一类非线性离散系统的指数二分性及其在数值分析和计算中的应用

本文中我们考虑一类二阶非线性常微分方程的边值问题的迎风差分格式.我们运用奇异摄动方法构造了该迎风差分方程解的渐近近似,并利用指数二分性理论证明了有一个低阶方程其解是该迎风方程式的在边界外的一个良好近似.我们还构造了校正项,使校正项与低阶方程的解之和是一个渐近近似.最后一些数值例子用于显示本文方法的应用.     

Near-field and far-field approximations by the Adomian and asymptotic decomposition methods

The Adomian decomposition method and the asymptotic decomposition method give the near-field approximate solution and far-field approximate solution, respectively, for linear and nonlinear differential equations. The Padé approximants give solution continuation of series solutions, but the continuation is usually effective only on some finite domain, and it can not always give the asymptotic behavior as the independent variables approach infinity. We investigate the global approximate solution by matching the near-field approximation derived from the Adomian decomposition method with the far-field approximation derived from the asymptotic decomposition method for linear and nonlinear differential equations. For several examples we find that there exists an overlap between the near-field approximation and the far-field approximation, so we can match them to obtain a global approximate solution. For other nonlinear examples where the series solution from the Adomian decomposition method has a finite convergent domain, we can match the Padé approximant of the near-field approximation with the far-field approximation to obtain a global approximate solution representing the true, entire solution over an infinite domain.     

Nonlinearly Coupled KdV Equations Describing the Interaction of Equatorial and Midlatitude Rossby Waves

Amplitude equations governing the nonlinear resonant interaction of equatorial baroclinic and barotropic Rossby waves were derived by Majda and Biello and used as a model for long range interactions （teleconnections） between the tropical and midlatitude troposphere. An overview of that derivation is nonlinear wave theory, but not in atmospheric presented and geared to readers versed in sciences. In the course of the derivation, two other sets of asymptotic equations are presented： the long equatorial wave equations and the weakly nonlinear, long equatorial wave equations. A linear transformation recasts the amplitude equations as nonlinear and linearly coupled KdV equations governing the amplitude of two types of modes, each of which consists of a coupled tropical/midlatitude flow. In the limit of Rossby waves with equal dispersion, the transformed amplitude equations become two KdV equations coupled only through nonlinear fluxes. Four numerical integrations are presented which show （i） the interaction of two solitons, one from either mode, （ii） and （iii） the interaction of a soliton in the presence of different mean wind shears, and （iv） the interaction of two solitons mediated by the presence of a mean wind shear.     

Stability analysis based on nonlinear inhomogeneous approximation

The asymptotic stability of zero solutions for essentially nonlinear systems of differential equations in triangular inhomogeneous approximation is studied. Conditions under which perturbations do not affect the asymptotic stability of the zero solution are determined by using the direct Lyapunov method. Stability criteria are stated in the form of inequalities between perturbation orders and the orders of homogeneity of functions involved in the nonlinear approximation system under consideration.     

一类广义非线性强阻尼扰动发展方程的行波解

研究了一类非线性强阻尼广义扰动发展方程问题.它们在数学、力学、物理学等领域中广泛出现.首先,引入一个行波变换,把相应的偏微分方程问题转化为行波方程问题并求出原典型问题的精确解.再用小参数方法和引入伸长变量构造了问题的渐近解.最后, 用泛函分析的不动点理论证明了原非线性强阻尼广义扰动发展方程初值问题渐近行波解的存在性,并证明渐近解具有较高的精度和一致有效性.该文求得的渐近解是一个解析展开式, 所以它还可继续进行解析运算, 而单纯用数值模拟的方法是不行的.     

Asymptotic behavior and decay rate estimates for a class of semilinear evolution equations of mixed order

In this article we present a unified approach to study the asymptotic behavior and the decay rate to a steady state of bounded weak solutions of nonlinear, gradient-like evolution equations of mixed first and second order. The proof of convergence is based on the Lojasiewicz-Simon inequality, the construction of an appropriate Lyapunov functional, and some differential inequalities. Applications are given to nonautonomous semilinear wave and heat equations with dissipative, dynamical boundary conditions, a nonlinear hyperbolic-parabolic partial differential equation, a damped wave equation and some coupled system.     

An efficient nonlinear iteration scheme for nonlinear parabolic-hyperbolic system

A nonlinear iteration method named the Picard-Newton iteration is studied for a two-dimensional nonlinear coupled parabolic-hyperbolic system. It serves as an efficient method to solve a nonlinear discrete scheme with second spatial and temporal accuracy. The nonlinear iteration scheme is constructed with a linearization-discretization approach through discretizing the linearized systems of the original nonlinear partial differential equations. It can be viewed as an improved Picard iteration, and can accelerate convergence over the standard Picard iteration. Moreover, the discretization with second-order accuracy in both spatial and temporal variants is introduced to get the Picard-Newton iteration scheme. By using the energy estimate and inductive hypothesis reasoning, the difficulties arising from the nonlinearity and the coupling of different equation types are overcome. It follows that the rigorous theoretical analysis on the approximation of the solution of the Picard-Newton iteration scheme to the solution of the original continuous problem is obtained, which is different from the traditional error estimate that usually estimates the error between the solution of the nonlinear discrete scheme and the solution of the original problem. Moreover, such approximation is independent of the iteration number. Numerical experiments verify the theoretical result, and show that the Picard-Newton iteration scheme with second-order spatial and temporal accuracy is more accurate and efficient than that of first-order temporal accuracy.     

Small-amplitude dispersion oscillations on the background of the nonlinear geometric optic approximation

Analogues of the Pearcey integral describe the small dispersion influence on the beginning of spontaneous-vanishing processes for the nonlinear geometric optic approximation amplitude, which is a solution of equations of the focusing nonlinear Schrödinger equation type. The asymptotic behavior as x²+t²→∞ of these analogues is considered. For x²+t²→∞, the special functions under consideration have a domain of small-amplitude high-frequency oscillations, which occur on the background of the nonzero-amplitude nonlinear geometric optic approximation.     

On using the modified variational iteration method for solving the nonlinear coupled equations in the mathematical physics

This paper applied the modified variational iteration method to the nonlinear coupled partial differential equations via the generalized nonlinear Hirota Satsuma coupled KdV equations, the nonlinear coupled Kortewge–de Vries KdV equations and the nonlinear shallow water equations together with the initial conditions. The proposed modification is made by introducing Adomian’s polynomials in the correct functional. The suggested algorithm is quite efficient and is practically well suited for use in such problems. The proposed iterative scheme finds the solution without any discritization, liberalization, perturbation, or restrictive assumptions.     

Final state problem for a system of nonlinear Schrödinger equations with three wave interaction

We consider the asymptotic behavior of a solution to a system of quadratic nonlinear Schrödinger equations with three wave interaction in two dimensions. We construct a particular solution which has a mass transition phenomenon among three components periodically in time. This is based on the analysis for a system of ordinary differential equations which approximates the solution of the system of nonlinear Schrödinger equations.     

Existence, uniqueness and approximation of the solution of an ode with (infinitely many) state-dependent impulses via fixed mesh galerkin formulation

A fixed mesh variational formulation is used to establish existence and uniqueness of the solution of ordinary differential equations with (infinitely many) state-dependent impulses on the right-hand side. This approach gives a natural numerical scheme to approximate the solution. The convergence of the approximation is proved and its asymptotic order obtained.     

正倒向随机微分方程组的数值解法

1990年,Pardoux和Peng(彭实戈)解决了非线性倒向随机微分方程(backward stochastic differential equation,BSDE)解的存在唯一性问题,从而建立了正倒向随机微分方程组(forward backward stochastic differential equations,FBSDEs)的理论基础;之后,正倒向随机微分方程组得到了广泛研究,并被应用于众多研究领域中,如随机最优控制、偏微分方程、金融数学、风险度量、非线性期望等.近年来,正倒向随机微分方程组的数值求解研究获得了越来越多的关注,本文旨在基于正倒向随机微分方程组的特性,介绍正倒向随机微分方程组的主要数值求解方法.我们将重点介绍讨论求解FBSDEs的积分离散法和微分近似法,包括一步法和多步法,以及相应的数值分析和理论分析结果.微分近似法能构造出求解全耦合FBSDEs的高效高精度并行数值方法,并且该方法采用最简单的Euler方法求解正向随机微分方程,极大地简化了问题求解的复杂度.文章最后,我们尝试提出关于FBSDEs数值求解研究面临的一些亟待解决和具有挑战性的问题.     

Extensional wave motion in homogenous isotropic thermoelastic plate by using asymptotic method

The present investigation is concerned with the study of extensional wave motion in an infinite homogenous isotropic, thermoelastic plate by using asymptotic method. The governing equation for the extensional wave motions have been derived from the system of three-dimensional dynamical equations of linear coupled theory of thermoelasticity. All coefficients of the differential operator are expressed as explicit functions of the material parameters. The velocity dispersion equation for the extensional wave motion is deduced from the three-dimensional analog of Rayleigh–Lamb frequency equation for thermoelastic plate waves. The approximations for long and short waves and expression for group velocity are also derived. The thermoelastic Rayleigh–Lamb frequency equations for the considered plate are expanded in power series in order to obtain polynomial frequency and velocity dispersion relations whose equivalence is established to that of asymptotic method. The dispersion curves for phase velocity and attenuation coefficient are shown graphically for extensional wave motion of the plates.     

一类非线性波动方程的非协调有限元方法

在半离散格式下,研究了一类非线性波动方程的非协调有限元逼近.首先证明了该格式解的存在性和唯一性,给出了稳定性分析和误差分析,其次得到了最优的误差估计.     

An efficient nonlinear iteration scheme for nonlinear parabolic–hyperbolic system

A nonlinear iteration method named the Picard–Newton iteration is studied for a two-dimensional nonlinear coupled parabolic–hyperbolic system. It serves as an efficient method to solve a nonlinear discrete scheme with second spatial and temporal accuracy. The nonlinear iteration scheme is constructed with a linearization–discretization approach through discretizing the linearized systems of the original nonlinear partial differential equations. It can be viewed as an improved Picard iteration, and can accelerate convergence over the standard Picard iteration. Moreover, the discretization with second-order accuracy in both spatial and temporal variants is introduced to get the Picard–Newton iteration scheme. By using the energy estimate and inductive hypothesis reasoning, the difficulties arising from the nonlinearity and the coupling of different equation types are overcome. It follows that the rigorous theoretical analysis on the approximation of the solution of the Picard–Newton iteration scheme to the solution of the original continuous problem is obtained, which is different from the traditional error estimate that usually estimates the error between the solution of the nonlinear discrete scheme and the solution of the original problem. Moreover, such approximation is independent of the iteration number. Numerical experiments verify the theoretical result, and show that the Picard–Newton iteration scheme with second-order spatial and temporal accuracy is more accurate and efficient than that of first-order temporal accuracy.     

非线性耦合Klein-Gordon方程组和耦合Schr\"{o}dinger-Boussinesq方程组的双行波解

本文提出了一种全新复合$(\frac{G''}{G})$展开方法,运用这种新方法并借助符号计算软件构造了非线性耦合Klein-Gordon方程组和耦合Schr\"{o}dinger-Boussinesq方程组的多种双行波解,包括双双曲正切函数解,双正切函数解,双有理函数解以及它们的混合解. 复合$(\frac{G''}{G})$展开方法不但直接有效地求出了两类非线性偏微分方程的双行波解,而且扩大了解的范围.这种新方法对于研究非线性偏微分方程具有广泛的应用意义.     

The dissipation of nonlinear dispersive waves: the case of asymptotically weak nonlinearity

It is proved herein that certain smooth, global solutions of a class of quasi-linear, dissipative wave equations have precisely the same leading order, long-time, asymptotic behavior as the solutions with the same initial data of the corresponding linearized equations. The solutions of the nonlinear equations are shown to be asymptotically self-similar with explicitly determined profiles. The equations considered have homogeneous nonlinearities and homogeneous dispersive and dissipative symbols. By relating these degrees of homogeneous to the leading order asymptotic behavior of the Fourier transform of the initial data near k= 0, different classes of long-time asymptotic behavior are characterized. These results cover the case where dissipation is not asymptotically negligible in comparison with dispersion, and where nonlinear effect are asymptotically negligible in comparison with linear effect, i.e., dissipation and dispersion. They always hold for solutions with "small" initial data. In most circumstances however a new a priori bound on certain negative homogeneous Sobolev norms of solutions is obtained, which implies that any solution, even one which is initially "large" will eventually satisfy the smallness condition, and hence will have the above described asymptotic behavior     

A nonlinear iteration method for solving a two-dimensional nonlinear coupled system of parabolic and hyperbolic equations

A nonlinear iteration method for solving a class of two-dimensional nonlinear coupled systems of parabolic and hyperbolic equations is studied. A simple iterative finite difference scheme is designed; the calculation complexity is reduced by decoupling the nonlinear system, and the precision is assured by timely evaluation updating. A strict theoretical analysis is carried out as regards the convergence and approximation properties of the iterative scheme, and the related stability and approximation properties of the nonlinear fully implicit finite difference (FIFD) scheme. The iterative algorithm has a linear constringent ratio; its solution gives a second-order spatial approximation and first-order temporal approximation to the real solution. The corresponding nonlinear FIFD scheme is stable and gives the same order of approximation. Numerical tests verify the results of the theoretical analysis. The discrete functional analysis and inductive hypothesis reasoning techniques used in this paper are helpful for overcoming difficulties arising from the nonlinearity and coupling and lead to a related theoretical analysis for nonlinear FI schemes.