油藏数值模拟中动边值问题的迎风差分格式

考虑了三维油藏数值模拟中的动边值问题,对压力方程,给出中心差分格式;对饱和度方程给出隐式迎风差分格式及修正的迎风差分格式,并证明了格式的收敛性。数值算例与理论结果是一致的。     

奇异摄动问题的加权差分方法

本文对一阶导数引进了新的差分逼近,给出了一族一致收敛的差分格式.     

解对流占优反应扩散问题一致稳定的差分格式

通过将一般的反应扩散方程转化为主部为守恒型方程形式,构造出一种稳定和高精度的新型差分格式.这种差分格式最大的优点是具有与方程Peclet数和网格步长无关的一致稳定性,特别适合求解强对流占优问题或边界层问题.同时还给出了差分格式按L_∞模的一致稳定性和O(h~2)阶收敛速度的理论分析.数值实验验证了理论分析结果.     

一类反应扩散方程组的保持正性的差分格式

本文研究一类具有正解的反应扩散方程组的有限差分解法.构造了一个保持正性的差分格式.利用离散的最大值原理证明了差分格式解的非负性,有界性及差分格式的无条件稳定性.这些估计的证明不依赖于微分方程的解而仅仅与初边值条件有关.当微分方程的解适当光滑时,证明了差分格式的一致收敛性.最后给出了数值计算结果,并与以往方法进行了比较.计算结果说明了本文给出的方法的有效性.     

具有周期边界的守恒型方程的守恒型差分格式

研究守恒型奇摄动方程的周期边界问题,构造了一个守恒型差分格式,利用分解解的奇性项的方法,结合问题的渐近展开,证明所构造的差分格式为一阶一致收敛。     

半线性抛物型方程奇异摄动问题的数值解

本文讨论具有抛物边界层的半线性抛物型方程奇异摄动问题的数值解法,在非均匀网格上构造了两层非线性差分格式,证明了差分格式是一致收敛的,给出了一些数值例子.     

小参数在高阶导数项的椭圆型方程第一边值问题的一致收敛差分格式

本文讨论了曲边区域上小参数ε在高阶导数项的椭圆型方程第一边值问题,从一致收敛的必要条件出发构造了特殊的差分格式,证明了差分方程问题解的一致收敛性,估计了收敛的阶数,并讨论了差分方程解的渐近性态.     

具有初始跳跃的双曲型方程奇异摄动问题的数值解法

本文考虑具有初始跳跃的二阶双曲型方程初边值问题.首先给出解的导数估计.然后在一非均匀网格上构造了一个差分格式,最后在能量范数意义下证明了差分格式解的一致收敛性.     

半线性常微分方程混合边值奇摄动问题的一致差分格式*

本文应用分离奇性法研究半线性常微分方程混合边值奇摄动问题的一致差分格式,我们证明了所构造的I1'in型差分格式关于小参数ε的一阶一致收敛性.在本文的最后,我们给出一个数值例子,计算结果与理论分析相符合.     

自共轭常微分方程奇异摄动问题一致收敛的差分格式

本文对自共轭常微分方程奇异摄动问题,构造一族带拟合因子的差分格式,用不同于[1]的方法,通过对格式截断误差的分析,给出差分格式解一致收敛于微分方程解的充分条件;由此提出几个具体的差分格式,在较弱的条件下,给出较高的一致收敛阶,并将它们应用于例子,给出数值结果.     

Determining a Rotation of a Tetrahedron from a Projection

The following problem, arising from medical imaging, is addressed: Suppose that T is a known tetrahedron in ?³ with centroid at the origin. Also known is the orthogonal projection U of the vertices of the image ?T of T under an unknown rotation ? about the origin. Under what circumstances can ? be determined from T and U?     

Symmetry-based solution of a model for a combination of a risky investment and a riskless investment

Benth and Karlsen [F.E. Benth, K.H. Karlsen, A note on Merton's portfolio selection problem for the Schwartz mean-reversion model, Stoch. Anal. Appl. 23 (2005) 687-704] treated a problem of the optimisation of the selection of a portfolio based upon the Schwartz mean-reversion model. The resulting Hamilton-Jacobi-Bellman equation in 1+2 dimensions is quite nonlinear. The solution obtained by Benth and Karlsen was very ingenious. We provide a solution of the problem based on the application of the Lie theory of continuous groups to the partial differential equation and its associated boundary and terminal conditions.     

On a mapping of a projective space into a sphere

We obtain an exact estimate for the minimum multiplicity of a continuous finite-to-one mapping of a projective space into a sphere for all dimensions. For finite-to-one mappings of a projective space into a Euclidean space, we obtain an exact estimate for this multiplicity for n = 2, 3. For n ≥ 4, we prove that this estimate does not exceed 4. Several open questions are formulated.     

Calculating a function of a matrix with a real spectrum

Let T be a square matrix with a real spectrum, and let f be an analytic function. The problem of the approximate calculation of f(T) is discussed. Applying the Schur triangular decomposition and the reordering, one can assume that T is triangular and its diagonal entries t_ii are arranged in increasing order. To avoid calculations using the differences t_ii ? t_jj with close (including equal) t_ii and t_jj, it is proposed to represent T in a block form and calculate the two main block diagonals using interpolating polynomials. The rest of the f(T) entries can be calculated using the Parlett recurrence algorithm. It is also proposed to perform some scalar operations (such as the building of interpolating polynomials) with an enlarged number of significant decimal digits.

     

Folding a surface to a polygon

A concept of folding for compact connected surfaces, involving the partition of the surface into combinatorially identical n-sided topological polygons, is defined. The existence of such foldings for given n and given surfaces is explored, with definitive results for the sphere and the torus. We obtain necessary conditions for the existence of such foldings in all other cases.Supported by Kuwait University Grant SM 043.     

Approaching a vertex in a shrinking domain under a nonlinear flow

We consider here the homogeneous Dirichlet problem for the equation , in a noncylindrical domain in space-time given by . By means of matched asymptotic expansion techniques we describe the asymptotics of the maximal solution approaching the vertex x=0, t=T, in the three different cases p>1/2, p=1/2(vertex regular), p<1/2 (vertex irregular).