ON SPECTRAL METHODS FOR VOLTERRA INTEGRAL EQUATIONS AND THE CONVERGENCE ANALYSIS

The main purpose of this work is to provide a novel numerical approach for the Volterra integral equations based on a spectral approach. A Legendre-collocation method is proposed to solve the Volterra integral equations of the second kind. We provide a rigorous error analysis for the proposed method, which indicates that the numerical errors decay exponentially provided that the kernel function and the source function are sufficiently smooth. Numerical results confirm the theoretical prediction of the exponential rate of convergence. The result in this work seems to be the first successful spectral approach （with theoretical justification） for the Volterra type equations.     

Hyers-Ulam-Rassias stability of κ-Caputo fractional differential equations

The paper is connected with the existence of solutions and Hyers-Ulam stability for a class of nonlinear fractional differential equations with κ-Caputo fractional derivative in boundary value problems. The existence and uniqueness results are obtained by utilizing the Banach fixed point theorem and Leray-Schauder nonlinear alternative theorem. In addition, two sufficient conditions to guarantee the Hyers-Ulam stability and the Hyers-Ulam-Rassias stability of boundary value problems of fractional differential equations are also presented. Finally, theoretical results are illustrated by two numerical examples.     

CONVERGENCE ANALYSIS OF THE JACOBI SPECTRAL-COLLOCATION METHOD FOR FRACTIONAL INTEGRO-DIFFERENTIAL EQUATIONS

We propose and analyze a spectral Jacobi-collocation approximation for fractional order integro-differential equations of Volterra type. The fractional derivative is described in the Caputo sense. We provide a rigorous error analysis for the collection method,which shows that the errors of the approximate solution decay exponentially in L∞norm and weighted L2-norm. The numerical examples are given to illustrate the theoretical results.     

Convergence analysis of a nonlinear Lagrange algorithm for general nonlinear constrained optimization problems

The convergence analysis of a nonlinear Lagrange algorithm for solving nonlinear constrained optimization problems with both inequality and equality constraints is explored in detail. The estimates for the derivatives of the multiplier mapping and the solution mapping of the proposed algorithm are discussed via the technique of the singular value decomposition of matrix. Based on the estimates, the local convergence results and the rate of convergence of the algorithm are presented when the penalty parameter is less than a threshold under a set of suitable conditions on problem functions. Furthermore, the condition number of the Hessian of the nonlinear Lagrange function with respect to the decision variables is analyzed, which is closely related to efficiency of the algorithm. Finally, the preliminary numericM results for several typical test problems are reported.     

A LQP BASED INTERIOR PREDICTION-CORRECTION METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS

To solve nonlinear complementarity problems （NCP）, at each iteration, the classical proximal point algorithm solves a well-conditioned sub-NCP while the Logarithmic-Quadratic Proximal （LQP） method solves a system of nonlinear equations （LQP system）. This paper presents a practical LQP method-based prediction-correction method for NCP. The predictor is obtained via solving the LQP system approximately under significantly relaxed restriction, and the new iterate （the corrector） is computed directly by an explicit formula derived from the original LQP method. The implementations are very easy to be carried out. Global convergence of the method is proved under the same mild assumptions as the original LQP method. Finally, numerical results for traffic equilibrium problems are provided to verify that the method is effective for some practical problems.     

CONVERGENCE ANALYSIS ON ITERATIVE METHODS FOR SEMIDEFINITE SYSTEMS

The convergence analysis on the general iterative methods for the symmetric and positive semidefinite problems is presented in this paper. First, formulated are refined necessary and sumcient conditions for the energy norm convergence for iterative methods. Some illustrative examples for the conditions are also provided. The sharp convergence rate identity for the Gauss-Seidel method for the semidefinite system is obtained relying only on the pure matrix manipulations which guides us to obtain the convergence rate identity for the general successive subspace correction methods. The convergence rate identity for the successive subspace correction methods is obtained under the new conditions that the local correction schemes possess the local energy norm convergence. A convergence rate estimate is then derived in terms of the exact subspace solvers and the parameters that appear in the conditions. The uniform convergence of multigrid method for a model problem is proved by the convergence rate identity. The work can be regradled as unified and simplified analysis on the convergence of iteration methods for semidefinite problems [8, 9].     

ENERGY ESTIMATES FOR DELAY DIFFUSION-REACTION EQUATIONS

In this paper we consider nonlinear delay diffusion-reaction equations with initial and Dirichlet boundary conditions. The behaviour and the stability of the solution of such initial boundary value problems （IBVPs） are studied using the energy method. Simple numerical methods are considered for the computation of numerical approximations to the solution of the nonlinear IBVPs. Using the discrete energy method we study the stability and convergence of the numerical approximations. Numerical experiments are carried out to illustrate our theoretical results.     

Jacobi Elliptic Numerical Solutions for the Time Fractional Variant Boussinesq Equations

The fractional derivatives in the sense of Caputo, and the homotopy perturbation method are used to construct the approximate solutions for nonlinear variant Boussinesq equations with respect to time fractional derivative. This method is efficient and powerful in solving wide classes of nonlinear evolution fractional order equations.     

UNIFORM QUADRATIC CONVERGENCE OF A MONOTONE WEIGHTED AVERAGE METHOD FOR SEMILINEAR SINGULARLY PERTURBED PARABOLIC PROBLEMS＊

This paper deals with a monotone weighted average iterative method for solving semilinear singularly perturbed parabolic problems. Monotone sequences, based on the ac- celerated monotone iterative method, are constructed for a nonlinear difference scheme which approximates the semilinear parabolic problem. This monotone convergence leads to the existence-uniqueness theorem. An analysis of uniform convergence of the monotone weighted average iterative method to the solutions of the nonlinear difference scheme and continuous problem is given. Numerical experiments are presented.     

SOLUTION OF SYSTEM OF FRACTIONAL DIFFERENTIAL EQUATIONS BY ADOMIAN DECOMPOSITION METHOD

The aim of this paper is to apply the relatively new Adomian decomposition method to solving the system of linear fractional, in the sense of Riemann-Liouville and Caputo respectively, differential equations. The solutions are expressed in terms of Mittag-Leffler functions of matric argument. The Adomian decomposition method is straightforward, applicable for broader problems and avoids the difficulties in applying integral transforms. As the order is 1, the result here is simplified to that of first order differential equation.     

一类各向异性外问题的非重叠型区域分解算法

In this paper, based on the natural integral operator on elliptic boundary, a nonoverlapping domain decomposition method is presented for a kind of anisotropic elliptic problem with constant coefficients in an exterior domain, and the convergence of the method is analyzed. The choice of the relaxition factor is discussed.Some numerical examples are given. Theoretical analysis as well as numerical examples show that our method is performance.     

BOUNDARY VALUE METHODS FOR CAPUTO FRACTIONAL DIFFERENTIAL EQUATIONS

This paper deals with the numerical computation and analysis for Caputo fractional differential equations(CFDEs).By combining the p-order boundary value methods(B-VMs)and the m-th Lagrange interpolation,a type of extended BVMs for the CFDEs with y-order(0相似文献   

LOCAL GAUSSIAN-COLLOCATION SCHEME TO APPROXIMATE THE SOLUTION OF NONLINEAR FRACTIONAL DIFFERENTIAL EQUATIONS USING VOLTERRA INTEGRAL EQUATIONS

This work describes an accurate and effective method for numerically solving a class of nonlinear fractional differential equations.To start the method,we equivalently convert these types of differential equations to nonlinear fractional Volterra integral equations of the second kind by integrating from both sides of them.Afterward,the solution of the mentioned Volterra integral equations can be estimated using the collocation method based on locally supported Gaussian functions.The local Gaussian-collocation scheme estimates the unknown function utilizing a small set of data instead of all points in the solution domain,so the proposed method uses much less computer memory and volume computing in comparison with global cases.We apply the composite non-uniform Gauss-Legendre quadrature formula to estimate singular-fractional integrals in the method.Because of the fact that the proposed scheme requires no cell structures on the domain,it is a meshless method.Furthermore,we obtain the error analysis of the proposed method and demon-strate that the convergence rate of the approach is arbitrarily high.Illustrative examples clearly show the reliability and efficiency of the new technique and confirm the theoretical error estimates.     

Weak Galerkin finite element method for valuation of American options

We introduce a weak Galerkin finite element method for the valuation of American options governed by the Black-Scholes equation. In order to implement, we need to solve the optimal exercise boundary and then introduce an artificial boundary to make the computational domain bounded. For the optimal exercise boundary, which satisfies a nonlinear Volterra integral equation, it is resolved by a higher-order collocation method based on graded meshes. With the computed optimal exercise boundary, the front-fixing technique is employed to transform the free boundary problem to a one- dimensional parabolic problem in a half infinite area. For the other spatial domain boundary, a perfectly matched layer is used to truncate the unbounded domain and carry out the computation. Finally, the resulting initial-boundary value problems are solved by weak Galerkin finite element method, and numerical examples are provided to illustrate the efficiency of the method.     

Frozen Landweber Iteration for Nonlinear Ill-Posed Problems

In this paper we propose a modification of the Landweber iteration termed frozen Landweberiteration for nonlinear ill-posed problems.A convergence analysis for this iteration is presented.The numericalperformance of this frozen Landweber iteration for a nonlinear Hammerstein integral equation is compared withthat of the Landweber iteration.We obtain a shorter running time of the frozen Landweber iteration based onthe same convergence accuracy.     

MIXED FINITE ELEMENT METHODS FOR FRACTIONAL NAVIER-STOKES EQUATIONS

This paper gives the detailed numerical analysis of mixed finite element method for fractional Navier-Stokes equations.The proposed method is based on the mixed finite element method in space and a finite difference scheme in time.The stability analyses of semi-discretization scheme and fully discrete scheme are discussed in detail.Furthermore,We give the convergence analysis for both semidiscrete and flly discrete schemes and then prove that the numerical solution converges the exact one with order O(h2+k),where h and k:respectively denote the space step size and the time step size.Finally,numerical examples are presented to demonstrate the effectiveness of our numerical methods.     

A dual-relax penalty function approach for solving nonlinear bilevel programming with linear lower level problem

The penalty function method, presented many years ago, is an important numerical method for the mathematical programming problems. In this article, we propose a dual-relax penalty function approach, which is significantly different from penalty function approach existing for solving the bilevel programming, to solve the nonlinear bilevel programming with linear lower level problem. Our algorithm will redound to the error analysis for computing an approximate solution to the bilevel programming. The error estimate is obtained among the optimal objective function value of the dual-relax penalty problem and of the original bilevel programming problem. An example is illustrated to show the feasibility of the proposed approach.     

THE COUPLING OF NATURAL BOUNDARY ELEMENT AND FINITE ELEMENT METHOD FOR 2D HYPERBOLIC EQUATIONS

In this paper, we investigate the coupling of natural boundary element and finite element methods of exterior initial boundary value problems for hyperbolic equations. The governing equation is first discretized in time, leading to a time-step scheme, where an exterior elliptic problem has to be solved in each time step. Second, a circular artificial boundary FR consisting of a circle of radius R is introduced, the original problem in an unbounded domain is transformed into the nonlocal boundary value problem in abounded subdomain. And the natural integral equation and the Poisson integral formula are obtained in the infinite domainΩ2 outside circle of radius R. The coupled variational formulation is given. Only the function itself, not its normal derivative at artificial boundary ΓR, appears in the variational equation, so that the unknown numbers are reducedand the boundary element stiffness matrix has a few different elements. Such a coupled method is superior to the one based on direct boundary element method. This paper discusses finite element discretization for variational problem and its corresponding numerical technique, and the convergence for the numerical solutions. Finally, the numerical example is presented to illustrate feasibility and efficiency of this method.     

VARIABLE MESH FINITE DIFFERENCE METHOD FOR SELF-ADJOINT SINGULARLY PERTURBED TWO-POINT BOUNDARY VALUE PROBLEMS

A numerical method based on finite difference method with variable mesh is given for self-adjoint singularly perturbed two-point boundary value problems. To obtain parameter- uniform convergence, a variable mesh is constructed, which is dense in the boundary layer region and coarse in the outer region. The uniform convergence analysis of the method is discussed. The original problem is reduced to its normal form and the reduced problem is solved by finite difference method taking variable mesh. To support the efficiency of the method, several numerical examples have been considered.     

AN EFFECTIVE CONTINUOUS ALGORITHM FOR APPROXIMATE SOLUTIONS OF LARGE SCALE MAX-CUT PROBLEMS

An effective continuous algorithm is proposed to find approximate solutions of NP-hardmax-cut problems.The algorithm relaxes the max-cut problem into a continuous nonlinearprogramming problem by replacing n discrete constraints in the original problem with onesingle continuous constraint.A feasible direction method is designed to solve the resultingnonlinear programming problem.The method employs only the gradient evaluations ofthe objective function,and no any matrix calculations and no line searches are required.This greatly reduces the calculation cost of the method,and is suitable for the solutionof large size max-cut problems.The convergence properties of the proposed method toKKT points of the nonlinear programming are analyzed.If the solution obtained by theproposed method is a global solution of the nonlinear programming problem,the solutionwill provide an upper bound on the max-cut value.Then an approximate solution to themax-cut problem is generated from the solution of the nonlinear programming and providesa lower bound on the max-cut value.Numerical experiments and comparisons on somemax-cut test problems(small and large size)show that the proposed algorithm is efficientto get the exact solutions for all small test problems and well satisfied solutions for mostof the large size test problems with less calculation costs.