A system of coupled pendulii

We study the existence of solutions for a coupled system of n-dimensional pendulum equations under generalized periodic-type conditions. We obtain existence results under appropriate conditions using topological degree methods and a shooting type argument.     

Numerical Solution of the Bagley-Torvik Equation

We consider the numerical solution of the Bagley-Torvik equation Ay(t) + BD _* ^3/2 y(t) + Cy(t) = f(t), as a prototype fractional differential equation with two derivatives. Approximate solutions have recently been proposed in the book and papers of Podlubny in which the solution obtained with approximate methods is compared to the exact solution. In this paper we consider the reformulation of the Bagley-Torvik equation as a system of fractional differential equations of order 1/2. This allows us to propose numerical methods for its solution which are consistent and stable and have arbitrarily high order. In this context we specifically look at fractional linear multistep methods and a predictor-corrector method of Adams type.     

Two regularization methods for the Cauchy problems of the Helmholtz equation

In this paper, the Cauchy problems for the Helmholtz equation are investigated. We propose two regularization methods to solve them. Convergence estimates are presented under an a-priori bounded assumption for the exact solution. Finally, the numerical examples show that the proposed numerical methods work effectively.     

On a class of nonlinear stochastic integral equations

We prove some existence and uniqueness results for a nonlinear stochastic integral equation using fixed-point theory methods to ensure the convergence of the successive approximations to the unique random solution.     

Fast Iterative Methods for Solving of Boundary Nonlinear Integral Equations with Singularity

A very efficient and fully discrete method for numerical solution of boundary nonlinear integral equation is described. There seems a lack of rigorous numerical analysis because of singular or hypersingular behavior. In this paper, we suggest variants of methods for solving numerical solutions. Moreover, our aim has been to show how the iterations can be effectively and efficiently regularized for solving ill-posed problems by using the preconditioner. We have compared these methods with CPU time and iterations. Finally, some numerical examples show the efficiency of the proposed methods.     

Runge-Kutta方法关于无穷延迟系统的稳定性分析

主要针对无穷延迟Pantograph方程构造了Runge-Kutta数值方法,并讨论了此方法在一定的条件下是p-稳定的和弱p-稳定的.     

Linear stability of general linear methods for systems of neutral delay differential equations

This paper is concerned with the numerical solution of delay differential equations (DDEs). We focus on the stability of general linear methods for systems of neutral DDEs with multiple delays. A type of interpolation procedure is considered for general linear methods. Linear stability properties of general linear methods with this interpolation procedure are investigated. Many extant results are unified.     

A family of Numerov-type exponentially fitted predictor-corrector methods for the numerical integration of the radial Schrödinger equation

A family of predictor-corrector exponential Numerov-type methods is developed for the numerical integration of the one-dimensional Schrödinger equation. The formula considered contains certain free parameters which allow it to be fitted automatically to exponential functions. The new methods are very simple and integrate more exponential functions than both the well-known fourth-order Numerov-type exponentially fitted methods and the sixth algebraic order Runge-Kutta-type methods. Numerical results also indicate that the new methods are much more accurate than the other exponentially fitted methods mentioned above.     

Fully discrete dynamic mesh discontinuous Galerkin methods for the Cahn-Hilliard equation of phase transition

Fully discrete discontinuous Galerkin methods with variable mesh- es in time are developed for the fourth order Cahn-Hilliard equation arising from phase transition in materials science. The methods are formulated and analyzed in both two and three dimensions, and are proved to give optimal order error bounds. This coupled with the flexibility of the methods demonstrates that the proposed discontinuous Galerkin methods indeed provide an efficient and viable alternative to the mixed finite element methods and nonconforming (plate) finite element methods for solving fourth order partial differential equations.

     

On the efficiency index of one-point iterative processes

In this paper, we analyze the index of efficiency of one-point iterative processes, which are in practice the most used methods to solve a nonlinear equation. We obtain the best situation for one-point iterative processes with cubic convergence: Chebyshev’s method, Halley’s method, the super-Halley method and many others classical iterative methods with order of convergence three. By means of a construction of particular multipoint iterations, we get to improve the best situation obtained for one-point methods. Moreover, these type of multipoint iterations, can be considered as quasi-one-point iterations, since they only depend on one initial approximation. Numerical examples are given and the computed results support this theory. Partly supported by the Ministry of Education and Science (MTM 2005-03091) and the University of La Rioja (ATUR-05/43).     

Splitting methods for tensor equations

The Jacobi, Gauss‐Seidel and successive over‐relaxation methods are well‐known basic iterative methods for solving system of linear equations. In this paper, we extend those basic methods to solve the tensor equation , where is an m th‐order n ?dimensional symmetric tensor and b is an n ‐dimensional vector. Under appropriate conditions, we show that the proposed methods are globally convergent and locally r‐linearly convergent. Taking into account the special structure of the Newton method for the problem, we propose a Newton‐Gauss‐Seidel method, which is expected to converge faster than the above methods. The proposed methods can be extended to solve a general symmetric tensor equations. Our preliminary numerical results show the effectiveness of the proposed methods.     

A Black-Box Multigrid Preconditioner for the Biharmonic Equation

We examine the convergence characteristics of a preconditioned Krylov subspace solver applied to the linear systems arising from low-order mixed finite element approximation of the biharmonic problem. The key feature of our approach is that the preconditioning can be realized using any “black-box” multigrid solver designed for the discrete Dirichlet Laplacian operator. This leads to preconditioned systems having an eigenvalue distribution consisting of a tightly clustered set together with a small number of outliers. Numerical results show that the performance of the methodology is competitive with that of specialized fast iteration methods that have been developed in the context of biharmonic problems. This revised version was published online in July 2006 with corrections to the Cover Date.     

Time-stepping in Petrov-Galerkin methods based on cubic B-splines for compactons

Four numerical methods with first- to fourth-order of accuracy have been developed for the time integration of the Rosenau-Hyman K(2, 2) equation. The error in the solution and the invariants for the propagation of one-compacton, and the stability in collisions among compactons have been studied using these methods. Numerically-induced radiation has also been characterized by means of wavefront velocity and wavefront amplitude, showing that the self-similarity of the radiation wavepackets observed in the numerical results is a consequence of the time-stepping method. Among the four methods studied in this paper, the best results in terms of accuracy, computational cost, and stability have been obtained by means of using the second-order time integration method.     

Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control

We start with a discussion of coupled algebraic Riccati equations arising in the study of linear-quadratic optimal control problems for Markov jump linear systems. Under suitable assumptions, this system of equations has a unique positive semidefinite solution, which is the solution of practical interest. The coupled equations can be rewritten as a single linearly perturbed matrix Riccati equation with special structures. We study the linearly perturbed Riccati equation in a more general setting and obtain a class of iterative methods from different splittings of a positive operator involved in the Riccati equation. We prove some special properties of the sequences generated by these methods and determine and compare the convergence rates of these methods. Our results are then applied to the coupled Riccati equations of jump linear systems. We obtain linear convergence of the Lyapunov iteration and the modified Lyapunov iteration, and confirm that the modified Lyapunov iteration indeed has faster convergence than the original Lyapunov iteration.     

高波数问题的超收敛性

 本文考虑求解Helmholtz方程的有限元方法的超逼近性质以及基于PPR后处理方法的超收敛性质.我们首先给出了矩形网格上的p-次元在收敛条件k（kh）^2p+1≤C₀下的有限元解和基于Lobatto点的有限元插值之间的超逼近以及重构的有限元梯度和精确解之间的超收敛分析.然后我们给出了四边形网格上的线性有限元方法的分析.这些估计都给出了与波数k和网格尺寸h的依赖关系.同时我们回顾了三角形网格上的线性有限元的超收敛结果.最后我们给出了数值实验并且结合Richardson外推进一步减少了误差.     

General linear methods for Volterra integral equations

We investigate the class of general linear methods of order p and stage order q=p for the numerical solution of Volterra integral equations of the second kind. Construction of highly stable methods based on the Schur criterion is described and examples of methods of order one and two which have good stability properties with respect to the basic test equation and the convolution one are given.     

A Note on Some Sub-Equation Methods and New Types of Exact Travelling Wave Solutions for Two Nonlinear Partial Differential Equations

Sub-equation methods are used for constructing exact travelling wave solutions of nonlinear partial differential equations. The key idea of these methods is to take full advantage of all kinds of special solutions of sub-equation, which is usually a nonlinear ordinary differential equation. We present a function transformation which not only gives us a clear relation among these sub-equation methods, but also can be used to obtain the general solutions of these sub-equations. And then new exact travelling wave solutions of the CKdV-MKdV equation and the CKdV equations as applications of this transformation are obtained, and the approach presented in this paper can be also applied to other nonlinear partial differential equations.      

A new two-point scheme for multiple roots of nonlinear equations

In most of the earlier research for multiple zeros, in order to obtain a new iteration function from the existing scheme, the usual practice is to make no change at the first substep. In this paper, we explore the idea that what are the advantages if the flexibility of choice is also given at the first substep. Therefore, we present a new two-point sixth-order scheme for multiple roots (m>1). The main advantages of our scheme over the existing schemes are flexibility at both substeps, simple body structure, smaller residual error, smaller error difference between two consecutive iterations, and smaller asymptotic error constant. The development of the scheme is based on midpoint formula and weight functions of two variables. We compare our methods with the existing methods of the same order with real-life applications as well as standard test problems. From the numerical results, we find that our methods can be considered as better alternates for the existing methods of the same order. Finally, dynamical study of the proposed schemes is presented that confirms the theoretical results.     

A Kirchhoff‐type equation involving critical exponent and sign‐changing weight functions in dimension four

In the paper, we study the existence and multiplicity of positive solutions for the following Kirchhoff equation involving concave‐convex nonlinearities: (1) We obtain the existence and multiplicity of solutions of 1 by variational methods and concentration compactness principle.