求解非线性刚性初值问题的隐显线性多步方法的误差分析

隐显线性多步方法由隐式线性多步方法和显式线性多步法组合而成.本文主要讨论求解满足单边Lipschitz条件的非线性刚性初值问题和一类奇异摄动初值问题的隐显线性多步方法的误差分析.最后,由数值例子验证了所获的理论结果的正确性及方法处理这两类问题的有效性.     

多步Runge-Kutta方法的保单调性

一类重要的常微分方程源自用线方法求解非线性双曲型 偏微分方程,这类常微分方程的解具有单调性, 因此要求数值方法能保持原系统的这种性质.本文研究多步Runge-Kutta方法求解常微分方程初值问题的保单调性.分别获得了多步Runge-Kutta方法是条件单调和无条件单调的充分条件.       

一类非线性发展方程的显式精确解

提出了寻求非线性发展方程行波解新的辅助方程法,作为实例通过选取变系数Bernoulli方程作为辅助常微分方程,并借助于计算机系统Mathematica和齐次平衡原则,求解了一类非线性发展方程,得到了该方程的新的显式精确解.所用方法可应用到其它类似方程的求解.     

解模守恒微分方程的显式平方守恒格式

对具有模守恒的微分方程,经典的显式Runge—Kutta方法和线性多步方法不能保微分方程的模守恒特性．我们利用李群算法和Cayley变换构造了高阶显式平方守恒格式,应用到模守恒的微分方程如Euler方程,Landau—Lifshitz方程,并且与相同阶的显式Runge—Kutta方法在保模守恒和精度方面进行了比较,数值结果表明用李群算法构造的新的显式平方守恒格式能保微分方程模守恒的特性且它和相应Runge—Kutta方法有相同的精度．     

求解非线性时滞脉冲双曲微分方程的隐式差分格式

构造了一类求解非线性时滞脉冲双曲型偏微分方程的隐式差分格式.在一定条件下,获得了该差分格式的唯一可解性、收敛性和无条件稳定性,且空间和时间均二阶精度.最后,数值实验表明了所得格式的精度和有效性.     

Sharma-Tasso-Olver方程的新显式行波解

借鉴(G’/G)展开法的基本思路,构造了一类变系数G展开法,并借助Mathematica计算软件,对Sharma-Tasso-Olver方程进行了求解,获得了该方程新的显式行波解.事实证明,此类变系数G展开法对于求解非线性微分方程的精确解是行之有效的.     

基于简化三维模型的浅溪混合流动扩散数值研究（英文）

考虑求解一个特殊初始边界值问题的数值方法.在所提方法中,将Galerkin方法和有限差分方法进行了结合,并采用了双曲偏微分方程系统的特征线网格.所解决的偏微分方程是一个长而浅的河道中被动混合流动过程的数学模型,该模型是二维的,但是一个三维的过程.采用显式的或者隐式的有限差分方法都可以完成计算过程,也可以采用并行计算实现其计算过程.     

从偏导数恒等式变换到偏微分方程求解

从高等数学教材课后习题的偏导数恒等式变换求解,引导学生讨论一类偏微分方程的求解.在拓展课程内容、应用和常微分方程变量分离方法的基础上,巩固多元复合函数求导法则,常系数线性微分方程求解方法和傅里叶级数的相关理论与方法.     

渐近A稳定的线性多步法

本文主要结果为: 1.构造了一类k步k+1阶隐式线性多步公式,它们是渐近A稳定的。 2.构造了一类k步k阶隐式线性多步公式,它们是stiff稳定且是渐近A稳定的。 3.构造了一类k步k—1阶显式线性多步公式,它们是渐近A稳定的。k为任意正整数。     

倒向随机方程期权定价模型的一类随机算法

期权定价问题可以转化为对倒向随机微分方程的求解,进而转化为对相应抛物型偏微分方程的求解.为了求解与倒向随机微分方程相应的二阶拟线性抛物型微分方程初值问题,引入一类新的随机算法-分层方法取代传统的确定性数值算法.这种数值方法理论上是通过弱显式欧拉法,离散其相应随机系统解的概率表示而得到.该随机算法的收敛性在文中得到证明,其稳定性是自然的.并构造了易于数值实现的基于插值的算法,实证研究说明这种算法能很好地提供期权定价模型的数值模拟.     

An Alternating-Direction Sinc–Galerkin method for elliptic problems

A new Alternating-Direction Sinc–Galerkin (ADSG) method is developed and contrasted with classical Sinc–Galerkin methods. It is derived from an iterative scheme for solving the Lyapunov equation that arises when a symmetric Sinc–Galerkin method is used to approximate the solution of elliptic partial differential equations. We include parameter choices (derived from numerical experiments) that simplify existing alternating-direction algorithms. We compare the new scheme to a standard method employing Gaussian elimination on a system produced using the Kronecker product and Kronecker sum, as well as to a more efficient algorithm employing matrix diagonalization. We note that the ADSG method easily outperforms Gaussian elimination on the Kronecker sum and, while competitive with matrix diagonalization, does not require the computation of eigenvalues and eigenvectors.     

A Legendre–Galerkin Chebyshev collocation method for the Burgers equation with a random perturbation on boundary condition

In the paper, we apply the generalized polynomial chaos expansion and spectral methods to the Burgers equation with a random perturbation on its left boundary condition. Firstly, the stochastic Galerkin method combined with the Legendre–Galerkin Chebyshev collocation scheme is adopted, which means that the original equation is transformed to the deterministic nonlinear equations by the stochastic Galerkin method and the Legendre–Galerkin Chebyshev collocation scheme is used to deal with the resulting nonlinear equations. Secondly, the stochastic Legendre–Galerkin Chebyshev collocation scheme is developed for solving the stochastic Burgers equation; that is, the stochastic Legendre–Galerkin method is used to discrete the random variable meanwhile the nonlinear term is interpolated through the Chebyshev–Gauss points. Then a set of deterministic linear equations can be obtained, which is in contrast to the other existing methods for the stochastic Burgers equation. The mean square convergence of the former method is analyzed. Numerical experiments are performed to show the effectiveness of our two methods. Both methods provide alternative approaches to deal with the stochastic differential equations with nonlinear terms.     

不可压混流驱动问题的最小二乘混合元方法

1引言考虑多孔介质中两相不可压缩可混溶渗流驱动问题,它是由一组非线性耦合的椭园型压力方程和抛物型浓度方程组成：dVV。—一山人V什）gVV却）一q,VEn,（．1）＆,,。＿．、。。—一。x）＿＋u·grade－dlv（D（u）grade）一（1－c）q－,xEn,tEJ,（1．2）＆”－－’”””‘”－”””——－’——,、—’一其中a（）一a（x,c）一是（x）／卢（c）,J一［0,Ti,DcyR‘为水平油藏区域．方程式（1．l）一（1．2）中各物理量的意义如下：广为流体压力,c为流体的浓度,u为流体的Darer速度,叶为源汇项,／一—。x（q,O）,…     

Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems

We construct a novel multi-step iterative method for solving systems of nonlinear equations by introducing a parameter θ to generalize the multi-step Newton method while keeping its order of convergence and computational cost. By an appropriate selection of θ, the new method can both have faster convergence and have larger radius of convergence. The new iterative method only requires one Jacobian inversion per iteration, and therefore, can be efficiently implemented using Krylov subspace methods. The new method can be used to solve nonlinear systems of partial differential equations, such as complex generalized Zakharov systems of partial differential equations, by transforming them into systems of nonlinear equations by discretizing approaches in both spatial and temporal independent variables such as, for instance, the Chebyshev pseudo-spectral discretizing method. Quite extensive tests show that the new method can have significantly faster convergence and significantly larger radius of convergence than the multi-step Newton method.     

Multidimensional characteristic Galerkin methods for hyperbolic systems

We consider characteristic Galerkin methods for the solution of hyperbolic systems of partial differential equations of first order. A new recipe for the construction of approximate evolution operators is given in order to derive consistent methods. With the help of semigroup theory we derive error estimates for classes of characteristic Galerkin methods. The theory is applied to the wave equation and also to the Euler equations of gas dynamics. In the latter case one can show that Fey's genuinely multidimensional method can be reinterpreted as a characteristic Galerkin method. © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

Bernstein Ritz‐Galerkin method for solving an initial‐boundary value problem that combines Neumann and integral condition for the wave equation

In this article, the Ritz‐Galerkin method in Bernstein polynomial basis is implemented to give an approximate solution of a hyperbolic partial differential equation with an integral condition. We will deal here with a type of nonlocal boundary value problem, that is, the solution of a hyperbolic partial differential equation with a nonlocal boundary specification. The nonlocal conditions arise mainly when the data on the boundary cannot be measured directly. The properties of Bernstein polynomial and Ritz‐Galerkin method are first presented, then Ritz‐Galerkin method is used to reduce the given hyperbolic partial differential equation to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique presented in this article. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Fully discrete dynamic mesh discontinuous Galerkin methods for the Cahn-Hilliard equation of phase transition

Fully discrete discontinuous Galerkin methods with variable mesh- es in time are developed for the fourth order Cahn-Hilliard equation arising from phase transition in materials science. The methods are formulated and analyzed in both two and three dimensions, and are proved to give optimal order error bounds. This coupled with the flexibility of the methods demonstrates that the proposed discontinuous Galerkin methods indeed provide an efficient and viable alternative to the mixed finite element methods and nonconforming (plate) finite element methods for solving fourth order partial differential equations.

     

A meshless local Galerkin method for the numerical solution of Hammerstein integral equations based on the moving least squares technique

In this paper, a computational scheme is proposed to estimate the solution of one- and two-dimensional Fredholm-Hammerstein integral equations of the second kind. The method approximates the solution using the discrete Galerkin method based on the moving least squares (MLS) approach as a locally weighted least squares polynomial fitting. The discrete Galerkin technique for integral equations results from the numerical integration of all integrals in the system corresponding to the Galerkin method. Since the proposed method is constructed on a set of scattered points, it does not require any background meshes and so we can call it as the meshless local discrete Galerkin method. The implication of the scheme for solving two-dimensional integral equations is independent of the geometry of the domain. The new method is simple, efficient and more flexible for most classes of nonlinear integral equations. The error analysis of the method is provided. The convergence accuracy of the new technique is tested over several Hammerstein integral equations and obtained results confirm the theoretical error estimates.     

Study of convergence of the projection-difference method for hyperbolic equations

We consider the Cauchy problem for an abstract quasilinear hyperbolic equation with variable operator coefficients and a nonsmooth but Bochner integrable free term in a Hilbert space. Under study is the scheme for approximate solution of this problem which is a combination of the Galerkin scheme in space variables and the three-layer difference scheme with time weights. We establish an a priori energy error estimate without any special conditions on the projection subspaces. We give a concrete form of this estimate in the case when discretization in the space variables is carried out by the finite element method (for a partial differential equation) and by the Galerkin method in Mikhlin form.