate vibration at high amplitudes, as well as the numerical energy conservation property, using both simple finite difference as well as Fourier spectral discretizations. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1948–1970, 2015     

Norm-relaxed method of feasible directions for solving nonlinear programming problems

A variation of the Polak method of feasible directions for solving nonlinear programming problems is shown to be related to the Topkis and Veinott method of feasible directions. This new method is proven to converge to a Fritz John point under rather weak assumptions. Finally, numerical results show that the method converges with fewer iterations than that of Polak with a proper choice of parameters.     

Numerical methods for singular optimal control

Methods are described for the numerical solution of singular optimal control problems. A simple method is given for solving a class of problems which form a transition from nonsingular to singular cases. A procedure is given for determining the structure of a singular problem if it is initially unknown. Several numerical examples are presented.This work is based on the author's PhD Dissertation at The Hatfield Polytechnic, Hatfield, Hertfordshire, England.     

On Warner's algorithm for the solution of boundary-value problems for ordinary differential equations

The paper discusses the solution of boundary-value problems for ordinary differential equations by Warner's algorithm. This shooting algorithm requires that only the original system of differential equations is solved once in each iteration, while the initial conditions for a new iteration are evaluated from a matrix equation. Numerical analysis performed shows that the algorithm converges even for very bad starting values of the unknown initial conditions and that the number of iterations is small and weakly dependent on the starting point. Based on this algorithm, a general subroutine can be realized for the solution of a large class of boundary-value problems.     

Numerical methods for controlled and uncontrolled multiplexing and queueing systems

We deal with a very useful numerical method for both controlled and uncontrolled queuing and multiplexing type systems. The basic idea starts with a heavy traffic approximation, but it is shown that the results are very good even when working far from the heavy traffic regime. The underlying numerical method is a version of what is known as the Markov chain approximation method. It is a powerful methodology for controlled and uncontrolled stochastic systems, which can be approximated by diffusion or reflected diffusion type systems, and has been used with success on many other problems in stochastic control. We give a complete development of the relevant details, with an emphasis on multiplexing and particular queueing systems. The approximating process is a controlled or uncontrolled Markov chain which retains certain essential features of the original problem. This problem is generally substantially simpler than the original physical problem, and there are associated convergence theorems. The non-classical associated ergodic cost problem is derived, and put into a form such that reliable and good numerical algorithms, based on multigrid type ideas, can be used. Data for both controlled and uncontrolled problems shows the value of the method.Supported by ARO contract DAAL-03-92-G-0115, AFOSR contract F49620-92-J-0081, and DARPA contract AFOSR-91-0375.Formerly at Brown University. Supported by DARPA contract AFOSR-91-0375.     

Steepest-descent failure analysis

An extensive failure analysis of the steepest-descent optimization algorithm has been made. Each of the ways in which the algorithm can fail is discussed in terms of both the mathematical and numerical manifestations of a failure and the information which each type of failure provides about the formulation of the physical problem. Numerical tests for each of the various types of failure are described; several faulty problem formulations are presented, each of which illustrates a particular type of failure. A table is presented in which all failure modes are summarized and the corresponding numerical tests are exhibited.