High Order Optimized Geometric Integrators for Linear Differential Equations

In this paper new integration algorithms based on the Magnus expansion for linear differential equations up to eighth order are obtained. These methods are optimal with respect to the number of commutators required. Starting from Magnus series, integration schemes based on the Cayley transform an the Fer factorization are also built in terms of univariate integrals. The structure of the exact solution is retained while the computational cost is reduced compared to similar methods. Their relative performance is tested on some illustrative examples.     

On the Implementation of Lie Group Methods on the Stiefel Manifold

There are several applications in which one needs to integrate a system of ODEs whose solution is an n×p matrix with orthonormal columns. In recent papers algorithms of arithmetic complexity order np ² have been proposed. The class of Lie group integrators may seem like a worth while alternative for this class of problems, but it has not been clear how to implement such methods with O(np ²) complexity. In this paper we show how Lie group methods can be implemented in a computationally competitive way, by exploiting that analytic functions of n×n matrices of rank 2p can be computed with O(np ²) complexity.     

Cost Efficient Lie Group Integrators in the RKMK Class

In this work a systematic procedure is implemented in order to minimise the computational cost of the Runge—Kutta—Munthe-Kaas (RKMK) class of Lie-group solvers. The process consists of the application of a linear transformation to the stages of the method and the analysis of a graded free Lie algebra to reduce the number of commutators involved. We consider here RKMK integration methods up to order seven based on some of the most popular Runge—Kutta schemes.This revised version was published online in October 2005 with corrections to the Cover Date.     

Improved High Order Integrators Based on the Magnus Expansion

We build high order efficient numerical integration methods for solving the linear differential equation = A(t)X based on the Magnus expansion. These methods preserve qualitative geometric properties of the exact solution and involve the use of single integrals and fewer commutators than previously published schemes. Sixth- and eighth-order numerical algorithms with automatic step size control are constructed explicitly. The analysis is carried out by using the theory of free Lie algebras.     

Symmetric Projection Methods for Differential Equations on Manifolds

Projection methods are a standard approach for the numerical solution of differential equations on manifolds. It is known that geometric properties (such as symplecticity or reversibility) are usually destroyed by such a discretization, even when the basic method is symplectic or symmetric. In this article, we introduce a new kind of projection methods, which allows us to recover the time-reversibility, an important property for long-time integrations.     

一类求解常微分方程的有限差分法

基于数值积分公式中间点的渐近性质,获得了一类求解常微分方程初值问题有限差分方法,研究了新方法的相容性和稳定性.数值算例显示了新方法的有效性.     

A Note on the Construction of Crouch-Grossman Methods

Numerical integration methods based on rigid frames were introduced by Crouch and Grossman. The order theory of these methods were later analyzed by Owren and Marthinsen. The resulting order conditions are difficult to solve due to nonlinear relations on the weights of the methods. In this paper we propose a variant of the Crouch-Grossman method that uses modified vector fields so that the order conditions of this new method coincide with the classical order conditions for Runge-Kutta methods.     

Convergence of Runge-Kutta Methods for Delay Differential Equations

This paper deals with the adaptation of Runge—Kutta methods to the numerical solution of nonstiff initial value problems for delay differential equations. We consider the interpolation procedure that was proposed in In 't Hout [8], and prove the new and positive result that for any given Runge—Kutta method its adaptation to delay differential equations by means of this interpolation procedure has an order of convergence equal to min {p,q}, where p denotes the order of consistency of the Runge—Kutta method and q is the number of support points of the interpolation procedure.This revised version was published online in October 2005 with corrections to the Cover Date.     

Backward Error Analysis for Lie-Group Methods

Backward error analysis has proven to be very useful in stability analysis of numerical methods for ordinary differential equations. However the analysis has so far been undertaken in the Euclidean space or closed subsets thereof. In this paper we study differential equations on manifolds. We prove a backward error analysis result for intrinsic numerical methods. Especially we are interested in Lie-group methods. If the Lie algebra is nilpotent a global stability analysis can be done in the Lie algebra. In the general case we must work on the nonlinear Lie group. In order to show that there is a perturbed differential equation on the Lie group with a solution that is exponentially close to the numerical integrator after several steps, we prove a generalised version of Alekseev-Gr: obner's theorem. A major motivation for this result is that it implies many stability properties of Lie-group methods.     

一类二阶常微分方程初值问题的无穷多解性

应用分离变量法,得到了一类二阶微分方程初值问题存在无穷多个非负解的充分必要条件,并给出了所有的无穷多个非负解．。     

On Current Developments in Partial Differential Equations

The first part of this article is an overview on some recent major developments in the field of analysis and partial different equations.It is a brief presentation given by the author at a round table discussion.The second part is a supplement of various details provided by several outstanding researchers on subjects.     

Modified Equations for Stochastic Differential Equations

We describe a backward error analysis for stochastic differential equations with respect to weak convergence. Modified equations are provided for forward and backward Euler approximations to Itô SDEs with additive noise, and extensions to other types of equation and approximation are discussed.     

BANACH空间中具无限时滞泛函微分方程的初值问题

考虑了如下具无限时滞泛函微分方程：“u′（t）=f（t,u(t),ut),uσ=ψ（σ≤t≤α）”,利用锥的强极小性质,获得了上述方程的初值问题的某些有解的充分条件。     

A Chebyshev-Gauss Spectral Collocation Method for Ordinary Differential Equations

In this paper, we introduce an efficient Chebyshev-Gauss spectral collocation method for initial value problems of ordinary differential equations. We first propose a single interval method and analyze its convergence. We then develop a multi-interval method. The suggested algorithms enjoy spectral accuracy and can be implemented in stable and efficient manners. Some numerical comparisons with some popular methods are given to demonstrate the effectiveness of this approach.     

一类非线性常微分方程的非平凡解

本文论讨了三个问题：①二阶非线性微分方程的初值问题；②运用非线性算子证明了非平凡解的存在性和唯一性；③给出了一个非负非平凡解的估计式．     

n阶脉冲微分方程边值问题

本文利用微分不等式原理及脉冲微分方程初值问题基本理论研究了ｎ类ｎ阶脉冲微 分方程边值问题,得到了该边值问题解的存在性及解的存在唯一性的新的结果．     

偏微分方程的函数论方法及应用和计算

本文主要介绍了偏微分方程一些边值问题的函数论方法。首先给出了边值问题的适定提法；其次研究了多复变函数、Ｃｌｉｆｆｏｒｄ代数、某类抛物型方程、一些复合型方程组和双曲型方程组各种边值问题的可解性；进而使用一阶椭圆型方程组间断边值问题的结果，解决了渗流理论、空气动力学与弹性力学中提出的若干自由边界问题；最后还讨论了某些椭圆边值问题与拟共形映射的近似解法。从此文可以看出；函数论方法在处理偏微分方程的一些优     

The Newton Iteration on Lie Groups

We define the Newton iteration for solving the equation f(y) = 0, where f is a map from a Lie group to its corresponding Lie algebra. Two versions are presented, which are formulated independently of any metric on the Lie group. Both formulations reduce to the standard method in the Euclidean case, and are related to existing algorithms on certain Riemannian manifolds. In particular, we show that, under classical assumptions on f, the proposed method converges quadratically. We illustrate the techniques by solving a fixed-point problem arising from the numerical integration of a Lie-type initial value problem via implicit Euler.     

随机微分方程的强解

在这篇文章中我们通过一种去掉扩散系数的变换证明了随机微分方程强解的存在唯一性.