双调和方程Schwarz区域分解算法的Fourier分析

Schwarz方法是一类重要的区域分解算法,以Fourier变换作为分析工具,推导了经典Schwarz交替迭代法和加性Schwarz迭代法用于求解双调和方程的误差传播阵及其谱半径的准确表达式,不但从新的角度更简洁地证明了Schwarz交替迭代法和加性schwarz迭代法的收敛性,还刻画了其收敛速度,以及收敛速度随子区域的重叠程度变化而变化的情况,所得结果不依赖于任何未知常数,不受具体离散方法的影响,同时表明经典Schwarz交替迭代法具有比加性Schwarz方法快1倍的收敛速度.     

On the Equivalence of Transmission Problems in Nonoverlapping Domain Decomposition Methods for Quasilinear PDEs

We consider a general quasilinear model problem of second order in divergence form on a Lipschitz domain, where the latter is divided arbitrarily in finitely many Lipschitz subdomains. Regarding this decomposition, several transmission problems, being equivalent to the model problem in a weak sense, are constructed. Thereby, no regularity assumption on the solution beyond H ¹ is necessary. Furthermore, we do not need additional smoothness conditions on the boundaries of the subdomains and decompositions with crosspoints are admissible.     

On Error Estimate of Space-Time Finite Element Methods for Parabolic Equations in a Time-Dependent Domain

We consider linear parabolic equations in a space-time domain with curved boundaries and nonhomogeneous Dirichlet boundary conditions and discuss their approximations with isoparametric space-time finite elements. A general error estimate is proved and applied to some elements of practical interest.     

基于几何非协调分解的区域分解方法误差分析

对三维可压线弹性问题采用一种基于几何非协调分解的区域分解方法进行求解,证明了数值解具有最优误差估计.     

一类四阶变分不等式的两子区域分裂法

本文基于一类四阶变分不等式的等价形式,讨论无重叠的两子区域分裂法,给出了方法的计算步骤,并得到了收敛性的结论。     

求解HJB方程的区域分解法

本文提出了求解HJB方程的一种区域分解法,并证明了算法的收敛性,这种算法将[3]提出的两子域区域分解法推广到多子域的情形.     

Optimal Control in Heterogeneous Domain Decomposition Methods for Advection-Diffusion Equations

New domain decomposition methods (DDM) based on optimal control approach are introduced for the coupling of first and second order equations on overlapping subdomains. Several cost functionals and control functions are proposed. Uniqueness and existence results are proved for the coupled problem, and the convergence of iterative processes is analyzed. The work was supported by the Russian Foundation for Basic Research (04-01-00615) and it was partly carried out while the first author was visiting the IACS at EPFL.     

关于结构分解技术中两种分解方法的比较研究

投入产出技术中的结构分解技术被广泛的应用于经济系统的各个领域,但随着不同的经济分析的需要,发现传统的结构分解方法——算术分解法在分析效率、强度等指数型指标时存在一定的分解困难。因此,本文提出了广义指数分解方法的基本概念和一般解,通过模型建立、以及我国生产能源消耗量的实证分析,对两种分解方法进行比较。研究表明,两种分解方法适用不同的指标形式,广义指数分解法在分析指数型指标时,更具优势。     

含非线性源项障碍问题的乘性非重叠区域分解算法

本文提出了求解含非线性源项障碍问题一种乘性非重叠区域分解算法,其中子区域间的界面条件为Robin条件;得到了算法的收敛性.并通过数值算例说明,适当的Robin参数的选取可以大大提高算法的收敛速度.     

Multiscale Domain Decomposition Methods for Elliptic Problems with High Aspect Ratios

Abstract In this paper we study some nonoverlapping domain decomposition methods for solving a classof elliptic problems arising from composite materials and flows in porous media which contain many spatialscales. Our preconditioner differs from traditional domain decomposition preconditioners by using a coarsesolver which is adaptive to small scale heterogeneous features. While the convergence rate of traditional domaindecomposition algorithms using coarse solvers based on linear or polynomial interpolations may deteriorate inthe presence of rapid small scale oscillations or high aspect ratios, our preconditioner is applicable to multiple-scale problems without restrictive assumptions and seems to have a convergence rate nearly independent ofthe aspect ratio within the substructures. A rigorous convergence analysis based on the Schwarz framework iscarried out, and we demonstrate the efficiency and robustness of the proposed preconditioner through numericalexperiments which include problems with multipl     

含非线性源项的变分不等式的加性区域分解法

本文研究一类求解非线性变分不等式的加性区域分解法,其中区域分解为非重叠子区域,在界面上采用Robin条件,得到了算法的收敛性,而且数值算例表明,选取适合的Robin参数可加快算法的收敛速度.     

一类线性混合模型的谱分解估计

谱分解估计(SDE)是新近提出的关于线性混合模型参数的一种新的估计方法,此方法的一个突出特点是同时给出固定效应参数和方差分量的显式解估计．本文就含两个方差分量的线性混合模型,对谱分解估计的性质做了进一步的研究,获得了方差分量的SDE和方差分析估计相等的充分必要条件,证明了在一定的条件下方差分量的SDE为一致最小方差无偏估计．     

无穷凹角区域各向异性问题的重叠型区域分解算法

本文以凹角椭圆外区域上调和问题的自然边界归化为基础,提出了求解无穷凹角区域各向异性问题的重叠型区域分解算法,并分析了算法的收敛性及收敛速度.最后给出了数值例子,以示方法的可行性和有效性.     

风险值的估计及其周期分析

本文提出了两种风险值的估计方法，这两种方法均是先估计出收益的分布，然后求得分布左侧p分位点作为风险值的估计．第一种方法是用核估计方法得到收益的分布估计；第二种方法则是由分布的核估计算得收益的众数，引入所谓的广义半t分布拟合众数左侧的样本．文章以上证指数为实例验证了这两种方法的可行性与精确性．最后我们利用上述两种估计方法得到了上证指数风险值的波动主周期．     

On Fast Computations with the Inverse to Harmonic Potential Operators via Domain Decomposition

In this paper a method for fast computations with the inverse to weakly singular, hypersingular and double layer potential boundary integral operators associated with the Laplacian on Lipschitz domains is proposed and analyzed. It is based on the representation formulae suggested for above-mentioned boundary operations in terms of the Poincare-Steklov interface mappings generated by the special decompositions of the interior and exterior domains. Computations with the discrete counterparts of these formulae can be efficiently performed by iterative substructuring algorithms provided some asymptotically optimal techniques for treatment of interface operators on subdomain boundaries. For both two- and three-dimensional cases the computation cost and memory needs are of the order O(N log^p N) and O(N log² N), respectively, with 1 ≤ p ≤ 3, where N is the number of degrees of freedom on the boundary under consideration (some kinds of polygons and polyhedra). The proposed algorithms are well suited for serial and parallel computations.     

Optimal Coarse Grid Size in Domain Decomposition

1.IntroductionDomaindecomposition(DD)isaclassoftechniquesforsolvingellipticboundaryvalueproblemsinwhichthesolutionisobtainedbyiterstivelysolvingsmallersub-domainproblems.Thesemethodshavereceivedalotofstudyinrecentyears(see[6,1,2,7,1o]).TheyareattractivebecauseoftheirinherentpaxallelismandtheirOPtimalconvergencerates(i.e.independentofthemeshsize).TheoptimalityoftheconvergenceraterequiresthesolutionofacoarsegridproblemateaChiteration.ThestudyofhowtoincorporatesuchacoarsegridsolveinaDDmethodh…     

线性混合模型参数的部分岭型谱分解估计

对于随机效应部分为一般平衡多项分类的线性模型, 将王松桂等\ucite{1}提出的一种称之为谱分解估计(SDE)的参数估计新方法推广到具有病态设计阵的线性模型, 提出了部分岭型谱分解估计, 通过类似于主成分估计的降维模型变换, 可以很方便的研究它的抗干扰性和其它重要性质.本文的结果可以很方便的应用于Panel模型.     

On an A Priori Estimate for Solutions of an Elliptic Equation

In the investigation of the spectral theory of non-selfadjoint elliptic boundary value problems involving an indefinite weight function, there arises the problem of obtaining L^p a priori estimates for solutions about points of discontinuity of the weight function. Here we deal with this problem for the case where the weight function vanishes on a set of positive measure.     

Partition Property of Domain Decomposition Without Ellipticity

Partition property plays a central role in domain decomposition methods. Existing theory essentially assumes certain ellipticity. We prove the partition property for problems without ellipticity which are of practical importance. Example applications include implicit schemes applied to degenerate parabolic partial differential equations arising from superconductors, superfluids and liquid crystals. With this partition property, Schwarz algorithms can be applied to general non-elliptic problems with an $h$-independent optimal convergence rate. Application to the time-dependent Ginzburg-Landau model of superconductivity is illustrated and numerical results are presented.