On Stability and Convergence of the Finite Difference Methods for the Nonlinear Pseudo-Parabolic System

In this paper, we deal with the finite difference method for the initial boundary value problem of the nonlinear pseudo-parabolic system $(-1)^Mu_t+A(x,t,u,u_x,\cdots,u_x 2M-1)u_x2M_t=F(x,t,u,u_x,\cdots,u_x 2M)$,$u_xk(o,t)=\psi_{0k}(t), u_xk(L,t)=\psi_{1k}(t),k=0,1,\cdots,M-1,u(x,0)=\phi (x)$ in the rectangular domain $D=[0\leq X\leq L,0\leq t\leq T]$, where $u(x,t)=(u_1(x,t),u_2(x,t),\cdots,u_m(x,t)),\phi (x),\psi_{0k}(t),\psi_{1k}(t),F(x,t,u,u_x,\cdots,u_x 2M)$ are $m$-dimensional vector functions, and $A(x,t,u,u_x,\cdots,u_x2M-1)$ is an $m\times m$ positive definite matrix. The existence and uniqueness of solution for the finite difference system are proved by fixed-point theory. Stability, convergence and error estimates are derived.     

有限时滞差分方程的稳定性

在本文中,作者建立了一些定理可以确保系统：x(n 1)=f(n,xn）（1）为一致稳定、渐近稳定或一致渐近稳定。在所获得的定理中,不要求△V为常负,这里△V（n,xn)≡V(n 1,x(n 1)-V(n,x(n))=V(n 1,f(n,xn)))-V(n,x(n)),特别地,在定理1中,△V甚至可以恒为正,这大大地改进了已有结果并且更加便于应用。     

差异驱动型评价方法的稳定性及差异凸显能力比较

针对综合评价中方法种类繁多且无统一比较标准的问题,选取了四种突出被评价对象之间差异的评价方法,采用随机模拟的方式分别从评价方法的稳定性及对差异的凸显能力两个方面进行了比较分析。得出了四种方法稳定性由高到低分别为均方差法、最大离差法、熵值法、拉开档次法,且评价方法的稳定性越高,则其对差异的凸显能力反而越差的结论。该研究不仅验证了差异驱动型评价方法的相关特性,为评价者关于评价方法的选取提供了参考意见,而且随机模拟方法的应用,可为类似的多评价方法的比较问题提供技术参考。     

Some Stability Inequalities for Compact Finite Difference Schemes

For finite difference schemes of compact form on nonuniform grids approximating m-th order two-point boundary value problems stability inequalities are proved which use a norm analogous to the Spijker-norm in the case of multistep methods. The results are applied to a number of finite difference schemes for which they establish a higher order of convergence than naively expected.     

Characteristics神经传播方程的特征差分及特征有限元方法(英文)

给出矩形域上神经传播方程的两层特征差分及特征有限元格式 ,并且证明了 l2 和L 2模误差估计是最优的 .     

神经传播方程的特征差分及特征有限元方法

给出矩形域上神经传播方程的两层特征差分及特征有限元格式,并且证明了l2和L2模误差估计是最优的.     

The Finite Difference Methods for Fractional Ordinary Differential Equations

Fractional finite difference methods are useful to solve the fractional differential equations. The aim of this article is to prove the stability and convergence of the fractional Euler method, the fractional Adams method and the high order methods based on the convolution formula by using the generalized discrete Gronwall inequality. Numerical experiments are also presented, which verify the theoretical analysis.     

High Accuracy for Mixes Finite Element Methods in Raviart-Thomas Element

1.IntroductionWeconsiderthemixedmethodsoftheNeumannboundaryvaJueproblemp+7u=oinfl,divp=jinfl,(1)p'n=Oonofl,whereflCR2isaboundeddomainwithboundariesparaJleltoaxes,nistheouterunitnormaJtoOfl.DenoteHo(div)={qEH(div),q'n=oonofl},thenwecanwritetheweakformulationof(1)asfollows:Find(u,p)EL'(n)xHo(div)suchthat(p,q)-(u,divq)+(v,divp)=(f,v),V(v,q)eL'(fl)xHo(div).(2)LetVhxPhCL'(fl)xHo(div)beapairoffiniteelementspaceswithrespecttoTh,auinformrectangularmeshwiththesize2h.Thenthemiredfiniteelementa…     

一类求解常微分方程的有限差分法

基于数值积分公式中间点的渐近性质,获得了一类求解常微分方程初值问题有限差分方法,研究了新方法的相容性和稳定性.数值算例显示了新方法的有效性.     

解含转向点问题的完全指数型拟合差分方法

本文对含转向点的微分方程边值问题建立了完全指数型拟合差分格式,证明了此格式具有一阶一致收敛性.推广了Miller[1]的方法,简化了证明过程.数值结果表明本格式比Il'in[2]格式要好.     

Stability and Accuracy of Inexact Interior Point Methods for Convex Quadratic Programming

We consider primal–dual interior point methods where the linear system arising at each iteration is formulated in the reduced (augmented) form and solved approximately. Focusing on the iterates close to a solution, we analyze the accuracy of the so-called inexact step, i.e., the step that solves the unreduced system, when combining the effects of both different levels of accuracy in the inexact computation and different processes for retrieving the step after block elimination. Our analysis is general and includes as special cases sources of inexactness due either to roundoff and computational errors or to the iterative solution of the augmented system using typical procedures. In the roundoff case, we recover and extend some known results.     

提高反应—扩散方程有限差分格式的稳定性问题

This paper deals with the special nonlinear reaction-diffusion equation.The finite difference scheme with incremental unknowns approximating to the differential equation (2.1) is set up by means of introducing incremental unknowns methods.Through the stability analyzing for the scheme,it was shown that the stability conditions of the finite difference schemes with the incremental unknowns are greatly improved when compared with the stability conditions of the corresponding classic difference scheme.     

耦合有限元空间上Poisson方程的广义差分法

本文讨论了耦合有限元空间上Poisson方程的一种广义差分法 ,试探函数空间为耦合的有限元空间 ,检验函数空间为与对偶单元相对应的分片常数空间 ,并给出了误差估计 .     

一类非线性反应-扩散方程有限差分格式的稳定性研究

In the article,the fully discrete finite difference scheme for a type of nonlinear reaction-diffusion equation is established.Then the new function space is introduced and the stability problem for the finite difference scheme is discussed by means of variational approximation method in this function space.The approach used is of a simple characteristic in gaining the stability condition of the scheme.     

Spline Finite Difference Methods and Their Extrapolation for Singular Two-Point Boundary Value Problems

In this paper we consider a class of singular two-point boundary value problem: $(x^αu')'=f(x,u),u(0)=A,u(1)=B,0＜α＜1$. The asymptotic expression of the spline finite difference solution for the problem is obtained. By using the asymptotic expression, Richardson's extrapolation can be done and the accuracy of numerical solution can be improved. Some numerical examples are given in illustration of this theory.     

时滞差分系统基于两种测度的极端稳定性

首先引入了时滞差分系统基于两种测度的极端稳定性概念,然后建立了一些关于时滞差分系统（犺０,犺）极端稳定性（极端一致稳定性,极端渐近稳定性,极端一致渐近稳定性）的判定准则．在所得到的定理中,对Δ犞的限制较弱,特别地,Δ犞甚至可以恒为正,从而便于实际应用．     

非饱和水流问题的迎风差分法及其数值模拟

本文考察了非饱和水流问题模型方程的守恒型迎风差分法.我们基于有限体积方法建立的非饱和流动的守恒形式,分别提出了一阶和二阶迎风差分格式,并对差分格式进行了误差估计,给出了收敛性定理.最后,数值模拟验证了计算格式的有效性.     

Acceleration of the Convergence in Finite Difference Method by Predictor-Corrector and Splitting Extrapolation Methods

Two types of combination methods for accelerating the convergence of the finite difference method are presented. The first is based on an interpolation principle (correction method) and the second one on extrapolation principle. They improve the convergence form $O(h^2)$ to $O(h^4)$. The main advantage when compared with standard methods, is that the computational work can be split into independent parts, which can be carried out in parallel.     

A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations

Abstract

The present article focuses on the use of difference methods together with Wong-Zakai methods in order to approximate the solutions of stochastic hyperbolic differential equations of Itô type. We prove convergence, consistency, and stability for the schemes we use. Whereby the consistency and stability imply convergence.     

Optimal Multigrid Methods with New Transfer Operators Based on Finite Difference Approximations

We constructed new interpolation operator in multigrid methods, which is efficient to transfer residual error from coarse grid to fine grid. This operator used idea of solving local residual equation using the standard stencil and the skewed stencil of the centered difference approximation to the Laplacian operator. We also compared our new multigrid methods with traditional multigrid methods, and found that new method is optimal.