Continuous homogeneous selections of set-valued metric generalized inverses of linear operators in Banach spaces

In this paper,continuous homogeneous selections for the set-valued metric generalized inverses T of linear operators T in Banach spaces are investigated by means of the methods of geometry of Banach spaces.Necessary and sufficient conditions for bounded linear operators T to have continuous homogeneous selections for the set-valued metric generalized inverses T are given.The results are an answer to the problem posed by Nashed and Votruba.     

SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR OPTIMAL CONTROL PROBLEMS WITH STATE CONSTRAINTS

A Kind of direct methods is presented for the solution of optimal control problems with state constraints.These methods are sequential quadratic programming methods.At every iteration a quadratic programming which is obtained by quadratic approximation to Lagrangian function and Linear approximations to constraints is solved to get a search direction for a merit function.The merit function is formulated by augmenting the Lagrangian funetion with a penalty term.A line search is carried out along the search direction to determine a step length such that the merit function is decreased.The methods presented in this paper include continuous sequential quadratic programming methods and discreate sequential quadrade programming methods.     

BACKWARD ERROR ANALYSIS OF SYMPLECTIC INTEGRATORS FOR LINEAR SEPARABLE HAMILTONIAN SYSTEMS

Symplecticness, stability, and asymptotic properties of Runge-Kutta, partitioned Runge-Kutta, and Runge-Kutta-Nystrom methods applied to the simple Hamiltonian system p = -vg, q = kp are studied. Some new results in connection with P-stability are presented. The main part is focused on backward error analysis. The numerical solution produced by a symplectic method with an appropriate stepsize is the exact solution of a perturbed Hamiltonian system at discrete points. This system is studied in detail and new results are derived. Numerical examples are presented.     

PARALLEL ROSENBROCK METHODS FOR SOLVING STIFF SYSTEMS IN REAL-TIME SIMULATION

1. IntroductionIn the fields of astronautics engineering and continuous system simulation, manymodels are described by stiff ODE's. In order to simulate (especially in real-time) thesesystems we have to use speedy algorithms so as to complete the computation withinthe designated time. Papers [5,7,8] present parallel-iterated Runge-Kutta methods andimplicit Runge-Kutta methods. Although these methods have higher stabilityt a heavierworkload will be imposed by the iteration. And our inabilit…     

Lipschitz Continuous Solutions to the Cauchy Problem for Quasi-linear Hyperbolic Systems

Lipschitz continuous solutions to the Cauchy problem for 1-D first order quasilinear hyperbolic systems are considered. Based on the methods of approximation and integral equations,the author gives two...     

Monotone projected gradient methods for large-scale box-constrained quadratic programming

Inspired by the success of the projected Barzilai-Borwein (PBB) method for large-scale box-constrained quadratic programming, we propose and analyze the monotone projected gradient methods in this paper. We show by experiments and analyses that for the new methods, it is generally a bad option to compute steplengths based on the negative gradients. Thus in our algorithms, some continuous or discontinuous projected gradients are used instead to compute the steplengths. Numerical experiments on a wide variety of test problems are presented, indicating that the new methods usually outperform the PBB method.     

PICARD ITERATION FOR NONSMOOTH EQUATIONS

1. IntroductionConsider the following nonsmooth equationsF(x) = 0 (l)where F: R" - R" is LipsChitz continuous. A lot of work has been done and is bellg doneto deal with (1). It is basicly a genera1ization of the cIassic Newton method [8,10,11,14],Newton-lthe methods[1,18] and quasiNewton methods [6,7]. As it is discussed in [7], the latter,quasiNewton methods, seem to be lindted when aPplied to nonsmooth caJse in that a boundof the deterioration of uPdating matrir can not be maintained w…     

Shadowing and Inverse Shadowing for C^1 Endomorphisms

In this paper, we consider the shadowing and the inverse shadowing properties for C^1 endomorphisms. We show that near a hyperbolic set a C^1 endomorphism has the shadowing property, and a hyperbolic endomorphism has the inverse shadowing property with respect to a class of continuous methods. Moreover, each of these shadowing properties is also ＂uniform＂ with respect to C^1 perturbation.     

Regularity properties of a class of hybrid methods

IntroductionIt is important that the discrete dynamical system given by a numerical method appliedto a continuous dynamical system can have the same dynamical properties as the underlyingcontinuous system. Recently, many authors[1--71 have investigated the conditions under whichspurious solutions are not introduced by time discretization, and many interesting results aboutRunge-Kutta methods, linear multistep methods and general linear methods applied to dynamical systems of ordinary different…     

Implicit Simulation Methods for Stochastic Chemical Kinetics

In biochemical systems some of the chemical species are present with only small numbers of molecules. In this situation discrete and stochasticsimulation approaches are more relevant than continuous and deterministic ones. The fundamental Gillespie’s stochastic simulation algorithm (SSA) accounts for every reaction event, which occurs with a probability determined by the configuration of the system. This approach requires a considerable computational effort for models with many reaction channels and chemical species.In order to improve efficiency, tau-leaping methods represent multiple firings of each reaction during a simulation step by Poisson random variables. For stiff systems the mean of this variable is treated implicitly in order to ensure numerical stability. This paper develops fully implicit tau-leaping-like algorithms that treat implicitly both the mean and the variance of the Poisson variables. The construction is based on adapting weakly convergent discretizations of stochastic differential equations to stochastic chemical kinetic systems. Theoretical analyses of accuracy and stability of the new methods are performed on a standard test problem. Numerical results demonstrate the performance of the proposed tau-leaping methods.     

A new family of three-stage two-step P-stable multiderivative methods with vanished phase-lag and some of its derivatives for the numerical solution of radial Schrödinger equation and IVPs with oscillating solutions

A new family of three-stage two-step methods are presented in this paper. These methods are of algebraic order 12 and have an important P-stability property. To make these methods, vanishing phase-lag and some of its derivatives have been used. The main structure of these methods are multiderivative, and the combined phases have been applied for expanding stability interval and for achieving P-stability. The advantage of the new methods in comparison with similar methods, in terms of efficiency, accuracy, and stability, has been showed by the implementation of them in some important problems, including the radial time-independent Schrödinger equation during the resonance problems with the use of the Woods-Saxon potential, undamped Duffing equation, etc.

     

The asymptotic stability of multistep multiderivative methods for systems of delay differential equations

IntroductionFor many years, many papers investigated the linear stabilit}' of delay differential equation(DDE) solvers and a significant number of important results have already been found for bothRunge-Kutta methods and linear multistep methods (see, for example, [l--8]). In this paper,we firstly consider stability of numerical methods with derivative for DDEs. It is shown thatA-stability of multistep multiderivative methods for ordinary differential equations (ODEs) isequit,alent to p-s…     

Stability analysis of exponential Runge–Kutta methods for delay differential equations

A sufficient condition of stability of exponential Runge–Kutta methods for delay differential equations is obtained. Furthermore, a relationship between P-stability and GP-stability is established. It is proved that the numerical methods can preserve the analytical stability for a class of test problems.     

On the generation of P-stable exponentially fitted Runge–Kutta–Nyström methods by exponentially fitted Runge–Kutta methods

This paper provides an investigation of the stability properties of a family of exponentially fitted Runge–Kutta–Nyström (EFRKN) methods. P-stability is a very important property usually demanded for the numerical solution of stiff oscillatory second-order initial value problems. P-stable EFRKN methods with arbitrary high order are presented in this work. We have proved our results based on a symmetry argument.     

P-stable exponentially-fitted Obrechkoff methods of arbitrary order for second-order differential equations

We consider the construction of P-stable exponentially-fitted symmetric two-step Obrechkoff methods for solving second order differential equations related to an initial value problem. Our approach is based on two ideas: for the exponential fitting, we follow the ideas of Ixaru and Vanden Berghe; for the P-stability we introduce exponentially-fitted Padé approximants to the exponential function. By combining these two ideas, we are able to construct P-stable methods of arbitrary (even) order.     

一类变形Euler棒P-稳定性的研究

借助于特征根法研究Euler弹性棒变形的P稳定性.将广泛存在于应用技术中的一类弹性单元抽象为Euler弹性棒,建立相应变形的物理和数学模型-常微分方程的边值问题,将其嵌入偏微分方程,得到数学模型解的P-稳定性.     

Stage reduction on P-stable Numerov type methods of eighth order

We present an implicit hybrid two step method for the solution of second order initial value problem. It costs only six function evaluations per step and attains eighth algebraic order. The method satisfy the P-stability property requiring one stage less. We conclude dealing with implementation issues for the methods of this type and give some first pleasant results from numerical tests.     

求解二阶刚性微分方程的对角隐式Runge-Kutta-Nystr(o)m方法

在本文中,主要研究二级三阶对角隐式Runge-Kutta-Nystr(o)m(DIRKN)方法关于二阶刚性常微分方程的R-稳定性,P-稳定性以及相延迟性质.我们获得了该方法的R-稳定域,并构造了R-稳定的二级三阶、相延迟阶为四阶的DIRKN方法.P-稳定的二级三阶DIRKN方法被证明是不存在的.我们还构造了相延迟阶为6阶和8阶的二级三阶DIRKN方法,但是这些方法不是R-稳定的.这推广了文献中的单对角隐式Runge-Kutta-Nystr(o)m(SDIRKN)方法的相关结果.     

Four-stage symplectic and P-stable SDIRKN methods with dispersion of high order

New SDIRKN methods specially adapted to the numerical integration of second-order stiff ODE systems with periodic solutions are obtained. Our interest is focused on the dispersion (phase errors) of the dominant components in the numerical oscillations when these methods are applied to the homogeneous linear test model. Based on this homogeneous test model we derive the dispersion and P-stability conditions for SDIRKN methods which are assumed to be zero dissipative. Two four-stage symplectic and P-stable methods with algebraic order 4 and high order of dispersion are obtained. One of the methods is symmetric and sixth-order dispersive whereas the other method is nonsymmetric and eighth-order dispersive. These methods have been applied to a number of test problems (linear as well as nonlinear) and some numerical results are presented to show their efficiency when they are compared with other methods derived by Sharp et al. [IMA J. Numer. Anal. 10 (1990) 489–504].