Product numerical range in a space with tensor product structure

We study operators acting on a tensor product Hilbert space and investigate their product numerical range, product numerical radius and separable numerical range. Concrete bounds for the product numerical range for Hermitian operators are derived. Product numerical range of a non-Hermitian operator forms a subset of the standard numerical range containing the barycenter of the spectrum. While the latter set is convex, the product range needs not to be convex nor simply connected. The product numerical range of a tensor product is equal to the Minkowski product of numerical ranges of individual factors.     

Error analysis of the numerical solution of split differential equations

The operator splitting method is a widely used approach for solving partial differential equations describing physical processes. Its application usually requires the use of certain numerical methods in order to solve the different split sub-problems. The error analysis of such a numerical approach is a complex task. In the present paper we show that an interaction error appears in the numerical solution when an operator splitting procedure is applied together with a lower-order numerical method. The effect of the interaction error is investigated by an analytical study and by numerical experiments made for a test problem.     

The numerical method of successive interpolations for Fredholm functional integral equations

A new numerical method for Fredholm functional integral equations is proposed. The method combines the fixed point technique with numerical integration and cubic spline interpolation. The convergence and the numerical stability of the method are proved and tested on some numerical examples.     

基于人工鱼群算法求任意函数的数值积分

将不等距离分割方法与人工鱼群算法相结合,提出一种基于人工鱼群算法求任意函数数值积分的方法,该方法除能计算通常意义下任意函数的定积分外,还能计算奇异函数积分、振荡函数积分以及原函数不易求得的被积函数的积分.最后给出几个数值积分算例,并与传统数值积分方法作了比较,仿真结果分析表明,该算法十分有效,能够快速有效地获得任意函数的数值积分值.     

A numerical approximation method for solving a three-dimensional space Galilei invariant fractional advection-diffusion equation

In this paper, a numerical approximation method for solving a three-dimensional space Galilei invariant fractional advection diffusion equation is presented. The convergence and stability of the numerical approximation method are discussed by a new technique of Fourier analysis. The solvability of the numerical approximation method also is analyzed. Finally, applying Richardson extrapolation technique, a high-accuracy algorithm is structured and the numerical example demonstrated the theoretical results.     

Smooth factorizations of matrix valued functions and their derivatives

Summary In this paper we study the numerical factorization of matrix valued functions in order to apply them in the numerical solution of differential algebraic equations with time varying coefficients. The main difficulty is to obtain smoothness of the factors and a numerically accessible form of their derivatives. We show how this can be achieved without numerical differentiation if the derivative of the given matrix valued function is known. These results are then applied in the numerical solution of differential algebraic Riccati equations. For this a numerical algorithm is given and its properties are demonstrated by a numerical example.     

带漂移的单侧正规化回火分数阶扩散方程的Crank-Nicolson拟紧格式

基于已有的针对单侧正规化回火分数阶扩散方程的三阶拟紧算法,将该算法的思想应用于带漂移的单侧正规化回火分数阶扩散方程的数值模拟,并结合Crank-Nicolson方法导出数值格式.证明了数值格式的稳定性与收敛性,且数值格式的时间收敛阶和空间收敛阶分别是二阶和三阶.通过数值试验验证了数值格式的有效性和理论结果.     

Recovering the local volatility in Black–Scholes model by numerical differentiation

In this article, a numerical method for recovering the local volatility in Black–Scholes model is proposed based on the Dupire formula in which the numerical derivatives are used. By Tikhonov regularization, a new numerical differentiation method in two-dimensional (2-D) case is presented. The convergent analysis and numerical examples are also given. It shows that our method is efficient and stable.     

三维数值流形方法的理论研究

在二维数值流形方法的基础上,对三维数值流形进行了理论研究．研究了三维覆盖位移函数,进行了三维数值流形的力学分析,给出了三维流形单元的刚度矩阵,详细推导了三维数值流形的Hammer积分及剖分规则,系统地研究三维数值流形的理论体系与数值实现方法．作为数值算例,给出了相应的悬臂梁的计算结果,计算结果表明算法的精度和计算效益较高．     

Numerical pseudodifferential operator and Fourier regularization

The concept of numerical pseudodifferential operator, which is an extension of numerical differentiation, is suggested. Numerical pseudodifferential operator just is calculating the value of the pseudodifferential operator with unbounded symbol. Many ill-posed problems can lead to numerical pseudodifferential operators. Fourier regularization is a very simple and effective method for recovering the stability of numerical pseudodifferential operators. A systematically theoretical analysis and some concrete examples are provided.     

一类非线性延迟微分方程数值解的振动性分析

本文考虑一类非线性延迟微分方程-带有单调造血率的造血模型数值解的振动性.通过研究特征方程根的情况得到数值解振动的条件并且讨论了非振动的数值解的一些性质.为了更有力的说明我们的结果,最后给出了相应的算例.     

Numerical model for the shallow water equations on a curvilinear grid with the preservation of the Bernoulli integral

Methodological aspects concerning the construction of a two-dimensional numerical model for reservoir flows based on the shallow water equations are considered. A numerical scheme is constructed by applying the control volume method on staggered grids in combination with the Bernoulli integral, which is used to interpolate the desired fields inside a grid cell. The implementation of the method yields a monotone numerical scheme. The results of numerical integration are compared with the exact solution.     

A Fourier method and an extrapolation technique for Stokes’ first problem for a heated generalized second grade fluid with fractional derivative

In this article, we consider Stokes’ first problem for a heated generalized second grade fluid with fractional derivative (SFP-HGSGF). Implicit and explicit numerical approximation schemes for the SFP-HGSGF are presented. The stability and convergence of the numerical schemes are discussed using a Fourier method. In addition, the solvability of the implicit numerical approximation scheme is also analyzed. A Richardson extrapolation technique for improving the order of convergence of the implicit scheme is proposed. Finally, a numerical test is given. The numerical results demonstrate the good performance of our theoretical analysis.     

A regularization-stabilization technique for nonlinear conservation equation computations

A regularization procedure for nonlinear conservation equations is introduced and demonstrated to have a stabilizing effect on the numerical solution of the associated approximate problem. Representative results for a least-squares finite-element method are given, and the numerical performance of the stabilization procedure explored. The effect of the regularization term is similar to a local numerical dissipation dependent on the numerical itegration time step.     

A finite volume element formulation and error analysis for the non-stationary conduction–convection problem

The non-stationary conduction–convection problem including the velocity vector field and the pressure field as well as the temperature field is studied with a finite volume element (FVE) method. A fully discrete FVE formulation and the error estimates between the fully discrete FVE solutions and the accuracy solution are provided. It is shown by numerical examples that the results of numerical computation are consistent with theoretical conclusions. Moreover, it is shown that the FVE method is feasible and efficient for finding the numerical solutions of the non-stationary conduction–convection problem and is one of the most effective numerical methods by comparing the results of the numerical simulations of the FVE formulation with those of the numerical simulations of the finite element method and the finite difference scheme for the non-stationary conduction–convection problem.     

Numerical range of operators acting on Banach spaces

The aim of the paper is to propose a definition of numerical range of an operator on reflexive Banach spaces. Under this definition the numerical range will possess the basic properties of a canonical numerical range. We will determine necessary and sufficient conditions under which the numerical range of a composition operator on a weighted Hardy space is closed. We will also give some necessary conditions to show that when the closure of the numerical range of a composition operator on a small weighted Hardy space has zero.     

Teaching topics in numerical linear algebra using spreadsheets

The argument is advanced that spreadsheet programs operating on microcomputers have a significant role to play in the teaching of numerical analysis. They offer a simple and direct means of programming numerical computations which is more powerful than a pocket calculator but quicker and more flexible than conventional high level language programming. In addition the spreadsheet concepts offers significant pedagogical advantages in the exploration of numerical methods. The argument is illustrated using some examples drawn from the field of numerical linear algebra.     

A numerical approach for solving an extended Fisher-Kolomogrov-Petrovskii-Piskunov equation

In the present paper a numerical method, based on finite differences and spline collocation, is presented for the numerical solution of a generalized Fisher integro-differential equation. A composite weighted trapezoidal rule is manipulated to handle the numerical integrations which results in a closed-form difference scheme. A number of test examples are solved to assess the accuracy of the method. The numerical solutions obtained, indicate that the approach is reliable and yields results compatible with the exact solutions and consistent with other existing numerical methods. Convergence and stability of the scheme have also been discussed.     

Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations

There are few results on the numerical stability of nonlinear neutral stochastic delay differential equations (NSDDEs). The aim of this paper is to establish some new results on the numerical stability for nonlinear NSDDEs. It is proved that the semi-implicit Euler method is mean-square stable under suitable condition. The theoretical result is also confirmed by a numerical experiment.     

一类强色散DGH方程的多辛普雷斯曼格式

DGH方程作为一类重要的非线性水波方程有着许多广泛的应用前景.基于Hamilton系统的多辛理论研究了一类强色散DGH方程的数值解法,利用多辛普雷斯曼方法构造了一种典型的半隐式的多辛格式.分析了该格式的局部能量和动量守恒律误差,并给出了数值算例.数值算例结果表明该多辛离散格式具有较好的长时间数值稳定性.