The Sinc–Legendre collocation method for a class of fractional convection–diffusion equations with variable coefficients

This paper deals with the numerical solution of classes of fractional convection–diffusion equations with variable coefficients. The fractional derivatives are described based on the Caputo sense. Our approach is based on the collocation techniques. The method consists of reducing the problem to the solution of linear algebraic equations by expanding the required approximate solution as the elements of shifted Legendre polynomials in time and the Sinc functions in space with unknown coefficients. The properties of Sinc functions and shifted Legendre polynomials are then utilized to evaluate the unknown coefficients. Several examples are given and the numerical results are shown to demonstrate the efficiency of the newly proposed method.     

On the numerical solution of integral equations with piecewise continuous displacement kernels

Solution of a Fredholm integral equation with a piecewise continuous displacement kernel is considered. It is shown that this problem is equivalent to the solution of an initial value problem for an unusual partial differential equation for continuous functions of two variables. The difference scheme for the numerical solution of the initial value problem is derived. This scheme allows implementation on parallel processors and is of linear complexity. The approach based on the numerical solution of the initial value problem is compared with a corresponding quadrature method and demonstrates certain advantages.This work was supported by the NSF grant DMS-8801961This work was supported by a research grant from the NSERC of Canada     

Conjugate gradient techniques for the optimal control evolution dam problem

This paper considers the numerical simulation of optimal control evolution dam problem by using conjugate gradient method.The paper considers the free boundary value problem related to time dependent fluid flow in a homogeneous earth rectangular dam.The dam is taken to be sufficiently long that the flow is considered to be two dimensional.On the left and right walls of the dam there is a reservoir of fluid at a level dependent on time.This problem can be transformed into a variational inequality on a fixed domain.The numerical techniques we use are based on a linear finite element method to approximate the state equations and a conjugate gradient algorithm to solve the discrete optimal control problem.This algorithm is based on Armijo's rule in the unconstrained optimization theory.The convergence of the discrete optimal solutions to the continuous optimal solutions,and the convergence of the conjugate gradient algorithm are proved.A numerical example is given to determine the location of the minimum surface     

Solving the 2D Maxwell equations by a Laguerre spectral method

A spectral method for solving the 2D Maxwell equations with relaxation of electromagnetic parameters is presented. The method is based on an expansion of the solution in terms of Laguerre functions in time. The operation of convolution of functions, which is part of the formulas describing the relaxation processes, is reduced to a sum of products of the harmonics. The Maxwell equations transform to a system of linear algebraic equations for the solution harmonics. In the algorithm, an inner parameter of the Laguerre transformis used. With large values of this parameter, the solution is shifted to high harmonics. This is done to simplify the numerical algorithm and to increase the efficiency of the problem solution. Results of a comparison of the Laguerre method and a finite-difference method in accuracy both for a 2D medium structure and a layered medium are given. Results of a comparison of the spectral and finite-difference methods in efficiency for axial and plane geometries of the problem are presented.     

Solving Continuous-Time Linear Programming Problems Based on the Piecewise Continuous Functions

The numerical method is proposed in this article to solve a general class of continuous-time linear programming problems in which the functions appeared in the coefficients of this problem are assumed to be piecewise continuous. In order to make sure that all the subintervals of time interval will not contain the discontinuities, a different methodology for not equally partitioning the time interval is proposed. The main issue of this article is to obtain an analytic formula of error upper bound. In this article, we shall propose two kinds of computational procedure to evaluate the error upper bounds. One needs to solve the dual problem of the discretized linear programming problem, and another one does not need to solve the dual problem. Finally, we present a numerical example to demonstrate the usefulness of the numerical method.     

时滞广义时变系统的容许性分析与镇定

研究了时滞广义时变系统的容许性与镇定性问题.首先,基于广义Lyapunov不等式、线性矩阵不等式和受限等价方法,建立时滞广义时变系统的Lyapunov不等式,将时滞广义时变系统的容许性问题转化为求解时滞广义时变系统的Lyapunov不等式问题,得到了系统容许的充分条件.然后,根据充分条件进一步研究了时滞广义时变系统的镇定问题,给出了状态反馈镇定器的设计方法.最后,通过数值算例验证了所得结论的有效性.     

考虑占位决策的围堵嫌犯模型

研究了2011年中国大学生数学建模竞赛B题的突发事件中交巡警对在逃嫌犯的围堵问题。不同于对该问题的以往的研究,本文考虑了交巡警在包围圈中可以占据某些路口,使得嫌犯不能通过这些被交巡警占据的路口,从而为形成包围圈的交巡警赢得更多时间。利用两篇相关文献的关于点截集判断的结论和考虑占位决策的建模方法,以不同的目标函数建立了考虑占位决策的围堵嫌犯问题的三个混合0-1非线性整数规划模型。通过选取部分线性约束和目标函数一起组合成混合0-1线性整数规划模型,设计了基于混合0-1线性整数规划方法的算法,并给出了算例。     

Numerical solution of a multidimensional two-phase stefan problem

This paper treats a multidimensional two-phase Stefan problem with variable coefficients and mixed type boundary conditions. A numerical method for solving the problem is of fixed domain type, based on a variational inequality formulation of the problem. Numerical solutions are obtained by using piecewise linear finite elements in space and finite difference in time, and by solving a strictly convex minimization problem at each time step. Some computational results are presented.     

One modification of the logarithmic barrier function method in linear and convex programming

A novel modification of the logarithmic barrier function method is introduced for solving problems of linear and convex programming. The modification is based on a parametric shifting of the constraints of the original problem, similarly to what was done in the method of Wierzbicki-Hestenes-Powell multipliers for the usual quadratic penalty function (this method is also known as the method of modified Lagrange functions). The new method is described, its convergence is proved, and results of numerical experiments are given.     

An exponential matrix method for solving systems of linear differential equations

This paper presents an exponential matrix method for the solutions of systems of high‐order linear differential equations with variable coefficients. The problem is considered with the mixed conditions. On the basis of the method, the matrix forms of exponential functions and their derivatives are constructed, and then by substituting the collocation points into the matrix forms, the fundamental matrix equation is formed. This matrix equation corresponds to a system of linear algebraic equations. By solving this system, the unknown coefficients are determined and thus the approximate solutions are obtained. Also, an error estimation based on the residual functions is presented for the method. The approximate solutions are improved by using this error estimation. To demonstrate the efficiency of the method, some numerical examples are given and the comparisons are made with the results of other methods. Copyright © 2012 John Wiley & Sons, Ltd.     

On the numerical solution of loaded systems of ordinary differential equations with nonseparated multipoint and integral conditions

We propose a numerical method of solving systems of loaded linear nonautonomous ordinary differential equations with nonseparated multipoint and integral conditions. This method is based on the convolution of integral conditions to obtain local conditions. This approach allows one to reduce solving the original problem to solving a Cauchy problem for a system of ordinary differential equations and linear algebraic equations. Numerous computational experiments on several test problems with the formulas and schemes proposed for the numerical solution have been carried out. The results of the experiments show that the approach is reasonably efficient.     

Scheme of the finite element method with multiplicative separation of the singularity for a spectral boundary value problem for a degenerate differential operator

The paper deals with the numerical solution of a generalized spectral boundary value problem for an elliptic operator with degenerating coefficients. We suggest an approximate method based on the multiplicative separation of the singularity, whereby the eigenfunctions are approximated by piecewise linear functions multiplied by a weight specially chosen depending on the order of degeneration of the coefficients. For this method, we obtain error estimates justifying its optimality.     

An Algorithm for Minimax Solution of Overdetermined Systems of Non-linear Equations

The problem of minimizing the maximum residual of a system ofnon-linear equations is studied in the case where the numberof equations is larger than the number of unknowns. It is supposedthat the functions defining the problem have continuous firstderivatives, and the algorithm is based on successive linearapproximations to these functions. The resulting linear systemsare solved in the minimax sense, subject to bounds on the solutions,the bounds being adjusted automatically, depending on the goodnessof the linear approximations. It is proved that the method alwayshas sure convergence properties. Some numerical examples aregiven.     

基于增广Lagrange函数的RQP方法

Recursive quadratic programming is a family of techniques developd by Bartholomew-Biggs and other authors for solving nonlinear programming problems.This paperdescribes a new method for constrained optimization which obtains its search di-rections from a quadratic programming subproblem based on the well-known aug-mented Lagrangian function.It avoids the penalty parameter to tend to infinity.We employ the Fletcher‘s exact penalty function as a merit function and the use of an approximate directional derivative of the function that avoids the need toevaluate the second order derivatives of the problem functions.We prove that thealgorithm possesses global and superlinear convergence properties.At the sametime, numerical results are reported.     

A linearized finite-difference scheme for the numerical solution of the nonlinear cubic Schrödinger equation

A linearized finite-difference scheme is used to transform the initial/boundary-value problem associated with the nonlinear Schrödinger equation into a linear algebraic system. This method is developed by re placing the time and the space partial derivatives by parametric finite-difference re placements and the nonlinear term by an appropriate parametric linearized scheme based on Taylor’s expansion. The resulting finite-difference method is analysed for stability and convergence. The results of a number of numerical experiments for the single-soliton wave are given.     

A Linear Complementarity Approach for the Non-convex Seismic Frictional Interaction between Adjacent Structures under Instabilizing Effects*

The paper deals with a numerical treatment of the dynamic hemivariational inequality problem concerning the elastoplastic-fracturing unilateral contact with friction between neighboring structures under second-order geometric effects during earthquakes. The numerical procedure is based on an incremental problem formulation and on a double discretization, in space by the finite element method and in time by the Houbolt method. The generally nonconvex constitutive contact laws are piece-wise linearized, and in each time-step a nonconvex linear complementarity problem is solved with a reduced number of unknowns.     

Method of Local Peak Functions for Reconstructing the Original Profile in the Fourier Transformation

We propose a method for reconstructing the original profile function in the one-dimensional Fourier transformation from the module of the Fourier transform function analytically. The major concept of the method consists in representing the modeling profile function as a sum of local peak functions. The latter are chosen as eigenfunctions generated by linear differential equations with polynomial coefficients. This allows directly inverting the Fourier transformation without numerical integration. The solution of the inverse problem thus reduces to a nonlinear regression with a small number of optimizing parameters and to a numerical or asymptotic study of the corresponding modeling peak functions taken as the eigenfunctions of the differential equations and their Fourier transforms.     

关于线性二层规划分枝定界方法的探讨

对求解线性二层规划的分枝定界方法进行了探讨.给出的一个例子表明,目前的分枝定界方法不能很好地解决上层带有任意线性形式约束的线性二层规划问题,进而在线性二层规划新定义的基础上提出了求解线性二层规划的扩展分枝定界方法.算例表明扩展分枝定界方法可以有效解决原分枝定界方法的不足.     

Fractional-Order Legendre Functions and Their Application to Solve Fractional Optimal Control of Systems Described by Integro-differential Equations

In this paper, we introduce a set of functions called fractional-order Legendre functions (FLFs) to obtain the numerical solution of optimal control problems subject to the linear and nonlinear fractional integro-differential equations. We consider the properties of these functions to construct the operational matrix of the fractional integration. Also, we achieved a general formulation for operational matrix of multiplication of these functions to solve the nonlinear problems for the first time. Then by using these matrices the mentioned fractional optimal control problem is reduced to a system of algebraic equations. In fact the functions of the problem are approximated by fractional-order Legendre functions with unknown coefficients in the constraint equations, performance index and conditions. Thus, a fractional optimal control problem converts to an optimization problem, which can then be solved numerically. The convergence of the method is discussed and finally, some numerical examples are presented to show the efficiency and accuracy of the method.