The numerical method of successive interpolations for Fredholm functional integral equations

A new numerical method for Fredholm functional integral equations is proposed. The method combines the fixed point technique with numerical integration and cubic spline interpolation. The convergence and the numerical stability of the method are proved and tested on some numerical examples.     

基于人工鱼群算法求任意函数的数值积分

将不等距离分割方法与人工鱼群算法相结合,提出一种基于人工鱼群算法求任意函数数值积分的方法,该方法除能计算通常意义下任意函数的定积分外,还能计算奇异函数积分、振荡函数积分以及原函数不易求得的被积函数的积分.最后给出几个数值积分算例,并与传统数值积分方法作了比较,仿真结果分析表明,该算法十分有效,能够快速有效地获得任意函数的数值积分值.     

渗流问题灰色数值模型的解法研究

灰色数值模型的求解是研究灰色数值模型的一个重要问题 .本文根据灰集合、灰数及其灰色运算规则 ,在渗流系统的基本灰色数值模型的基础上 ,分析了求解这类模型的一整套灰色数值算法 ,并对灰色数值算法、普通算法和经典数值方法的计算结果进行了全面比较 ,论证了灰色数值算法对灰信息传递的正确性和对渗流系统描述的合理性 .     

Recovering the local volatility in Black–Scholes model by numerical differentiation

In this article, a numerical method for recovering the local volatility in Black–Scholes model is proposed based on the Dupire formula in which the numerical derivatives are used. By Tikhonov regularization, a new numerical differentiation method in two-dimensional (2-D) case is presented. The convergent analysis and numerical examples are also given. It shows that our method is efficient and stable.     

三维数值流形方法的理论研究

在二维数值流形方法的基础上,对三维数值流形进行了理论研究．研究了三维覆盖位移函数,进行了三维数值流形的力学分析,给出了三维流形单元的刚度矩阵,详细推导了三维数值流形的Hammer积分及剖分规则,系统地研究三维数值流形的理论体系与数值实现方法．作为数值算例,给出了相应的悬臂梁的计算结果,计算结果表明算法的精度和计算效益较高．     

Numerical analysis for a variable-order nonlinear cable equation

In this paper, a variable-order nonlinear cable equation is considered. A numerical method with first-order temporal accuracy and fourth-order spatial accuracy is proposed. The convergence and stability of the numerical method are analyzed by Fourier analysis. We also propose an improved numerical method with second-order temporal accuracy and fourth-order spatial accuracy. Finally, the results of a numerical example support the theoretical analysis.     

An efficient algorithm for solving generalized pantograph equations with linear functional argument

A numerical method for solving the generalized (retarded or advanced) pantograph equation under initial value conditions is presented. To display the validity and applicability of the numerical method four illustrative examples are presented. The results reveal that this method is very effective and highly promising when compared with other numerical methods, such as Adomian decomposition method, spline methods and Taylor method.     

Numerical analysis for a variable-order nonlinear cable equation

In this paper, a variable-order nonlinear cable equation is considered. A numerical method with first-order temporal accuracy and fourth-order spatial accuracy is proposed. The convergence and stability of the numerical method are analyzed by Fourier analysis. We also propose an improved numerical method with second-order temporal accuracy and fourth-order spatial accuracy. Finally, the results of a numerical example support the theoretical analysis.     

A numerical approximation method for solving a three-dimensional space Galilei invariant fractional advection-diffusion equation

In this paper, a numerical approximation method for solving a three-dimensional space Galilei invariant fractional advection diffusion equation is presented. The convergence and stability of the numerical approximation method are discussed by a new technique of Fourier analysis. The solvability of the numerical approximation method also is analyzed. Finally, applying Richardson extrapolation technique, a high-accuracy algorithm is structured and the numerical example demonstrated the theoretical results.     

Dimensional splitting with front tracking and adaptive grid refinement

Front tracking in combination with dimensional splitting is analyzed as a numerical method for scalar conservation laws in two space dimensions. An analytic error bound is derived, and convergence rates based on numerical experiments are presented. Numerical experiments indicate that large CFL numbers can be used without loss of accuracy for a wide range of problems. A new method for grid refinement is introduced. The method easily allows for dynamical changes in the grid, using, for instance, the total variation in each grid cell as a criterion for introducing new or removing existing refinements. Several numerical examples are included, highlighting the features of the numerical method. A comparison with a high-resolution method confirms that dimensional splitting with front tracking is a highly viable numerical method for practical computations. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 627–648, 1998     

Piecewise shooting reproducing kernel method for linear singularly perturbed boundary value problems

In this letter, a new numerical method is proposed for solving second order linear singularly perturbed boundary value problems with left layers. Firstly a piecewise reproducing kernel method is proposed for second order linear singularly perturbed initial value problems. By combining the method and the shooting method, an effective numerical method is then proposed for solving second order linear singularly perturbed boundary value problems. Two numerical examples are used to show the effectiveness of the present method.     

Implicit numerical approximation scheme for the fractional Fokker-Planck equation

In this paper, we consider an anomalous subdiffusion process, governed by fractional Fokker-Planck equation. An effective numerical method for approximating Fokker-Planck equation in a bounded domain is presented. The stability and convergence of the numerical method are analyzed. Some numerical examples are presented to show the application of the present technique. The numerical results exhibit the good performance of our theoretical analysis.     

对流扩散方程的一种显式有限体积——有限元方法

本文给出非线性对流扩散问题的一种有限体积的有限元方法相结合的显式离散方法,证明了数值解的稳定性,并给出了一个实际算例。     

On the numerical solution of Cauchy type singular integral equations by the collocation method

The collocation method for the numerical solution of Fredholm integral equations of the second kind is applied, properly modified, to the numerical solution of Cauchy type singular integral equations of the first or the second kind but with constant coefficients. This direct method of numerical solution of Cauchy type singular integral equations is compared afterwards with the corresponding method resulting from applying the collocation method to the Fredholm integral equation of the second kind equivalent to the Cauchy type singular integral equation, as well as with another method, based also on the regularization procedure, for the numerical solution of the same class of equations. Finally, the convergence of the method is discussed.     

非局部Allen-Cahn模型全离散数值格式的误差估计

在这项工作中,我们研究了求解非局部体积守恒Allen-Cahn (AC)方程的全离散傅里叶伪谱数值格式的误差估计.该数值格式的时间行军方法基于著名的不变能量平方法(IEQ). 我们证明了所提出的全离散数值方法是唯一可解,无条件能量稳定的,并获得了该方案在空间和时间上的最优误差估计.此外,我们还进行了一些数值检验来验证理论结果.     

A semi‐discrete defect correction finite element method for unsteady incompressible magnetohydrodynamics equations

In this report, we give a semi‐discrete defect correction finite element method for the unsteady incompressible magnetohydrodynamics equations. The defect correction method is an iterative improvement technique for increasing the accuracy of a numerical solution without applying a grid refinement. Firstly, the nonlinear magnetohydrodynamics equations is solved with an artificial viscosity term. Then, the numerical solutions are improved on the same grid by a linearized defect‐correction technique. Then, we give the numerical analysis including stability analysis and error analysis. The numerical analysis proves that our method is stable and has an optimal convergence rate. In order to show the effect of our method, some numerical results are shown. Copyright © 2017 John Wiley & Sons, Ltd.     

Numerical solution of an inverse initial boundary-value problem for the full time-dependent Maxwell's equations in the presence of imperfections of small volume

We consider the numerical solution, in a three-dimensional bounded domain, of the inverse problem for identifying the location of small electromagnetic imperfections in a medium with homogeneous background. Our numerical algorithm is based on the coupling of a discontinuous Galerkin method for the time-dependent Maxwell's equations, on the exact controllability method and on a Fourier inversion. Several numerical results are given with one and two imperfections and the robustness and accuracy of the numerical method used for the dynamic detection problem are shown.     

L~1空间带弱奇异核的第二类Fredholm积分方程解法探究

针对带有弱奇异核的第二类Fredholm积分方程数值解法问题,介绍了两种方法.一种方法是直接用L~1空间中的离散化方法求其数值解;另一种方法是将弱奇异核通过迭代变为连续核,再用L~1空间中的离散化方法求其数值解,且通过对具体算例作图分析,从而得出直接用L~1空间中离散化方法更好.     

Stability analysis for a fully discrete spectral scheme for Boussinesq systems

In this paper we perform a stability analysis of a fully discrete numerical method for the solution of a family of Boussinesq systems, consisting of a Fourier collocation spectral method for the spatial discretization and a explicit fourth order Runge–Kutta (RK4) scheme for time integration. Our goal is to determine the influence of the parameters, associated to this family of systems, on the efficiency and accuracy of the numerical method. This analysis allows us to identify which regions in the parameter space are most appropriate for obtaining an efficient and accurate numerical solution. We show several numerical examples in order to validate the accuracy, stability and applicability of our MATLAB implementation of the numerical method.     

A method for verifying the accuracy of numerical solutions of symmetric saddle point linear systems

A fast numerical verification method is proposed for evaluating the accuracy of numerical solutions for symmetric saddle point linear systems whose diagonal blocks of the coefficient matrix are semidefinite matrices. The method is based on results of an algebraic analysis of a block diagonal preconditioning. Some numerical experiments are present to illustrate the usefulness of the method.