非线性守恒律高阶谱粘性法的收敛性

讨论守恒型方程周期边界问题的高阶谱粘性方法逼近解的收敛性.在逼近解一致有界的假设下,通过建立其高阶导数的上界估计,证明了高阶谱粘性方法逼近解具有同二阶谱粘性方法逼近解相类似的高频衰减性质.以此为基础,用补偿列紧法证明了高阶谱粘性方法逼近解收敛于守恒型方程的物理解.     

Exact Solutions of Discrete Kinetic Models and Stationary Problems for the Plane Broadwell Model

A review of exact solutions of discrete velocity models is given. Different methods of constructing the solutions are discussed. New methods are proposed for the stationary Broadwell model, and new class of solutions is obtained. Two-dimensional flows in channel are studied on the basis of exact solutions and analogy with the Carleman model. Explicit example of non-unique solution to a boundary value problem is given. Exact hydrodynamic equations are derived for the stationary Broadwell model. A role of the Navier–Stokes approximation is discussed in detail by comparison with these exact equations.     

Superconvergence of splitting positive definite mixed finite element for parabolic optimal control problems

In this paper, we investigate the superconvergence of fully discrete splitting positive definite mixed finite element (MFE) methods for parabolic optimal control problems. For the space discretization, the state and co-state are approximated by the lowest order Raviart–Thomas MFE spaces and the control variable is approximated by piecewise constant functions. The time discretization of the state and co-state are based on finite difference methods. We derive the superconvergence between the projections of exact solutions and numerical solutions or the exact solutions and postprocessing numerical solutions for the control, state and co-state. A numerical example is provided to validate the theoretical results.     

New travelling wave solutions to the Ostrovsky equation

In this work, new travelling wave solutions to the Ostrovsky equation are studied by employing the improved tanh function method. With this method, the Ostrovsky equation is reduced to the nonlinear ordinary differential equation and then the different types of exact solutions are derived based on the solutions of the Riccati equation. We will compare our solutions with those gained by the other methods.     

A Semidefinite Programming approach for solving Multiobjective Linear Programming

Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions of Multiobjective Linear Programmes (MOLPs). However, all of them are based on active-set methods (simplex-like approaches). We present a different method, based on a transformation of any MOLP into a unique lifted Semidefinite Program (SDP), the solutions of which encode the entire set of Pareto-optimal extreme point solutions of any MOLP. This SDP problem can be solved, among other algorithms, by interior point methods; thus unlike an active set-method, our method provides a new approach to find the set of Pareto-optimal solutions of MOLP.     

The projection and contraction methods for finding common solutions to variational inequality problems

In this paper, we firstly introduce two projection and contraction methods for finding common solutions to variational inequality problems involving monotone and Lipschitz continuous operators in Hilbert spaces. Then, by modifying the two methods, we propose two hybrid projection and contraction methods. Both weak and strong convergence are investigated under standard assumptions imposed on the operators. Also, we generalize some methods to show the existence of solutions for a system of generalized equilibrium problems. Finally, some preliminary experiments are presented to illustrate the advantage of the proposed methods.     

Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments

This paper deals with numerical solutions of nonlinear stiff stochastic differential equations with jump-diffusion and piecewise continuous arguments. By combining compensated split-step methods and balanced methods, a class of compensated split-step balanced (CSSB) methods are suggested for solving the equations. Based on the one-sided Lipschitz condition and local Lipschitz condition, a strong convergence criterion of CSSB methods is derived. It is proved under some suitable conditions that the numerical solutions produced by CSSB methods can preserve the mean-square exponential stability of the corresponding analytical solutions. Several numerical examples are presented to illustrate the obtained theoretical results and the effectiveness of CSSB methods. Moreover, in order to show the computational advantage of CSSB methods, we also give a numerical comparison with the adapted split-step backward Euler methods with or without compensation and tamed explicit methods.

     

Strongly elliptic pseudodifferential equations on the sphere with radial basis functions

Spherical radial basis functions are used to define approximate solutions to strongly elliptic pseudodifferential equations on the unit sphere. These equations arise from geodesy. The approximate solutions are found by the Galerkin and collocation methods. A salient feature of the paper is a unified theory for error analysis of both approximation methods.     

Symbolic computation of exact solutions expressible in rational formal hyperbolic and elliptic functions for nonlinear partial differential equations

With the aid of symbolic computation, some algorithms are presented for the rational expansion methods, which lead to closed-form solutions of nonlinear partial differential equations (PDEs). The new algorithms are given to find exact rational formal polynomial solutions of PDEs in terms of Jacobi elliptic functions, solutions of the Riccati equation and solutions of the generalized Riccati equation. They can be implemented in symbolic computation system Maple. As applications of the methods, we choose some nonlinear PDEs to illustrate the methods. As a result, we not only can successfully obtain the solutions found by most existing Jacobi elliptic function methods and Tanh-methods, but also find other new and more general solutions at the same time.     

Ⅲ型界面裂纹Dugdale模型的动态扩展问题

通过复变函数论的方法,对材料的非线性特性下的Ⅲ型界面裂纹Dugdale模型的动态扩展问题进行了研究．采用自相似函数的方法可以获得解析解的一般表达式．应用该法还可以很容易将所讨论的问题转化为Riemann-Hilbert问题, 并可以相当简单地得到问题的闭合解．利用这些解并采用叠加原理,就可以求得任意复杂问题的解．     

空间中的时滞积分微分方程数值方法及其牛顿迭代解的存在唯一性

该文分析了扩展的一般线性方法关于Banach 空间中一类时滞积分微分方程数值解的可解性, 给出了其方法的解的存在唯一性判据, 并探讨了其Newton迭代解的性态. 所获结果可应用于扩展的Runge-Kutta方法和扩展的线性多步方法等.     

Algebrogeometric integration of the MNS equation,finite-gap solutions and their degeneration

Finite-gap solutions of the modified nonlinear Schrödinger equation are computed by the methods of algebraic geometry. A procedure is found for the degeneration of the associated hyperelliptic curve to a rational one, permitting the construction of multisoliton decreasing solutions and of multisoliton solutions on a constant background.     

Statistical bootstrapping methods in VaR calculation

Monte Carlo methods are often applied to problems in finance especially in the area of risk calculation by the Value-atRisk (VaR) measure. Different applications of statistical resampling techniques are shown, specifically bootstrapping, to refine the computational results in different ways. Methods are provided for improving backtesting stability, acceleration of Monte Carlo VaR convergence by orders of magnitude, and incorporating covariance matrix uncertainty in VaR figures. Existing methods are applied and new solutions developed. Extensive numerical tests on large numbers of randomly generated portfolios prove the effectiveness of the suggested solutions.     

Two new approaches to computing Hopf bifurcation problems

We consider the computation of Hopf bifurcation for ordinary differential equations. Two new extended systems are given for the calculation of Hopf bifurcation problems: the first is composed of differential-algebraic equations with index 1, the other consists of differential equations by using a symmetry inherited from the autonomous system of ordinary differential equations. Both methods are especially suitable for calculating bifurcating periodic solutions since they transform the Hopf bifurcation problem into regular nonlinear boundary value problems which are very easy to implement. The bifurcation solutions become isolated solutions of the extended system so that our methods work both in the subcritical and supercritical case. The extended systems are based on an additional parameter ε; practical experience shows that one gets convergence for ε sufficiently large so that a substantial part of the bifurcating branch can be computed. The two methods are illustrated by numerical examples and compared with other procedures.     

Fuzzy multi-criteria decision-making based on positive and negative extreme solutions

To encompass decision data vagueness, many researchers generalized multi-criteria decision-making (MCDM) methods in certain environment into fuzzy multi-criteria decision-making (FMCDM) methods under fuzzy environment. In these FMCDM methods, ranking fuzzy numbers based on fuzzy pair-wise comparison is normally essential, but the comparison is a complexity work. To avoid fuzzy pair-wise comparison, we propose a FMCDM method based on positive and negative extreme solutions of alternatives. In the proposed method, two extreme solutions of alternatives are obtained by MAX and MIN operations of fuzzy TOPSIS. Then weakness and strength matrices between alternatives and extreme solutions are derived by a difference function revised from fuzzy preference relation of Lee, and multiplied with weight matrix to be weighted weakness and strength indices. The two weighted indices are respectively transferred into positive and negative indices, and then the two indices integrated into a total performance index. Finally, alternatives can be sorted according to their related performance indices, and FMCDM problems are easily solved, not by fuzzy pair-wise comparison.     

New enclosure algorithms for the verified solutions of nonlinear Volterra integral equations

This paper is concerned with new algorithms which provide the sharp bounds that are guaranteed to contain the exact solutions of nonlinear Volterra integral equations. We develop new enclosure algorithms based on the interval methods which was first introduced by Moore in [24] together with the Taylor polynomials to improve the accuracy of the scheme by reducing the width of interval solutions. The modified methods calculate a priori bound automatically in parallel with the computation of solutions of integral equations. We will show that the accuracy of the proposed algorithms is dependent on the number of interval subdivisions. Some numerical experiments are also included to demonstrate the validity and applicability of the scheme and showing a marked improvement in comparison with the recent existing numerical results.     

小展弦比波的Green-Naghdi渐进模型的行波解

本文研究了小展弦比波的Green-Naghdi渐进模型. 利用平面自治系统的稳定性分析方法, 在不同的参数条件下, 讨论了它的行波系统的分岔并且给出了对应的相图, 得到了光滑周期波解, 广义扭波解, 广义反扭波解, 广义紧波解, 周期尖波解, 孤波解和孤立尖波解的精确表达式. 进一步, 通过数学软件Maple模拟了这些解.     

Analytical and numerical solutions of mathematical biology models: The Newell-Whitehead-Segel and Allen-Cahn equations

In this paper, we combine the unified and the explicit exponential finite difference methods to obtain both analytical and numerical solutions for the Newell-Whitehead-Segel–type equations which are very important in mathematical biology. The unified method is utilized to obtain various solitary wave solutions for these equations. Numerical solutions of the specific case studies are investigated by using the explicit exponential finite difference method ensures the accuracy and reliability of the proposed scheme. After obtaining the approximate solutions, convergence analysis and error estimation (the error norms and absolute errors) are presented by comparing these results with the analytical obtained solutions and other methods in the literature through tables and graphs. The obtained analytical and numerical results are in good agreement.     

Equilibrium solutions for multiobjective bimatrix games incorporating fuzzy goals

Equilibrium solutions in terms of the degree of attainment of a fuzzy goal for games in fuzzy and multiobjective environments are examined. We introduce a fuzzy goal for a payoff in order to incorporate ambiguity of human judgments and assume that a player tries to maximize his degree of attainment of the fuzzy goal. A fuzzy goal for a payoff and the equilibrium solution with respect to the degree of attainment of a fuzzy goal are defined. Two basic methods, one by weighting coefficients and the other by a minimum component, are employed to aggregate multiple fuzzy goals. When the membership functions are linear, computational methods for the equilibrium solutions are developed. It is shown that the equilibrium solutions are equal to the optimal solutions of mathematical programming problems in both cases. The relations between the equilibrium solutions for multiobjective bimatrix games incorporating fuzzy goals and the Pareto-optimal equilibrium solutions are considered.     

Some computational methods for systems of nonlinear equations and systems of polynomial equations

This paper gives a brief survey and assessment of computational methods for finding solutions to systems of nonlinear equations and systems of polynomial equations. Starting from methods which converge locally and which find one solution, we progress to methods which are globally convergent and find an a priori determinable number of solutions. We will concentrate on simplicial algorithms and homotopy methods. Enhancements of published methods are included and further developments are discussed.