具有零阶退化方程的二阶双曲型方程奇异摄动问题的一致差分格式

本文讨论了一个二阶双曲型奇异摄动问题,它的一阶导数项含有小参数ε.首先给出该问题解的能量估计及渐近解的余项估计,然后在均匀网格上构造了一个指数型拟合差分格式,最后证明了差分解在离散的能量范数意义下一致收敛于问题的精确解.     

Numerical treatment of a mathematical model arising from a model of neuronal variability

In this paper, we describe a numerical approach based on finite difference method to solve a mathematical model arising from a model of neuronal variability. The mathematical modelling of the determination of the expected time for generation of action potentials in nerve cells by random synaptic inputs in dendrites includes a general boundary-value problem for singularly perturbed differential-difference equation with small shifts. In the numerical treatment for such type of boundary-value problems, first we use Taylor approximation to tackle the terms containing small shifts which converts it to a boundary-value problem for singularly perturbed differential equation. A rigorous analysis is carried out to obtain priori estimates on the solution of the problem and its derivatives up to third order. Then a parameter uniform difference scheme is constructed to solve the boundary-value problem so obtained. A parameter uniform error estimate for the numerical scheme so constructed is established. Though the convergence of the difference scheme is almost linear but its beauty is that it converges independently of the singular perturbation parameter, i.e., the numerical scheme converges for each value of the singular perturbation parameter (however small it may be but remains positive). Several test examples are solved to demonstrate the efficiency of the numerical scheme presented in the paper and to show the effect of the small shift on the solution behavior.     

具有非光滑边界层函数的线性变系数抛物型方程初边值问题的差分格式

本文利用非均匀网格和指数型拟合差分方法给出了具有非光滑边界层函数的线性抛物型方程关于小参数ε一致收敛的差分格式.文章还给出了误差估计和数值结果.     

Eigenvalue analysis for a crack in a power-law material

A nonlinear eigenvalue problem related to determining the stress and strain fields near the tip of a transverse crack in a power-law material is studied. The eigenvalues are found by a perturbation method based on representations of an eigenvalue, the corresponding eigenfunction, and the material nonlinearity parameter in the form of series expansions in powers of a small parameter equal to the difference between the eigenvalues in the linear and nonlinear problems. The resulting eigenvalues are compared with the accurate numerical solution of the nonlinear eigenvalue problem.     

Factorization method for linear and quasilinear singularly perturbed boundary value problems for ordinary differential equations

For linear singularly perturbed boundary value problems, we come up with a method that reduces solving a differential problem to a discrete (difference) problem. Difference equations, which are an exact analog of differential equations, are constructed by the factorization method. Coefficients of difference equations are calculated by solving Cauchy problems for first-order differential equations. In this case nonlinear Ricatti equations with a small parameter are solved by asymptotic methods, and solving linear equations reduces to computing quadratures. A solution for quasilinear singularly perturbed equations is obtained by means of an implicit relaxation method. A solution to a linearized problem is calculated by analogy with a linear problem at each iterative step. The method is tested against solutions to the known Lagerstrom-Cole problem.     

Limit cycles under perturbations of a quadratic Hamiltonian system

The perturbed quadratic Hamiltonian system is reduced to a Lienard system with a small parameter for which a Dulac function depending on it is constructed. This permits one to estimate the number of limit cycles of the perturbed system for all sufficiently small parameter values. To find the Dulac function, we use the solution of a linear programming problem. The suggested method is used for studying three specific perturbed systems that have exactly two limit cycles, i.e., the distribution 2 or (0, 2), and one system with distribution (1, 1).     

A finite difference method for singularly perturbed differential-difference equations with layer and oscillatory behavior

In this paper, we present a finite difference method for singularly perturbed linear second order differential-difference equations of convection–diffusion type with a small shift, i.e., where the second order derivative is multiplied by a small parameter and the shift depends on the small parameter. Similar boundary value problems are associated with expected first-exit times of the membrane potential in models of neurons. Here, the study focuses on the effect of shift on the boundary layer behavior or oscillatory behavior of the solution via finite difference approach. An extensive amount of computational work has been carried out to demonstrate the proposed method and to show the effect of shift parameter on the boundary layer behavior and oscillatory behavior of the solution of the problem.     

奇异摄动初值问题的一致收敛有限差分法

通过一阶和二阶导数讨论了带小参数的线性二阶常微分方程的初值问题.在均匀网格上得出了带常数拟合因子的指数型拟合差分格式,给出了离散最大模意义上的一阶一致收敛性.文中给出了数值结果.     

Fourth-order finite-difference method for boundary value problems with two small parameters

We present a finite difference scheme for a class of linear singularly perturbed boundary value problems with two small parameters. The problem is discretized using a Bakhvalov-type mesh. It is proved under certain conditions that this scheme is fourth-order accurate and that its error does not increase when the perturbation parameter tends to zero. Numerical examples are presented which demonstrate computationally the fourth order of the method.     

Suboptimal linear feedback for a class of stochastic discrete-time systems

The well-known optimal linear feedback of the linear quadratic problem with jump Markov and independent disturbances is also a suboptimal feedback of the problem perturbed by a nonlinear element with a small parameter if the element is continuous. The assertion is shown and an asymptotic expansion is given.     

Asymptotics of eigenvalues of the nonlinear eigenvalue problem arising from the near mixed-mode crack-tip stress-strain field problems

In the present paper, approximate analytical and numerical solutions to nonlinear eigenvalue problems arising in nonlinear fracture mechanics in studying stress-strain fields near a crack tip under mixed-mode loading are presented. Asymptotic solutions are obtained by the perturbation method (the artificial small parameter method). The artificial small parameter is the difference between the eigenvalue corresponding to the nonlinear eigenvalue problem and the eigenvalue related to the linear “undisturbed” problem. It is shown that the perturbation technique is an effective method of solving nonlinear eigenvalue problems in nonlinear fracture mechanics. A comparison of numerical and asymptotic results for different values of the mixity parameter and hardening exponent shows good agreement. Thus, the perturbation theory technique for studying nonlinear eigenvalue problems is offered and applied to eigenvalue problems arising in fracture mechanics analysis in the case of mixed-mode loading.     

Generalized Newton method for linear optimization problems with inequality constraints

A dual problem of linear programming is reduced to the unconstrained maximization of a concave piecewise quadratic function for sufficiently large values of a certain parameter. An estimate is given for the threshold value of the parameter starting from which the projection of a given point to the set of solutions of the dual linear programming problem in dual and auxiliary variables is easily found by means of a single solution of the unconstrained maximization problem. The unconstrained maximization is carried out by the generalized Newton method, which is globally convergent in an a finite number of steps. The results of numerical experiments are presented for randomly generated large-scale linear programming problems.     

具有非局部边界的奇异摄动问题的数值解

研究了具有非局部边界的奇异摄动问题。对于正的小摄动参数，其解显示出边界层特性。为了求解该问题，构造了非等距网格上的指数型有限差分。还给出了小参数时的一致收敛性分析，同时给出了一个数值例子。     

Asymptotics of the optimal time in a time-optimal control problem with a small parameter

A time-optimal control problem for a singularly perturbed linear autonomous system is considered. The main difference between this case and the case of systems with fast and slow variables studied earlier is that the eigenvalues of the matrix at the fast variables do not satisfy the standard requirement of negativity of the real part. We obtain and justify a complete power asymptotic expansion in the sense of Erdélyi of the optimal time and optimal control in a small parameter at the derivatives in the equations of the system.     

Numerical Solution of Inverse Problems for a Hyperbolic Equation with a Small Parameter Multiplying the Highest Derivative

We consider two inverse problems for a hyperbolic equation with a small parameter multiplying the highest derivative. The inverse problems are reduced to systems of linear Volterra integral equations of the second kind for the unknown functions. These systems are used to prove the existence and uniqueness of the solution of the inverse problems and numerically solve them. The applicability of the methods developed here to the approximate solution of the problem on an unknown source in the heat equation is studied numerically.     

A self-consistent field method applied to the dynamics of viscous suspensions

A method for the approximate solution of the problem of many bodies of spherical form in a viscous fluid is developed in the Stokes approximation. Using a purely hydrodynamic approach, based on the use of the concept of a self-consistent field, the classical boundary value problem is reduced to a formal procedure for solving a linear system of algebraic equations in the tensor coefficients, which occur in the solution obtained for the velocity field and pressure of the liquid. A procedure for the approximate solution of this system of equations is constructed for the case of dilute suspensions, when the ratio of the size of the dispersed particles to the characteristic distance between them is a small parameter. Finally, the initial boundary value problem is reduced to solving a recurrent system of equations, in which each subsequent approximation for all the required quantities depends solely on the previous approximations. The system of recurrent equations obtained can be solved analytically in any specified approximation with respect to a small parameter. It is shown that this system of equations contains in itself all possible physical formulations of the problems, and, within the frameworks of the mathematical procedure constructed, they are distinguished solely by a set of specified and required functions. The practical possibilities of the method are in no way limited by the number of dispersed particles in the fluid.     

Singular perturbations in a class of problems of optimal control with integral convex criterion

The problem of optimal control is investigated with a linear law of motion and convex quality criterion. A small positive parameter appears in front of the derivatives of some of the unknowns in the law of motion. The behaviour of the optimal solution is studied when the small parameter approaches zero with some assumptions that are different from thos encountered in the literature.     

On ε-optimal continuous selectors and their application in discounted dynamic programming

A quadratic regulator problem for a class of nonlinear systems is considered in which the control cost is multiplied by a small parameter, which becomes a so-called cheap control problem. Conditions are found under which the minimum cost becomes zero (perfect regulation) and the linear part in the optimal control law becomes dominant as the small parameter goes to zero. Near optimality of control laws truncated from the optimal control law in series form is also found.     

Analysis of Numerical Differentiation Formulas in a Boundary Layer on a Shishkin Grid

A problem of numerical differentiation of functions with large gradients in a boundary layer is investigated. The problem is that for functions with large gradients and a uniform grid the relative error of the classical difference formulas for derivatives may be considerable. It is proposed to use a Shishkin grid to obtain a relative error of the formulas that is independent of a small parameter. Error estimates that depend on the number of nodes of the difference formulas for a derivative of a given order are obtained. It is proved that the error estimate is uniform with respect to the small parameter. In the case of a uniform grid, a boundary layer region is indicated outside of which the numerical differentiation formulas have an error that is uniform with respect to the small parameter. The results of numerical experiments are presented.     

Analysis of Properties of the Solutions to Parametric Time-Optimal Problems

We consider a linear time-optimal problem in which initial state values depend on a parameter and study the problem of the solution structure identification for small parameter perturbations. Properties of the time-optimal function and a point-set mapping, defined by optimal Lagrange vectors, are studied as well as the dependence of the solution on the parameter. Special attention is paid to the solution properties in irregular points.