关于人口发展方程半离散算法的研究

利用半离散的方法将人口发展方程的边界条件进行离散,离散后得到两个相应的偏微分方程模型,然后利用算子半群的理论证明了离散后的解都逼近原方程的解,从而证明这种半离散方法是可行的.     

两同型部件温贮备可修系统半离散化的研究

利用半离散的方法对两同型部件温贮备可修系统中的函数μ(x)进行离散,得到两个离散的方程,再利用算子半群的理论证明离散后方程的解收敛于原方程的解.     

一类带大小结构的多种群系统的半离散化

建立了一类具有大小结构的多种群系统的半离散模型,证明了半离散模型古典解的存在唯一性.     

一类带弱奇异核偏积分微分方程空间谱配置方法的全局性

借助拉普拉斯变换,运用谱配置方法研究一类线性偏积分微分方程的半离散问题,这类问题出现在粘弹性模型中.它是一种基于Gauss-Lobatto求积节点的配置方法.我们得到了空间半离散解的稳定性和收敛性结果.     

CVD全离散化的混合有限元解的数值模拟

在已有的对CVD化学方程半离散化和全离散化混合有限元解的存在性及其误差分析的基础上,对其全离散化混合有限元解进行了数值模拟,结果进一步表明了混合有限元解的高精度、易于计算的良好性质.     

半线性Sobolev方程的H~1-Galerkin混合有限元方法

利用H~1-Galerkin混合有限元方法研究了一维半线性Sobolev方程,得到了半离散解的最优阶误差估计,优点是不需验证LBB相容性条件.     

高维广义Kuramoto-Sivashinsky型方程全离散Fourier拟谱方法的大时间性态研究

在文~[1]中我们用Fourier拟谱方法讨论了广义Kuramoto-sivashinsky型方程的半离散近似解，得到了近似解的大时间误差估计、近似吸引子的存在性和收敛性。当进一步关于时间离散时，必须考虑全离散格式的大时间性态，由于原方程的解关于时间的导数u_1在t=     

线性森林定常发展系统半离散化的研究

利用半离散的方法将线性森林发展方程中的μ(r)进行离散,得到两个偏微分方程,进一步利用算子半群的理论证明离散后的解是收敛于原方程的解.     

两相同部件冷贮备可修系统半离散化的研究

利用半离散的方法将两相同部件冷贮备可修系统中的μ(x)进行离散,得到两个偏微分方程,进一步利用算子半群的理论证明离散后的解是收敛于原方程的解.     

二维土壤溶质输运问题的CN有限元法

首先给出二维土壤溶质输运问题时间二阶精度的Crank-Nicolson(CN)时间半离散化格式,然后直接从CN时间半离散化格式出发,建立具有时间二阶精度的全离散化CN有限元格式,并给出CN有限元解的误差分析,最后用数值例子验证全离散化CN有限元格式的优越性.这种方法提高了时间离散的精度,并极大地减少时间方向的迭代步,从而减少实际计算中截断误差的积累,提高计算精度和计算效率.而且方法绕开对空间变量半离散化有限元格式的讨论,使得理论研究更简便.     

基于支持向量机的武器系统参数费用模型

在武器系统分析中,建立武器参数费用模型时,首先要挑选特征参数,这里采用R ough理论中的知识约简方法选择武器的特征参数;利用支持向量机建立了参数费用模型;给出了实例和解决此问题的支持向量机源程序.通过实例与线性回归法和神经网络法的结果进行了比较,结果表明支持向量机比较精确和简单.     

复合材料旋转壳非线性稳定性分析计算

利用前屈曲一致理论和能量变分法分析计算了复合材料旋转壳非线性稳定性.前屈曲应变-位移关系采用非线性的卡门方程,能量积分采用数值积分,用势能最小原理求解前屈曲位移和内力,提出了求解临界载荷的实用计算方法,用FORTRAN语言编制了相应的计算机程序,并给出了算例.     

A COLUMN-SECANT UPDATE TECHNIQUE FOR SOLVING SYSTEM OF NONLINEAR EQUATIONS

In this paper,we present a column-secant modification of the SCC method,which is called the CSSCC method.The CSSCC method uses function values more efficiently than the SCC method,and it is shown that the CSSCC method has better local q-convergence and r-convergence rates than the SCC method.The numerical results show that the CSSCC method is competitive with some well known methods for some standard test problems.     

Interactive bicriterion solution method and its application to critical path method problems

An interactive solution method is developed for bicriterion mathematical programming (BCMP) problems. The new method, called the dichotomous bicriterion mathematical programming (DBCMP) method, combines Tchebycheff theory and the existing paired comparison method (PCM). The DBCMP method is then compared with the PCM method based on critical path method problems with two conflicting objectives: minimizing the total crashing cost and minimizing the total project completion time. The extension of the DBCMP method to BCMP problems with multiple decision makers is also discussed.     

基于蒙特卡洛仿真的理想点决策方法及其应用

首先分析了传统TOPS IS方法的基本原理和计算步骤,指出了传统TOPS IS方法应用时存在的限制与不足,提出了基于计算机蒙特卡洛仿真方法与传统理想点方法相结合的思想,该方法可以利用评测所给的区间值,既方便表述评测结果,也充分利用了评测结果,更加接近实际情况,因而,有助于提高决策质量.最后,通过复杂工程系统设计决策一个算例验证了该法的可行性与有效性.     

正则参数求解的微分进化算法

研究了正则化方法中正则参数的求解问题,提出了利用微分进化算法获取正则参数.微分进化算法属于全局最优化算法,具有鲁棒性强、收敛速度快、计算精度高的优点.把正则参数的求解问题转化为非线性优化问题,通过保持在解空间不同区域中各个点的搜索,以最大的概率找到问题的全局最优解,同时还利用数值模拟将此方法与广义交叉原理、L-曲线准则、逆最优准则等进行了对比,数值模拟结果表明该方法具有一定的可行性和有效性.     

自适应多重网格法与超松弛法的比较

多重网格法(Multiple Grid Method,简称M-G方法)是近年来出现的快速方法之一,本文在M-G方法中采用自适应控制层间转换的技术,并将自适应M-G方法与G-S迭代方法及SOR迭代方,法进行了比较。其计算结果表明,自适应M-G方法的计算量比G-S迭代及SOR迭代少得多,当M-G方法所用层数为4-6层,这种优越性就更加明显,且自适应M-G方法中选取控制参数有很大的灵活性。     

GL method for solving equations in math-physics and engineering

In this paper, we propose a GL method for solving the ordinary and the partial differential equation in mathematical physics and chemics and engineering. These equations govern the acustic, heat, electromagnetic, elastic, plastic, flow, and quantum etc. macro and micro wave field in time domain and frequency domain. The space domain of the differential equation is infinite domain which includes a finite inhomogeneous domain. The inhomogeneous domain is divided into finite sub domains. We present the solution of the differential equation as an explicit recursive sum of the integrals in the inhomogeneous sub domains. Actualy, we propose an explicit representation of the inhomogeneous parameter nonlinear inversion. The analytical solution of the equation in the infinite homogeneous domain is called as an initial global field. The global field is updated by local scattering field successively subdomaln by subdomain. Once all subdomains are scattered and the updating process is finished in all the sub domains, the solution of the equation is obtained. We call our method as Global and Local field method, in short , GL method. It is different from FEM method, the GL method directly assemble inverse matrix and gets solution. There is no big matrix equation needs to solve in the GL method. There is no needed artificial boundary and no absorption boundary condition for infinite domain in the GL method. We proved several theorems on relationships between the field solution and Green＇s function that is the theoretical base of our GL method. The numerical discretization of the GL method is presented. We proved that the numerical solution of the GL method convergence to the exact solution when the size of the sub domain is going to zero. The error estimation of the GL method for solving wave equation is presented. The simulations show that the GL method is accurate, fast, and stable for solving elliptic, parabolic, and hyperbolic equations. The GL method has advantages and wide applications in the 3D electromagnetic （EM）     

一个解凸二次规划的预测-校正光滑化方法

本文为凸二次规划问题提出一个光滑型方法,它是Engelke和Kanzow提出的解线性规划的光滑化算法的推广。其主要思想是将二次规划的最优性K-T条件写成一个非线性非光滑方程组,并利用Newton型方法来解其光滑近似。本文的方法是预测-校正方法。在较弱的条件下,证明了算法的全局收敛性和超线性收敛性。     

Efficient numerical methods for pricing American options under stochastic volatility

Five numerical methods for pricing American put options under Heston's stochastic volatility model are described and compared. The option prices are obtained as the solution of a two‐dimensional parabolic partial differential inequality. A finite difference discretization on nonuniform grids leading to linear complementarity problems with M‐matrices is proposed. The projected SOR, a projected multigrid method, an operator splitting method, a penalty method, and a componentwise splitting method are considered. The last one is a direct method while all other methods are iterative. The resulting systems of linear equations in the operator splitting method and in the penalty method are solved using a multigrid method. The projected multigrid method and the componentwise splitting method lead to a sequence of linear complementarity problems with one‐dimensional differential operators that are solved using the Brennan and Schwartz algorithm. The numerical experiments compare the accuracy and speed of the considered methods. The accuracies of all methods appear to be similar. Thus, the additional approximations made in the operator splitting method, in the penalty method, and in the componentwise splitting method do not increase the error essentially. The componentwise splitting method is the fastest one. All multigrid‐based methods have similar rapid grid independent convergence rates. They are about two or three times slower that the componentwise splitting method. On the coarsest grid the speed of the projected SOR is comparable with the multigrid methods while on finer grids it is several times slower. ©John Wiley & Sons, Inc. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007