Analysis of finite dimensional approximations to a class of partial differential equations

In this paper, a unified approach for analysing finite dimensional approximations to a class of partial differential equations boundary value problems (second‐kind Fredholm differential equations) is introduced. The approach is shown to be general despite of its extremely simple form. In particular, it is expected to be useful in the convergence analysis of finite element methods for solving PDE problems. Three specific examples are presented to illustrate the broad applicability of the approach. Copyright © 2004 John Wiley & Sons, Ltd.     

ASYMPTOTIC BEHAVIOR OF SOLUTIONS OF NONLINEAR DELAY DIFFERENTIAL EQUATIONS

Sufficient conditions are established for the asymptotic behavior of solutionsof nonlinear delay differential equations x′(t)+sum from i=1 to m(pi(t)x(t-т_i))=F(t,x_t),t≥0where 0<т_1<т_2<…<т_m≤r,pi∈C([0,∞)),i=1,2,…,m,F∈C([0,∞)×C_0,R).C_0=C([-r,0],R)equipped with the sup norm ||·|| forsome r>0. A new result is established, some known results are improved.     

美式期权定价中非局部问题的有限元方法

在本文中 ,我们关心的是美式期权的有限元方法 .首先 ,根据 [4 ]我们对所讨论的问题引进一个新奇的实用的方法 ,它涉及到对原问题重新形成准确的数学公式 ,使得数值解的计算可以在非常小的区域上进行 ,从而该算法计算速度快精度高 .进而 ,我们利用超逼近分析技术得到了有限元解关于 L2 -模的最优估计 .     

A note on the necessary conditions for the algebraic Riccati equation

We derive some useful and easily computable necessary conditionsfor the existence of a positive semi-definite solution to thealgebraic Ricatti equation (ARE). A motivating example is givento highlight the usefulness of the conditions for controllerand observer designs for nonlinear systems. Further, an upperbound on the trace of the solution to the ARE is also derived.     

The Convergence and Stability of Splitting Finite-Difference Schemes for Nonlinear Evolutionary Equations

We consider a splitting finite-difference scheme for an initial-boundary value problem for a two-dimensional nonlinear evolutionary equation. The problem is split into nonlinear and linear parts. The linear part is also split into locally one-dimensional equations. We prove the convergence and stability of the scheme in L ₂ and C norms. Printed in Lietuvos Matematikos Rinkinys, Vol. 45, No. 3, pp. 413–434, July–September, 2005.     

Optical bistability in an all-optical fiber nonlinear fabry-perot resonator with linear absorption

An all-optical fiber nonlinear Fabry-Perot resonator is proposed. The steady-state model for describing this resonator is developed. The transmission and refection bistabilities are shown numerically. Our results show that the bistability in this system is similar to that in a normal nonlinear Fabry-Perot etalon, except that the characteristics of the bistability can be changed not only by the cavity length but also by the phase shifts of the fiber loop mirrors.     

KDP晶体三倍频实验和分析

报道了ＫＤＰ晶体中的三倍频产生的实验研究，计算了比较了直接三倍频过程和级联过程对ＫＤＰ晶体三阶有效非线性系数的贡献，并探讨了ＫＤＰ作为非线性晶体材料三阶非线性系数测量基准的可行性。     

广义集值强非线性拟变分不等式

本文引入并研究一类新的广义集值强非线性拟变分不等式,讨论这类广义集值强非线性拟变分不等式解的存在性以及由算法所构造的迭代序列的收敛性.我们的结果改进和发展了Noor,Siddiqi和Ansari等人近期的一些主要结果.     

Combination of mixed finite element and Dirichlet-to-Neumann methods in nonlinear plane elasticity

We study the solvability and Galerkin approximation of an exterior hyperelastic interface problem arising in plane elasticity. The weak formulation is obtained from an appropriate combination of a mixed finite element approach with a Dirichlet-to-Neumann method. The derivation of our results is based on some tools from nonlinear functional analysis and the Babuska-Brezzi theory for variational problems with constraints.