基于三次样条插值函数的非线性动力系统数值求解

三次样条插值函数具有良好的收敛性、稳定性与二阶光滑性.研究了借助三次样条插值函数构造的非线性动力系统数值求解方法,分析了该方法与已有的非线性动力系统数值求解方法的优缺点,刻画了误差估计且给出了数值算例.结果表明基于三次样条插值函数构造的数值方法比已有的方法收敛速度快、逼近精度高且能够很好地逼近非线性动力系统的解析解.     

连续区间上积分值的MQ拟插值算子

在某些插值问题中,插值点处的函数值是未知的,而连续区间上的积分值是已知的.如何利用连续区间上积分值信息来解决函数重构是一个重要的问题.首先,文章利用连续区间上积分值的线性组合得到结点处函数值和一阶导数值的的四阶逼近.然后,构造了一类基于连续区间上积分值的MQ拟插值算子,它称之为积分值型MQ拟插值算子.最后,给出了该MQ拟插值算子的整体误差,它具有相应的四阶逼近阶.数值实验表明,该方法是有效可行的.     

新变参MQ拟插值函数的性质及其逼近性能研究

借助多重二次曲面(Multi-Quadric,MQ)拟插值函数的优点,提出了一种新的变参数MQ拟插值法,得出了该拟插值法也具有常参MQ拟插值法的线性再生性、保单调性和保凸性,分析了现有的两类变参MQ拟插值法中参数选取的不适定性,给出了误差估计的理论结果并通过数值算例与常参MQ拟插值法及现有的两类变参MQ拟插值法进行了比较.结果表明本文构造的变参MQ拟插值法的精度更高,参数选取更合理.     

基于径向基函数逼近的非线性动力系统数值求解

径向基函数具有形式简单、各向同性等优点.将径向基函数逼近的思想与加权余量配点法相结合,借鉴边值问题的求解,构造了一种求解非线性动力系统初值问题的数值方法.分析了几种较为成熟的非线性动力系统数值求解方法的优缺点.给出了实际算例,与已有方法对比,表明该方法计算过程简单、收敛性好、计算精度高.     

Multiquadric 拟插值对高阶导数逼近的稳定性分析

基于样本数据来数值模拟函数的高阶导数是数值逼近中遇到的一类重要而且基本的问题, 差商方法是数值微分的传统方法. 但是在实际问题的求解中, 它表现出强烈的不稳定性. 在实际应用中, 由于差商计算的不稳定性, 它仅能用来模拟函数的低阶导数. 为了更好地模拟函数的高阶导数, 本文利用multiquadric 拟插值提出了一种新的方法. 并将multiquadric 拟插值方法模拟函数导数的稳定性与传统差商方法所得结果进行了对比. 数值例子很好地验证了本文的理论. 从理论论证和数值例子比较来看, multiquadric 拟插值方法比差商方法更为稳定. 这个性质也表明, 基于散乱甚至有干扰的数据, 在逼近函数的高阶导数时, multiquadric 拟插值方法是一个有效的工具.     

求解非线性Black-Scholes模型的自适应小波精细积分法

针对非线性Black-Scholes方程,基于quasi-Shannon小波函数给出了一种求解非线性偏微分方程的自适应多尺度小波精细积分法.该方法首先利用插值小波理论构造了用于逼近连续函数的多尺度小波插值算子,利用该算子可以将非线性Black-Scholes方程自适应离散为非线性常微分方程组;然后将用于求解常微分方程组的精细积分法和小波变换的动态过程相结合,并利用非线性处理技术(如同伦分析技术)可有效求解非线性Black-Scholes方程.数值结果表明了该方法在数值精度和计算效率方面的优越性.     

Multiquadric拟插值对高阶导数逼近的稳定性分析 谨以此文致《中国科学》创刊六十周年

基于样本数据来数值模拟函数的高阶导数是数值逼近中遇到的一类重要而且基本的问题,差商方法是数值微分的传统方法.但是在实际问题的求解中,它表现出强烈的不稳定性.在实际应用中,由于差商计算的不稳定性,它仅能用来模拟函数的低阶导数.为了更好地模拟函数的高阶导数,本文利用multiquadric拟插值提出了一种新的方法.并将multiquadric拟插值方法模拟函数导数的稳定性与传统差商方法所得结果进行了对比.数值例子很好地验证了本文的理论.从理论论证和数值例子比较来看,multiquadric拟插值方法比差商方法更为稳定.这个性质也表明,基于散乱甚至有干扰的数据,在逼近函数的高阶导数时,multiquadric拟插值方法是一个有效的工具.     

一种2型三角剖分上多元样条拟插值的精度提高策略

给定一个多元拟插值算子, 若其具有单位分解性质 (再生0次多项式), 我们提出一种利用其周围节点提高多项式再生性的方法. 所得算子不仅具有更高的逼近精度, 还不需要目标函数的任何导数信息. 然后利用此方法, 我们改进了2型三角剖分上的多元样条拟插值,使之具有更高的精度. 最后, 我们应用改进的拟插值算子数值求解时间发展偏微分方程. 数值实验验证了该方法的有效性.     

无界区域问题的谱和拟谱方法 献给林群教授80华诞

本文综述无界区域问题和外部问题谱及拟谱方法的研究成果和最新发展趋势.第一类数值方法基于应用Hermite多项式和函数及Laguerre多项式和函数的正交逼近和插值理论.第二类数值方法基于经过适当变量变换的Jacobi正交逼近和插值理论.第三类数值方法是上述正交逼近和插值方法与区域分解等其他方法的各种组合.本文还总结了Hermite、Laguerre和Jacobi无理正交逼近和插值理论的主要结果,它们是有关数值方法的理论基础.     

基于径向基函数插值的积分方程求解

将径向基函数(radial basis function,RBF)插值引入积分方程的求解中,具体将待求函数表示为RBF的线性组合,再通过配点法将积分方程离散为线性或非线性方程组,求得权系数后给出待求函数的近似表示.论文选用的RBF是插值性能优异的多重二次曲面(multiquadric,MQ)函数,能在较少节点下取得较高的近似精度;而且RBF定义为距离的函数,在三维或高维插值时仅需改变距离公式,因而便于推广到高维积分方程求解中.在RBF插值矩阵的构造中,元素的积分计算分别通过高斯积分或基于区域剖分的数值求积完成,实现了一维、二维下Fredholm和Volterra方程的求解.算例结果表明:论文方法具有实施方便和精度较高的优点,是一种适合积分方程求解的新方法.     

Generator,multiquadric generator,quasi-interpolation and multiquadric quasi-interpolation

The aim of this survey paper is to propose a new concept “generator”. In fact, generator is a single function that can generate the basis as well as the whole function space. It is a more fundamental concept than basis. Various properties of generator are also discussed. Moreover, a special generator named multiquadric function is introduced. Based on the multiquadric generator, the multiquadric quasi-interpolation scheme is constructed, and furthermore, the properties of this kind of quasi-interpolation are discussed to show its better capacity and stability in approximating the high order derivatives.     

A shape-preserving quasi-interpolation operator satisfying quadratic polynomial reproduction property to scattered data

In this paper, we construct a univariate quasi-interpolation operator to non-uniformly distributed data by cubic multiquadric functions. This operator is practical, as it does not require derivatives of the being approximated function at endpoints. Furthermore, it possesses univariate quadratic polynomial reproduction property, strict convexity-preserving and shape-preserving of order 3 properties, and a higher convergence rate. Finally, some numerical experiments are shown to compare the approximation capacity of our quasi-interpolation operator with that of Wu and Schaback’s quasi-interpolation scheme.     

Stability of multiquadric quasi-interpolation to approximate high order derivatives

Numerical simulation of the high order derivatives based on the sampling data is an important and basic problem in numerical approximation,especially for solving the differential equations numerically.The classical method is the divided difference method.However,it has been shown strongly unstable in practice.Actually,it can only be used to simulate the lower order derivatives in applications.To simulate the high order derivatives,this paper suggests a new method using multiquadric quasi-interpolation.The s...     

An energy-momentum conserving scheme for Hamiltonian wave equation based on multiquadric trigonometric quasi-interpolation

Based on multiquadric trigonometric quasi-interpolation, the paper proposes a meshless symplectic scheme for Hamiltonian wave equation with periodic boundary conditions. The scheme first discretizes the equation in space using an iterated derivative approximation method based on multiquadric trigonometric quasi-interpolation and then in time with an appropriate symplectic scheme. This in turn yields a finite-dimensional semi-discrete Hamiltonian system whose energy and momentum (approximations of the continuous ones) are invariant with respect to time. The key feature of the scheme is that it conserves both the energy and momentum of the Hamiltonian system for both uniform and scattered centers, while classical energy-momentum conserving schemes are only for uniform centers. Numerical examples provided at the end of the paper show that the scheme is efficient and easy to implement.     

MQ拟插值求解KdV方程

Quasi-interpolation is very useful in the study of approximation theory and its applications,since it can yield solutions directly without the need to solve any linear system of equations.Based on the good performance,Chen and Wu presented a kind of multiquadric （MQ） quasi-interpolation,which is generalized from the L D operator,and used it to solve hyperbolic conservation laws and Burgers’ equation.In this paper,a numerical scheme is presented based on Chen and Wu’s method for solving the Korteweg-de Vries （KdV） equation.The presented scheme is obtained by using the second-order central divided difference of the spatial derivative to approximate the third-order spatial derivative,and the forward divided difference to approximate the temporal derivative,where the spatial derivative is approximated by the derivative of the generalized L D quasi-interpolation operator.The algorithm is very simple and easy to implement and the numerical experiments show that it is feasible and valid.     

The shape preserving ang high accuracy approximation with multiquadric

This paper discusses the sufficient conditions for the shape preserving quasi-interpolation with multiquadric. Some quasi-interpolation schema is given such that the interpolation as well as its high derivatives is convergent. Supported by the National Natural Science Foundation of China.     

A Chebyshev interval method for nonlinear dynamic systems under uncertainty

This paper proposes a new interval analysis method for the dynamic response of nonlinear systems with uncertain-but-bounded parameters using Chebyshev polynomial series. Interval model can be used to describe nonlinear dynamic systems under uncertainty with low-order Taylor series expansions. However, the Taylor series-based interval method can only suit problems with small uncertain levels. To account for larger uncertain levels, this study introduces Chebyshev series expansions into interval model to develop a new uncertain method for dynamic nonlinear systems. In contrast to the Taylor series, the Chebyshev series can offer a higher numerical accuracy in the approximation of solutions. The Chebyshev inclusion function is developed to control the overestimation in interval computations, based on the truncated Chevbyshev series expansion. The Mehler integral is used to calculate the coefficients of Chebyshev polynomials. With the proposed Chebyshev approximation, the set of ordinary differential equations (ODEs) with interval parameters can be transformed to a new set of ODEs with deterministic parameters, to which many numerical solvers for ODEs can be directly applied. Two numerical examples are applied to demonstrate the effectiveness of the proposed method, in particular its ability to effectively control the overestimation as a non-intrusive method.     

A kind of multiquadric quasi-interpolation operator satisfying any degree polynomial reproduction property to scattered data

In this paper, by virtue of using the linear combinations of the shifts of f(x) to approximate the derivatives of f(x) and Waldron’s superposition idea (2009), we modify a multiquadric quasi-interpolation with the property of linear reproducing to scattered data on one-dimensional space, such that a kind of quasi-interpolation operator L_r+1f has the property of r+1(r∈Z,r≥0) degree polynomial reproducing and converges up to a rate of r+2. There is no demand for the derivatives of f in the proposed quasi-interpolation L_r+1f, so it does not increase the orders of smoothness of f. Finally, some numerical experiments are shown to compare the approximation capacity of our quasi-interpolation operators with that of Wu-Schaback’s quasi-interpolation scheme and Feng-Li’s quasi-interpolation scheme.     

APPROXIMATE IMPLICITIZATION BASED ON RBF NETWORKS AND MQ QUASI-INTERPOLATION

In this paper, we propose a new approach to solve the approximate implicitization problem based on RBF networks and MQ quasi-interpolation. This approach possesses the advantages of shape preserving, better smoothness, good approximation behavior and relatively less data etc. Several numerical examples are provided to demonstrate the effectiveness and flexibility of the proposed method.