共查询到18条相似文献,搜索用时 93 毫秒
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本文主要研究了非线性随机Pantograph微分方程,讨论了其零解的均方渐近稳定性并给出了零解均方渐近稳定的充分条件.在本文的第三部分,我们将随机θ-方法应用于这类问题,获得了数值解均方渐近稳定条件. 相似文献
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讨论了刚性常微分方程组(1)的解析解和数值解,给出了解的一般形式和应用该算法的数值例子. 相似文献
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讨论了刚性常微分方程组(1)的解析解和数值解,给出了解的一般形式和应用该算法的数值例子. 相似文献
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非牛顿幂律流体球向不定常渗流 总被引:1,自引:0,他引:1
本文研究了弱压缩非牛顿幂律流体球向不定常渗流,导出了抛物型偏微分非线性方程.球向扩散方程是其特殊情况.用Laplace变换的方法,找到了线性化后方程的解析解和渐近解.用影响半径的概念和平均值方法求得了近似解.渐近解和近似解的结构是相似的,从而丰富了非牛顿流体一维不定常渗流的理论. 相似文献
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本文讨论一般非线性随机延迟微分方程Heun方法的数值稳定性,证明了如果问题本身满足零解是均方指数稳定和均方渐近稳定的充分条件,则当方程的漂移项进一步满足一定的条件时,Heun方法是Ms.稳定的,带线性插值的Heun方法是均方指数稳定的和GMS-稳定的理论结果.文末的数值试验进一步验证了所得的相关结论. 相似文献
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提出了一种简单的推导各向同性材料,三维弹性力学问题基本解析解的特征方程解法.应用三维问题控制微分方程的算子矩阵,通过计算其行列式可得到问题特征通解所需满足的特征方程.将满足各种不同简化特征方程的特征通解,代入到微分方程算子矩阵所对应的不同的缩减伴随矩阵,可推导得出相应的三维弹性力学问题的基本解析解,包括B-G解、修正的P-N(P-N-W)解和类胡海昌解.进一步对各类多项式形式的基本解析解的独立性进行了讨论.这些工作为构造数值方法中所需的完备独立的解析试函数奠定了基础. 相似文献
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《应用数学与计算数学学报》2016,(1)
主要研究数值方法能否再现随机时滞微分方程(stochastic delay differential equation,SDDE)解的渐近均方有界性.首先,探讨了使得方程的解均方有界的充分条件.同时,证明了在扩散项与漂移项系数均满足线性增长条件时,欧拉(Euler-Maruyama,EM)方法能够再现这一性质.然而,当减弱漂移项的条件时,EM方法不能再现有界性.为了解决这一问题,证明了后退欧拉(backward EM,BEM)法可以再现SDDE的渐近均方有界性. 相似文献
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本文研究一类线性随机延迟积分微分方程Euler-Maruyama方法的MS-稳定性.首先,我们讨论方程真解的均方指数稳定性条件.然后,在此假设条件下,证明了带有复合梯形公式的Euler-Maruyama方法是MS-稳定的.最后,数值试验验证了本文的结论. 相似文献
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In this paper we study the mean-square (MS) stability of the Milstein method for linear stochastic delay integro-differential equations (SDIDE) with Markovian switching by extending the techniques of [Z. Wang, C. Zhang, An analysis of stability of Milstein method for stochastic differential equations with delay, Computers and Mathematics with Applications 51 (2006) 1445–1452; L. Ronghua, H. Yingmin, Convergence and stability of numerical solutions to SDDEs with Markovian switching, Applied Mathematics and Computation 175 (2006) 1080–1091]. It is established that the Milstein method is MS-stable for linear stochastic delay differential equations (Wang and Zhang (2006); in the above reference). Here we prove that it is MS-stable for linear SDIDE with Markovian switching also under suitable conditions on the integral term. A numerical example is provided to illustrate the theoretical results. 相似文献
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Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation 总被引:16,自引:0,他引:16
Mingzhu Liu Wanrong Cao Zhencheng Fan 《Journal of Computational and Applied Mathematics》2004,170(2):123-268
The paper deals with convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation. It is proved that the semi-implicit Euler method is convergent with strong order
. The conditions under which the method is MS-stable and GMS-stable are determined and the numerical experiments are given. 相似文献
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The comparison of two reliable methods for accurate solution of time‐fractional Kaup–Kupershmidt equation arising in capillary gravity waves 下载免费PDF全文
In this paper, we compared two different methods, one numerical technique, viz Legendre multiwavelet method, and the other analytical technique, viz optimal homotopy asymptotic method (OHAM), for solving fractional‐order Kaup–Kupershmidt (KK) equation. Two‐dimensional Legendre multiwavelet expansion together with operational matrices of fractional integration and derivative of wavelet functions is used to compute the numerical solution of nonlinear time‐fractional KK equation. The approximate solutions of time fractional Kaup–Kupershmidt equation thus obtained by Legendre multiwavelet method are compared with the exact solutions as well as with OHAM. The present numerical scheme is quite simple, effective, and expedient for obtaining numerical solution of fractional KK equation in comparison to analytical approach of OHAM. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
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对流扩散方程作为偏微分运动方程的分支,在流体力学、气体动力学等领域有着重要应用.为解决对流扩散方程难以通过解析法得到解析解的难题,采用二阶一致3点积分(Quadratically Consistent 3-Point Integration,简称QC3)提高无网格法的计算效率,通过对积分点上形函数导数的修正,改善无网格... 相似文献
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This paper deals with the stability analysis of the Euler-Maclaurin method for differential equations with piecewise constant arguments of mixed type. The expression of analytical solution is derived and the stability regions of the analytical solution are given. The necessary and sufficient conditions under which the numerical solution is asymptotically stable are discussed. The conditions under which the analytical stability region is contained in the numerical stability region are obtained and some numerical examples are given. 相似文献
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Approximate analytical solution for the Zakharov–Kuznetsov equations with fully nonlinear dispersion
In this paper, variational iteration method (VIM) is used to obtain numerical and analytical solutions for the Zakharov–Kuznetsov equations with fully nonlinear dispersion. Comparisons with exact solution show that the VIM is a powerful method for the solution of nonlinear equations. 相似文献