非线性中立型延迟积分微分方程单支方法的B-收敛性

对一类非线性中立型延迟积分微分方程的B-收敛性进行了研究,对于单支方法运用于这类方程得到的数值方法,得到了该方法B-收敛的一个充分条件及其B-收敛阶.     

刚性Volterra泛函微分方程梯形方法的B-理论

最近,李寿佛建立了刚性Volterra泛函微分方程Runge_Kutta方法和一般线性方法的B-理论,其中代数稳定是数值方法B-稳定与B-收敛的首要条件,但梯形方法表示成Runge—Kutta方法的形式或一般线性方法的形式都不是代数稳定的,因此上述理论不适用于梯形方法.本文从另一途径出发,证明求解刚性Volterra泛函微分方程的梯形方法是B-稳定且2阶最佳B-收敛的,最后的数值试验验证了所获理论的正确性.     

B-值随机Dirichlet级数表示整函数的增长性

系统地研究了全平面收敛的B-值随机Difichlet级数的增长性，得到了在一定条件下，B-值随机Dirichlet级数在收敛平面上的增长（下）级几乎处处等于某Dirichlet级数的增长（下）级还得到了它们与指数和系数的关系式．     

有界变差函数的Durrmeyer-Bézier算子收敛阶的估计

在Zeng等人对有界变差函数f的Durrmeyer-Bézier算子在区间(0,1)上收敛于(1/(α+1))f(x+)+(α/(α+1))f(x-)的收敛阶进行研究的基础上,利用基函数的概率性质等方法,对其所给的Durrmeyer-B啨zier算子收敛阶估计结果作进一步的改进,得到其收敛阶的精确估计.     

B-样条的框架集

目前,虽然尚不完全清楚B-样条的框架集由哪些元构成,但也取得了一些有价值的结果.本文首先介绍框架集的背景;其次综述近二十多年来B-样条框架集的主要进展,尤其详述2阶B-样条和3阶B-样条框架集的进展.     

无约束最优化中的一阶曲线法

本文对无约束最优化问题提出一阶曲线法，给出其全局收敛结果．对由微分方程定义的一阶曲线，提出渐近收敛指数概念，并计算出几个常用曲线模型的渐近收敛指数．     

二重B-值随机Dirichlet级数收敛性

运用二重B-值随机变量列{Xmn}在某阶矩一致有界条件下的性质和引理2.1的不等式,结合二重Dirichlet级数的成果,证明了在一定条件下,二重B-值随机Dirichlet级数+∞∑m=1 +∞∑n=1 Xmn e-λms-μnta.s.几乎必然与二重Dirichlet级数+∞∑m=1 +∞∑n=1E(||Xmn||)e-λms-μnt有相同的成对的相关收敛横坐标.     

非线性发展方程的Taylor展开方法

提出了积分非线性发展方程的新方法,即Taylor展开方法．标准的Galerkin方法可以看作0-阶Taylor展开方法,而非线性Galerkin方法可以看作1-阶修正Taylor展开方法A·D2此外,证明了数值解的存在性及其收敛性．结果表明,在关于严格解的一些正则性假设下,较高阶的Taylor展开方法具有较高阶的收敛速度．最后,给出了用Taylor展开方法求解二维具有非滑移边界条件Navier-Stokes方程的具体例子．     

定常Navier-Stokes方程流函数形式两重网格算法的残量型后验误差估计

运用七种两重网格协调元方法得出了不可压Navier-Stokes方程流函数形式的残量型后验误差估计．对比标准有限元方法的后验误差估计,两重网格算法的后验误差估计多了一些额外项(三线性项)．说明了这些额外项在误差估计中对研究离散解渐近性的重要性,推出了对于最优网格尺寸,这些额外项的收敛阶不高于标准离散解的收敛阶．     

一种预测—校正式单点迭代方法

本文以Ｎｅｗｔｏｎ迭代法（ｘｎ＋１＝ｘｎ－ｆ（ｘｎ）／ｆ′（ｘｎ），收敛阶为２）为基础，给出了一种新的实用的预测—校正式单点迭代方法（ｘｎ＋１＝ｘｎ－ｕ（ｘｎ）ｆ（ｘｎ）＋１２ｆ（ｘｎ－ｕ（ｘｎ））ｆ（ｘｎ）－１２ｆ（ｘｎ－ｕ（ｘｎ））收敛阶为４）．该方法不仅公式简洁，计算方便，计算量小，而且收敛阶高，收敛速度快     

PARALLEL ALGORITHMS OF ONE-LEG METHOD AND ITERATED DEFECT CORRECTION METHODS

The parallel algorithms of iterated defect correction methods (PIDeCM's) are constructed, which are of efficiency and high order B-convergence for general nonlinear stiff systems in ODE'S. As the basis of constructing and discussing PIDeCM's. a class of parallel one-leg methods is also investigated, which are of particular efficiency for linear systems.     

ORDER RESULTS FOR ALGEBRAICALLY STABLE MONO-IMPLICIT RUNGE-KUTTA METHODS

1.IntroductionConsidertheinitialvalueproblemwhichisassumedtohaveauniquesolutiony(t)ontheinterval[0, co).Forsolving(1.1),considerthes--stageimplicitRunge-Kutta(IRK)methodandthes-stagemono-implicitRunge-Kutta(MIRK)method{2,51swhereh)0isthestepsize,hi,c...     

求解刚性Volterra延迟积分微分方程的隐显单支方法的稳定性与误差分析

本文主要研究用隐显单支方法求解一类刚性Volterra延迟积分微分方程初值问题时的稳定性与误差分析.我们获得并证明了结论:若隐显单支方法满足2阶相容条件,且其中的隐式单支方法是A-稳定的,则隐显单支方法是2阶收敛且关于初值扰动是稳定的.最后,由数值算例验证了相关结论.     

B-convergence of a Class of Multistep Multiderivative Methods

Ｂ－ｃｏｎｖｅｒｇｅｎｃｅｏｆａＣｌａｓｓｏｆＭｕｌｔｉｓｔｅｐＭｕｌｔｉｄｅｒｉｖａｔｉｖｅＭｅｔｈｏｄｓＨｕａｎｇＣｈｅｎｇｍｉｎｇ（黄乘明）（ＣｏｍｐｕｔｉｎｇＣｅｎｔｅｒ，ＳｈａｏｙａｎｇＴｅａｃｈｅｒ＇ｓＣｏｌｌｅｇｅ，Ｈｕｎａｎ，４２２０...     

B-CONVERGENCE PROPERTIES OF GENERAL LINEAR METHODS

In this paper, for general linear methods applied to strictly dissipative initial value problem in Hilbert spaces, we prove that algebraic stability implies B-convergence, which extends and improves the existing results on Runge-Kutta methods. Specializing our results for the case of multi-step Runge-Kutta methods, a series of B-convergence results are obtained.     

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…     

B-convergence of split-step one-leg theta methods for stochastic differential equations

For stochastic differential equations (SDEs) with a superlinearly growing and globally one-sided Lipschitz continuous drift coefficient, the explicit schemes fail to converge strongly to the exact solution (see, Hutzenthaler, Jentzen and Kloeden in Proc. R. Soc. A, rspa.2010.0348v1?Crspa.2010.0348, 2010). In this article a class of implicit methods, called split-step one-leg theta methods (SSOLTM), are introduced and are shown to be mean-square convergent for such SDEs if the method parameter satisfies $\frac{1}{2}\leq\theta \leq1$ . This result gives an extension of B-convergence from the theta method for deterministic ordinary differential equations (ODEs) to SSOLTM for SDEs. Furthermore, the optimal rate of convergence can be recovered if the drift coefficient behaves like a polynomial. Finally, numerical experiments are included to support our assertions.     

One-leg variable-coefficient formulas for ordinary differential equations and local–global step size control

In this paper we discuss a class of numerical algorithms termed one-leg methods. This concept was introduced by Dahlquist in 1975 with the purpose of studying nonlinear stability properties of multistep methods for ordinary differential equations. Later, it was found out that these methods are themselves suitable for numerical integration because of good stability. Here, we investigate one-leg formulas on nonuniform grids. We prove that there exist zero-stable one-leg variable-coefficient methods at least up to order 11 and give examples of two-step methods of orders 2 and 3. In this paper we also develop local and global error estimation techniques for one-leg methods and implement them with the local–global step size selection suggested by Kulikov and Shindin in 1999. The goal of this error control is to obtain automatically numerical solutions for any reasonable accuracy set by the user. We show that the error control is more complicated in one-leg methods, especially when applied to stiff problems. Thus, we adapt our local–global step size selection strategy to one-leg methods.     

Stability and error analysis of one-leg methods for nonlinear delay differential equations

This paper is concerned with the numerical solution of delay differential equations (DDEs). We focus on the stability behaviour and error analysis of one-leg methods with respect to nonlinear DDEs. The new concepts of GR-stability, GAR-stability and weak GAR-stability are introduced. It is proved that a strongly A-stable one-leg method with linear interpolation is GAR-stable, and that an A-stable one-leg method with linear interpolation is GR-stable, weakly GAR-stable and D-convergent of order s, if it is consistent of order s in the classical sense.     

B-convergence of the implicit midpoint rule and the trapezoidal rule

We present upper bounds for the global discretization error of the implicit midpoint rule and the trapezoidal rule for the case of arbitrary variable stepsizes. Specializing our results for the case of constant stepsizes they easily prove second order optimal B-convergence for both methods.1980 AMS Subject Classification: 65L05, 65L20.