基于拟Shannon小波浅水长波近似方程组的数值解

本文研究了浅水长波近似方程组初边值问题的数值解.利用小波多尺度分析和区间拟Shannon小波,对浅水长波近似方程组空间导数实施空间离散,用时间步长自适应精细积分法对其变换所的非线性常微分方程组进行求解,得到了浅水长波近似方程组的数值解,并将此方法计算的结果与其解析解进行比较和验证.     

用拟小波方法数值求解Burgers方程

引进了一种拟小波方法数值求解Burgers方程,空间导数用拟小波数值格式离散,时间导数用四阶Runge-Kutta方法离散,计算的雷诺数变化从10到无穷大,拟小波数值方法能很好描述函数的局部快速变化特性,这一点通过对Burgers方程的数值求解以及与共相应解析解的比较中得到证实。     

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=     

一类三维拟线性双曲型方程交替方向有限元法

对一类一般的三维拟线性双曲型方程通过转化二阶时间导数得到关于一阶时间导数的耦合方程组,然后进行离散得到交替方向有限元格式,应用微分方程先验估计的理论和技巧得到了最优阶H~1-模和L~2-模误差估计,并给出了数值算例,数值结果和理论分析得到很好的吻合.     

分数阶Burgers方程的有限元计算(英文)

建立了一维和二维分数阶Burgers方程的有限元格式.时间分数阶导数使用L1方法离散,空间方向使用有限元方法离散.通过选择合适的基函数,将离散后的方程转化成一个非线性代数方程组,并应用牛顿迭代方法求解.数值实验显示出了方法的有效性.     

带常系数的Cauchy型奇异积分方程的快速方法

Petrov-Galerkin 方法是研究Cauchy型奇异积分方程的最基本的数值方法. 用此方法离散积分方程可得一系数矩阵是稠密的线性方程组. 如果方程组的阶比较大, 则求解此方程组所需要的计算复杂度则会变得很大. 因此, 发展此类方程的快速数值算法就变成了必然. 该文将就对带常系数的Cauchy型奇异积分方程给出一种快速数值方法. 首先用一稀疏矩阵来代替稠密系数矩阵, 其次用数值积分公式离散上述方程组得到其完全离散的形式,然后用多层扩充方法求解此完全离散的线性方程组. 证明经过上述过程得到方程组的逼进解仍然保持了最优阶, 并且整个过程所需要的计算复杂度是拟线性的. 最后通过数值实验证明结论.     

小波在微分方程数值解上的应用

求解微分方程常见的方法包括有限差分、有限元等.近年来,小波理论迅速发展,用小波方法数值解求解微分方程已越来越引起人们的注意.本文引入小波的基本理论,通过将函数及其各阶导数在小波基上的展开,求解微分方程的数值解.     

在纵向自由薄膜凝固期内温度分布的数值分析

考虑到薄膜表面的热通量主要是来自辐射，因而采用一个依赖时间的拟二维拟线性扩散方程的Ｓｔｅｆａｎ问题（混合初边值问题）作为该问题的数学模型。用一种具有Ｃｒａｎｋ－Ｎｉｃｈｏｌｓｏｎ格式的无条件稳定的有限差分析来求解抛物型偏微分方程的定解问题。用追赶法求解离散化的三对角方程组，然后用预估校正法求解拟线性扩散方程，从而避免了示解非线性差分方程组，琥珀亚硝酸酯在纵向自由薄膜凝固期内的温度分布数值计算结果和     

带非线性源项的双侧空间分数阶扩散方程的隐式中点方法

本文用隐式中点方法离散一阶时间偏导数,并用拟紧差分算子逼近Riemann-Liouville空间分数阶偏导数,构造了求解带非线性源项的空间分数阶扩散方程的数值格式.给出了数值方法的稳定性和收敛性分析.数值试验表明数值方法是有效的.     

二维Fredholm方程的Taylor展开式解法

本文讨论了一类二维Fredholm方程的一种近拟解,通过利用二元函数的Taylor展开式,积分方程转化成一个关于未知函数及其相应的偏导数的线性代数方程组.数值例子表明了该方法的有效性.     

具有对数势能的Cahn-Hilliard方程的有限元算法

本文我们提出了具有对数势能的Cahn-Hilliard方程,在空间上采用混合有限元方法进行离散,时间上采用Crank-Nicolson格式.运用正则性,将对数势能函数F(u)的定义域的范围由(-1,1)扩展到(-∞,∞).证明该方法是能量耗散的,并计算误差估计,最后通过数值算例对理论部分进行验证.结果表明,理论与数值算...     

带对流项的渗流型方程的显格式

１．引言　假设有一种不可压流体在一均匀的、各向同性的刚性多孔柱形介质中流动,流动沿着与水平方向成ａ角进行,则可用下述方程描述其中λ＝ｓｉｎα,ｕ表示介质的含湿度．λ＝０,即表示沿水平方向流动,它和λ≠０的情形分别称为无对流项和有对流项的渗流方程．它们可分别写成下面一般的形式：　渗流型方程是退化抛物型方程,由于它可有退化点（使二阶导数项系数为零的点）,它与正规抛物型方程有很大区别．正规抛物型方程有充分光滑的古典解,渗流方程则不然．即使初值充分光滑,也不能保证渗流方程有光滑的解．实际上,渗流方程可有…     

ON LINEARIZED FINITE DIFFERENCE SIMULATION FOR THE MODEL OF NUCLEAR REACTOR DYNAMICS

1 hoeductIOuThe dynamics models of one--dimensional continuous medium nuclear reactor are the foelowing initial--boundary value problem of the formsubject to the innal conditionsand the boundary conditionsIn (1. 1), x denotes position along the reactor, which is regarded as a rod of length L, t denotes the time, u(t) the logarithm of the loud reactor POwer, v(x,t) the deviation of the temperature from equilibrium, a(x) the ratio of the temperature coefficient of reactivity to theynean life of…     

Fitted finite difference method for singularly perturbed delay differential equations

This paper deals with singularly perturbed initial value problem for linear second-order delay differential equation. An exponentially fitted difference scheme is constructed in an equidistant mesh, which gives first order uniform convergence in the discrete maximum norm. The difference scheme is shown to be uniformly convergent to the continuous solution with respect to the perturbation parameter. A numerical example is solved using the presented method and compared the computed result with exact solution of the problem.     

热传导方程的小波解法

本文利用微分算子的小波表示，讨论一维热传导方程初值问题的Daubechies小波解，给出此问题的显式离散格式。由于小波在时间和频率上的局部性，此方法特别适用于有奇异解的热传导方程，逼近精度高，而且没有发生解的振荡现象。     

A convergent difference scheme for the infinity Laplacian: Construction of absolutely minimizing Lipschitz extensions

This article considers the problem of building absolutely minimizing Lipschitz extensions to a given function. These extensions can be characterized as being the solution of a degenerate elliptic partial differential equation, the ``infinity Laplacian', for which there exist unique viscosity solutions.

A convergent difference scheme for the infinity Laplacian equation is introduced, which arises by minimizing the discrete Lipschitz constant of the solution at every grid point. Existence and uniqueness of solutions to the scheme is shown directly. Solutions are also shown to satisfy a discrete comparison principle.

Solutions are computed using an explicit iterative scheme which is equivalent to solving the parabolic version of the equation.

     

Quasi-interpolation for linear functional data

Quasi-interpolation has been studied extensively in the literature. However, most studies of quasi-interpolation are usually only for discrete function values (or a finite linear combination of discrete function values). Note that in practical applications, more commonly, we can sample the linear functional data (the discrete values of the right-hand side of some differential equations) rather than the discrete function values (e.g., remote sensing, seismic data, etc). Therefore, it is more meaningful to study quasi-interpolation for the linear functional data. The main result of this paper is to propose such a quasi-interpolation scheme. Error estimate of the scheme is also given in the paper. Based on the error estimate, one can find a quasi-interpolant that provides an optimal approximation order with respect to the smoothness of the right-hand side of the differential equation. The scheme can be applied in many situations such as the numerical solution of the differential equation, construction of the Lyapunov function and so on. Respective examples are presented in the end of this paper.     

A Legendre–Galerkin Chebyshev collocation method for the Burgers equation with a random perturbation on boundary condition

In the paper, we apply the generalized polynomial chaos expansion and spectral methods to the Burgers equation with a random perturbation on its left boundary condition. Firstly, the stochastic Galerkin method combined with the Legendre–Galerkin Chebyshev collocation scheme is adopted, which means that the original equation is transformed to the deterministic nonlinear equations by the stochastic Galerkin method and the Legendre–Galerkin Chebyshev collocation scheme is used to deal with the resulting nonlinear equations. Secondly, the stochastic Legendre–Galerkin Chebyshev collocation scheme is developed for solving the stochastic Burgers equation; that is, the stochastic Legendre–Galerkin method is used to discrete the random variable meanwhile the nonlinear term is interpolated through the Chebyshev–Gauss points. Then a set of deterministic linear equations can be obtained, which is in contrast to the other existing methods for the stochastic Burgers equation. The mean square convergence of the former method is analyzed. Numerical experiments are performed to show the effectiveness of our two methods. Both methods provide alternative approaches to deal with the stochastic differential equations with nonlinear terms.     

Asymptotics of the 1/2-dimension,Discrete Airy Equation and its Approximating Differential Equation

A discrete finite difference model is constructed for the Airy equation using a nonstandard scheme formulated by Mickens and Ramadhani. The method of dominant balance is then applied to obtain a first-order difference equation for the solution that increases sufficiently fast as k→∞. We then calculate the corresponding approximating differential equation and obtain its exact solution as well as its “exact” discrete finite difference representation. The application of various symmetry operations allows the determination of the related rapidly decreasing solution and the oscillatory solutions for negative values of x k>=hk, where h=?x.