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.     

有限差分-配点法求解二维Burgers方程

将重心插值配点法结合Crank-Nicolson差分格式来求解Burgers方程.首先,利用Hopf-Cole变换将Burgers方程转化为线性热传导方程;空间方向采用重心插值配点法进行离散,时间方向采用Crank-Nicolson格式离散,导出对应的线性代数方程组,并对此计算格式进行相容性分析;最后,通过数值算例验证此计算格式具有高精度和有效性.     

无约束最优化的信赖域BB法

梯度法是求解无约束最优化的一类重要方法.步长选取的好坏与梯度法的数值表现息息相关.注意到BB步长隐含了目标函数的二阶信息,本文将BB法与信赖域方法相结合,利用BB步长的倒数去近似目标函数的Hesse矩阵,同时利用信赖域子问题更加灵活地选取梯度法的步长,给出求解无约束最优化问题的单调和非单调信赖域BB法.在适当的假设条件下,证明了算法的全局收敛性.数值试验表明,与已有的求解无约束优化问题的BB类型的方法相比,非单调信赖域BB法中e_k=‖x_k-x~*‖的下降呈现更明显的阶梯状和单调性,因此收敛速度更快.     

解非线性二阶双曲型方程的一种新数值方法

本文建立了解二阶双曲型方程的一种新数值方法一再生核函数法．利用再生核函数，直接给出每个离散时间层上近似解的显式表达式．此方法的优点是：计算格式绝对稳定，且可显式求解；利用显式表达式，可实现完全并行计算等文中对近似解的收敛性和稳定性进行了理论分析，并给出数值算例．     

求解二维Poisson方程的重心插值配点法

采用重心Lagrange插值配点法计算了二维Poisson方程.采用重心Lagrange插值法构造近似函数,由配点法离散Poisson方程及其边界条件.数值算例表明方法具有理论简单、计算精度高的特点.     

求解Helmholtz方程的无网格重心插值配点法

本文针对Helmholtz方程,借助Chebyshev插值节点,运用重心Lagrange插值基函数和重心有理插值基函数推导了求解该类方程的两种无网格配点法.首先,将插值基函数应用于空间变量及其偏导数,建立了基于配点法的二阶微分方程组.其次,在给定的插值节点上,利用微分矩阵对其进行了简化.最后通过三种测试节点来计算数值算例,从而验证了本文方法不仅可以计算大波数问题,还可以计算变波数问题,并且算法具有精确稳定、计算量小和高效等优点.     

带边界层的线性两点边值问题的打靶——小波配点法

本文将打靶法和小波配点法相结合，提出了打靶－小波配点数值算法，用于求解带边界层的常微分方程边值问题。文中给出了数值算例，并进行了分析，验证了这种方法对处理边界层问题的有效性。     

基于增广Lagrange函数的约束优化问题的一个信赖域方法

本文提出一个求解不等式约束优化问题的基于指数型增广Lagrange函数的信赖域方法.基于指数型增广Lagrange函数,将传统的增广Lagrange方法的精确求解子问题转化为一个信赖域子问题,从而减少了计算量,并建立相应的信赖域算法.在一定的假设条件下,证明了算法的全局收敛性,并给出相应经典算例的数值实验结果.     

计算域与物理场样条空间相异的广义等几何配点法

提出了一种计算域与物理场样条空间相异的广义等几何配点方法.在该框架中,表示计算域与物理场的样条空间可以互不相同.该方法在保持传统等几何配点法的求解精度以及与CAD系统无缝集成特点的同时,使得物理场样条空间的选择可以更加灵活,从而可以获得更加精确的数值结果.文章通过一些数值实例验证了该方法的有效性.     

边界节点法计算二维瞬态热传导问题

采用边界节点法(BKM)结合双重互易法(DRM)求解二维瞬态热传导问题.采用差分格式处理时间变量,可将原瞬态热传导方程转化为一系列非齐次修正的Helmholtz方程.随后,方程的解可分为特解和齐次解两部分计算,引入双重互易法在区域内部配点求解方程的特解,采用边界节点法仅需边界配点求解方程的齐次解.给出的数值算例显示该方法计算精度高,适用性好,具有很好的稳定性和收敛性,适合求解瞬态热传导问题.     

An efficient numerical approach to solve a class of variable‐order fractional integro‐partial differential equations

The main purpose of this work is to investigate an initial boundary value problem related to a suitable class of variable order fractional integro‐partial differential equations with a weakly singular kernel. To discretize the problem in the time direction, a finite difference method will be used. Then, the Sinc‐collocation approach combined with the double exponential transformation is employed to solve the problem in each time level. The proposed numerical algorithm is completely described and the convergence analysis of the numerical solution is presented. Finally, some illustrative examples are given to demonstrate the pertinent features of the proposed algorithm.     

Alternating direction implicit OSC scheme for the two-dimensional fractional evolution equation with a weakly singular kernel

In this paper, a new kind of alternating direction implicit (ADI) Crank-Nicolson-type orthogonal spline collocation (OSC) method is formulated for the two-dimensional fractional evolution equation with a weakly singular kernel arising in the theory of linear viscoelasticity. The novel OSC method is used for the spatial discretization, and ADI Crank-Nicolson-type method combined with the second order fractional quadrature rule are considered for the temporal component. The stability of proposed scheme is rigourously established, and nearly optimal order error estimate is also derived. Numerical experiments are conducted to support the predicted convergence rates and also exhibit expected super-convergence phenomena.     

Multiparameter regularization for Volterra kernel identification via multiscale collocation methods

Identification of the Volterra system is an ill-posed problem. We propose a regularization method for solving this ill-posed problem via a multiscale collocation method with multiple regularization parameters corresponding to the multiple scales. Many highly nonlinear problems such as flight data analysis demand identifying the system of a high order. This task requires huge computational costs due to processing a dense matrix of a large order. To overcome this difficulty a compression strategy is introduced to approximate the full matrix resulted in collocation of the Volterra kernel by an appropriate sparse matrix. A numerical quadrature strategy is designed to efficiently compute the entries of the compressed matrix. Finally, numerical results of three simulation experiments are presented to demonstrate the accuracy and efficiency of the proposed method.     

High order approximations using spline-based differential quadrature method: Implementation to the multi-dimensional PDEs

A new differential quadrature method based on cubic B-spline is developed for the numerical solution of differential equations. In order to develop the new approach, the B-spline basis functions are used on the grid and midpoints of a uniform partition. Some error bounds are obtained by help of cubic spline collocation, which show that the method in its classic form is second order convergent. In order to derive higher accuracy, high order perturbations of the problem are generated and applied to construct the numerical algorithm. A new fourth order method is developed for the numerical solution of systems of second order ordinary differential equations. By solving some test problems, the performance of the proposed methods is examined. Also the implementation of the method for multi-dimensional time dependent partial differential equations is presented. The stability of the proposed methods is examined via matrix analysis. To demonstrate the applicability of the algorithms, we solve the 2D and 3D coupled Burgers’ equations and 2D sine-Gordon equation as test problems. Also the coefficient matrix of the methods for multi-dimensional problems is described to analyze the stability.     

积分算子本征值问题伽略金法的后验误差指示子

1引言 设G是R~n中有界域，积分算予Tx(s)=integral from n k(s.t)x(t)dt.(s∈G)是映L~2(G)到L~2(G)中的自共轭全连续算子。△={△}是G的拟一致部分。     

Application of collocation method for solving a parabolic‐hyperbolic free boundary problem which models the growth of tumor with drug application

In this article, we want to solve a free boundary problem which models tumor growth with drug application. This problem includes five time dependent partial differential equations. The tumor considered in this model consists of three kinds of cells, proliferative cells, quiescent cells, and dead cells. Three different first‐order hyperbolic equations are given that describe the evolution of cells and other two second‐order parabolic equations describe the diffusion of nutrient and drug concentration. We solve the problem using the collocation method. Then, we prove stability and convergence of method. Also, some examples are considered to show the efficiency of method. Copyright © 2016 John Wiley & Sons, Ltd.     

Carleman estimate for a strongly damped wave equation and applications to an inverse problem

In this paper, we establish a Carleman estimate for a strongly damped wave equation in order to solve a coefficient inverse problems of retrieving a stationary potential from a single time‐dependent Neumann boundary measurement on a suitable part of the boundary. This coefficient inverse problem is for a strongly damped wave equation. We prove the uniqueness and the local stability results for this inverse problem. The proof of the results relies on Carleman estimate and a certain energy estimates for hyperbolic equation with strongly damped term. Moreover, this method could be used for a similar inverse problem for an integro‐differential equation with hyperbolic memory kernel. Copyright © 2012 John Wiley & Sons, Ltd.     

Exponential B-spline collocation method for self-adjoint singularly perturbed boundary value problems

We present an exponential B-spline collocation method for self-adjoint singularly perturbed boundary value problem. The convergence analysis is given and the method is shown to have second order uniform convergence. Numerical experiments are conducted to demonstrate the efficiency of the method.     

A stochastic collocation method for the second order wave equation with a discontinuous random speed

In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical space and depends on a finite number of random variables. The numerical scheme consists of a finite difference or finite element method in the physical space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the probability space. This approach leads to the solution of uncoupled deterministic problems as in the Monte Carlo method. We consider both full and sparse tensor product spaces of orthogonal polynomials. We provide a rigorous convergence analysis and demonstrate different types of convergence of the probability error with respect to the number of collocation points for full and sparse tensor product spaces and under some regularity assumptions on the data. In particular, we show that, unlike in elliptic and parabolic problems, the solution to hyperbolic problems is not in general analytic with respect to the random variables. Therefore, the rate of convergence may only be algebraic. An exponential/fast rate of convergence is still possible for some quantities of interest and for the wave solution with particular types of data. We present numerical examples, which confirm the analysis and show that the collocation method is a valid alternative to the more traditional Monte Carlo method for this class of problems.