多步Runge-Kutta型TVB时间离散

近年来TVD,TVB和ENO方法出现并得到广泛应用,见[1]—[8].特别,在[6]—[8]中利用线方法和时间离散的结合构造了TVD,TVB和 ENO差分格式.整个构造过程较Harten的工作简化得多,从而开辟了一条构造高精度无振荡差分格式的新途径.他在[6],[8]中讨论了线性多步TVB时间离散,在[7]中又讨论了Runge-Kutta型TVD时间离散,并得到了时间离散在TVD,TVB意义下所应满足的条件.本     

对流扩散问题的交替方向差分-流线扩散格式

1.引 言 差分-流线扩散法（Finite Difference-Streamline Diffusion Method,简称FDSD方法）于1998年由文[1]提出并对线性对流占优扩散问题给出分析,随后文[2],[3]就非线性问题的FDSD格式及FDSD预测-校正格式,分别作出了分析,文[4]讨论了FDSD方法的后验估计及自适应技术,[5],[6]则分别讨论了FDSD方法的某些重要应用.与基于时-空有限元的传统流线扩散法相比,FDSD方法的计算工作量已有成数量级的减少,且较易于推广到非线性问题,然而,对于高维问题,在每一时间层,仍然需要求解一大型线性或非线性方程组,工作量仍然很大.参照J.Douglas与T.Dupont关于抛物问题交替方向     

拟线性正对称组具特征的边值问题

<正> 谷超豪在[1],[2],[3]中得到了拟线性正对称组边值问题的 C~ρ解的存在和唯一性定理.陈恕行在[4],[5]中讨论了拟线性对称双曲组的初边值问题.本文继[1]—[5],讨论拟线性正对称组的特征边值问题.     

噪声数据拟合与谱估计的极大互息原理

§1.引言由于极大熵方法的 AR 拟合和谱估计不考虑观测数据中噪声的影响,许多实际问题的谱分析和模型拟合效果不好.近年来[1]—[4],[12],[13]讨论了观测     

抛物方程的一种广义差分法(有限体积法)

广义差分法自1982年被提出,至今已获得很大发展（见[1]或[10],这种方法在国际上被称为有限体积（元）法（见[8],[9]）,它的主要优点是保持物理量的局部守恒性.文[3],[5]分别将三角形网格上的椭圆型方程的广义差分法（有限体积法）（见[2],[4]）推广到抛物型方程.我们知道三角形网格与四边形网格是两种基本的分割空间区域的方法,实践上使用哪一种网格,要根据空间区域的几何形状而定.文[7],[6]讨论了一般四边形网上椭圆型方程的广义差分法.本文以抛物方程为模型,取试探函数空间为一般四边形剖分上的等参双线性元,检验函数空间为对偶剖分上的分片常数,导出了一种新的有效的广义差分算法（有限体积算法）,证明了半离散与全离散格式的最佳H1误差估计.遇到的主要困难是双线性形式a（uh,Πh＊uh）     

广义的张量积Poisson函数的升阶问题

1 引言 文[2]讨论了Poisson函数的若干性质,及以Poisson函数表示的曲线的一种细分格式。而文[1]则对Poisson函数,Bézier函数作了一般的推广,引进了广义的Poisson函数。受文[1],[2]的启发,本文将讨论张量积形式下的相关结论。我们将会看到广义的张量积Poisson函数将不再局限于张量积形式。     

一个混合元的最优最大模估计及超收敛估计

本文用[4]的混合元法求解二阶椭圆型方程误差的最优最大模估计.讨论的方法适用于Raviart-Thomas元,从而改进了[16],[17]的结果,达到最优.此外,还得到一个超收敛结果,并且对[1],[4]中提出的修正过程进行最大模分析,结果都是最优的.     

加罚N-S方程的有限元非线性Galerkin方法

非线性Galerkin方法是对耗散型非线性发展方程的一种数值解法,其空间变量不象一般Galerkin方法那样在线性空间上离散,而是在非线性流形上离散,所得逼近解在时间变量增大时可以更快地逼近其精确解.精细的理论分析可见[1],[2]等,在有限元逼近基础上将此方法应用到Navier-Stokes方程上的工作可参见[3],[4],这些文章主要针对速度与压力同时求解的混合元情形做了讨论.本文在[4]的基础上对加罚Navier-Stokes方程的一种非线性Galerkin方法的半离散和全离散有限元逼近格式分别进行了误差估     

加罚N-S方程的有限元非线性Galerkin方法

非线性Galerkin方法是对耗散型非线性发展方程的一种数值解法,其空间变量不象一般Galerkin方法那样在线性空间上离散,而是在非线性流形上离散,所得逼近解在时间变量增大时可以更快地逼近其精确解.精细的理论分析可见[1],[2]等,在有限元逼近基础上将此方法应用到Navier-Stokes方程上的工作可参见[3],[4],这些文章主要针对速度与压力同时求解的混合元情形做了讨论.本文在[4]的基础上对加罚Navier-Stokes方程的一种非线性Galerkin方法的半离散和全离散有限元逼近格式分别进行了误差估     

一类非纯时滞非自治Lotka-Volterra竞争系统的持久性

讨论一类非纯时滞非自治Lotka-Volterra竞争系统,通过改进[4],[5]和[6]中一些方法,得到所有种群持久的充分条件,其结果推广了[4]的结论.     

An error analysis of the tau method for a class of singularly perturbed problems for differential equations

By using classical results of Poincaré and Birkhoff we discuss the existence and uniqueness of solution for a class of singularly perturbed problems for differential equations. The Tau method formulation of Ortiz [6] is applied to the construction of approximate solutions of these problems. Sharp error bounds are deduced. These error bounds are applied to the discussions of a model problem, a simple one-dimensional analogue of Navier-Stokes equation, which has been considered recently by several authors (see [2], [3], [8], [10]). Numerical results for this problem [8] show that the Tau method leads to more accurate approximations than specially designed finite difference or finite element schemes.     

On some finite difference schemes for solution of hyperbolic heat conduction problems

We consider the accuracy of two finite difference schemes proposed recently in [Roy S., Vasudeva Murthy A.S., Kudenatti R.B., A numerical method for the hyperbolic-heat conduction equation based on multiple scale technique, Appl. Numer. Math., 2009, 59(6), 1419–1430], and [Mickens R.E., Jordan P.M., A positivity-preserving nonstandard finite difference scheme for the damped wave equation, Numer. Methods Partial Differential Equations, 2004, 20(5), 639–649] to solve an initial-boundary value problem for hyperbolic heat transfer equation. New stability and approximation error estimates are proved and it is noted that some statements given in the above papers should be modified and improved. Finally, two robust finite difference schemes are proposed, that can be used for both, the hyperbolic and parabolic heat transfer equations. Results of numerical experiments are presented.     

Strong convergence of iterative methods for k-strictly pseudo-contractive mappings in Hilbert spaces

In this paper, we introduce composite iterative schemes for finding fixed points of k-strictly pseudo-contractive mappings for some 0?k<1 in Hilbert spaces. Then, under certain different control conditions, we establish strong convergence theorems on the composite iterative schemes. The main theorems improve and generalize the recent corresponding results of Cho et al. [5] and Marino and Xu [9] as well as Halpern [6], Wittmann [12], Moudafi [10] and Xu [14].     

Error Estimates for a Stochastic Impulse Control Problem

We obtain error bounds for monotone approximation schemes of a stochastic impulse control problem. This is an extension of the theory for error estimates for the Hamilton-Jacobi-Bellman equation. We obtain almost the same estimate on the rate of convergence as in the equation without impulsions [2], [3].     

Asymptotic expansion of stochastic flows

Summary We study the asymptotic expansion in small time of the solution of a stochastic differential equation. We obtain a universal and explicit formula in terms of Lie brackets and iterated stochastic Stratonovich integrals. This formula contains the results of Doss [6], Sussmann [15], Fliess and Normand-Cyrot [7], Krener and Lobry [10], Yamato [17] and Kunita [11] in the nilpotent case, and extends to general diffusions the representation given by Ben Arous [3] for invariant diffusions on a Lie group. The main tool is an asymptotic expansion for deterministic ordinary differential equations, given by Strichartz [14].     

关于非线性双曲波动变分方程的动力学形式

受到[3],[4]和[5]的启发,本文对应于某种波动变分方程的弱解,给出了该方程的动力学 形式,此方程来源于长原子液晶运动双极链中的长波以及其它邻域的研究.     

Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions

The classical existence-and-uniqueness theorem of the solution to a stochastic differential delay equation (SDDE) requires the local Lipschitz condition and the linear growth condition (see e.g. [11], [12] and [20]). The numerical solutions under these conditions have also been discussed intensively (see e.g. [4], [10], [13], [16], [17], [18], [21], [22] and [24]). Recently, Mao and Rassias [14] and [15] established the generalized Khasminskii-type existence-and-uniqueness theorems for SDDEs, where the linear growth condition is no longer imposed. These generalized Khasminskii-type theorems cover a wide class of highly nonlinear SDDEs but these nonlinear SDDEs do not have explicit solutions, whence numerical solutions are required in practice. However, there is so far little numerical theory on SDDEs under these generalized Khasminskii-type conditions. The key aim of this paper is to close this gap.     

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.     

Nonfocusing Instabilities in Coupled, Integrable Nonlinear Schrödinger pdes

nonfocusing instabilities that exist independently of the well-known modulational instability of the focusing NLS equation. The focusing versus defocusing behavior of scalar NLS fields is a well-known model for the corresponding behavior of pulse transmission in optical fibers in the anomalous (focusing) versus normal (defocusing) dispersion regime [19], [20]. For fibers with birefringence (induced by an asymmetry in the cross section), the scalar NLS fields for two orthogonal polarization modes couple nonlinearly [26]. Experiments by Rothenberg [32], [33] have demonstrated a new type of modulational instability in a birefringent normal dispersion fiber, and he proposes this cross-phase coupling instability as a mechanism for the generation of ultrafast, terahertz optical oscillations. In this paper the nonfocusing plane wave instability in an integrable coupled nonlinear Schr?dinger (CNLS) partial differential equation system is contrasted with the focusing instability from two perspectives: traditional linearized stability analysis and integrable methods based on periodic inverse spectral theory. The latter approach is a crucial first step toward a nonlinear , nonlocal understanding of this new optical instability analogous to that developed for the focusing modulational instability of the sine-Gordon equations by Ercolani, Forest, and McLaughlin [13], [14], [15], [17] and the scalar NLS equation by Tracy, Chen, and Lee [36], [37], Forest and Lee [18], and McLaughlin, Li, and Overman [23], [24]. Received February 9, 1999; accepted June 28, 1999     

A Trilayer Difference Scheme for One-Dimensional Parabolic Systems

In order to obtain the numerical solution for a one-dimensional parabolic system, an unconditionally stable difference method is investigated in [1]. If the number of unknown functions is M, for each time step only M times of calculation are needed. The rate of convergence is $O(\tau+h^2)$. On the basis of [1], an alternating calculation difference scheme is presented in [2]; the rate of the convergence is $O(\tau^2+h^2)$. The difference schemes in [1] and [2] are economic ones. For the $\alpha$-$th$ equation, only $U_{\alpha}$ is an unknown function; the others $U_{\beta}$ are given evaluated either in the last step or in the present step. So the practical calculation is quite convenient. The purpose of this paper is to derive a trilayer difference scheme for one-dimensional parabolic systems. It is known that the scheme is also unconditionally stable and the rate of convergence is $O(\tau^2+h^2)$.