关于径向矩阵与谱矩阵

§1.引言与记号 设A∈C~(s×n),则称 ‖A‖=‖AX‖/‖X‖ 为A的谱模(谱范数),其中‖X‖表示向量X∈C~(n×1)的Euclid范数。即当X=(x_1,…,x_n)~(?)时,‖X‖=(XX)~1/2=sum from i=1 to n(|X_1|~2)~1/2;‖AX‖为向量AX的Euclid范数。 如众周知,我们有如下结论: 引理 1[1]、设A、B∈C~(n×n),则谱模满足范数的三个条件: 1>.恒正性:‖A‖≥0且‖A‖=0 A=0; 2>.齐次性:若α∈C,则‖αA‖=|α|·‖A‖; 3>.三角不等式:‖A+B‖≤‖A‖+‖B‖。     

一般线性方法的散逸稳定性

1 散逸动力系统 考虑初值问题 y′(t)=f(y),y(0)=y_0∈R~N,t≥0, (1.1)这里f:R~N→R~N是满足局部Lipschitz条件的连续映射,并满足条件 Re〈u,f(u)〉≤α-β‖u‖~2 u∈R~N,(1.2)其中α≥0,β>0,〈·,·〉是R~N中标准内积,‖·‖是相应的内积范数.设y(t)是问题(1.1)-(1.2)的一个真解,则 ‖y(t)‖~2≤α/β+e~(-2βt)(‖y_0‖~2-α/β) t≥0, (1.3)及 ‖y(t)‖≤max(‖y_0‖,α/β)　 t≥0,(1.4)     

关于非线性微分方程渐近稳定的线性化原理

<正> 解的等渐近稳定性的条件.设 E 是 Banach 空间(范数为‖·‖_E),A(t)是几乎处处定义于[0,+∞)取值于 E 的有界线性算子空间(?)(范数为‖·‖)的局部一致(Bochner)可积函数,即 A(t)在每一紧区间[t_1,t_2)(?)[0,+∞)一致可测([2])和∫_(t_1)~(t_2)‖A(s)‖ds<+∞.这时(1)的几乎处处可微绝对连续解存在唯一.令 S_r={x∈E;‖x‖_E≤r},用 C(t_0,t_1,E)表定     

矩阵方程的最小二乘解

1　引言与引理设 Rm× n表示所有 m× n阶实矩阵的集合 ,ORn× n为所有 n阶实正交矩阵的全体 ,In 是 n阶单位矩阵 .AT、A+、rank A分别表示矩阵 A的转置、MP逆及秩 ;‖·‖是矩阵的Frobenius范数 .此外 ,对于 A =(αij)∈ Rs× s,B =(βij)∈ Rs× s,A * B表示 A与 B的Hadamard积 ,其定义为 :A* B=(αijβij) 1≤ i,j≤ s,现考虑如下问题 :问题 P　给定 A∈Rn× m,B∈Rp× m,D∈Rm× m求 X∈Rn× p,使得Φ =‖ ATXB - BTXTA - D‖ =m in　　我们知道 ,矩阵方程 ATX B- BTXTA=D在自动控制理论中有很重要的作用[1 ,2 ] .…     

分数阶布朗运动驱动的随机延迟微分方程数值解

<正>1引言1引言本文考虑由分数阶布朗运动驱动的随机延迟微分方程(FSDDE):■t∈(0,T],(1.1)X_t=Φ(t),t∈[-τ,0].(1.2)的数值解.其中,B=(B~1,...,B~q)是q维分数阶布朗运动(fBm),Hurst指数H∈(1/2,1),τ0是延迟项,系数函数F:R~(2d)→R~d,G=(G~1,...,G~q):R~d→R~(d×q),Φ(t)∈     

线性抛物型积分微分方程的扩展混合体积元方法

1 引言 考虑线性抛物型积分微分方程初边值问题: {pt(x,t)-▽.{A(x,t)▽p(x,t) +∫t0 B(x,t,τ)▽p(x,τ)dτ}=f(x,t),(x,t)∈Ω×(0,T],(1.1) p(x,0):p0(x), x∈Ω, p(x,t)=0, (x,t)∈(a)Ω×(0,T]. 这里x=(x,y),Ω=(a,b)×(c,d),(e)Ω是区域Ω的边界,p为未知函数,A=(aij)2×2为已知的对称正定矩阵,B=(bij)2×2为已知矩阵,而且aij,bij,(aij)t(i,j=1,2)光滑有界,f∈L2(Ω).     

有限元导数的一致超收敛估计

§1 引言 设ΩR~2是边界为Γ的有界区域,Ω=Ω∪Γ。Sobolev空间W_p~m(Ω)的范数、半范数分别用‖·‖_(m,p,Ω),|·|_(m,p,Ω)或‖·‖_(m,p),|·|_(m,p)表示。在W_p~1(Ω)×W_p~1(Ω) (1≤p≤∞,1/p+1/q=1)上定义双线性泛函: 我们假定系数a_(if)定义在Ω上且满足     

线性流形上实对称半正定阵的一类反问题

1　引　　言文中记Rn×m为所有n×m阶实阵集合,SRn×n为所有n阶实对称阵集合,Pn表示所有n阶实对称半正定阵集合,A≥0表示方阵A对称半正定.A+、R(A)、N(A)分别表示矩阵A的Moore-Penrose广义逆,列空间和零空间,‖·‖表示Froblnius范数.对于Z.Y∈Rn×k,令S={A∈Pn|AZ=Y,ZTY∈PK,R(YT)=R(YTZ)}(1.1)　　现考虑如下问题:问题　给定X.B∈Rn×m,找A∈S,使得AX=B(1.2)　　问题　给定A∈Rn×n,找A∈SE,使得‖A-A‖=infA∈SE‖A-A‖(1.3)其中SE是问题的解集合.问题与具有重要的应用背景,当Y=ZΛ,Λ=diag(λ1,λ2,…     

矩阵方程ATXB+BTXTA=D的极小范数最小二乘解

1引言本文用Rm×n表示所有m×n实矩阵全体,ORn×n,ASRn×n分别表示n×n实正交矩阵类与反对称矩阵类.‖·‖F表示矩阵的Frobenius范数,A+为矩阵A的Moore-Penrose广义逆,A*B与A(?)B分别表示矩阵4与B的Hadamard乘积及Kronecker乘积,即若A=(aij),B=(bij),则A*B=(ajibij),A(?)B=(aijB),vec4表示矩阵A的按行拉直,即若A=[aT1,aT2,…,aTm],其中ai为A的行向量,则vecA=(a1a2…am)T.设A∈Rn×m,B∈Rp×m,D∈Rm×m,我们考虑不相容线性矩阵方程ATXB+BTXTA=D(1.1)     

非线性二阶中立型时滞微分方程正解的存在性

考虑非线性二阶中立型微分方程,[a(t)x(t)-∑ from i=1 to m (p_i(t)x(τi(t)))]″-∫from n=a to b (f(t,ξ,x[g(t,ξ)])dσ(ξ))=0,t≥t_0,和相应不等式[a(t)x(t)-∑ from i=1 to m (p_i(t)x(τi(t)))]″-∫from n=a to b (f(t,ξ,x[g(t,ξ)])dσ(ξ))≥0,t≥t_0.存在正解是相互等价的.其中a(t),pi(t)∈C([t0,∞),R+),a(t)>0,τi(t)∈C(R~+,R~+),τi(t)t,limt→∞τi(t)=∞(i=1,2,…,m).g(t,ξ)∈C([t_0,∞)×[a,b],R+).g(t,ξ)是分别关于t和ξ的增函数.g(t,ξ)t,ξ∈[a,b],limt→∞,ξ∈[a,b]g(t,ξ)=∞.f(t,ξ,x)∈C([t_0,∞)×[a,b]×R,R+).当x>0时,xf(t,ξ,x)>0.σ(ξ)∈C([a,b],R),且σ(ξ)非减.     

Adaptive methods for periodic initial value problems of second order differential equations

In this paper numerical methods involving higher order derivatives for the solution of periodic initial value problems of second order differential equations are derived. The methods depend upon a parameter p > 0 and reduce to their classical counter parts as p → 0. The methods are periodically stable when the parameter p is chosen as the square of the frequency of the linear homogeneous equation. The numerical methods involving derivatives of order up to 2q are of polynomial order 2q and trigonometric order one. Numerical results are presented for both the linear and nonlinear problems. The applicability of implicit adaptive methods to linear systems is illustrated.     

Volterra泛函微分方程一般线性方法的稳定性

本文研究Volterra泛函微分方程(k,p,q)-代数稳定的一般线性方法的稳定性,获得了该类方法的一系列新的稳定性结果.     

常微方程组初值问题的连续有限元及守恒性

In this paper the continous finite element to solve initinal value problem for system of linear differential equations is used, and the absolute stability of the corresponding single step k-order hidden shceme is discussed. In the paper by simplified means, the superconvergence of finite element and one of it on the nodes are proved. Using the continuous finite element to solve linear Hamilton systems: Pt = Hq,qt = -Hp, the conservation of energy H(p,q) = 1/2 ap^2 bpq 1/2 cq^2 can be obtained. The computation shows that even if division is regular and the error of finite element Ph, qh is big, H(ph, qh) is almost equal H(p, q) in the range of computation accuracy.     

Sufficient conditions for the asymptotic stability of nonlinear multidelay differential equations with linear parts defined by pairwise permutable matrices

In this paper a generalization of the delayed exponential defined by Khusainov and Shuklin (2003) [1] for autonomous linear delay systems with one delay defined by permutable matrices is given for delay systems with multiple delays and pairwise permutable matrices. Using this multidelay-exponential a solution of a Cauchy initial value problem is represented. By an application of this representation and using Pinto’s integral inequality an asymptotic stability results for some classes of nonlinear multidelay differential equations are proved.     

D-CONVERGENCE OF ONE-LEG METHODS FOR STIFF DELAY DIFFERENTIAL EQUATIONS

1. IntroductionIn recent yeaJrs, many paPers discussed numerical methods for the solution of delay deential equation (DDE)y,(t) = f(t,y(t),y(t -- T)). (1.1)For linear stability of ntunerical methods, a sedcant nUIner of results have aiready beenfound for both Rase--Kutta methods and linear mchistev mehods (cf[4] [7] [8]).Recently wefurther established the relationship between G-stability and llonhnear stability (cf[3]). Erroranalysis of DDE sobors is another imPortant issue. In faCt, ma…     

High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise

An approach for the construction of A-stable high order explicit strong schemes for stochastic differential equations (SDEs) with additive noise is proposed. We prove that such schemes also have the dynamical property that we call Random A-stability (RA-stability), which ensures that, for linear equations with stationary solutions, the numerical scheme has a random attractor that converges to the exact one as the step size decreases. Basically, the proposed integrators are obtained by splitting, at each time step, the solution of the original equation into two parts: the solution of a linear ordinary differential equation plus the solution of an auxiliary SDE. The first one is solved by the Local Linearization scheme in such a way that A-stability is guaranteed, while the second one is approximated by any extant scheme, preferably an explicit one that yields high order of convergence with low computational cost. Numerical integrators constructed in this way are called High Order Local Linearization (HOLL) methods. Various efficient HOLL schemes are elaborated in detail, and their performance is illustrated through computer simulations. Furthermore, mean-square convergence of the introduced methods is studied.     

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…     

$[p, q]$级整函数系数的二阶线性微分方程的复振荡

In this paper, the authors investigate the zeros and growth of solutions of second order linear differential equations with entire coefficients of [p, q]-order and obtain some results which improve and generalize some previous results.     

三阶线性常微分方程Sinc方程组的结构预处理方法

三阶线性常微分方程在天文学和流体力学等学科的研究中有着广泛的应用.本文介绍求解三阶线性常微分方程由Sinc方法离散所得到的线性方程组的结构预处理方法.首先, 我们利用Sinc方法对三阶线性常微分方程进行离散,证明了离散解以指数阶收敛到原问题的精确解.针对离散后线性方程组的系数矩阵的特殊结构, 提出了结构化的带状预处理子,并证明了预处理矩阵的特征值位于复平面上的一个矩形区域之内.然后, 我们引入新的变量将三阶线性常微分方程等价地转化为由两个二阶线性常微分方程构成的常微分方程组, 并利用Sinc方法对降阶后的常微分方程组进行离散.离散后线性方程组的系数矩阵是分块2×2的, 且每一块都是Toeplitz矩阵与对角矩阵的组合.为了利用Krylov子空间方法有效地求解离散后的线性方程组,我们给出了块对角预处理子, 并分析了预处理矩阵的性质.最后, 我们对降阶后二阶线性常微分方程组进行了一些比较研究.数值结果证实了Sinc方法能够有效地求解三阶线性常微分方程.     

一类显式的k阶线性k步法基本公式

本文给出了一类比Adams-Bashforth方法的局部截断误差主项系数小和绝对稳定区间大的显式k阶线性k步法基本公式.作者求出了公式的分数形式的精确系数,阶数和局部截断误差主项系数,给出了3-9步公式的绝对稳定区间,构造了由新公式的4阶显式公式和一个同阶隐式基本公式组合而成的特殊预估-校正方法,它的绝对稳定区间大于预估公式而且等于校正公式, 比著名的Adams-Bashforth-Moulton预估校正方法的绝对稳定区间大, 最后用数值试验对结果进行了验证,适合于求解常微分方程初值问题.