一个求解约束非线性优化问题的微分方程方法

本文构造的求解非线性优化问题的微分方程方法包括两个微分方程系统,第一个系统基于问题函数的一阶信息,第二个系统基于二阶信息．这两个系统具有性质:非线性优化问题的局部最优解是它们的渐近稳定的平衡点,并且初始点是可行点时,解轨迹都落于可行域中．我们证明了两个微分方程系统的离散迭代格式的收敛性定理和基于第二个系统的离散迭代格式的局部二次收敛性质．还给出了基于两个系统的离散迭代方法的数值算例,数值结果表明基于二阶信息的微分方程方法速度更快．     

Fourth‐order compact scheme for the one‐dimensional sine‐Gordon equation

Finite difference scheme to the generalized one‐dimensional sine‐Gordon equation is considered in this paper. After approximating the second order derivative in the space variable by the compact finite difference, we transform the sine‐Gordon equation into an initial‐value problem of a second‐order ordinary differential equation. Then Padé approximant is used to approximate the time derivatives. The resulting fully discrete nonlinear finite‐difference equation is solved by a predictor‐corrector scheme. Both Dirichlet and Neumann boundary conditions are considered in our proposed algorithm. Stability analysis and error estimate are given for homogeneous Dirichlet boundary value problems using energy method. Numerical results are given to verify the condition for stability and convergence and to examine the accuracy and efficiency of the proposed algorithm. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Two differential equation systems for equality-constrained optimization

This paper presents two differential systems, involving first and second order derivatives of problem functions, respectively, for solving equality-constrained optimization problems. Local minimizers to the optimization problems are proved to be asymptotically stable equilibrium points of the two differential systems. First, the Euler discrete schemes with constant stepsizes for the two differential systems are presented and their convergence theorems are demonstrated. Second, we construct algorithms in which directions are computed by these two systems and the stepsizes are generated by Armijo line search to solve the original equality-constrained optimization problem. The constructed algorithms and the Runge–Kutta method are employed to solve the Euler discrete schemes and the differential equation systems, respectively. We prove that the discrete scheme based on the differential equation system with the second order information has the locally quadratic convergence rate under the local Lipschitz condition. The numerical results given here show that Runge–Kutta method has better stability and higher precision and the numerical method based on the differential equation system with the second information is faster than the other one.     

求解约束优化问题的两个微分方程算法

本文给出求解具有等式约束和不等式约束的非线性优化问题的一阶信息和二阶信息的两个微分方程系统,问题的局部最优解是这两个微分方程系统的渐近稳定的平衡点,给出了这两个微分方程系统的Euler离散迭代格式并证明了它们的收敛性定理,用龙格库塔法分别求解两个微分方程系统．我们构造了搜索方向由两个微分系统计算,步长采用Armijo线搜索的算法分别求解这个约束最优化问题,在局部Lipschitz条件下基于二阶信息的微分方程系统的迭代方法具有二阶的收敛速度。我们给出的数值结果表明龙格库塔的微分方程算法具有较好的稳定性和更高的精确度,求解二阶信息的微分方程系统的方法具有更快的收敛速度．     

A finite difference scheme for solving the undamped Timoshenko beam equations with both ends free

In this paper, a boundary feedback system of a class of non-uniform undamped Timoshenko beam with both ends free is considered. A linearized three-level difference scheme for the Timoshenko beam equations is derived by the method of reduction of order on uniform meshes. The unique solvability, unconditional stability and convergence of the difference scheme are proved by the discrete energy method. The convergence order in maximum norm is of order two in both space and time. The validity of this theoretical analysis is verified experimentally.     

二维半线性反应扩散方程的交替方向隐格式

本文研究一类二维半线性反应扩散方程的差分方法.构造了一个二层线性化交替方向隐格式.利用离散能量估计方法证明了差分格式解的存在唯一性、差分格式在离散H~1模下的二阶收敛性和稳定性.最后给出两个数值例子验证了理论分析结果.     

Numerical method for a singularly perturbed convection-diffusion problem with delay

This paper deals with the singularly perturbed boundary value problem for a linear second-order delay differential equation. For the numerical solution of this problem, we use an exponentially fitted difference scheme on a uniform mesh which is accomplished by the method of integral identities with the use of exponential basis functions and interpolating quadrature rules with weight and remainder term in integral form. It is shown that one gets first order convergence in the discrete maximum norm, independently of the perturbation parameter. Numerical results are presented which illustrate the theoretical results.     

Fitted finite difference method for singularly perturbed delay differential equations

This paper deals with singularly perturbed initial value problem for linear second-order delay differential equation. An exponentially fitted difference scheme is constructed in an equidistant mesh, which gives first order uniform convergence in the discrete maximum norm. The difference scheme is shown to be uniformly convergent to the continuous solution with respect to the perturbation parameter. A numerical example is solved using the presented method and compared the computed result with exact solution of the problem.     

关于抛物型方程离散流量的收敛性

关于用差分方法求解具有间断系数的二阶抛型方程的问题, Ａ．Ｈ． ＴＮＸＯＨＯＢ与 Ａ．Ａ．Ｃａｍａｐｃ　从１９６１年山开始曾经作过详尽的研究,他们的结果都总结在专著［２］中,有关的文献也可以在该书中找到．他们指出在系数间断点处附近的网格点上格式的截断误差为Ｏ（１）,但差分格式的解在极大意义下收敛于原微分方程的连续解．他们在构造差分格式,并论证其收敛性时,充分利用了原微分方程中流连续的性质,但是却没有讨论差分格式中的离散流量的收敛性．８０年代 Ｔ．Ａ． Ｍａｎｔｅｎｆｆｅｌ, Ａ．Ｂ． Ｗｈｉｔｅ, Ｊｒ…     

带对流项的渗流型方程的显格式

１．引言　假设有一种不可压流体在一均匀的、各向同性的刚性多孔柱形介质中流动,流动沿着与水平方向成ａ角进行,则可用下述方程描述其中λ＝ｓｉｎα,ｕ表示介质的含湿度．λ＝０,即表示沿水平方向流动,它和λ≠０的情形分别称为无对流项和有对流项的渗流方程．它们可分别写成下面一般的形式：　渗流型方程是退化抛物型方程,由于它可有退化点（使二阶导数项系数为零的点）,它与正规抛物型方程有很大区别．正规抛物型方程有充分光滑的古典解,渗流方程则不然．即使初值充分光滑,也不能保证渗流方程有光滑的解．实际上,渗流方程可有…     

广义Rosenau-Burgers方程的差分算法

对广义Rosenau-Burgers方程的初边值问题进行了数值研究,提出了新的两层隐式差分格式,得到了差分解的存在唯一性,并利用能量方法分析了该格式的二阶收敛性与无条件稳定性,并且给出数值算例进行验证.     

On the convergence of a conservative numerical scheme for the usual Rosenau-RLW equation

In this paper, we study the initial-boundary value problem of the usual Rosenau-RLW equation by finite difference method. We design a conservative numerical scheme which preserves the original conservative properties for the equation. The scheme is three-level and linear-implicit. The unique solvability of numerical solutions has been shown. Priori estimate and second order convergence of the finite difference approximate solutions are discussed by discrete energy method. Numerical results demonstrate that the scheme is efficient and accurate.     

一维非线性Schrödinger 方程的两个无条件收敛的守恒紧致差分格式

本文对一维非线性 Schrödinger 方程给出两个紧致差分格式, 运用能量方法和两个新的分析技 巧证明格式关于离散质量和离散能量守恒, 而且在最大模意义下无条件收敛. 对非线性紧格式构造了 一个新的迭代算法, 证明了算法的收敛性, 并在此基础上给出一个新的线性化紧格式. 数值算例验证 了理论分析的正确性, 并通过外推进一步提高了数值解的精度.     

On the numerical approach of the enthalpy method for the Stefan problem

In this article an error bound is derived for a piecewise linear finite element approximation of an enthalpy formulation of the Stefan problem; we have analyzed a semidiscrete Galerkin approximation and completely discrete scheme based on the backward Euler method and a linearized scheme is given and its convergence is also proved. A second‐order error estimates are derived for the Crank‐Nicolson Galerkin method. In the second part, a new class of finite difference schemes is proposed. Our approach is to introduce a new variable and transform the given equation into an equivalent system of equations. Then, we prove that the difference scheme is second order convergent. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004     

The Conservation and Convergence of Two Finite Difference Schemes for KdV Equations with Initial and Boundary Value Conditions

Korteweg-de Vries equation is a nonlinear evolutionary partial differential equation that is of third order in space. For the approximation to this equation with the initial and boundary value conditions using the finite difference method, the difficulty is how to construct matched finite difference schemes at all the inner grid points. In this paper, two finite difference schemes are constructed for the problem. The accuracy is second-order in time and first-order in space. The first scheme is a two-level nonlinear implicit finite difference scheme and the second one is a three-level linearized finite difference scheme. The Browder fixed point theorem is used to prove the existence of the nonlinear implicit finite difference scheme. The conservation, boundedness, stability, convergence of these schemes are discussed and analyzed by the energy method together with other techniques. The two-level nonlinear finite difference scheme is proved to be unconditionally convergent and the three-level linearized one is proved to be conditionally convergent. Some numerical examples illustrate the efficiency of the proposed finite difference schemes.     

奇异摄动初值问题的一致收敛有限差分法

通过一阶和二阶导数讨论了带小参数的线性二阶常微分方程的初值问题.在均匀网格上得出了带常数拟合因子的指数型拟合差分格式,给出了离散最大模意义上的一阶一致收敛性.文中给出了数值结果.     

A linearized high‐order difference scheme for the fractional Ginzburg–Landau equation

The numerical solution for the one‐dimensional complex fractional Ginzburg–Landau equation is considered and a linearized high‐order accurate difference scheme is derived. The fractional centered difference formula, combining the compact technique, is applied to discretize fractional Laplacian, while Crank–Nicolson/leap‐frog scheme is used to deal with the temporal discretization. A rigorous analysis of the difference scheme is carried out by the discrete energy method. It is proved that the difference scheme is uniquely solvable and unconditionally convergent, in discrete maximum norm, with the convergence order of two in time and four in space, respectively. Numerical simulations are given to show the efficiency and accuracy of the scheme. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 105–124, 2017     

Convergence of the Grünwald–Letnikov scheme for time-fractional diffusion

Using bivariate generating functions, we prove convergence of the Grünwald–Letnikov difference scheme for the fractional diffusion equation (in one space dimension) with and without central linear drift in the Fourier–Laplace domain as the space and time steps tend to zero in a well-scaled way. This implies convergence in distribution (weak convergence) of the discrete solution towards the probability of sojourn of a diffusing particle. The difference schemes allow also interpretation as discrete random walks. For fractional diffusion with central linear drift we show that in the Fourier–Laplace domain the limiting ordinary differential equation coincides with that for the solution of the corresponding diffusion equation.     

一类抛物-椭圆耦合方程组混合初边值问题的二阶收敛差分格式(Ⅱ)

2.差分格式的可能性和收敛性我们证明[1]中建立的差分格式(6.1-6.17)是唯一可解且二阶收敛的.记(3.1-3.10)的解为{ψ ,p,q},(4.1-4.13)的解为{ψ,p,q;u_1,u_2,v_1,v_2,w_1,w_2}.假设(3)的系数满足如下条件:当|ε_l|≤ε_0,1≤l≤4时,使得     

A backward Euler alternating direction implicit difference scheme for the three‐dimensional fractional evolution equation

A backward Euler alternating direction implicit (ADI) difference scheme is formulated and analyzed for the three‐dimensional fractional evolution equation. In our method, the Riemann‐Liouville fractional integral term is treated by means of first order convolution quadrature suggested by Lubich. Meanwhile, an ADI technique is adopted to reduce the multidimensional problem to a series of one‐dimensional problems. A fully discrete difference scheme is constructed with space discretization by finite difference method. Two new inner products and corresponding norms are defined to analyze the scheme. The verification of stability and convergence is based on the nonnegative character of the real quadratic form associated with the convolution quadrature. Numerical experiments are reported to demonstrate the efficiency of our scheme.