广义Boussinesq方程的多辛方法

广义Boussinesq方程作为一类重要的非线性方程有着许多有趣的性质,基于Hamilton空间体系的多辛理论研究了广义Boussinesq方程的数值解法,构造了一种等价于多辛Box格式的新隐式多辛格式,该格式满足多辛守恒律、局部能量守恒律和局部动量守恒律．对广义Boussinesq方程孤子解的数值模拟结果表明,该多辛离散格式具有较好的长时间数值稳定性．     

带有弱奇性核的多项分数阶非线性随机微分方程解的适定性

本文主要研究一类带有多项分数阶Caputo导数的非线性随机微分方程初值问题的解的适定性.具体地,首先把多项分数阶随机微分方程等价地转化为随机Volterra积分方程;然后,给出了该随机积分方程的Euler-Maruyama (EM)格式;最后,借助于该EM格式,证明了多项分数阶随机微分方程的解的适定性.     

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.     

饱和多孔弹性杆流固耦合动力响应的保结构算法

研究了不可压饱和多孔弹性杆的流固耦合动力响应问题.基于多孔介质理论,根据多孔介质流固混合物动量方程、孔隙流体动量方程及体积分数方程,建立流固耦合不可压饱和多孔弹性杆的轴向振动方程;引入正则变量,构造饱和多孔弹性杆轴向振动方程的广义多辛保结构形式、广义多辛守恒律及广义多辛局部动量误差;采用中点Box离散方法得到轴向振动方程的广义多辛离散格式、广义多辛守恒律数值误差及局部动量数值误差;数值模拟不可压饱和多孔弹性杆的轴向振动过程及流相渗流速度分布,考察了流固两相耦合系数对轴向振动过程及广义多辛守恒律误差和局部动量误差的影响.结果表明,已构造的广义多辛保结构算法具有很高的精确性和长时间的数值稳定性.     

二维非线性Schr(o)dinger方程的辛与多辛格式

对满足周期边界条件的二维非线性Schrödinger方程,运用中心差分对该方程进行空间离散, 得到一个有限维Hamilton系统,然后用隐式Euler中点格式进行时间离散得到其辛格式. 针对该方程的多辛形式, 运用有限体积法离散,得到一种直平行六面体上的中点型多辛格式. 用所构造的辛与多辛格式对二维非线性Schrödinger方程的平面波解和奇异解进行数值模拟,结果验证了所构 造格式的有效性. 最后, 根据计算结果,对两种格式进行了分析和比较.       

带初始奇异性的多项时间分数阶扩散方程一类全离散数值方法的误差分析

本文研究了带有初始奇异性的多项时间分数阶扩散方程的一种全离散数值方法.首先,基于L1公式在渐变网格下离散多项Caputo时间分数阶导数,构造了多项时间分数阶扩散方程的时间半离散格式,证明了时间格式通过选取合适的网格参数r,时间方向的误差可以达到最优的收敛阶2-α_1,其中α_1(0 α_11)为多项时间分数阶导数阶数的最大值.然后,空间采用谱方法进行离散,得到了全离散格式,证明了全离散格式的无条件稳定性和收敛性.为了降低计算量和储存量,对多项时间分数阶扩散方程又构造了时间方向的快速算法,同时证明了该格式的收敛性.数值算例验证了算法的有效性,显示了快速算法的高效性.     

带非线性源项的Riesz回火分数阶扩散方程的预估校正方法

本文针对带非线性源项的Riesz回火分数阶扩散方程,利用预估校正方法离散时间偏导数,并用修正的二阶Lubich回火差分算子逼近Riesz空间回火的分数阶偏导数,构造出一类新的数值格式.给出了数值格式在一定条件下的稳定性与收敛性分析,且该格式的时间与空间收敛阶均为二阶.数值试验表明数值方法是有效的.     

广义sine-Gordon方程高精度隐式紧致差分方法

本文研究一类二维非线性的广义sine-Gordon(简称SG)方程的有限差分格式.首先构造三层时间的紧致交替方向隐式差分格式,并用能量分析法证明格式具有二阶时间精度和四阶空间精度.然后应用改进的Richardson外推算法将时间精度提高到四阶.最后,数值算例证实改进后的算法在空间和时间上均达到四阶精度.     

一类分数阶非线性波方程的精确解及应用

基于分离变量的思想构造了分数阶非线性波方程含常系数的解的形式.在用待定系数法求解时,根据原方程确定假设解中的待定参数,得到具体解的表达式.利用该方法求解了3个非线性波方程,即分数阶CH(Camassa-Holm)方程、时间分数阶空间五阶Kdv-like方程、分数阶广义Ostrovsky方程.比较简便地得到了这些方程的精确解.文献中关于整数阶非线性波方程的结果成为本文结果的特例.通过数值模拟给出了部分解的图像.对能够通过待定系数法求出精确解的分数阶微分方程所应满足的条件进行了阐述.     

Sine-Gordon方程的多辛Leap-frog格式

非线性发展方程由于具有多种形式的解析解而吸引着众多的研究者,借助多辛保结构理论研究了Sine-Gordon方程的多辛算法．利用Hamilton变分原理,构造出了sine-Gordon方程的多辛格式;采用显辛离散方法得到了Leap-frog多辛离散格式,该格式满足多辛守恒律;数值结果表明leap-frog多辛离散格式能够精确地模拟sine-Gordon方程的孤子解和周期解,模拟结果证实了该离散格式具有良好的数值稳定性．     

The multi-symplectic Fourier pseudospectral method for solving two-dimensional Hamiltonian PDEs

In this paper, the multi-symplectic Fourier pseudospectral (MSFP) method is generalized to solve two-dimensional Hamiltonian PDEs with periodic boundary conditions. Using the Fourier pseudospectral method in the space of the two-dimensional Hamiltonian PDE (2D-HPDE), the semi-discrete system obtained is proved to have semi-discrete multi-symplectic conservation laws and a global symplecticity conservation law. Then, the implicit midpoint rule is employed for time integration to obtain the MSFP method for the 2D-HPDE. The fully discrete multi-symplectic conservation laws are also obtained. In addition, the proposed method is applied to solve the Zakharov-Kuznetsov (ZK) equation and the Kadomtsev-Petviashvili (KP) equation. Numerical experiments on soliton solutions of the ZK equation and the KP equation show the high accuracy and effectiveness of the proposed method.     

Efficient numerical schemes for the solution of generalized time fractional Burgers type equations

The main aim of this paper is to propose two semi-implicit Fourier pseudospectral schemes for the solution of generalized time fractional Burgers type equations, with an analysis of consistency, stability, and convergence. Under some assumptions, the unconditional stability of the schemes is shown. In implementation of these schemes, the fast Fourier transform (FFT) can be used efficiently to improve the computational cost. Various test problems are included to illustrate the results that we have obtained regarding the proposed schemes. The results of numerical experiments are compared with analytical solutions and other existing methods in the literature to show the efficiency of proposed schemes in both accuracy and CPU time. As numerical solution of fractional stochastic nonlinear partial differential equations driven by Brownian motions are among current related research interests, we report the performance of these schemes on stochastic time fractional Burgers equation as well.     

The multi-symplectic Fourier pseudospectral method for solving two-dimensional Hamiltonian PDEs

In this paper, the multi-symplectic Fourier pseudospectral (MSFP) method is generalized to solve two-dimensional Hamiltonian PDEs with periodic boundary conditions. Using the Fourier pseudospectral method in the space of the two-dimensional Hamiltonian PDE (2D-HPDE), the semi-discrete system obtained is proved to have semi-discrete multi-symplectic conservation laws and a global symplecticity conservation law. Then, the implicit midpoint rule is employed for time integration to obtain the MSFP method for the 2D-HPDE. The fully discrete multi-symplectic conservation laws are also obtained. In addition, the proposed method is applied to solve the Zakharov–Kuznetsov (ZK) equation and the Kadomtsev–Petviashvili (KP) equation. Numerical experiments on soliton solutions of the ZK equation and the KP equation show the high accuracy and effectiveness of the proposed method.     

Zhiber-Shabat方程的多辛几何和多辛隐式格式研究

Zhiber-Shabat方程,描述许多重要的物理现象,是一类重要的非线性方程,有着许多广泛的应用前景.本文给出Zhiber-Shabat方程的多辛几何结构和多辛Fourier拟谱方法.数值算例结果表明多辛离散格式具有较好的长时间的数值稳定性.     

Finite Difference/Collocation Method for Two-Dimensional Sub-Diffusion Equation with Generalized Time Fractional Derivative

In this paper, we propose a finite difference/collocation method for two-dimensional time fractional diffusion equation with generalized fractional operator. The main purpose of this paper is to design a high order numerical scheme for the new generalized time fractional diffusion equation. First, a finite difference approximation formula is derived for the generalized time fractional derivative, which is verified with order $2-\alpha$ $(0<\alpha<1)$. Then, collocation method is introduced for the two-dimensional space approximation. Unconditional stability of the scheme is proved. To make the method more efficient, the alternating direction implicit method is introduced to reduce the computational cost. At last, numerical experiments are carried out to verify the effectiveness of the scheme.     

A new Rabotnov fractional-exponential function-based fractional derivative for diffusion equation under external force

This work suggested a new generalized fractional derivative which is producing different kinds of singular and nonsingular fractional derivatives based on different types of kernels. Two new fractional derivatives, namely Yang-Gao-Tenreiro Machado-Baleanu and Yang-Abdel-Aty-Cattani based on the nonsingular kernels of normalized sinc function and Rabotnov fractional-exponential function are discussed. Further, we presented some interesting and new properties of both proposed fractional derivatives with some integral transform. The coupling of homotopy perturbation and Laplace transform method is implemented to find the analytical solution of the new Yang-Abdel-Aty-Cattani fractional diffusion equation which converges to the exact solution in term of Prabhaker function. The obtained results in this work are more accurate and proposed that the new Yang-Abdel-Aty-Cattani fractional derivative is an efficient tool for finding the solutions of other nonlinear problems arising in science and engineering.     

Numerical Solution Based on Hat Functions for Solving Nonlinear Stochastic Itô Volterra Integral Equations Driven by Fractional Brownian Motion

This paper presents a numerical method for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion with Hurst parameter \( H \in (0,1)\) via of hat functions. Using properties of the generalized hat basis functions and fractional Brownian motion, new stochastic operational matrix of integration is achieved and the nonlinear stochastic equation is transformed into nonlinear system of algebraic equations which by solving it, an approximation solution with high accuracy is obtained. In addition, error analysis of the method is investigated, and by some examples, efficiency and accuracy of the suggested method are shown.     

Symplectic and multi-symplectic wavelet collocation methods for two-dimensional Schrödinger equations

In this paper, we develop symplectic and multi-symplectic wavelet collocation methods to solve the two-dimensional nonlinear Schrödinger equation in wave propagation problems and the two-dimensional time-dependent linear Schrödinger equation in quantum physics. The Hamiltonian and the multi-symplectic formulations of each equation are considered. For both formulations, wavelet collocation method based on the autocorrelation function of Daubechies scaling functions is applied for spatial discretization and symplectic method is used for time integration. The conservation of energy and total norm is investigated. Combined with splitting scheme, splitting symplectic and multi-symplectic wavelet collocation methods are also constructed. Numerical experiments show the effectiveness of the proposed methods.     

Multi-symplectic methods for the Ito-type coupled KdV equation

In this paper, we find that the Ito-type coupled KdV equation can be written as a multi-symplectic Hamiltonian partial differential equation (PDE). Then, multi-symplectic Fourier pseudospectral method and multi-symlpectic wavelet collocation method are constructed for this equation. In the numerical experiments, we show the effectiveness of the proposed methods. Some comparisons between the proposed methods are also made with respect to global conservation properties.