Difference schemes for the numerical solution of the heat conduction equation with aftereffect

A family of grid methods is constructed for the numerical solution of the heat conduction equation in the general form with delay; the methods are based on the idea of separating the current state and the prehistory function. A theorem is obtained on the order of convergence of the methods, which uses the technique of proving similar statements for functional differential equations and methods from the general theory of difference schemes. Results of calculating test examples with constant and variable delay are presented.     

A note on the theory of immanants

General properties of immanants are derived with special emphasis on practical methods of computing them. A general theorem on the structure of the immanants of a skew-symmetric matrix of odd order is proven.     

Linear stability of general linear methods for systems of neutral delay differential equations

This paper is concerned with the numerical solution of delay differential equations (DDEs). We focus on the stability of general linear methods for systems of neutral DDEs with multiple delays. A type of interpolation procedure is considered for general linear methods. Linear stability properties of general linear methods with this interpolation procedure are investigated. Many extant results are unified.     

Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations

Abstract

A general class of stochastic Runge-Kutta methods for the weak approximation of Itô and Stratonovich stochastic differential equations with a multi-dimensional Wiener process is introduced. Colored rooted trees are used to derive an expansion of the solution process and of the approximation process calculated with the stochastic Runge-Kutta method. A theorem on general order conditions for the coefficients and the random variables of the stochastic Runge-Kutta method is proved by rooted tree analysis. This theorem can be applied for the derivation of stochastic Runge-Kutta methods converging with an arbitrarily high order.     

On the convergence of high resolution methods with multiple time scales for hyperbolic conservation laws

A class of finite volume methods based on standard high resolution schemes, but which allows spatially varying time steps, is described and analyzed. A maximum principle and the TVD property are verified for general advective flux, extending the previous theoretical work on local time stepping methods. Moreover, an entropy condition is verified which, with sufficient limiting, guarantees convergence to the entropy solution for convex flux.

     

The continued fraction methods for the solution of systems of linear equations

A class of iterative methods is presented for the solution of systems of linear equationsAx=b, whereA is a generalm ×n matrix. The methods are based on a development as a continued fraction of the inner product (r, r), wherer=b-Ax is the residual. The methods as defined are quite general and include some wellknown methods such as the minimal residual conjugate gradient method with one step.     

Three-level schemes of the alternating triangular method

In this paper, the schemes of the alternating triangular method are set out in the class of splitting methods used for the approximate solution of Cauchy problems for evolutionary problems. These schemes are based on splitting the problem operator into two operators that are conjugate transposes of each other. Economical schemes for the numerical solution of boundary value problems for parabolic equations are designed on the basis of an explicit-implicit splitting of the problem operator. The alternating triangular method is also of interest for the construction of numerical algorithms that solve boundary value problems for systems of partial differential equations and vector systems. The conventional schemes of the alternating triangular method used for first-order evolutionary equations are two-level ones. The approximation properties of such splitting methods can be improved by transiting to three-level schemes. Their construction is based on a general principle for improving the properties of difference schemes, namely, on the regularization principle of A.A. Samarskii. The analysis conducted in this paper is based on the general stability (or correctness) theory of operator-difference schemes.     

Asymptotic and numerical analysis of singular perturbation problems: A survey

This paper is intended to be a brief survey of the asymptotic and numerical analysis of singular perturbation problems. The purpose is to find out what problems are treated and what numerical/asymptotic methods are employed, with an eye toward the goal of developing general methods to solve such problems. A summary of the results of some recent methods is presented, and this leads to conclusions and recommendations about what methods to use on singular perturbation problems. Finally, some areas of current research are indicated. A bibliography of about 130 items is provided.     

On rates of convergence for approximations to the generalized inverse

A rate of convergence result for a general class of approximation methods for the generalized inverse of a bounded linear operator with arbitrary range is presented. Applications are given to a number of iterative and noniterative approximation techniques.     

比例延迟微分方程组具有刚性精度Runge-Kutta方法的稳定性分析

该文研究比例延迟微分方程组具有刚性精度变步长Runge-Kutta方法的渐近稳定性，给出了一类普遍意义下的变步长格式。证明当且仅当其稳定函数在无穷远点处的模小于1时，变步长Runge-Kutta方法渐近稳定。     

On the use of alternating chains and hypergraphs in edge coloring

Existence of some generalized edge colorings is proved by using the properties of hypergraphs as well as alternating chain methods. A general framework is given for edge colorings and some general properties of balancing are derived.     

Symmetric general linear methods

The article considers symmetric general linear methods, a class of numerical time integration methods which, like symmetric Runge–Kutta methods, are applicable to general time-reversible differential equations, not just those derived from separable second-order problems. A definition of time-reversal symmetry is formulated for general linear methods, and criteria are found for the methods to be free of linear parasitism. It is shown that symmetric parasitism-free methods cannot be explicit, but such a method of order 4 is constructed with only one implicit stage. Several characterizations of symmetry are given, and connections are made with G-symplecticity. Symmetric methods are shown to be of even order, a suitable symmetric starting method is constructed and shown to be essentially unique. The underlying one-step method is shown to be time-symmetric.     

Sequential Quadratic Programming Methods for Large-Scale Problems

Sequential quadratic (SQP) programming methodsare the method of choice when solving small or medium-sized problems. Sincethey are complex methods they are difficult (but not impossible) to adapt tosolve large-scale problems. We start by discussing the difficulties that needto be addressed and then describe some general ideas that may be used toresolve these difficulties. A number of SQP codes have been written to solve specific applications and there is a general purposed SQP code called SNOPT,which is intended for general applications of a particular type. These aredescribed briefly together with the ideas on which they are based. Finally wediscuss new work on developing SQP methods using explicit second derivatives.     

A Globally Convergent Lagrangian Barrier Algorithm for Optimization with General Inequality Constraints and Simple Bounds

We consider the global and local convergence properties of a class of Lagrangian barrier methods for solving nonlinear programming problems. In such methods, simple bound constraints may be treated separately from more general constraints. The objective and general constraint functions are combined in a Lagrangian barrier function. A sequence of such functions are approximately minimized within the domain defined by the simple bounds. Global convergence of the sequence of generated iterates to a first-order stationary point for the original problem is established. Furthermore, possible numerical difficulties associated with barrier function methods are avoided as it is shown that a potentially troublesome penalty parameter is bounded away from zero. This paper is a companion to previous work of ours on augmented Lagrangian methods.

     

On a family of high-order iterative methods under gamma conditions with applications in denoising

We study a class of at least third order iterative methods for nonlinear equations on Banach spaces. A characterization of the convergence under Gamma-type conditions is presented. Though, in general, these methods are not very extended due to their computational costs, we can find examples in which they are competitive and even cheaper than other simpler methods. Indeed, we propose a new nonlinear mathematical model for the denoising of digital images, where the best method in the family has fourth order of convergence. Moreover, our family includes two-step Newton type methods with good numerical behavior in general. We center our analysis in both, analytic and computational, aspects.     

A difference scheme for the numerical solution of an advection equation with aftereffect

We propose a family of grid methods for the numerical solution of an advection equation with a time delay in a general form. The methods are based on the idea of separating the current state and the prehistory function. We prove the convergence of the second-order method coordinatewise and do that of the first-order with respect to time. The proof is based on techniques applied for proving analogous theorems for functional differential equations and on the general theory of difference schemes. We illustrate the obtained results with a test example.     

常微分方程向前步组合离散化方法

一、一般理论 关于常微分方程组初值问题的数值求解,[1]首先提出:对方程组中各个微分方程采用不同的数值积分公式和不同的积分步长同时进行数值积分的思想.由这种思想构造的算法称为组合算法,在大系统的数字仿真等数值计算中得到了广泛的应用.国外正在发展的多速率算法或多帧速算法,是它的特例.由于并行处理机系统的迅速发展,这类算法将会得到更广泛的应用和进一步的研究.     

Computational experience with penalty-barrier methods for nonlinear programming

It was recently shown that modified barrier methods are not only theoretically but also computationally superior to classic barrier methods when applied to general nonlinear problems. In this paper, a penalty-barrier function is presented that was designed to overcome particular problems associated with modified log-barrier functions. A quadratic extrapolation of logarithmic terms as well as handling simple bounds separately are utilized. The resulting penalty-barrier method is outlined and compared to previous methods. The conclusion drawn from the computational tests is that the revised method exhibits superior performance on the test set of this study and consequently holds promise as a viable technique for general nonlinear programming.     

Formalization of a synthesis problem and methods for its solution

A formal formulation is proposed for the synthesis problem of finding objects with certain properties described only by a collection of precedents. A key feature of this formalization is that it is closely related to the pattern recognition theory. A general approach to solving the synthesis problem is described, and particular solution methods are presented in two important cases. For this purpose, a new recognition method is proposed that exhibits a high speed as applied to the data of the structure under study. The performance of the methods is demonstrated on actual data.     

On the Derivation of the Quasi-steady Model in Electrochemical Machining

The use is discussed of the quasi-steady model, based on theirrotationality of the electric field between the electroded,in electrochemical machining. The general equations are derivedwhich describe the process. From Maxwell's equations, a non-dimensionalparameter, dependent on the physical characteristics of theprocess, is derived. When this paramter is sufficiently small,the electric field is shown to be appromimately irrotational.A quasi-steady model is then formulated in terms of Laplace'sequation togther with an equation relating the change of themode anode surface with the electric field evaluated at theanode surface. This equation can be derived from Ohm's and Faraday'slaws. Different methods for solving the associated boundaryvalue problem are discussed.