多参数结构特征二阶灵敏度

提出了一种有效计算多参数结构特征值与特征向量二阶灵敏度矩阵--Hessian矩阵的方法.将特征值和特征向量二阶摄动法转变为多参数形式,推导出二阶摄动灵敏度矩阵,由此得到特征值和特征向量的二阶估计式.该法解决了无法用直接求导法计算特征值和特征向量二阶灵敏度矩阵的问题.数值算例说明了该算法的应用和计算精度.     

Application of the Augmented Lagrangian-SQP Method to Optimal Control Problems for the Stationary Burgers Equation

In this paper optimal control problems for the stationary Burgers equation are analyzed. To solve the optimal control problems the augmented Lagrangian-SQP method is applied. This algorithm has second-order convergence rate depending upon a second-order sufficient optimality condition. Using piecewise linear finite elements it is proved that the discretized augmented Lagrangian-SQP method is well-defined and has second-order rate of convergence. This result is based on the proof of a uniform discrete Babuka-Brezzi condition and a uniform second-order sufficient optimality condition.     

直立圆柱二阶波浪力解析解

大直径直立圆柱体上的二阶波浪力目前已有一些研究结果,但仍存在一些值得进一步探讨之处.这一方面在于二阶辐射条件还不甚清楚:另一方面在于已有的二阶力公式或是所含积分的收敛精度不易保证,或是表达式繁杂,不利于实际计算.本文在求解这一问题时,不是对二阶势提出辐射条件,而是对二阶势的周向富里叶分量提出辐射条件──Sommerfeld辐射条件.求解中,利用本文推导出的数学公式,简化了二阶自由面条件非齐次项的表达式,得到了形式简单,易于计算的二阶波浪力精确公式.二阶力计算结果与实验结果吻合良好.     

二阶锥线性互补问题的低阶罚函数算法

本文研究了二阶锥线性互补问题的低阶罚函数算法.利用低阶罚函数算法将二阶锥线性互补问题转化为低阶罚函数方程组,获得了低阶罚函数方程组的解序列在特定条件下以指数速度收敛于二阶锥线性互补问题解的结果,推广了二阶锥线性互补问题的幂罚函数算法.数值实验结果验证了算法的有效性.     

抛物型方程基于POD方法的时间二阶精度CN有限元降维格式

将特征正交分解(proper orthogonal decomposition, 简记为POD) 方法应用于抛物型方程通常的时间二阶精度Crank-Nicolson (简记为CN) 有限元格式, 简化其为一个自由度极少的时间二阶精度CN 有限元降维格式, 并给出简化的时间二阶精度CN 有限元解的误差分析. 数值例子表明在简化的时间二阶精度CN 有限元解和通常的时间二阶精度CN 有限元解之间的误差足够小的情况下, 简化的时间二阶精度CN 有限元格式能大大地节省自由度, 而且时间步长可以比时间一阶精度的格式取大10 倍, 以至能更快计算到所要时刻数值解, 减少计算机计算过程的截断误差, 提高计算速度和计算精度,从而验证降维时间二阶精度CN 有限元格式用于解类似于抛物型方程的时间依赖方程是很有效的.     

Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.     

On the estimation of the shape parameter of the gamma distribution in second-order asymptotics

In the two-parameter case with parameter orthogonality, we propose a method of constructing an estimator with second-order admissibility under any loss function with a given loss coefficient. Furthermore, we give a sufficient condition for any estimator to be second-order admissible or inadmissible. On the basis of these results, the problem of estimating the shape parameter of the gamma distribution is discussed at the level of second-order asymptotics.     

Numerical solution of second-order one-dimensional hyperbolic equation by exponential B-spline collocation method

In this paper, we propose a method based on collocation of exponential B-splines to obtain numerical solution of a nonlinear second-order one-dimensional hyperbolic equation subject to appropriate initial and Dirichlet boundary conditions. The method is a combination of B-spline collocation method in space and two-stage, second-order strong-stability-preserving Runge–Kutta method in time. The proposed method is shown to be unconditionally stable. The efficiency and accuracy of the method are successfully described by applying the method to a few test problems.     

Compact difference scheme for two-dimensional fourth-order nonlinear hyperbolic equation

High-order compact finite difference method for solving the two-dimensional fourth-order nonlinear hyperbolic equation is considered in this article. In order to design an implicit compact finite difference scheme, the fourth-order equation is written as a system of two second-order equations by introducing the second-order spatial derivative as a new variable. The second-order spatial derivatives are approximated by the compact finite difference operators to obtain a fourth-order convergence. As well as, the second-order time derivative is approximated by the central difference method. Then, existence and uniqueness of numerical solution is given. The stability and convergence of the compact finite difference scheme are proved by the energy method. Numerical results are provided to verify the accuracy and efficiency of this scheme.     

A proximal gradient descent method for the extended second-order cone linear complementarity problem

We consider an extended second-order cone linear complementarity problem (SOCLCP), including the generalized SOCLCP, the horizontal SOCLCP, the vertical SOCLCP, and the mixed SOCLCP as special cases. In this paper, we present some simple second-order cone constrained and unconstrained reformulation problems, and under mild conditions prove the equivalence between the stationary points of these optimization problems and the solutions of the extended SOCLCP. Particularly, we develop a proximal gradient descent method for solving the second-order cone constrained problems. This method is very simple and at each iteration makes only one Euclidean projection onto second-order cones. We establish global convergence and, under a local Lipschitzian error bound assumption, linear rate of convergence. Numerical comparisons are made with the limited-memory BFGS method for the unconstrained reformulations, which verify the effectiveness of the proposed method.     

A second-order finite difference method for the resolution of a boundary value problem associated to a modified Poisson equation in spherical coordinates

We propose a second-order finite difference method which may be used for a self-contained and efficient numerical resolution of a boundary value problem involving a modified Poisson equation written in spherical coordinates and a Robin type boundary condition. We compare on two realistic examples issued from the combustion of a coal char particle the efficiency of this second-order finite difference method with that of the classical finite difference method and of the finite element method.     

Invariant Lagrangians and a new method of integration of nonlinear equations

A method for solving the inverse variational problem for differential equations admitting a Lie group is presented. The method is used for determining invariant Lagrangians and integration of second-order nonlinear differential equations admitting two-dimensional noncommutative Lie algebras. The method of integration suggested here is quite different from Lie's classical method of integration of second-order ordinary differential equations based on canonical forms of two-dimensional Lie algebras. The new method reveals existence and significance of one-parameter families of singular solutions to nonlinear equations of second order.     

The numerical solution of a nonlinear system of second-order boundary value problems using the sinc-collocation method

The sinc-collocation method is presented for solving a nonlinear system of second-order boundary value problems. Some properties of the sinc-collocation method required for our subsequent development are given and are utilized to reduce the computation of solution of the system of second-order boundary value problems to some algebraic equations. Numerical examples are included to demonstrate the validity and applicability of the technique and a comparison is made with the existing results. The method is easy to implement and yields very accurate results.     

Two-time level ADI finite volume method for a class of second-order hyperbolic problems

In this paper, we develop a two-time level alternating direction implicit (ADI) method for a class of second-order hyperbolic problems on a rectangular domain. The method builds on the finite volume method with biquadratic basis functions for the discretization in space, and a Crank-Nicolson approach for the time stepping. We obtain a second-order error estimation in the H¹ norm. Numerical experiments are performed to demonstrate the theoretical findings.     

Augmented Lagrangian method for second-order cone programs under second-order sufficiency

This paper addresses problems of second-order cone programming important in optimization theory and applications. The main attention is paid to the augmented Lagrangian method (ALM) for such problems considered in both exact and inexact forms. Using generalized differential tools of second-order variational analysis, we formulate the corresponding version of second-order sufficiency and use it to establish, among other results, the uniform second-order growth condition for the augmented Lagrangian. The latter allows us to justify the solvability of subproblems in the ALM and to prove the linear primal–dual convergence of this method.

     

A ROBUST FINITE ELEMENT METHOD FOR A 3-D ELLIPTIC SINGULAR PERTURBATION PROBLEM

This paper proposes a robust finite element method for a three-dimensional fourth-order elliptic singular perturbation problem. The method uses the three-dimensional Morley element and replaces the finite element functions in the part of bilinear form corresponding to the second-order differential operator by a suitable approximation. To give such an approximation, a convergent nonconforming element for the second-order problem is constructed. It is shown that the method converges uniformly in the perturbation parameter.     

Switching Time Optimization for Bang-Bang and Singular Controls

Optimal control problems with the control variable appearing linearly are studied. A method for optimization with respect to the switching times of controls containing both bang-bang and singular arcs is presented. This method is based on the transformation of the control problem into a finite-dimensional optimization problem. Therein, first and second-order optimality conditions are thoroughly discussed. Explicit representations of first and second-order variational derivatives of the state trajectory with respect to the switching times are given. These formulas are used to prove that the second-order sufficient conditions can be verified on the basis of only first-order variational derivatives of the state trajectory. The effectiveness of the proposed method is tested with two numerical examples.     

Dimension reduction for second-order systems by general orthogonal polynomials

In this article, we discuss the time-domain dimension reduction methods for second-order systems by general orthogonal polynomials, and present a structure-preserving dimension reduction method for second-order systems. The resulting reduced systems not only preserve the second-order structure but also guarantee the stability under certain conditions. The error estimate of the reduced models is also given. The effectiveness of the proposed methods is demonstrated by three test examples.     

Modified fully discretized projection method for the incompressible Navier–Stokes equations

The stability and convergence of a second-order fully discretized projection method for the incompressible Navier–Stokes equations is studied. In order to update the pressure field faster, modified fully discretized projection methods are proposed. It results in a nearly second-order method. This method sacrifices a little of accuracy, but it requires much less computations at each time step. It is very appropriate for actual computations. The comparison with other methods for the driven-cavity problem is presented.     

On methods for continuous systems with quadratic,cubic and quantic nonlinearities

Methods for study of weakly nonlinear continuous systems are discussed. The method of multiple scales is used to analyze the nonlinear response of a relief valve under combined static and dynamic loadings. We determine a second-order approximation to the response of the system for the case of primary resonance. Second, we derive a second-order nonlinear ordinary differential equation that describes the time evolution of a single-mode, the so-called single-mode discretization. Then, we use the multiple scales method to determine second-order approximate solutions of this equation, thereby obtaining the equations describe the modulations of the amplitude and phase of the response. We show that the results of the second approach are erroneous.