张量积型Said-Ball曲面的预处理渐近迭代逼近法

为加快张量积型 Said-Ball曲面渐近迭代逼近法的收敛速度,探讨了张量积型Said-Ball曲面渐近迭代逼近法的预处理技术。首先利用对角补偿约化技术构造了预处理子,然后结合矩阵Kronecker积性质,采取预处理渐近迭代逼近法求解张量积型Said-Ball曲面。为进一步降低计算量并提高算法的稳定性,利用广义极小残差法求解预处理方程,得到预处理渐近迭代逼近法的非精确求解方法。分析了预处理渐近迭代逼近法及非精确求解方法的收敛性。最后用数值实例说明预处理子能大大减小迭代矩阵的谱半径,令预处理技术及其非精确求解方法的计算效率明显提高。此外,由于对角补偿预处理子能改善配置矩阵的谱分布,因此也可用于对广义极小残差法的预处理,以改善其收敛性。     

广义鞍点问题的松弛维数分解预条件子

本文将Benzi等提出的松弛维数分解(Relaxed dimensionalfactorization, RDF)预条件子进一步推广到广义鞍点问题上,并称为GRDF(Generalized RDF)预条件子.该预条件子可看做是用维数分裂迭代法求解广义鞍点问题而导出的改进维数分裂(Modified dimensional split, MDS)预条件子的松弛形式, 它相比MDS预条件子更接近于系数矩阵, 因而结合Krylov子空间方法(如GMRES)有更快的收敛速度.文中分析了GRDF预处理矩阵特征值的一些性质,并用数值算例验证了新预条件子的有效性.     

Fourth Order Compact Boundary Value Method for Option Pricing with Jumps

We consider pricing options in a jump-diffusion model which requires solving a partial integro-differential equation. Discretizing the spatial direction with a fourth order compact scheme leads to a linear system of ordinary differential equations. For the temporal direction, we utilize the favorable boundary value methods owing to their advantageous stability properties. In addition, the resulting large sparse system can be solved rapidly by the GMRES method with a circulant Strang-type preconditioner. Numerical results demonstrate the high order accuracy of our scheme and the efficiency of the preconditioned GMRES method.     

低速多组份混合工质掺混流场数值模拟的加速收敛

本文对基于时间推进的高分辨率迎风数值格式采用一种新的加速收敛技巧,对低速掺混流动问题进行数值模拟, 可以有效地加快收敛速度,而且每步计算时间并未增加许多,因此能够有效地减少计算费用。同时改进后的数值格式能够 在处理高速流动问题的时候恢复成为原来的格式,从而使得改进后的数值格式对高速和低速流动问题均能保持良好的计 算效率。     

NONNESTED MULTILEVEL PRECONDITIONING METHODS WITH SIMPLE AND IDENTICAL COARSE MESH CORRECTION SPACES

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不同马赫数Navier-Stokes方程计算方法的研究

为了在低马赫数到高马赫数范围内求解可压缩Navier-Stokes方程,给出了基于预处理算法的PLU-SGS方法.将高分辨率AUSMPW格式与三阶MUSCL格式融合,将其扩展到三阶精度,并采用特征边界条件.为了验证该方法的有效性,通过求解曲线坐标系可压缩Navier-Stokes方程,对几个典型流动问题进行了数值计算.计算结果与文献计算结果或实验数据比较表明,该方法对不同马赫数Navier-Stokes方程的计算,具有较高的计算精度和收敛速度以及良好的稳定性.     

鬼成像中一些数学问题

鬼成像是一种与传统成像方式不同的通过光场涨落的高阶关联获得图像信息的新型成像方式。近年来,相比传统成像方式,鬼成像所拥有的一些优点如高灵敏度、超分辨能力、抗散射等,使其在遥感、多光谱成像、热X射线衍射成像等领域得到广泛研究。随着对鬼成像的广泛研究,数学理论和方法在其中发挥的作用愈显突出。例如,基于压缩感知理论,可以进行鬼成像系统采样方式优化、图像重构算法设计及图像重构质量分析等研究工作。本文旨在探索鬼成像中的一些有趣的数学问题,主要包括:系统预处理方法、光场优化及相位恢复问题。对这些问题的研究既可以丰富鬼成像理论,又能推动它在实际应用中的发展。     

Non‐Hermitian perturbations of Hermitian matrix‐sequences and applications to the spectral analysis of the numerical approximation of partial differential equations

This article concerns the spectral analysis of matrix‐sequences which can be written as a non‐Hermitian perturbation of a given Hermitian matrix‐sequence. The main result reads as follows. Suppose that for every n there is a Hermitian matrix X_n of size n and that {X_n}_n～_λf, that is, the matrix‐sequence {X_n}_n enjoys an asymptotic spectral distribution, in the Weyl sense, described by a Lebesgue measurable function f; if $\Vert Y_n{\Vert }_2=o(\sqrt{n})$ with ‖·‖₂ being the Schatten 2 norm, then {X_n+Y_n}_n～_λf. In a previous article by Leonid Golinskii and the second author, a similar result was proved, but under the technical restrictive assumption that the involved matrix‐sequences {X_n}_n and {Y_n}_n are uniformly bounded in spectral norm. Nevertheless, the result had a remarkable impact in the analysis of both spectral distribution and clustering of matrix‐sequences arising from various applications, including the numerical approximation of partial differential equations (PDEs) and the preconditioning of PDE discretization matrices. The new result considerably extends the spectral analysis tools provided by the former one, and in fact we are now allowed to analyze linear PDEs with (unbounded) variable coefficients, preconditioned matrix‐sequences, and so forth. A few selected applications are considered, extensive numerical experiments are discussed, and a further conjecture is illustrated at the end of the article.     

Analysis of Millimeter Wave Scattering by the Infinite Plane Metallic Grating Using PCG-FFT Technique

In this paper, both fast Fourier transformation (FFT) and preconditioned CG technique are introduced into method of lines (MOL) to further enhance the computational efficiency of this semi-analytic method. Electromagnetic wave scattering by an infinite plane metallic grating is used as the examples to describe its implementation. For arbitrary incident wave, Helmholz equation and boundary condition are first transformed into new ones so that the impedance matrix elements are calculated by FFT technique. As a result, this Topelitz impedance matrix only requires O(N) memory storage for the conjugate gradient FFT method to solve the current distribution with the computational complexity O(N log N) . Our numerical results show that circulate matrix preconditioner can speed up CG-FFT method to converge in much smaller CPU time than the banded matrix preconditioner.