共查询到20条相似文献,搜索用时 46 毫秒
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本文对一类非线性Sine-Gordon方程的初边值问题提出了两个隐式差分格式.两个隐式差分格式的精度均为O(τ~2 h~2).我们用离散泛函分析的方法证明了格式的收敛性和稳定性,并证明了求解格式的追赶迭代法的收敛性,最后给出了数值结果.结果表明本文的格式是有效的和可靠的. 相似文献
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对于一类带有Dirichlet边界条件的延迟非线性抛物型偏微分方程的初边值问题建立了一个紧差分格式,用能量分析法证明该差分格式在L_∞范数下是无条件收敛的,且收敛阶为O(τ~2+h~4).最后,通过数值算例验证了理论结果. 相似文献
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一类半线性抛物型方程的紧差分格式 总被引:1,自引:0,他引:1
本文构造了一类半线性抛物方程初边值问题的紧差分格式.利用离散能量估计证明了差分格式解的存在唯一性、收敛性和无条件稳定性,并给出了在离散L^∞模意义下收敛阶数为O(h^4+τ^2).数值例子验证了理论分析结果。 相似文献
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李福乐 《数学的实践与认识》2011,41(12)
对一类半线性变系数抛物型方程初边值问题建立了紧差分格式,用能量分析方法证明了差分格式解的存在唯一性、关于初值的无条件稳定性和在L_∞范数下阶数为O(τ~2+h~4)的收敛性,最后给出的数值算例验证了理论结果. 相似文献
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修正晶体相场模型是一类六阶非线性广义阻尼波动方程.首先,基于CrankNicolson格式,利用降阶方法对方程建立线性化隐式差分格式.非线性项通过二阶外推方法进行处理.其次,利用能量分析方法和数学归纳法,对差分格式进行理论分析,证明差分格式的唯一可解性及L~∞范数下的收敛性.收敛阶在时空方向均为二阶.最后,数值算例表明差分格式的有效性及数值收敛阶在L~∞范数下达到二阶. 相似文献
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A. S. Shvedov 《Mathematical Notes》1996,60(5):562-568
The difference schemes of Richardson [1] and of Crank-Nicolson [2] are schemes providing second-order approximation. Richardson's three-time-level difference scheme is explicit but unstable and the Crank-Nicolson two-time-level difference scheme is stable but implicit. Explicit numerical methods are preferable for parallel computations. In this paper, an explicit three-time-level difference scheme of the second order of accuracy is constructed for parabolic equations by combining Richardson's scheme with that of Crank-Nicolson. Restrictions on the time step required for the stability of the proposed difference scheme are similar to those that are necessary for the stability of the two-time-level explicit difference scheme, but the former are slightly less onerous.Translated fromMatematicheskie Zametki, Vol. 60, No. 5, pp. 751–759, November, 1996.This research was supported by the Russian Foundation for Basic Research under grant No. 95-01-00489 and by the International Science Foundation under grants No. N8Q300 and No. JBR100. 相似文献
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Zhonghua Qiao Zhi‐zhong Sun Zhengru Zhang 《Numerical Methods for Partial Differential Equations》2012,28(6):1893-1915
The numerical simulation of the dynamics of the molecular beam epitaxy (MBE) growth is considered in this article. The governing equation is a nonlinear evolutionary equation that is of linear fourth order derivative term and nonlinear second order derivative term in space. The main purpose of this work is to construct and analyze two linearized finite difference schemes for solving the MBE model. The linearized backward Euler difference scheme and the linearized Crank‐Nicolson difference scheme are derived. The unique solvability, unconditional stability and convergence are proved. The linearized Euler scheme is convergent with the convergence order of O(τ + h2) and linearized Crank‐Nicolson scheme is convergent with the convergence order of O(τ2 + h2) in discrete L2‐norm, respectively. Numerical stability with respect to the initial conditions is also obtained for both schemes. Numerical experiments are carried out to demonstrate the theoretical analysis. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011 相似文献
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A unified $m\,(m>2)$-point ternary scheme with some parameter is proposed. The continuity of subdivision scheme is analyzed based on the relationship between the subdivision scheme and difference scheme. Moreover, the proposed subdivision is extended to asymmetric multi-parameter subdivision and the asymmetric schemes in four cases are presented in detail. Some examples are given to show that the presented scheme has better approximating effect. 相似文献
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基于Black-Scholes模型,采用指数拟合有限差分法与外推的指数拟合有限差分法对美式看跌期权价值进行了数值计算,对这两种数值方法及其与已往的显式、隐式、C-N等有限差分的优缺点进行了比较,并给出数值算例,通过对此算例做的一系列数值试验,验证了算法的有效性,并得到了一些在期权交易的实际操作中有用的结果. 相似文献
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二维变系数反应扩散方程的紧交替方向差分格式 总被引:1,自引:0,他引:1
1 引言
在研究热传导过程、气体扩散现象和电磁场的传播等问题时,常常遇到抛物型偏微分方程。用有限差分方法研究这类问题的数值解法目前已经有了许多工作。对于二维、三维抛物方程的数值求解比较理想的方法是交替方向法。 相似文献
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封建湖 《纯粹数学与应用数学》1996,12(2):12-16
研究了如何利用迎风格式的耗散性构造中心差分TVD格式的方法,给 相应的定理,构造出新的耗散表达式。新格式既保留了二阶中心差分格式灵活方便的优点,又吸收了迎风格式耗散项比较精细的特点,同时具有TVD性质,使得新格式具有较同的激波分辨率。 相似文献
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Numerical bifurcation of a delayed diffusive food‐limited model with Dirichlet boundary condition 下载免费PDF全文
This paper studies the Neimark–Sacker bifurcation of a diffusive food‐limited model with a finite delay and Dirichlet boundary condition by the backward Euler difference scheme, Crank‐Nicolson difference scheme, and nonstandard finite‐difference scheme. The existence of Neimark‐Sacker bifurcation at the equilibrium is obtained. Our results show that Crank‐Nicolson and nonstandard finite‐difference schemes are superior to the backward Euler difference scheme under the means of describing approximately the dynamics of the original system. Finally, numerical examples are provided to illustrate the analytical results. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
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双曲-抛物型偏微分方程奇摄动混合问题的数值解法 总被引:1,自引:0,他引:1
石兰芳 《纯粹数学与应用数学》2003,19(2):106-111
构造了二阶双曲—抛物型方程奇摄动混合问题的差分格式,给出了差分解的能量不等式,并证明了差分解在离散范数下关于小参数一致收敛于摄动问题的解。 相似文献
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Temur Jangveladze Zurab Kiguradze Beny Neta 《Applied mathematics and computation》2009,215(2):615-628
Finite difference approximation of the nonlinear integro-differential system associated with the penetration of a magnetic field into a substance is studied. The convergence of the finite difference scheme is proved. The rate of convergence of the discrete scheme is given. The decay of the numerical solution is compared with the analytical results proven earlier. 相似文献
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张涵信的研究表明,为了避免激波前后差分解的波动,在差分格式的改型方程中三阶导数的系数在激波上游必须是正的,而在激波下游则必须是负的.据此提出了一种新型的无波动、无自由参数耗散性的差分格式,它对时间和空间都是二阶的.证明了此格式是TVD的,而且是推广的二阶Годунов格式.在处理有激波的流场时,此格式是Lax-Wendroff格式的改进和推广.给出了若干算例,计算结果表明,此格式不仅无波动,而且具有形式紧凑、应用方便、分辨率高、稳定性准则中的Courant数较大的优点. 相似文献