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本文研究求解R(α,β1,β2,γ)类非线性中立型延迟积分微分方程的一般线性方法的数值稳定性,获得了代数稳定的一般线性方法稳定及渐近稳定的条件,最后的数值试验验证了所获理论的正确性.
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Wen-ping Zeng 《计算数学(英文版)》1999,(2)
1.IntroductionItiswellknowthatthenonlinearequationsofSchr6dingertypeareofgreatimportancetophysicsandcanbeusedtodescribeextensivephysicalphenomenatll.InthispapergwewillconsidertheperiodicinitialvalueproblemforthefollowingclassofnonlinearSchrodingerequationofhighorder:wherem',MandMIareallpositiveconstant.Inthepaper[2])therehavediscussedinitialValueproblemofsystemsuchas(1.1)(1.3),introducedadifferenceschemeofconservationtype,andresearcheditsstabilityandconvergence.Otherwise,itisanimplicitmetho… 相似文献
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We consider numerical methods to solve the Allen-Cahn equation using the second-order Crank-Nicolson scheme in time and the second-order central difference approach in space.The existence of the finite difference solution is proved with the help of Browder fixed point theorem.The difference scheme is showed to be unconditionally convergent in L∞ norm by constructing an auxiliary Lipschitz continuous function.Based on this result,it is demonstrated that the difference scheme preserves the maximum principle without any restrictions on spatial step size and temporal step size.The numerical experiments also verify the reliability of the method. 相似文献
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1.引言 实践表明,数值积分常微分方程初值问题 dx/dt=f(t,x), (1.1) x(t_0)=x_0时,若(1.1)是Stiff的,积分过程的稳定性是一个突出的问题.用传统的数值方法,比如Euler法,Adams法或Runge-Kutta法,为了保证计算稳定,积分步长受到相当地限制.即使运算速度为 100万次/秒的计算机,计算时间也将成为重大的负担. 相似文献
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Abstract In this article numerical methods for solving hybrid stochastic differential systems of Itô-type are developed by piecewise application of numerical methods for SDEs. We prove a convergence result if the corresponding method for SDEs is numerically stable with uniform convergence in the mean square sense. The Euler and Runge–Kutta methods for hybrid stochastic differential equations are specifically described and the order of the error is given for the Euler method. A numerical example is given to illustrate the theory. 相似文献
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Li-ping Wen Shou-fu Li 《计算数学(英文版)》2005,23(4):393-400
This paper is concerned with the stability of theoretical solution and numerical solutionof a class of nonlinear differential equations with piecewise delays.At first,a sufficientcondition for the stability of theoretical solution of these problems is given,then numericalstability and asymptotical stability are discussed for a class of multistep methods whenapplied to these problems. 相似文献
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张宝琳 《高等学校计算数学学报》1997,19(1):1-6
1 引言 本世纪40年代中期至50年代初,第一台电子计算机和第一批存储程序计算机即vonNeumann计算机相继问世 。此后,计算机新陈代谢异常迅速,大约每隔5年运算速度增加10倍.50年代的计算机是串行结构,每一时刻只能按照一条指令对一个数据进行操作。由于电子信息传输速度以光速为极限,单靠改进线路已难于得到所期望的计算性能,串行计算机性能已接近了物理极限。为了克服传统计算机结构对提高运行速度的限制,从60年代起人们开始探索将并行性引入计算机结构设计,提出了研制并行计算机的设想。1972年单指令流多数据流并行计算机Illiac Ⅳ投入运行;1976年向量计算机Cray—1投入运行。在整个80年代,具有共享存储的并行向量计算机研制、生产和商售都获得了很大成功。当代高 相似文献
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T. Sonar 《Numerische Mathematik》1992,62(1):371-390
Summary We discuss semi-discrete three-point finite difference methods for the numerical solution of system of conservation laws which are second order accurate in space in the sense of truncation error. Particular discretizations of the numerical entropy flux associated with such schemes are studied clarifying the importance of this discretization with regard to the production of numerical entropy. Using a numerical entropy flux constructed in a canonical way we prove that a wide class of finite difference methods cannot satisfy a discrete entropy inequality. Together with a well known result of Schonbek concerning Lax-Wendroff type schemes our result indicates a strong relationship between entropy production and oscillations in numerical solutions.The research reported here was supported by a grant from the Stiftung Volkswagenwerk, Federal Republic of Germany. It is a part of the doctoral thesis of the above author, Universität Stuttgart, 1991. 相似文献
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Si-qingGan Wei-minZheng 《计算数学(英文版)》2005,23(1):37-48
This paper is concerned with the numerical solution of functional-differential and func-tional equations which include functional-differential equations of neutral type as special cases. The adaptation of general linear methods is considered. It is proved that A-stable general linear methods can inherit the asymptotic stability of underlying linear systems.Some general results of numerical stability are also given. 相似文献
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本文研究了一类具有非线性边界条件的反应一扩散一对流方程组的周期解的数值解法,利用上下解作为初始迭代,把求方程组的Jacobi方法和Gauss—Seidel方法和上下解方法结合起来,得到了迭代序列的单调收敛性和方法的收敛性,对方法的稳定性也作了论述。 相似文献
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This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations(SPDEs)with multiplicative noise.The nonlinearity in the diffusion term of the SPDEs is assumed to be globally Lipschitz and the nonlinearity in the drift term is only assumed to satisfy a one-sided Lipschitz condition.These assumptions are the same ones as the cases where numerical methods for general nonlinear stochastic ordinary differential equations(SODEs)under"minimum assumptions"were studied.As a result,the semilinear SPDEs considered in this paper are a direct generalization of these nonlinear SODEs.There are several difficulties which need to be overcome for this generalization.First,obviously the spatial discretization,which does not appear in the SODE case,adds an extra layer of difficulty.It turns out a spatial discretization must be designed to guarantee certain properties for the numerical scheme and its stiffness matrix.In this paper we use a finite element interpolation technique to discretize the nonlinear drift term.Second,in order to prove the strong convergence of the proposed fully discrete finite element method,stability estimates for higher order moments of the H1-seminorm of the numerical solution must be established,which are difficult and delicate.A judicious combination of the properties of the drift and diffusion terms and some nontrivial techniques is used in this paper to achieve the goal.Finally,stability estimates for the second and higher order moments of the L2-norm of the numerical solution are also difficult to obtain due to the fact that the mass matrix may not be diagonally dominant.This is done by utilizing the interpolation theory and the higher moment estimates for the H1-seminorm of the numerical solution.After overcoming these difficulties,it is proved that the proposed fully discrete finite element method is convergent in strong norms with nearly optimal rates of convergence.Numerical experiment results are also presented to validate the theoretical results and to demonstrate the efficiency of the proposed numerical method. 相似文献
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S. Faltinsen 《BIT Numerical Mathematics》2000,40(4):652-670
Backward error analysis has proven to be very useful in stability analysis of numerical methods for ordinary differential equations. However the analysis has so far been undertaken in the Euclidean space or closed subsets thereof. In this paper we study differential equations on manifolds. We prove a backward error analysis result for intrinsic numerical methods. Especially we are interested in Lie-group methods. If the Lie algebra is nilpotent a global stability analysis can be done in the Lie algebra. In the general case we must work on the nonlinear Lie group. In order to show that there is a perturbed differential equation on the Lie group with a solution that is exponentially close to the numerical integrator after several steps, we prove a generalised version of Alekseev-Gr: obner's theorem. A major motivation for this result is that it implies many stability properties of Lie-group methods. 相似文献
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Yue-xin Yu Shou-fu Li 《计算数学(英文版)》2005,23(4):351-356
This paper is concerned with numerical stability of nonlinear systems of pantograph equations. Numerical methods based on (k, l)-algebraically stable Runge-Kutta methods are suggested. Global and asymptotic stability conditions for the presented methods are derived. 相似文献
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IoductlonRom the early seventies to tUs Unlmely death In 2001,Jacqll6sLoms 相似文献
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This paper presents a new decomposition method for solving large-scale systems of nonlinear equations. The new method is of superlinear convergence speed and has rather less computa tional complexity than the Newton-type decomposition method as well as other known numerical methods, Primal numerical experiments show the superiority of the new method to the others. 相似文献
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《随机分析与应用》2013,31(4):693-707
In recent years, many numerical methods for solving stochastic differential equations have been developed. Some of these methods converge in the weak sense and some others converge in the mean square sense. One of the important features of numerical methods is their stability behavior. In this paper, we focus our attention on stability in expectation (e. stability) of numerical methods of second-order accuracy in the weak sense. The region of e. stability for these methods will be discussed. The possibility of enlarging regions of e. stability will be described. Some numerical examples will be discussed to support the theoretical study. 相似文献
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Multi-grid methods for Hamilton-Jacobi-Bellman equations 总被引:1,自引:0,他引:1
Ronald H. W. Hoppe 《Numerische Mathematik》1986,49(2-3):239-254
Summary In this paper we develop multi-grid algorithms for the numerical solution of Hamilton-Jacobi-Bellman equations. The proposed schemes result from a combination of standard multi-grid techniques and the iterative methods used by Lions and mercier in [11]. A convergence result is given and the efficiency of the algorithms is illustrated by some numerical examples. 相似文献