变系数MDDEs系统的数值稳定性

１．引言考虑下列变系数ＭＤＤＥｓ系统其中　　是复Ｎ级连续矩阵函数,是光滑时滞函数, 是光滑初始函数．下文中,我们恒设（１．１）有唯一光滑解ｙ（ｔ）．对于系统（１．１）的一些子系统,如单滞量系统、多滞量常系数系统,其理论解与数值解的渐近稳定性已被广泛研究（参见［１－４］,特别是在研究数值解的渐近稳定性时, Ｐｍ－、 ＧＰｍ－稳定性概念被提出,其实质是指数值解｛ｙｎ｝以 ０为其吸引点, Ｌ．Ｔｏｒｅｌｌｉ［５,６］则针对单滞量标量线性系统及一般非线性单滞量系统分别提出了另一类稳定性概念,即 ＧＰＮ－稳定与…     

数值求解延时微分方程的步长准则

１．引言 用一个数值方法求解下列延时微分方程：其中, ｆ： Ｒ × Ｃｄ × Ｃｄ → Ｃｄ为给定函数, Ｕ（ｔ）当上＞ ０时为未知函数,τ＞ ０为常数延时量,ф（ｔ）∈Ｃｄ为已知向量值函数．为了检验一个数值方法的数值稳定性,常用如下试验方程：来观察方法的数值稳定性,这里ａ,ｂ∈Ｃ（Ｃ为复数集）为已知常数,ф（ｔ）为给定的连续函数（ｔ≤０）． 定义 １［2］．延时微分方程（简记为ＤＤＥＳ）（３）被称为是渐近稳定的,如果（３）的每一个解Ｕ（ｔ）满足 方程(３)的特征方程为： 定义 ２［２］．一数值方法求解ＤＤＥＳ称为…     

一般线性方法的线性与非线性稳定性间的关系

１．引言１９６３年,Ｄａｈｌｑｕｉｓｔ以一类线性问题为模型提出了Ａ－稳定性概念,此后有关如何判断方法是否Ａ－稳定或确定其稳定域的研究十分活跃,袁兆鼎等~［１］中对此有详细的讨论．Ｂｕｒｒａｇｅ与Ｂｕｔｃｈｅｒ［２］以一类非线性问题为模型,就一般线性方法引入了代数稳定性概念．Ｂｕｔｃｈｅｒ［４］探讨了代数稳定性与Ａ－稳定性间的内在联系．为确保代数稳定性蕴涵Ａ－稳定性,Ｂｕｔｃｈｅｒ［５］进一步要求代数稳定性定义中涉及的矩阵Ｇ是正定的。然而这样一来,正如李寿佛［６］中指出的那样,许多ＡＮ稳定且按［４…     

均匀格子气Boltzmann方程的稳定性研究

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2×2矩阵的平方根

２×２矩阵的平方根［美］ＤＯＮＡＬＤＳＵＬＬＶＡＮ在Ｍａｃｋｉｎｎｏｎ最近的论文［１］里，叙述了求２×２矩阵平方根的四种方法．这些方法的第一个方法要求那些求平方根的矩阵是可以对角化的．后来，这个方法被Ｓｃｏｔ用来求２×２矩阵的全部平方根［２］．一个奇...     

可压缩格子Boltzmann模型的启示性稳定理论

１引言格子Ｂｏｌｔｚｍａｎｎ方法（ＬＢＭ）是近几年发展起来的一种模拟复杂系统的新方法［１］［２］［３］这种方法已经在流体力学各领域得到应用．最近,许多研究工作集中于用ＬＢＭ模型计算可压缩流体流动．Ａｌｅｘａｎｄｅｒ和Ｃｈｅｎ等［４］提出了可以计算激波的等温模型,模型中的音速是可以选择的．Ｑｉａｎ和Ｏｒｓｚａｇ［５］分析了ＬＢＧＫ模型在可压缩区域内的非线性偏差,给出了激波结构的ＬＢＭ结果．Ｑｉａｎ和Ｏｒｓｚａｇ［６］也计算了弱可压缩的高Ｒｅ数问题,并用于计算Ｋｏｌ－ｍｏｇｏｒｏｖ流．Ａｎｃｏｎａ［…     

一个三角形不等式的四面体移植

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高维有限系统接触过程

本文讨论限制在有限集ΛＮ＝［０，Ｎ］ｄ（ｄ≥１）上的基本接触过程，Ｎ≥１．证明了在下临界情形，的生存时间σＮ的增长速度当Ｎ充分大时渐近地为ｃｌｏｇＮ；而在上临界情形，σＮ的增长速度渐近地为ｅσＮａ．因而σＮ的增长速度刻划了Ｚｄ上的接触过程的相变．     

矩阵方程X＋A^TX^—1A=Q存在可稳定化解的充分必要条件

１引言一般的时离散代数Ｒｉｃｃａｔｉ方程具有下面的形式：这里如果方程（１）中的系数矩阵满足：（ｎ＝ｍ）则方程（１）变为当Ｑ＝ＱＴ＞０时,Ｅｎｇｗｅｒｄａ,詹兴致等人研究了方程（２）存在正定解的充分必要条件［１］［２］［３］．本章利用方程（２）与（１）的关系,从另一角度讨论了Ｑ为对称矩阵时,方程（２）存在可稳定化解的充分必要条件．２基本概念与记号首先我们简单回顾一下以前的概念与记号．矩阵束Ｍ—Ｎ,Ｍ,Ｎ为正则的,也就是说ｄｅｔ（λＭ－Ｎ）＝０;如果λ０为ｄｅｔ（λＭ－Ｎ）的ｋ重根,则称λ０为它的ｋ…     

ESTIMATE FOR DISTANCE-COEFFICIENT OF MATRICES

ＥＳＴＩＭＡＴＥＦＯＲＤＩＳＴＡＮＣＥ┐ＣＯＥＦＦＩＣＩＥＮＴＯＦＭＡＴＲＩＣＥＳＬＵＦＡＮＧＹＡＮＡｂｓｔｒａｃｔ．ＭｏｔｉｖａｔｉｏｎｏｆｔｈｉｓｐａｐｅｒｉｓａｎｏｐｅｎｐｒｏｂｌｅｍｅｘｐｏｓｅｄｂｙＢ．Ｂｅａｕｚａｍｙ［１］．ＬｅｔＭｂｅａ...     

The NGP-stability of Runge-Kutta methods for systems of neutral delay differential equations

Summary. This paper deals with the stability analysis of implicit Runge-Kutta methods for the numerical solutions of the systems of neutral delay differential equations. We focus on the behavior of such methods with respect to the linear test equations where ,L, M and N are complex matrices. We show that an implicit Runge-Kutta method is NGP-stable if and only if it is A-stable. Received February 10, 1997 / Revised version received January 5, 1998     

求解广义中立型系统的线性多步方法的NGP_G-稳定性

建立了广义中立型延迟系统理论解渐近稳定的充分条件 ,分析了用线性多步方法求解广义中立型延迟系统数值解的稳定性 ,在一定的Lagrange插值条件下 ,证明了数值求解广义中立型系统的线性多步方法NGPG_稳定的充分必要条件是线性多步方法是A_稳定的·     

Two-Stage Stochastic Runge-Kutta Methods for Stochastic Differential Equations

In this paper we discuss two-stage diagonally implicit stochastic Runge-Kutta methods with strong order 1.0 for strong solutions of Stratonovich stochastic differential equations. Five stochastic Runge-Kutta methods are presented in this paper. They are an explicit method with a large MS-stability region, a semi-implicit method with minimum principal error coefficients, a semi-implicit method with a large MS-stability region, an implicit method with minimum principal error coefficients and another implicit method. We also consider composite stochastic Runge-Kutta methods which are the combination of semi-implicit Runge-Kutta methods and implicit Runge-Kutta methods. Two composite methods are presented in this paper. Numerical results are reported to compare the convergence properties and stability properties of these stochastic Runge-Kutta methods.     

NONLINEAR STABILITY OF NATURAL RUNGE-KUTTA METHODS FOR NEUTRAL DELAY DIFFERENTIAL EQUATIONS

This paper first presents the stability analysis of theoretical solutions for a class of nonlinear neutral delay-differential equations (NDDEs). Then the numerical analogous results, of the natural Runge-Kutta (NRK) methods for the same class of nonlinear NDDEs, are given. In particular, it is shown that the (k, l)-algebraic stability of a RK method for ODEs implies the generalized asymptotic stability and the global stability of the induced NRK method.     

The asymptotic stability of theoretical and numerical solutions for systems of neutral multidelay-differential equations

The asymptotic stability of theoretical and numerical solutions for neutral multidelay-differential equations (NMDEs) is dealt with. A sufficient condition on the asymptotic stability of theoretical solutions for NMDEs is obtained. On the basis of this condition, it is proved that A-stability of the multistep Runge-Kutta methods for ODEs is equivalent to NGP_k-stability of the induced methods for NMDEs. Project supported by the National Natural Science Foundation of China (Grant No. 19771034).     

Error bounds for the solution to the algebraic equations in Runge-Kutta methods

In the implementation of implicit Runge-Kutta methods inaccuracies are introduced due to the solution of the implicit equations. It is shown that these errors can be bounded independently of the stiffness of the differential equation considered if a certain condition is satisfied. This condition is also sufficient for the existence and uniqueness of a solution to the algebraic equations. TheBSI-andBS-stability properties of several classes of implicit methods are established.     

A stability property of A-stable collocation-based Runge-Kutta methods for neutral delay differential equations

We consider a linear homogeneous system of neutral delay differential equations with a constant delay whose zero solution is asymptotically stable independent of the value of the delay, and discuss the stability of collocation-based Runge-Kutta methods for the system. We show that anA-stable method preserves the asymptotic stability of the analytical solutions of the system whenever a constant step-size of a special form is used.     

非线性中立型泛函微分方程Runge-Kutta 法的稳定性和收敛性

本文涉及Runge-Kutta 法变步长求解非线性中立型泛函微分方程(NFDEs) 的稳定性和收敛性.为此, 基于Volterra 泛函微分方程Runge-Kutta 方法的B- 理论, 引入了中立型泛函微分方程Runge-Kutta 方法的EB (expanded B-theory)-稳定性和EB-收敛性概念. 之后获得了Runge-Kutta 方法变步长求解此类方程的EB - 稳定性和EB- 收敛性. 这些结果对中立型延迟微分方程和中立型延迟积分微分方程也是新的.     

On the solvability of the systems of equations arising in implicit Runge-Kutta methods

In this paper we present a new condition under which the systems of equations arising in the application of an implicit Runge-Kutta method to a stiff initial value problem, has unique solutions. We show that our condition is weaker than related conditions presented previously. It is proved that the Lobatto IIIC methods fulfil the new condition.     

Linearly implicit methods for nonlinear parabolic equations

We construct and analyze combinations of rational implicit and explicit multistep methods for nonlinear parabolic equations. The resulting schemes are linearly implicit and include as particular cases implicit-explicit multistep schemes as well as the combination of implicit Runge-Kutta schemes and extrapolation. An optimal condition for the stability constant is derived under which the schemes are locally stable. We establish optimal order error estimates.