基于GA-Chebyshev神经网络的分数阶Bagley-Torvik方程数值解法

本文基于现有的切比雪夫神经网络,提出了一种利用遗传算法优化切比雪夫神经网络求解分数阶Bagley-Torvik方程数值解的新方法,结合多点处的泰勒公式原理,给出数值解的一般形式,将原问题转化为求解无约束最小化问题.与现有数值方法的数值结果进行比较表明了本文方法的可行性和有效性,为分数阶微分方程中类似问题的求解提供了新的思路.     

美式期权定价问题的数值方法

本文研究美式股票看跌期权定价问题的数值方法。通过将问题转化为等价的变分不等式方程，分别建立了半离散和全离散有限元逼近格式。并给出了有限元解的收敛性和稳定性分析。数值实验表明本文算法是一个高效和收敛的算法。     

一种半隐式有限体积—有限元方法的收敛性

本文研究非线性对流扩散问题的一种半隐式有限体积和有限元方法相结合的数值方法,给出数值解的收敛性及其证明。     

油藏模拟中几个数学问题

本文综述油藏数值模拟中几个问题,二次采油中油、水两相驱动问题,三次采油中强化采油(化采)的数值模拟问题。     

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.     

二维椭圆方程参数反问题的一种数值解法

本文研究了识别二维椭圆型偏微分方程中参数A(x)和B(y)的反问题:的数值解法。用GPST方法给出了数值计算迭代格式,其中对涉及到的第一类Fredholm积分方程的离散线性代数方程组采用ART算法。最后本文给出了数值模拟结果。     

多孔介质两相驱动问题的特征差分和Schwarz区域分裂并行算法

本文考虑多孔介质两相驱动问题的数值解法。用混合元方法求解压力方程，可同时得到速度和压力的近似；对浓度方程，给出了两类特征差分与Ｓｃｈｗａｒｚ型区域分裂引结合的数值格式，以减小对流项产生的数值弥散，减小所处理问题的规模和实行并行计算。     

简单高阶奇异性的数值模拟

本文对高阶奇异性的分歧数值计算问题进行了研究，构造了计算简单高阶分歧点的扩充系统，并数值模拟了相应的实际问题。     

区间小波在奇异性探测中的应用

本文利用满足一定边界条件的区间小波,对一类边界层问题进行了数值探测,不但求出了问题的数值解,而且进一步确定了边界层的位置。     

Darwin模型外问题 献给林群教授80华诞

本文综述有关Darwin模型的分析结果和数值方法,其中包括模型的引进以及它的近似程度、适定性和数值方法,着重讨论有关外问题的工作.     

三维数值流形方法的理论研究

在二维数值流形方法的基础上,对三维数值流形进行了理论研究．研究了三维覆盖位移函数,进行了三维数值流形的力学分析,给出了三维流形单元的刚度矩阵,详细推导了三维数值流形的Hammer积分及剖分规则,系统地研究三维数值流形的理论体系与数值实现方法．作为数值算例,给出了相应的悬臂梁的计算结果,计算结果表明算法的精度和计算效益较高．     

Recovering the local volatility in Black–Scholes model by numerical differentiation

In this article, a numerical method for recovering the local volatility in Black–Scholes model is proposed based on the Dupire formula in which the numerical derivatives are used. By Tikhonov regularization, a new numerical differentiation method in two-dimensional (2-D) case is presented. The convergent analysis and numerical examples are also given. It shows that our method is efficient and stable.     

The numerical method of successive interpolations for Fredholm functional integral equations

A new numerical method for Fredholm functional integral equations is proposed. The method combines the fixed point technique with numerical integration and cubic spline interpolation. The convergence and the numerical stability of the method are proved and tested on some numerical examples.     

一类强色散DGH方程的多辛普雷斯曼格式

DGH方程作为一类重要的非线性水波方程有着许多广泛的应用前景.基于Hamilton系统的多辛理论研究了一类强色散DGH方程的数值解法,利用多辛普雷斯曼方法构造了一种典型的半隐式的多辛格式.分析了该格式的局部能量和动量守恒律误差,并给出了数值算例.数值算例结果表明该多辛离散格式具有较好的长时间数值稳定性.     

A numerical approximation method for solving a three-dimensional space Galilei invariant fractional advection-diffusion equation

In this paper, a numerical approximation method for solving a three-dimensional space Galilei invariant fractional advection diffusion equation is presented. The convergence and stability of the numerical approximation method are discussed by a new technique of Fourier analysis. The solvability of the numerical approximation method also is analyzed. Finally, applying Richardson extrapolation technique, a high-accuracy algorithm is structured and the numerical example demonstrated the theoretical results.     

用线方法求解带混合边值条件的抛物方程

研制了分别用显式Euler法、隐式Euler法、Crank-Nicolson格式(梯形方法)求解带第一、第二及混合边值条件的抛物问题的应用软件,通过求解若干抛物问题对该软件作了测试,获得了预期的数值结果,讨论了时间和空间步长的变化对格式计算结果的影响,得到了三种方法的稳定性、收敛精度和计算量.     

Implicit numerical approximation scheme for the fractional Fokker-Planck equation

In this paper, we consider an anomalous subdiffusion process, governed by fractional Fokker-Planck equation. An effective numerical method for approximating Fokker-Planck equation in a bounded domain is presented. The stability and convergence of the numerical method are analyzed. Some numerical examples are presented to show the application of the present technique. The numerical results exhibit the good performance of our theoretical analysis.     

A semi‐discrete defect correction finite element method for unsteady incompressible magnetohydrodynamics equations

In this report, we give a semi‐discrete defect correction finite element method for the unsteady incompressible magnetohydrodynamics equations. The defect correction method is an iterative improvement technique for increasing the accuracy of a numerical solution without applying a grid refinement. Firstly, the nonlinear magnetohydrodynamics equations is solved with an artificial viscosity term. Then, the numerical solutions are improved on the same grid by a linearized defect‐correction technique. Then, we give the numerical analysis including stability analysis and error analysis. The numerical analysis proves that our method is stable and has an optimal convergence rate. In order to show the effect of our method, some numerical results are shown. Copyright © 2017 John Wiley & Sons, Ltd.     

Numerical analysis for a variable-order nonlinear cable equation

In this paper, a variable-order nonlinear cable equation is considered. A numerical method with first-order temporal accuracy and fourth-order spatial accuracy is proposed. The convergence and stability of the numerical method are analyzed by Fourier analysis. We also propose an improved numerical method with second-order temporal accuracy and fourth-order spatial accuracy. Finally, the results of a numerical example support the theoretical analysis.     

一种求多项式方程根的参数并行加速迭代法

推广了一种在无重根情况下,利用Newton类迭代法对同时求多项式零点的加速的迭代法.讨论了该方法的收敛性和收敛阶;最后给出数值算例表明:计算收敛阶和定理结论是一致的,且本算法具有较大的收敛范围.