求解一类具有Hibert核的奇异积分方程的小波方法

1　引　　言近年来,用小波方法数值求解积分方程越来越引起人们的注意.文献[1]提出的算法可将一类积分算子所对应的矩阵稀疏化,为小波方法快速求解积分方程开辟了一条新的道路这方面的研究不仅可以深入发展小波理论和应用算法,深入发展小波方法的功效,而且对边界元方法有重要的指导意义.然而研究稳健快速的数值方法,一直是这方面研究的难点问题.本文考虑带Hilbert核的奇异积分方程q(y)=12π∫2π0f(x)ctg12(x-y)dx,y∈[0,2π],(1.1)的小波数值解法;其中f(x)∈H2π,q(y)∈H2π是以2π为周期的Holder类函数;q(y)已知,f(x)待求解;(1.1)式右…     

求解非线性Black-Scholes模型的自适应小波精细积分法

针对非线性Black-Scholes方程,基于quasi-Shannon小波函数给出了一种求解非线性偏微分方程的自适应多尺度小波精细积分法.该方法首先利用插值小波理论构造了用于逼近连续函数的多尺度小波插值算子,利用该算子可以将非线性Black-Scholes方程自适应离散为非线性常微分方程组;然后将用于求解常微分方程组的精细积分法和小波变换的动态过程相结合,并利用非线性处理技术(如同伦分析技术)可有效求解非线性Black-Scholes方程.数值结果表明了该方法在数值精度和计算效率方面的优越性.     

求解第一类积分方程的正则化—小波方法及其数值试验

1 方法的描述 第一类(Fredholm)积分方程是指形如 (1.1)的积分方程,其中核k(x,y)和右端函数f(x)给定,u(x)是未知函数.许多物理、化学、力学和工程应用问题都能导致第一类积分方程.求解第一类积分方程的一个本质性困难是方程的不适定性,即解的存在性、唯一性和稳定性遭到破坏.常用的数值方法有奇异值分解(SVD)方法、Tikhonov正则化方法、投影方法、正则化-样条方法、再生核方法等.本文提出一种新的正则化-小波方法,在第一类积分方程有多个解时,可以求出具有最小范数的数值解;如果原积分方程有唯一解,则所得的数值解收敛于准确解.数值试验表明,该方法是可行的. 我们在L~2[a,b]中考虑第一类(Fredholm)积分方程,即假设方程(1.1)中积分算子K∈L~2([a,b]×[a,b])及右端f(x)∈L~2[a,b]给定.为保证数值求解算法的稳定性,我们先用正则化方法处理该方程,将不适定问题化为泛函极值问题来求解,然后利用多重正交样条小波基构造求解格式.由于我们给出了直接计算低阶的多重正交样条小波基函数的一般公式,使得解法可以在计算机迅速实现.     

基于区间三次Hermite样条小波的Poisson方程数值求解方法

提出一种新的求解Poisson方程的小波有限元方法,采用区间三次Hermite样条小波基作为多尺度有限元插值基函数,并详细讨论了小波有限元提升框架.由于小波基按照给定的内积正交,可实现相应的多尺度嵌套逼近小波有限元求解方程,在不同尺度上的插值基之间完全解耦和部分解耦.数值算例表明在求解Poisson方程时,该方法具有高的效率和精度.     

Hamilton-Jacobi方程的小波Galerkin方法

本文选择Daubechies小波尺度函数空间作为Galerkin方法的测试函数空间,并将其应用于Hamilton-Jacobi方程,得到了求解Hamilton-Jacobi方程的小波Galerkin方法的数值格式．由于小波在时间和频率上的局部性,本方法适用于处理具有奇异解的问题,可以有效地防止数值振荡．数值试验显示,本方法是有效的．     

基于矩形域上双正交小波的图像分区压缩

本文研究了矩形域上的双正交小波,并利用此小波压缩分割的图像得到了矩形域上的正交多分辩分析与多尺度空间和相应的尺度函数和小波函数.     

Maxwell方程反演的小波多尺度方法

研究Maxwell方程电导率的识别问题.主要的难点是目标函数中存在一些局部极小值.将小波多尺度方法应用到Maxwell方程反演过程,通过小波变换,反问题被分解到多个尺度上,于是原反问题可以在子一级的尺度上,由大尺度到小尺度逐级求解.在每个尺度上我们采用稳定、快速的Gauss-Newton迭代法.数值算例的结果显示了这种方法大范围收敛、计算效率高、结果准确,是一种可行的计算方法.     

非局部守恒条件下波动方程数值解的Chebyshev小波方法

建立了求解具有非局部守恒条件的一维波动方程数值解的第一类Chebyshev小波配置法.利用移位的第一类Chebyshev多项式,推导出Riemann-Liouville意义下第一类Chebyshev小波函数的分数次积分公式.利用分数次积分公式和二维Cheyshev小波配置法,将波动方程求解问题转化为代数方程组求解.数值算例表明该方法具有较高的精度.     

求解一类具有Hilbert核的奇异积分方程的小波方法

1 引言 近年来,用小波方法数值求解积分方程越来越引起人们的注意.文献[1]提出的算法可将一类积分算子所对应的矩阵稀疏化,为小波方法快速求解积分方程开辟了一条新的道路.     

小波伽辽金有限元法在梁板结构中的应用

本文给出了基于小波尺度函数展开的高阶导数及其在伽辽金有限元法中有关联的导数乘积积分的计算格式，从而实现了将小波伽辽金法用于求解高于二阶导数微分方程边值问题的数值计算，使其在结构力学问题求解中成为可能·数值算例表明：本方法具有良好的计算精度·     

Multidimensional ultrametric pseudodifferential equations

We develop an analysis of wavelets and pseudodifferential operators on multidimensional ultrametric spaces which are defined as products of locally compact ultrametric spaces. We introduce bases of wavelets, spaces of generalized functions and the space D′₀(X) of generalized functions on a multidimensional ultrametric space. We also consider some family of pseudodifferential operators on multidimensional ultrametric spaces. The notions of Cauchy problem for ultrametric pseudodifferential equations and of ultrametric characteristics are introduced. We prove an existence theorem and describe all solutions for the Cauchy problem (an analog of the Kovalevskaya theorem).     

Vieta–Fibonacci wavelets: Application in solving fractional pantograph equations

In this paper, the Vieta–Fibonacci wavelets as a new family of orthonormal wavelets are generated. An operational matrix concerning fractional integration of these wavelets is extracted. A numerical scheme is established based on these wavelets and their fractional integral matrix together with the collocation technique to solve fractional pantograph equations. The presented method reduces solving the problem under study into solving a system of algebraic equations. Several examples are provided to show the accuracy of the method.     

A potential function method for the Cauchy problem of elliptic operators

In this paper, we deal with the Cauchy problem of elliptic operators. Through the use of a single-layer potential function, we devise a numerical method for approximating the solution of the Cauchy problem of elliptic operators, which are well known to be highly ill-posed in nature. The method is based on the denseness of single-layer potential functions. Convergence and stability estimates are then given with some examples for numerical verification on the efficiency of the proposed method. It has been observed that the use of more Cauchy data will greatly improve the accuracy of the approximate solutions.     

Legendre wavelets approach for numerical solutions of distributed order fractional differential equations

In this study, a new numerical method for the solution of the linear and nonlinear distributed fractional differential equations is introduced. The fractional derivative is described in the Caputo sense. The suggested framework is based upon Legendre wavelets approximations. For the first time, an exact formula for the Riemann–Liouville fractional integral operator for the Legendre wavelets is derived. We then use this formula and the properties of Legendre wavelets to reduce the given problem into a system of algebraic equations. Several illustrative examples are included to observe the validity, effectiveness and accuracy of the present numerical method.     

An improved non-local boundary value problem method for a cauchy problem of the Laplace equation

In this paper, we propose an improved non-local boundary value problem method to solve a Cauchy problem for the Laplace equation. It is known that the Cauchy problem for the Laplace equation is severely ill-posed, i.e., the solution does not depend continuously on the given Cauchy data. Convergence estimates for the regularized solutions are obtained under a-priori bound assumptions for the exact solution. Some numerical results are given to show the effectiveness of the proposed method.     

三维Laplace方程Cauchy问题的小波解(英文)

本文研究了三维Laplace方程的柯西问题.该问题是不适定的,即其解(若存在)不连续依赖原始数据.利用Meyer小波和小波Galerkin方法,获得了在L2范数意义下的稳定小波逼近解,并且给出分辨率水平的选取方法.     

An iterative algorithm for a Cauchy problem in eddy-current modelling

We consider a linear steady-state eddy-current problem for a magnetic field in a bounded domain. The boundary consists of two parts: reachable with prescribed Cauchy data and unreachable with no data on it. We design an iterative (Landweber type) algorithm for solution of this problem. At each iteration step two auxiliary mixed well-posed boundary value problems are solved. The analysis of temporary problems is performed in suitable function spaces. This creates the basis for the convergence argument. The theoretical results are supported with numerical experiments.     

On the approximate solution of integro-differential equations arising in oscillating magnetic fields

In this work, we propose the Shannon wavelets approximation for the numerical solution of a class of integro-differential equations which describe the charged particle motion for certain configurations of oscillating magnetic fields. We show that using the Galerkin method and the connection coefficients of the Shannon wavelets, the problem is transformed to an infinite algebraic system, which can be solved by fixing a finite scale of approximation. The error analysis of the method is also investigated. Finally, some numerical experiments are reported to illustrate the accuracy and applicability of the method.     

Numerical simulation of the process of nonequilibrium counterflow capillary imbibition

The convergence of the Galerkin method of solving the Cauchy–Dirichlet problem for the Barenbratt–Gilman equation is studied. On the basis of theoretical results, a numerical algorithm for this problem is developed. Results of a numerical experiment are presented.     

Leak identification in a saturated unsteady flow via a Cauchy problem

In this initial study, we propose a numerical method for identifying multiple leak zones in a saturated unsteady flow. Using the conventional saturated groundwater flow equation, the leak identification problem is modeled as a Cauchy problem for the heat equation and the aim is to find the regions on the boundary of the solution domain where the solution vanishes because the leak zones correspond to null pressure values. This problem is ill-posed and to reconstruct the solution in a stable way, we modify it and employ a previously proposed iterative regularizing method. In this method, mixed well-posed problems obtained by changing the boundary conditions are solved for the heat operator as well as for its adjoint to obtain a sequence of approximations to the original Cauchy problem. The mixed problems are solved using a finite element method and the numerical results indicate that the leak zones can be identified with the proposed method.