符号和数值混合计算

符号计算和数值计算是两种不同的解决科学和技术发展中问题的计算方法.符号计算可以得到问题精确的完备解,但是计算量大且表达形式往往十分庞大;数值计算可以快速地处理很多实际应用中的问题,但是一般只能得到近似的局部解.特别地,数值计算处理病态问题时,收敛往往较慢且容易出错.着重介绍了符号计算和数值计算之间的密切联系,以及如何运用这两大领域的最新研究成果,探索和开发符号和数值混合计算算法和软件,使之兼备符号计算的完备化和数值计算的高效性.     

LOOK: A Lazy Object-Oriented Kernel design for geometric computation

In this paper we describe and discuss a new kernel design for geometric computation in the plane. It combines different kinds of floating-point filter techniques and a lazy evaluation scheme with the exact number types provided by LEDA allowing for efficient and exact computation with rational and algebraic geometric objects.

It is the first kernel design which uses floating-point filter techniques on the level of geometric constructions.

The experiments we present—partly using the CGAL framework—show a great improvement in speed and—maybe even more important for practical applications—memory consumption when dealing with more complex geometric computations.     

零误差计算

研究采用有误差的数值计算来获得无误差的准确值具有重要的理论价值和应用价值.这种通过近似的数值方法获得准确结果的计算被称为零误差计算.本文首先指出,只有一致离散集合中的数才能够开展零误差计算,即有非零隔离界的数集,这也是"数"可以进行零误差计算的一个充要条件.以此为基本出发点,本文分析代数数零误差计算的最低理论精度,该精度对应于恢复近似代数数的准确值时必要的误差控制条件,但由于所采用恢复算法的局限性,这一理论精度往往不能保证成功恢复出代数数的准确值.为此,本文给出采用PSLQ (partial-sum-LQ-decomposition)算法进行代数数零误差计算所需的精度控制条件,与基于LLL (Lenstra-Lenstra-Lovász)算法相比,该精度控制条件关于代数数次数的依赖程度由二次降为拟线性,从而可降低相应算法的复杂度.最后探讨零误差计算未来的发展趋势.     

一种改进的截断展开法求非线性发展方程的精确解

给出了一种改进的截断展开法,利用此方法借助于计算机符号计算求得了Burgers方程和浅水长波近似方程组的精确解,其中包括孤子解,并讨论其具体应用.改进后的方法与以前的方法相比能得到方程的更多形式的精确解.所给出的改进的截断展开法也可以用来研究其它非线性发展方程的孤子解,是求非线性发展方程精确解的一种有效的直接方法.     

Approximate Level Method for Nonsmooth Convex Minimization

In this paper, we propose and analyse an approximate variant of the level method of Lemaréchal, Nemirovskii and Nesterov for minimizing nonsmooth convex functions. The main per-iteration work of the level method is spent on (i) minimizing a piecewise-linear model of the objective function and (ii) projecting onto the intersection of the feasible region and a level set of the model function. We show that, by replacing exact computations in both cases by approximate computations, in relative scale, the theoretical iteration complexity increases only by a small factor which depends on the approximation level and reduces to one in the exact case.     

On Landweber iteration for nonlinear ill-posed problems in Hilbert scales

Summary. In this paper we derive convergence rates results for Landweber iteration in Hilbert scales in terms of the iteration index for exact data and in terms of the noise level for perturbed data. These results improve the one obtained recently for Landweber iteration for nonlinear ill-posed problems in Hilbert spaces. For numerical computations we have to approximate the nonlinear operator and the infinite-dimensional spaces by finite-dimensional ones. We also give a convergence analysis for this finite-dimensional approximation. The conditions needed to obtain the rates are illustrated for a nonlinear Hammerstein integral equation. Numerical results are presented confirming the theoretical ones. Received May 15, 1998 / Revised version received January 29, 1999 / Published online December 6, 1999     

Computing functions by approximating the input

In computing real-valued functions, it is ordinarily assumed that the input to the function is known, and it is the output that we need to approximate. In this work, we take the opposite approach: we show how to compute the values of some transcendental functions by approximating the input to these functions, and obtaining exact answers for their output. Our approach assumes only the most rudimentary knowledge of algebra and trigonometry, and makes no use of calculus.     

Applications of the Weibull Distribution in Inventory Control

This paper is intended to show that the Weibull distribution can effectively be used to approximate the lead time demand in several cases of distributed demands coupled with distributed lead times. With this approximation, the computations involved are shown to be very simple, requiring no numerical or iterative procedures for determining the re-order levels or protection levels. Some pertinent properties of the Weibull distribution are summarized, and necessary tables for estimating the parameters of the Weibull distribution are given. Numerical examples are given in three cases of distributed demands and lead times and, in each case, the Weibull approximation results are compared with exact and/or other approximate results.     

A hybrid approach for the integration of a rational function

A hybrid integration algorithm obtaining an indefinite integral of a rational function (say q/r, q and r are polynomials) with floating-point but real coefficients is proposed. The algorithm consists of four steps and is based on combinations of symbolic and numeric computations (hybrid computation). The first step is a hybrid preprocessing stage. An integrand is decomposed into rational and logarithmic parts by using an approximate Horowitz' method which allows floating-point coefficients. Here, we replace the Euclidean GCD algorithm with an approximate-GCD algorithm which was proposed by Sasaki and Noda recently. It is easy to integrate the rational part. The logarithmic part is integrated numerically in the second step. Zeros of a denominator of it are computed by the numerical Durand-Kerner method which computes all zeros of a polynomial equation simultaneously. The integrand is then decomposed into partial fractions in the third step. Coefficients of partial fractions are determined by residue theory. Finally, in the fourth step, partial fractions are transformed into the resulting indefinite integral by using well-known rules of integrals. The hybrid algorithm proposed here gives both indefinite integrals and accurate values of definite integrals. Numerical errors in the hybrid algorithm depend only on errors in the second step. The algorithm evaluates some problems where numerical methods are inefficient or incapable, or a pure symbolic method is theoretically insufficient.     

On the feynman integral in the space of continuous functions on a compact set. II

For the Feynman integral, defined as the analytic continuation of the generalized Wiener integral in the sense of J. Kuelbs in the space of continuous functions on a compact set, we give formulas for exact and approximate computations of the integral of functionals that are functions of quadratic functionals. Translated fromMatematichni Metodi ta Fiziko-Mekhanichni Polya, Vol. 40, No. 2, 1997, pp. 25–30.     

On the propagation of a multi-dimensional shock of arbitrary strength

In this paper the kinematics of a curved shock of arbitrary strength has been discussed using the theory of generalised functions. This is the extension of Moslov’s work where he has considered isentropic flow even across the shock. The condition for a nontrivial jump in the flow variables gives the shock manifold equation (sme). An equation for the rate of change of shock strength along the shock rays (defined as the characteristics of the sme) has been obtained. This exact result is then compared with the approximate result of shock dynamics derived by Whitham. The comparison shows that the approximate equations of shock dynamics deviate considerably from the exact equations derived here. In the last section we have derived the conservation form of our shock dynamic equations. These conservation forms would be very useful in numerical computations as it would allow us to derive difference schemes for which it would not be necessary to fit the shock-shock explicitly.     

特殊矩阵乘积在非线性数值计算中的应用

本文将Hadamard矩阵乘积引入到非线性数值计算,获得了简单的矩阵形式的非线性代数模拟方程,利用Hadamard矩阵乘积和Hadamard矩阵函数的方法,我们能够容易地构造快速收敛的简单迭代法解非线性代数方程组的迭代公式,使该法成为与Newton-Raphson法相比有竞争力的方法,我们也首次定义了一种新的特殊矩阵乘积—SJT矩阵乘积。运用SJT积,我们能够方便高效的计算Newton-Raphson法中Jacobi导数矩阵的精确解,利用Hadamard矩阵乘积的范数性质,我们也导出了非线性计算摄动误差的分析公式,此外,Hadamard积和SJT积能够被用于非线性数值解耦计算,这极大地减少了求解耦合的非线性偏微分方程组的计算工作量和内存需要量。     

An infeasible-point subgradient method using adaptive approximate projections

We propose a new subgradient method for the minimization of nonsmooth convex functions over a convex set. To speed up computations we use adaptive approximate projections only requiring to move within a certain distance of the exact projections (which decreases in the course of the algorithm). In particular, the iterates in our method can be infeasible throughout the whole procedure. Nevertheless, we provide conditions which ensure convergence to an optimal feasible point under suitable assumptions. One convergence result deals with step size sequences that are fixed a priori. Two other results handle dynamic Polyak-type step sizes depending on a lower or upper estimate of the optimal objective function value, respectively. Additionally, we briefly sketch two applications: Optimization with convex chance constraints, and finding the minimum ? ₁-norm solution to an underdetermined linear system, an important problem in Compressed Sensing.     

Computing eigenelements of Sturm-Liouville problems by using Daubechies wavelets

This work is our first step to get multiresolution approximation of eigenelements of Sturm-Liouville problems within bounded domain of varied nature. The formula for obtaining elements of representation of Sturm-Liouville operator involving polynomial coefficients in wavelet basis of Daubechies family have been derived in a form which can be readily used for their computations by a simple computer program. Estimates of errors for both the eigenvalues and eigenfunctions are also presented here. The proposed wavelet-Galerkin scheme based on scale functions and wavelets of Daubechies family having three or four vanishing moments of their wavelets has been applied to get approximate eigenelements of regular and singular Sturm-Liouville problems within bounded domain and compared with the exact or approximate results whenever available. From our study it appears that the proposed method is efficient and rapidly convergent in comparison to other approximation schemes based on variational method in Haar basis or finite difference methods studied by Bujurke et al. [39].     

长水波近似方程组的新精确解

依据齐次平衡法的思想 ,首先提出了求非线性发展方程精确解的新思路 ,这种方法通过改变待定函数的次序 ,优势是使求解的复杂计算得到简化 .应用本文的思路 ,可得到某些非线性偏微分方程的新解 .其次我们给出了长水波近似方程组的一些新精确解 ,其中包括椭圆周期解 ,我们推广了有关长波近似方程的已有结果 .     

Interaction solutions to Hirota-Satsuma-Ito equation in (2+1)-dimensions

Abundant exact interaction solutions, including lump-soliton, lump-kink, and lump-periodic solutions, are computed for the Hirota-Satsuma-Ito equation in (2+1)-dimensions, through conducting symbolic computations with Maple. The basic starting point is a Hirota bilinear form of the Hirota-Satsuma-Ito equation. A few three-dimensional plots and contour plots of three special presented solutions are made to shed light on the characteristic of interaction solutions.     

Bayesian estimation of the intraclass correlation coefficients in the mixed linear model

The method of determining Bayesian estimators for the special ratios of variance components called the intraclass correlation coefficients is presented. The exact posterior distribution for these ratios of variance components is obtained. The approximate posterior mean of this distribution is also derived. All computations are non-iterative and avoid numerical integration.     

A Generalization of the Karush–Kuhn–Tucker Theorem for Approximate Solutions of Mathematical Programming Problems Based on Quadratic Approximation

In computations related to mathematical programming problems, one often has to consider approximate, rather than exact, solutions satisfying the constraints of the problem and the optimality criterion with a certain error. For determining stopping rules for iterative procedures, in the stability analysis of solutions with respect to errors in the initial data, etc., a justified characteristic of such solutions that is independent of the numerical method used to obtain them is needed. A necessary δ-optimality condition in the smooth mathematical programming problem that generalizes the Karush–Kuhn–Tucker theorem for the case of approximate solutions is obtained. The Lagrange multipliers corresponding to the approximate solution are determined by solving an approximating quadratic programming problem.     

On convergent numerical algorithms for unsymmetric collocation

In this paper, we are interested in some convergent formulations for the unsymmetric collocation method or the so-called Kansa’s method. We review some newly developed theories on solvability and convergence. The rates of convergence of these variations of Kansa’s method are examined and verified in arbitrary–precision computations. Numerical examples confirm with the theories that the modified Kansa’s method converges faster than the interpolant to the solution; that is, exponential convergence for the multiquadric and Gaussian radial basis functions (RBFs). Some numerical algorithms are proposed for efficiency and accuracy in practical applications of Kansa’s method. In double–precision, even for very large RBF shape parameters, we show that the modified Kansa’s method, through a subspace selection using a greedy algorithm, can produce acceptable approximate solutions. A benchmark algorithm is used to verify the optimality of the selection process.     

APPROXIMATE INERTIAL MANIFOLDS TO THE NAVIER-STOKES EQUATIONS

ＡＰＰＲＯＸＩＭＡＴＥＩＮＥＲＴＩＡＬＭＡＮＩＦＯＬＤＳＴＯＴＨＥＮＡＶＩＥＲ－ＳＴＯＫＥＳＥＱＵＡＴＩＯＮＳ王碧祥兰州大学，邮编：７３００００ＡＰＰＲＯＸＩＭＡＴＥＩＮＥＲＴＩＡＬＭＡＮＩＦＯＬＤＳＴＯＴＨＥＮＡＶＩＥＲ－ＳＴＯＫＥＳＥＱＵＡＴＩＯ...