利用方程思想求解几何图形的面积

解决某些数学问题的时候,需要通过已知量去求出未知量,这时解决问题的指导思想就是想方设法抓住问题的相等关系,建立数学中的方程或方程组的模型,通过方程或方程组来解决问题,这就是方程思想.利用方程思想可以求一些几何图形的面积,甚至用其他方法无法解决的面积问题,运用方程思想就可     

对偶积分方程与对偶积分方程组及其在固体力学与流体力学中的某些应用

本文首先简要地介绍了文献[1、2]关于对偶积分方程的解,在某些实际问题中,出现的是更为复杂的时偶积分方程组。在文献[1、2]的启发下,我们把这种积分方程组化成复数域上的一般函数方程组,并且由此给出形式解。然后介绍我们用上述两种理论计算得到的固体力学与流体力学中某些混合边值问题的实例,其中出现的对偶积分方程组,用本文建议的方法,得到了精确解。     

带两个Carleman位移的奇异积分方程Noether可解的充分必要条件

带Carleman位移的奇异积分方程理论,近年来得到了很大发展。在[1]中建立了这种奇异积分方程的Noether理论,所用的基本方法是建立所谓的对应方程组(是不带位移的奇异积分方程组,它的理论是已知的,参看[2],[3])。在[4]中讨论了带两个Carleman位移的奇异积分方程Noether可解的充分条件,并给出了计算指数的公式。本文目的是在文章[4]的基础上,利用不同的方法解决带两个Carleman位移的奇异积分方程Noether可解的充分必要条件问题,并把所得结果对带两个Carleman位移及未知函数复共轭值的奇异积分方程进行推广。     

一类二维对偶积分方程的解及其应用

二维对偶积分方程的理论与方法,在数学上尚未建立,因而完全的分析解不可能得到,从而使一些力学、物理与工程问题无法求解．利用双重展开和边界配置方法,得到了在数学和物理学上有着广泛应用的一类二维对偶积分方程的解答．把二维对偶积分方程化简成无限代数方程组,此方法的精确度取决于计算点的配置（即所谓边界配置）．通过对固体力学中某些复杂的初值-边值问题的应用说明此是方法有效的．     

拟线性椭圆组弱解的正则性和 Pohozaev 恒等式

自1965年文[1]证明了一个积分等式(现称为 Pohozaev 恒等式)以来,发现该等式有多种用途,主要作用之一是证明解的不存在性.近年来,关于这个等式有不少发展.首先是1985年,沈尧天和邓耀华等人合作的工作,最早对重调和和多重调和方程的解建立了这一类积分等式.在1986年 P.Pucci 和 J.Serrin 对一般方程组和高阶方程建立了这一类等式.互相独立的,徐海祥在1987年也对一般方程组建立了这种等     

二维Fredholm方程的Taylor展开式解法

本文讨论了一类二维Fredholm方程的一种近拟解,通过利用二元函数的Taylor展开式,积分方程转化成一个关于未知函数及其相应的偏导数的线性代数方程组.数值例子表明了该方法的有效性.     

POISSON方程新的边界积分方程

POISSON方程边界值问题边界元法所应用的边界积分方程,其类型,关于未知位势导数是第一类积分方程,关于未知位势是第二类积分方程。本本文从格林公式出发,通过建立位势的单、双场守恒积分公式,推导出POISSON方程新的边界积分方程,其类型与经典方程相反,关于未知位势是第一类积分方程,关于未知位势导数是第二类积分方程。     

混合边界下开弧外区域声波散射问题的数值解法

关于时间调和声波在一个无限长圆柱形导体上的散射,可以转化为R2中一段光滑开弧上的散射问题.利用单双层位势来逼近散射波,通过单双层位势在开弧两侧的跳跃关系建立了混合边界的积分方程组,然后对此方程组进行参数化和离散化,最终得到离散化后的积分方程组.此边界积分方程组的解是存在唯一的.     

二阶非线性椭圆型方程组在多连通区域上的斜微商边值问题

本文主要讨论二阶非线性一致椭圆型方程组在多连通区域上斜微商边值问题的可解性。文中提出了一类一阶微分积分方程组的变态Riemann-Hilbert边值问题,建立了这种变态问题解的积分表示式与先验估计式,进而用Leray-Schauder定理证明了此边值问题解的存在性,然后便可导出满足某些条件下的二阶非线性方程组原斜微商问题的可解性结果。     

广义Q—全纯矩阵值函数的积分表示

本文研究一类平面一阶偏微分方程组的解的表示式，利用积分方程方法将方程组化为等价的第二类Ｆｒｅｄｈｏｌｍ积分方程组，建立了广义Ｑ－全纯矩阵值函数的积分表示，并且得到了广义Ｃａｕｃｈｙ积分公式。     

On the Integration by Parts and Characterization of a Fractional Diffusion Process北大核心CSCD

本文研究分数扩散过程和其分部积分公式的关系.首先利用Bismut方法给出拉回公式,进而得到分数扩散过程的分部积分公式。反过来,证明了分数扩散过程可由其分部积分公式唯一刻画.     

等式约束非线性控制系统的时程精细计算

针对等式约束非线性最优控制问题,通过一阶Taylor级数展开,得到线性化的动力学方程,进而在方程原变量的基础上,引入对偶向量(Lagrange乘子向量),将动力学方程从Lagrange体系引入到了Hamilton体系,在全状态下,从一个新的角度对等式约束非线性控制问题进行了描述,进一步基于时程精细积分理论,对其方程进行了有效的精细求解,并通过算例说明了文中方法的有效性。     

On the numerical solution of stochastic quadratic integral equations via operational matrix method

In this paper, stochastic operational matrix of integration based on delta functions is applied to obtain the numerical solution of linear and nonlinear stochastic quadratic integral equations (SQIEs) that appear in modelling of many real problems. An important advantage of this method is that it dose not need any integration to compute the constant coefficients. Also, this method can be utilized to solve both linear and nonlinear problems. By using stochastic operational matrix of integration together collocation points, solving linear and nonlinear SQIEs converts to solve a nonlinear system of algebraic equations, which can be solved by using Newton's numerical method. Moreover, the error analysis is established by using some theorems. Also, it is proved that the rate of convergence of the suggested method is O(h²). Finally, this method is applied to solve some illustrative examples including linear and nonlinear SQIEs. Numerical experiments confirm the good accuracy and efficiency of the proposed method.     

Integration by parts for heat measures over loop groups

The formula of integration by parts for heat measures over a loop group established by B. Driver is revesited through an alternative approach to this result. We shall first establish directly the integration by parts formula over an unimodular Lie group (which will be the finite product of a compact Lie group with a correlated metric), using the concept of tangent processes. A new expression for Ricci tensor will enable us the passage to the limit.     

Shift Harnack inequality and integration by parts formula for semilinear stochastic partial differential equations

Shift Harnack inequality and integration by parts formula are established for semilinear stochastic partial differential equations and stochastic functional partial differential equations by modifying the coupling used by F.-Y. Wang [Ann. Probab., 2012, 42(3): 994–1019]. Log-Harnack inequality is established for a class of stochastic evolution equations with non-Lipschitz coefficients which includes hyperdissipative Navier-Stokes/Burgers equations as examples. The integration by parts formula is extended to the path space of stochastic functional partial differential equations, then a Dirichlet form is defined and the log-Sobolev inequality is established.     

精细辛几何算法的误差估计

该文讨论了精细辛几何算法的计算误差,先展开二阶和四阶精细辛几何算法的表达式得到误差同精细剖分数目的关系,然后分析了任意阶精细辛几何算法的误差,得到了一致简洁的结果,总的误差可近似表示为单个精细步长的误差乘以剖分数目,最后讨论了在要求控制精度下剖分数目的选取,该方法克服了算法精度对积分时间步长的依赖性.     

Thin plate spline Galerkin scheme for numerically solving nonlinear weakly singular Fredholm integral equations

The present work proposes a numerical method to obtain an approximate solution of non-linear weakly singular Fredholm integral equations. The discrete Galerkin method in addition to thin-plate splines established on scattered points is utilized to estimate the solution of these integral equations. The thin-plate splines can be regarded as a type of free shape parameter radial basis functions which create an efficient and stable technique to approximate a function. The discrete Galerkin method for the approximate solution of integral equations results from the numerical integration of all integrals in the method. We utilize a special accurate quadrature formula via the non-uniform composite Gauss-Legendre integration rule and employ it to compute the singular integrals appeared in the scheme. Since the approach does not need any background meshes, it can be identified as a meshless method. Error analysis is also given for the method. Illustrative examples are shown clearly the reliability and efficiency of the new scheme and confirm the theoretical error estimates.     

Stochastic analysis, rough path analysis and fractional Brownian motions

 In this paper we show, by using dyadic approximations, the existence of a geometric rough path associated with a fractional Brownian motion with Hurst parameter greater than 1/4. Using the integral representation of fractional Brownian motions, we furthermore obtain a Skohorod integral representation of the geometric rough path we constructed. By the results in [Ly1], a stochastic integration theory may be established for fractional Brownian motions, and strong solutions and a Wong-Zakai type limit theorem for stochastic differential equations driven by fractional Brownian motions can be deduced accordingly. The method can actually be applied to a larger class of Gaussian processes with covariance functions satisfying a simple decay condition. Received: 11 May 2000 / Revised version: 20 March 2001 / Published online: 11 December 2001     

Arch beam models: finite element analysis and superconvergence

Summary This paper studies finite element methods for a class of arch beam models. For both standard and mixed methods, existence and uniqueness results are proved, optimal rates of convergence are obtained and the superconvergence property is established. Reduced integration is shown to be an efficient method for arch beam problems and selected reduced integration is found to be identical to the mixed method. The significance of the analysis is threefold. The mixed method and the reduced integration methods converge uniformly at the optimal rate with respect to the arch thickness parameter, so they are locking free. Second, mixed method and reduced integration keep the superconvergence properties of the standard method. Finally, this is the first attempt to investigate the superconvergence of finite element methods for arch beam problems. We set up two types of superconvergence results: displacement at the nodal points and gradient at the Gauss points.This work was partially supported by the National Science Fundation grant CCR-88-20279     

Skorohod integration and stochastic calculus beyond the fractional Brownian scale

We extend the Skorohod integral, allowing integration with respect to Gaussian processes that can be more irregular than any fractional Brownian motion. This is done by restricting the class of test random variables used to define Skorohod integrability. A detailed analysis of the size of this class is given; it is proved to be non-empty even for Gaussian processes which are not continuous on any closed interval. Despite the extreme irregularity of these stochastic integrators, the Skorohod integral is shown to be uniquely defined, and to be useful: an Ito formula is established; it is employed to derive a Tanaka formula for a corresponding local time; linear additive and multiplicative stochastic differential equations are solved; an analysis of existence for the stochastic heat equation is given.