Structured Backward Errors for Structured KKT Systems

In this paper we study structured backward errors for some structured KKT systems. Normwise structured backward errors for structured KKT systems are defined, and computable formulae of the structured backward errors are obtained. Simple numerical examples show that the structured backward errors may be much larger than the unstructured ones in some cases.     

IMinpert： An Incomplete Minimum Perturbation Algorithm for Large Unsymmetric Linear Systems

This paper gives the truncated version of the Minpert method:the incomplete minimum perturbation algorithm(IMinpert).It is based on an incomplete orthogonal- ization of the Krylov vectors in question,and gives a quasi-minimum backward error solution over the Krylov subspace.In order to make the practical implementation of IMinpert easy and convenient,we give another approximate version of the IMinpert method:A-IMinpert.Theoretical properties of the latter algorithm are discussed.Nu- merical experiments are reported to show the proposed method is effective in practice and is competitive with the Minpert algorithm.     

Pseudospectral Chebyshev Optimal Control of Constrained Nonlinear Dynamical Systems

A pseudospectral method for generating optimal trajectories of linear and nonlinear constrained dynamic systems is proposed. The method consists of representing the solution of the optimal control problem by an mth degree interpolating polynomial, using Chebyshev nodes, and then discretizing the problem using a cell-averaging technique. The optimal control problem is thereby transformed into an algebraic nonlinear programming problem. Due to its dynamic nature, the proposed method avoids many of the numerical difficulties typically encountered in solving standard optimal control problems. Furthermore, for discontinuous optimal control problems, we develop and implement a Chebyshev smoothing procedure which extracts the piecewise smooth solution from the oscillatory solution near the points of discontinuities. Numerical examples are provided, which confirm the convergence of the proposed method. Moreover, a comparison is made with optimal solutions obtained by closed-form analysis and/or other numerical methods in the literature.     

Modified Equations for Stochastic Differential Equations

We describe a backward error analysis for stochastic differential equations with respect to weak convergence. Modified equations are provided for forward and backward Euler approximations to Itô SDEs with additive noise, and extensions to other types of equation and approximation are discussed.     

Numerical Experience with a Class of Self-Scaling Quasi-Newton Algorithms

Self-scaling quasi-Newton methods for unconstrained optimization depend upon updating the Hessian approximation by a formula which depends on two parameters (say, and ) such that = 1, = 0, and = 1 yield the unscaled Broyden family, the BFGS update, and the DFP update, respectively. In previous work, conditions were obtained on these parameters that imply global and superlinear convergence for self-scaling methods on convex objective functions. This paper discusses the practical performance of several new algorithms designed to satisfy these conditions.     

一类离散动力系统的稳定性

研究一类作 为基因选择模 型的离散动力系 统ｙ ｎ ＋ １ ＝ ｙｎ ｅｂ（ １ － ２ ｙ ｎ － ｋ ）１－ ｙｎ ＋ ｙｎ ｅｂ（ １ － ２ ｙ ｎ － ｋ ） ,　ｎ ＝ ０,１,… ,的稳定性 ,其中 ｂ∈（０,∞）, Ｋ∈ ｛１,２,…｝     

Structural Analysis of One Class of Dynamical Systems

We develop the method of structural transformations of dynamical systems (proposed earlier by Koshlyakov) for systems containing nonconservative positional structures. The method under consideration is based on structural transformations that enable one to eliminate nonconservative positional terms from the original system without changing its stability properties.     

一类抛物型方程初值问题的随机数值算法

本文引入了求解二阶拟线性抛物型微分方程初值问题的一类新的数值算法一分层方法,这种数值方法是通过弱显式欧拉法离散其方程解的概率表示而得到的,相应地给出了该分层方法的收敛性结果.此外,还构造了基于插值的数值算法,最后提供了数值实验,得到的数值结果验证了获得的算法的精确性和有效性.     

多步Runge-Kutta方法关于一类多延迟系统的GPk-稳定性

本文多步Ｒｕｎｇｅ－Ｋｕｔｔａ方法关于延迟微分方程系统的渐近稳定性,在本文中我们证明了在适当条件下常微多步Ｒｕｎｇｅ－Ｋｕｔｔａ方法的Ａ－稳定性等价于相应求解多延迟微分方程系统的ＧＰｋ－稳定性。     

Long-Step Interior-Point Algorithms for a Class of Variational Inequalities with Monotone Operators

This paper describes two interior-point algorithms for solving a class of monotone variational inequalities defined over the intersection of an affine set and a closed convex set. The first algorithm is a long-step path-following method, and the second is an extension of the first, incorporating weights in the gradient of the barrier function. Global convergence of the algorithms is proven under the assumptions of monotonicity and differentiability of the operator.     

A Class of Large-Update and Small-Update Primal-Dual Interior-Point Algorithms for Linear Optimization

In this paper we present a class of polynomial primal-dual interior-point algorithms for linear optimization based on a new class of kernel functions. This class is fairly general and includes the classical logarithmic function, the prototype self-regular function, and non-self-regular kernel functions as special cases. The analysis of the algorithms in the paper follows the same line of arguments as in Bai et al. (SIAM J. Optim. 15:101–128, [2004]), where a variety of non-self-regular kernel functions were considered including the ones with linear and quadratic growth terms. However, the important case when the growth term is between linear and quadratic was not considered. The goal of this paper is to introduce such class of kernel functions and to show that the interior-point methods based on these functions have favorable complexity results. They match the currently best known iteration bounds for the prototype self-regular function with quadratic growth term, the simple non-self-regular function with linear growth term, and the classical logarithmic kernel function. In order to achieve these complexity results, several new arguments had to be used. This research is partially supported by the grant of National Science Foundation of China 10771133 and the Program of Shanghai Pujiang 06PJ14039.     

多步Runge-Kutta方法关于一类多延迟系统的GP_k-稳定性(英文)

本文涉及多步 Runge-Kutta方法关于多延迟微分方程系统的渐近稳定性 .在本文中我们证明了在适当条件下常微多步 Runge-Kutta方法的 A-稳定性等价于相应求解多延迟微分方程系统的GPk-稳定性 .     

Finite Volume Element Predictor-corrector Method for a Class of Nonlinear Parabolic Systems

A finite volume element predictor-corrector method for a class of nonlinear parabolic system of equations is presented and analyzed. Suboptimal L2 error estimate for the finite volume element predictor-corrector method is derived. A numerical experiment shows that the numerical results are consistent with theoretical analysis.     

一类具脉冲效应的p-Laplace系统周期解的存在性

通过利用临界点理论中的极小极大方法,考虑一类具脉冲效应的p-Laplace系统周期解的存在性,获得了一些新的存在性结果,所得结果推广并改进了某些已有的结果.     

定积分计算方法及其数值试验

以定积分概念所蕴含的数学思想和哲学思想为指导,给出定积分近似计算的两种方法,即定义法和蒙特卡罗方法,并借助Matlab软件编程对其加以验证,数值试验结果显示所给方法可行且有效．     

Energy drift in molecular dynamics simulations

In molecular dynamics, Hamiltonian systems of differential equations are numerically integrated using the Störmer–Verlet method. One feature of these simulations is that there is an unphysical drift in the energy of the system over long integration periods. We study this energy drift, by considering a representative system in which it can be easily observed and studied. We show that if the system is started in a random initial configuration, the error in energy of the numerically computed solution is well modeled as a continuous-time stochastic process: geometric Brownian motion. We discuss what in our model is likely to remain the same or to change if our approach is applied to more realistic molecular dynamics simulations.     

On Stability of Solutions to One Class of Nonlinear Difference Systems

We consider some class of systems of nonlinear ordinary differential equations. We adjust the difference schemes corresponding to the equations under study in order to guarantee agreement between differential and difference systems in the sense of stability of the zero solution. We obtain conditions under which perturbations do not violate the asymptotic stability of solutions to difference systems.     

一类二维离散动力系统的稳定性与分岔

本文利用正规则型理论讨论了一类二维离散动力系统的动力学性质,分析了其正平衡点的稳定性,并讨论了Neimark—Sacker分岔稳定性与方向。通过数值模拟验证了所得结果的正确性。     

Dynamical Systems Method (DSM) for general nonlinear equations

If F:H→H is a map in a Hilbert space H, , and there exists y such that F(y)=0, F^′(y)≠0, then equation F(u)=0 can be solved by a DSM (dynamical systems method). This method yields also a convergent iterative method for finding y, and this method converges at the rate of a geometric series. It is not assumed that y is the only solution to F(u)=0. A stable approximation to a solution of the equation F(u)=f is constructed by a DSM when f is unknown but f_δ is known, where f_δ−f≤δ.