一种求约束总极值的水平值估计方法

给出了一种求约束总极值的水平值估计方法,说明了修正的方差方程的根与原始问题的最优值之间的等价性,给出了一种基于牛顿法的水平值估计算法并证明了实现算法的收敛性．初步的计算例子表明所给算法是有效的．     

双矩阵变量Riccati矩阵方程对称解的迭代算法

研究一类双矩阵变量Riccati矩阵方程(R-ME)对称解的数值计算问题.运用牛顿算法求R-ME的对称解时,会导出求双矩阵变量线性矩阵方程的对称解或者对称最小二乘解的问题,采用修正共轭梯度法解决导出的线性矩阵方程约束解问题,可建立求R-ME的对称解的迭代算法.数值算例表明,迭代算法是有效的.     

离散对偶代数Riccati方程异类约束解的双迭代算法

利用逆矩阵的Neumann级数形式,将在离散时间跳跃线性二次控制问题中遇到的含未知矩阵之逆的离散对偶代数Riccati方程(DCARE)转化为高次多项式矩阵方程组,然后采用牛顿算法求高次多项式矩阵方程组的异类约束解,并采用修正共轭梯度法求由牛顿算法每一步迭代计算导出的线性矩阵方程组的异类约束解或者异类约束最小二乘解,建立求DCARE的异类约束解的双迭代算法.双迭代算法仅要求DCARE有异类约束解,不要求它的异类约束解唯一,也不对它的系数矩阵做附加限定.数值算例表明,双迭代算法是有效的.     

求矩阵到其Jordan标准形的过渡矩阵的新算法

本文给出了一种求矩阵到其Ｊｏｒｄａｎ标准形的过渡矩阵的新算法，与其它现有的算法相比，此算法最简单有效，且最易于编制程序以利用计算机计算．     

含高次逆幂的矩阵方程对称解的双迭代算法

本文研究了在控制理论和随机滤波等领域中遇到的一类含高次逆幂的矩阵方程的等价矩阵方程对称解的数值计算问题.采用牛顿算法求等价矩阵方程的对称解,并采用修正共轭梯度法求由牛顿算法每一步迭代计算导出的线性矩阵方程的对称解或者对称最小二乘解,建立了求这类矩阵方程对称解的双迭代算法,数值算例验证了双迭代算法是有效的.     

一类矩阵方程异类约束解与Ls解的迭代算法

当多矩阵变量线性矩阵方程(LME)相容时,通过修改共轭梯度法的下降方向及其有关系数,建立求LME的一种异类约束解的迭代算法.当LME不相容时,先通过构造等价的线性矩阵方程组(LMEs),将不相容的LME异类约束最小二乘解(Ls解)问题转化为相容的LMEs异类约束解问题,然后参照求LME的异类约束解的迭代算法,建立求LME的一种异类约束Ls解的迭代算法.不考虑舍入误差时,迭代算法可在有限步计算后求得LME的一组异类约束解或者异类约束Ls解;选取特殊的初始矩阵时,可求得LME的极小范数异类约束解或者异类约束Ls解.此外,还可在LME的异类约束解或者异类约束Ls解集合中给出指定矩阵的最佳逼近矩阵.算例表明,迭代算法是有效的.     

解约束优化问题的投影梯度型中心方法

本文提出了一种求解约束优化问题的新算法—投影梯度型中心方法．在连续可微和非退化的假设条件下，证明了其全局收敛性．本文算法计算简单且形式灵活．     

Projected Gradient Type Method of Centers for Constrained Optimization

本文提出了一种求解约束优化问题的新算法—投影梯度型中心方法．在连续可微和非退化的假设条件下，证明了其全局收敛性．本文算法计算简单且形式灵活．     

一种非单调序列线性方程组算法

本文提出了一个新的非单调序列线性方程组(SSLE)算法.在每次迭代过程中只需解三个具有相同系数矩阵的线性方程组,以替代解二次规划子问题,使得新算法的总计算量大大减少.该算法不需要罚函数也无需滤子,从而避免了由罚参数的选取所带来的困难.并且适用于解所有一般约束优化问题,无需初始点可行.该算法具有全局收敛性.数值结果表明该算法是有效的.     

等式约束优化非单调信赖域算法

设计了一个新的求解等式约束优化问题的非单调信赖域算法.该算法不需要罚函数也无需滤子.在每次迭代过程中只需求解满足下降条件的拟法向步及切向步.新算法产生的迭代步比滤子方法更易接受,计算量比单调算法小.在一般条件下,算法具有全局收敛性.     

带约束动力学辛算法的符号计算

首先对带约束动力学中的辛算法作了改进,利用吴消元法求解多项式类型Euler-Lagrange方程.在辛算法的基础上,根据线性方程组理论和相容条件提出了一个求解约束的新算法.新算法的推导过程比辛算法严格,而且计算也比辛算法简单,并且多项式类型的Euler-Lagrange仍可以用吴消元法求解.另外,对于某些非多项式类型的Euler-Lagrange方程,可以先化为多项式类型,再用吴消元法求解.利用符号计算软件,上述算法都可以在计算机上实现.     

New asymptotic expansion algorithm for singularly perturbed evolution equations

A new asymptotic expansion algorithm related to the Chapman-Enskog expansion in kinetic theory is applied to systems of linear evolution equations. The uniform convergence of the asymptotic solution to the exact one is shown. The algorithm is applied to the linearized Carleman model of the Boltzmann equation, to the neutron transport equation, and to the Fokker-Planck equation.     

Revised simplex algorithm for finite Markov decision processes

We introduce a revised simplex algorithm for solving a typical type of dynamic programming equation arising from a class of finite Markov decision processes. The algorithm also applies to several types of optimal control problems with diffusion models after discretization. It is based on the regular simplex algorithm, the duality concept in linear programming, and certain special features of the dynamic programming equation itself. Convergence is established for the new algorithm. The algorithm has favorable potential applicability when the number of actions is very large or even infinite.     

A semismooth equation approach to the solution of nonlinear complementarity problems

In this paper we present a new algorithm for the solution of nonlinear complementarity problems. The algorithm is based on a semismooth equation reformulation of the complementarity problem. We exploit the recent extension of Newton's method to semismooth systems of equations and the fact that the natural merit function associated to the equation reformulation is continuously differentiable to develop an algorithm whose global and quadratic convergence properties can be established under very mild assumptions. Other interesting features of the new algorithm are an extreme simplicity along with a low computational burden per iteration. We include numerical tests which show the viability of the approach.     

A Structured Secant Method Based on a New Quasi-Newton Equation for Nonlinear Least Squares Problems

In this paper, a new quasi-Newton equation is applied to the structured secant methods for nonlinear least squares problems. We show that the new equation is better than the original quasi-Newton equation as it provides a more accurate approximation to the second order information. Furthermore, combining the new quasi-Newton equation with a product structure, a new algorithm is established. It is shown that the resulting algorithm is quadratically convergent for the zero-residual case and superlinearly convergent for the nonzero-residual case. In order to compare the new algorithm with some related methods, our preliminary numerical experiments are also reported.     

Explicit and exact travelling wave solutions for the generalized derivative Schrödinger equation

In this paper, a new auxiliary equation expansion method and its algorithm is proposed by studying a first order nonlinear ordinary differential equation with a sixth-degree nonlinear term. Being concise and straightforward, the method is applied to the generalized derivative Schrödinger equation. As a result, some new exact travelling wave solutions are obtained which include bright and dark solitary wave solutions, triangular periodic wave solutions and singular solutions. This algorithm can also be applied to other nonlinear wave equations in mathematical physics.     

A new bound on Hrushovski’s algorithm for computing the Galois group of a linear differential equation

The complexity of computing the Galois group of a linear differential equation is of general interest. In a recent work, Feng gave the first degree bound on Hrushovski’s algorithm for computing the Galois group of a linear differential equation. This bound is the degree bound of the polynomials used in the first step of the algorithm for finding a proto-Galois group (see Definition 2.7) and is sextuply exponential in the order of the differential equation. In this paper, we use Szántó’s algorithm of triangular representation for algebraic sets to analyze the complexity of computing the Galois group of a linear differential equation and we give a new bound which is triple exponential in the order of the given differential equation.     

二维柱坐标系辐射输运方程保球对称的离散纵标格式

 离散纵标格式是计算辐射输运方程的常用格式之一. 但是, 传统的离散纵标格式求解二维柱坐标系辐射输运方程模拟一维球对称问题时, 会出现明显的非对称现象, 球对称性被破坏. 针对该问题, 本文分析了传统离散纵标格式不能够保持球对称性的原因, 提出了空间基于柱坐标系、方向基于球坐标系的辐射输运方程, 并对该方程设计了新的离散纵标格式, 从理论上证明了当空间网格取球对称剖分时该离散格式能够保持一维球对称性的充分必要条件. 通过对真空球区域辐射输运、与物质耦合辐射输运等球对称算例的数值模拟, 验证了该格式的保球对称性, 球对称误差能够达到机器精度. 非对称辐射驱动模型以及非对称网格剖分条件下的数值模拟等算例也取得了较好的结果.     

Mathematical stencil and its application in finite difference approximation to the poisson equation

The concept of mathematical stencil and the strategy of stencil elimination for solving the finite difference equation is presented,and then a new type of the iteration algo- rithm is established for the Poisson equation.The new algorithm has not only the obvious property of parallelism,but also faster convergence rate than that of the classical Jacobi iteration.Numerical experiments show that the time for the new algorithm is less than that of Jacobi and Gauss-Seidel methods to obtain the same precision,and the computational velocity increases obviously when the new iterative method,instead of Jacobi method,is applied to polish operation in multi-grid method,furthermore,the polynomial acceleration method is still applicable to the new iterative method.     

A new space–time discretization for the Swift–Hohenberg equation that strictly respects the Lyapunov functional

The Swift–Hohenberg equation is a central nonlinear model in modern physics. Originally derived to describe the onset and evolution of roll patterns in Rayleigh–Bénard convection, it has also been applied to study a variety of complex fluids and biological materials, including neural tissues. The Swift–Hohenberg equation may be derived from a Lyapunov functional using a variational argument. Here, we introduce a new fully-discrete algorithm for the Swift–Hohenberg equation which inherits the nonlinear stability property of the continuum equation irrespectively of the time step. We present several numerical examples that support our theoretical results and illustrate the efficiency, accuracy and stability of our new algorithm. We also compare our method to other existing schemes, showing that is feasible alternative to the available methods.