一类显式的k阶线性k步法基本公式

本文给出了一类比Adams-Bashforth方法的局部截断误差主项系数小和绝对稳定区间大的显式k阶线性k步法基本公式.作者求出了公式的分数形式的精确系数,阶数和局部截断误差主项系数,给出了3-9步公式的绝对稳定区间,构造了由新公式的4阶显式公式和一个同阶隐式基本公式组合而成的特殊预估-校正方法,它的绝对稳定区间大于预估公式而且等于校正公式, 比著名的Adams-Bashforth-Moulton预估校正方法的绝对稳定区间大, 最后用数值试验对结果进行了验证,适合于求解常微分方程初值问题.     

一类隐式的k+1阶线性k步法

本文首先给出了一类比Adams-Moulton方法的绝对稳定区间大的隐式k+1阶线性k步法基本公式.求出了3-9步新公式的分数形式的精确系数,阶数,局部截断误差主项系数和绝对稳定区间,然后构造了由4阶隐式新公式和同阶显式Nyström公式组合而成的预估-校正方法,比著名的Adams-Bashforth-Moulton和Nyström-Adams-Moulton预估校正方法的绝对稳定区间大,最后用对比数值试验对结果进行了验证.     

关于辛算法稳定性的若干注记

我们讨论辛算法的线性稳定性和非线性稳定性,从动力系统和计算的角度论述了研究辛算法的这两类稳定性问题的重要性,分析总结了相关重要结果.我们给出了解析方法的明确定义,证明了稳定函数是亚纯函数的解析辛方法是绝对线性稳定的.绝对线性稳定的辛方法既有解析方法（如Runge-Kutta辛方法）,也有非解析方法（如基于常数变易公式对线性部分进行指数积分而对非线性部分使用其它数值积分的方法）.我们特别回顾并讨论了R.I.McLachlan,S.K.Gray和S.Blanes,F.Casas,A.Murua等关于分裂算法的线性稳定性结果,如通过选取适当的稳定多项式函数构造具有最优线性稳定性的任意高阶分裂辛算法和高效共轭校正辛算法,这类经优化后的方法应用于诸如高振荡系统和波动方程等线性方程或者线性主导的弱非线性方程具有良好的数值稳定性.我们通过分析辛算法在保持椭圆平衡点的稳定性,能量面的指数长时间慢扩散和KAM不变环面的保持等三个方面阐述了辛算法的非线性稳定性,总结了相关已有结果.最后在向后误差分析基础上,基于一个自由度的非线性振子和同宿轨分析法讨论了辛算法的非线性稳定性,提出了一个新的非线性稳定性概念,目的是为辛算法提供一个实际可用的非线性稳定性判别法.     

一类A(α)稳定的k阶线性k步法公式

本文给出了一类与Gear方法类似的k阶线性k步法隐式公式.作者还求出了公式的分数形式的系数,阶数和局部截断误差主项系数,并验证了2-6步公式都具有A(α)稳定的,计算出了它们的幅角α.最后用对比数值实验验证了公式确实是稳定的,并且适合于求解刚性常微分方程.     

一类A(α)稳定的κ阶线性κ步法公式

本文给出了一类与Gear方法类似的κ阶线性κ步法隐式公式.作者还求出了公式的分数形式的系数,阶数和局部截断误差主项系数,并验证了2-6步公式都具有A(α)稳定的,计算出了它们的幅角α.最后用对比数值实验验证了公式确实是稳定的,并且适合于求解刚性常微分方程.     

一类A(α)稳定的k阶线性k步法公式

本文给出了一类与Gear方法类似的κ阶线性κ步法隐式公式.作者还求出了公式的分数形式的系数,阶数和局部截断误差主项系数,并验证了2-6步公式都具有A(α)稳定的,计算出了它们的幅角α.最后用对比数值实验验证了公式确实是稳定的,并且适合于求解刚性常微分方程.     

变时滞退化Lurie控制系统的绝对稳定性

研究了变时滞退化Lurie控制系统的绝对稳定性问题.基于Lyapunov稳定性理论,利用线性矩阵不等式方法给出了系统绝对稳定的判别准则.讨论了变时滞退化Lurie直接控制系统和间接控制系统的绝对稳定性,得到绝对稳定性的充分条件仅依赖于时滞导数的大小,且时滞可以是无界函数：最后给出了实例说明本文结果的有效性.     

线性随机延迟积分微分方程Euler-Maruyama方法的稳定性

本文研究一类线性随机延迟积分微分方程Euler-Maruyama方法的MS-稳定性.首先,我们讨论方程真解的均方指数稳定性条件.然后,在此假设条件下,证明了带有复合梯形公式的Euler-Maruyama方法是MS-稳定的.最后,数值试验验证了本文的结论.     

离散Lurie直接控制系统的绝对稳定性

本文首先讨论了一类离散直接控制系统的绝对稳定性，得到了该系统为绝对稳定的充要条件，然后又讨论了另一类直接控制系统的绝对稳定性，得到了一个新的充分条件。     

关于色散方程u_t=au_(xxx)的一类绝对稳定的半显式格式

1.引言在[1]-[6]中讨论了色散方程u_t=au_(xxx)(a为常数,可正可负)的差分解法,但是, 显式格式的稳定性条件较苛刻,其中以[5]中提出的 H_3类显式格式最好,稳定条件为|R|=|a|τ/h~3≤1.1851;而隐式格式虽然绝对稳定且具有高精度,但每前进一步需要解一个具有五对角线的线性方程组,计算量较大. 本文针对显式格式与隐式格式存在的问题,提出一类三层绝对稳定半显式格式,其截     

Fifth and sixth order PECE algorithms based on g-splines with improved stability characteristics

In this note fifth and sixth order PECE algorithms are presented. The corrector formulae are derived by using natural g-splines. The resulting PECE algorithms which use the Schoen predictor have larger regions of absolute stability and smaller truncation errors than the Krogh and Schoen algorithms of corresponding order.     

On the Explicit Two-Stage Fourth-Order Accurate Time Discretizations

This paper continues to study the explicit two-stage fourth-order accurate time discretizations [5-7]. By introducing variable weights, we propose a class of more general explicit one-step two-stage time discretizations, which are different from the existing methods, e.g. the Euler methods, Runge-Kutta methods, and multistage multiderivative methods etc. We study the absolute stability, the stability interval, and the intersection between the imaginary axis and the absolute stability region. Our results show that our two-stage time discretizations can be fourth-order accurate conditionally, the absolute stability region of the proposed methods with some special choices of the variable weights can be larger than that of the classical explicit fourth- or fifth-order Runge-Kutta method, and the interval of absolute stability can be almost twice as much as the latter. Several numerical experiments are carried out to demonstrate the performance and accuracy as well as the stability of our proposed methods.     

A new PEC algorithm for the numerical solution of ordinary differential equations

Significant time reduction in obtaining numerical solutions of ordinary differential equations for which function evaluations are time consuming can be obtained with PEC methods as compared to PECE methods. In this report we present two PEC methods: a fourth-order algorithm for which stability characteristics and numerical examples are presented, and a second-order algorithm which is just mentioned. It is believed that PEC methods represent a useful addition to the library of solution techniques.     

Stiff微分方程初值问题的一类数值方法

1.引言 实践表明,数值积分常微分方程初值问题 dx/dt=f(t,x), (1.1) x(t_0)=x_0时,若(1.1)是Stiff的,积分过程的稳定性是一个突出的问题.用传统的数值方法,比如Euler法,Adams法或Runge-Kutta法,为了保证计算稳定,积分步长受到相当地限制.即使运算速度为 100万次/秒的计算机,计算时间也将成为重大的负担.     

Backward differentiation formulas with extended regions of absolute stability

This paper presents a class of (p + 2)-step backward differentiation formulas of orderp. The two extra degrees of freedom obtained by limiting the order of a (p + 2)-step formula top are used to extend the region of absolute stability. A new formula of orderp has a region of absolute stability very similar to that of a classical backward differentiation formula of orderp - 1 forp being in the range 4–6. The backward differentiation formulas with extended regions of absolute stability are constructed by appending two exponential-trigonometric terms to the polynomial basis of the classical formulas. Besides the absolute stability, the paper discusses relative stability and contractivity. The principles of an experimental implementation of the new formulas are outlined, and a linear problem integrated with this computer program indicates that the extended regions of absolute stability can actually be exploited in practice.     

Explicit methods for mildly stiff oscillatory systems

We discuss error control for explicit methods when the stepsize is bounded by stability on the imaginary axis. Our main result is a formulation of a condition on the estimator of the local error which prevents the fast components to exceed the prescribed error tolerance. A PECE Adams method of 4th order accuracy is proposed for mildly stiff oscillatory systems. For comparison we also discuss embedded Runga-Kutta methods.Partially supported by the Office of Naval Research N00014-90-J-1382     

求解刚性常微分方程的并行广义Rosenbrock方法

本文构造了求解刚性常微分方程的并行广义Rosenbrock方法（PEROWs），分析了方法的收敛性和数值稳定性。通过用Powell方法优化方法的稳定域，构造了二级四阶并行格式PEROW4，并证明该方法是A－稳定的。新方法比同级的并行Rosenbrock方法MPROW3及PRM3均高一阶，因而在计算精度上处于优势。此外，PEROW4能使得各处理机上的负载基本均衡，从而达到非常理想的加速比和并行效率。     

Exponential fitted Gauss, Radau and Lobatto methods of low order

Several exponential fitting Runge-Kutta methods of collocation type are derived as a generalization of the Gauss, Radau and Lobatto traditional methods of two steps. The new methods are capable of the exact integration (with only round-off errors) of differential equations whose solutions are linear combinations of an exponential and ordinary polynomials. Theorems of the truncation error reveal the good behavior of the new methods for stiff problems. Plots of their absolute stability regions that include the whole of the negative real axis are provided. A different procedure to find the parameter of the method is proposed. The variable step Radau method of two stages is derived. Finally, numerical examples underscore the efficiency of the proposed codes, especially when they are integrating stiff problems.