Spectral-Collocation Method for Volterra Delay Integro-Differential Equations with Weakly Singular Kernels

A spectral Jacobi-collocation approximation is proposed for Volterra delay integro-differential equations with weakly singular kernels. In this paper, we consider the special case that the underlying solutions of equations are sufficiently smooth. We provide a rigorous error analysis for the proposed method, which shows that both the errors of approximate solutions and the errors of approximate derivatives decay exponentially in $L^∞$ norm and weighted $L^2$ norm. Finally, two numerical examples are presented to demonstrate our error analysis.     

Variation of Parameters Method for Solving System of Nonlinear Volterra Integro-Differential Equation

It is well known that nonlinear integro-differential equations play vital role in modeling of many physical processes, such as nano-hydrodynamics, drop wise condensation, oceanography, earthquake and wind ripple in desert. Inspired and motivated by these facts, we use the variation of parameters method for solving system of nonlinear Volterra integro-differential equations. The proposed technique is applied without any discretization, perturbation, transformation, restrictive assumptions and is free from Adomian's polynomials. Several examples are given to verify the reliability and efficiency of the proposed technique.     

Convergence Analysis of the Spectral Methods for Weakly Singular Volterra Integro-Differential Equations with Smooth Solutions

The theory of a class of spectral methods is extended to Volterra integro-differential equations which contain a weakly singular kernel $(t-s)^{-\mu}$ with $0<\mu<1$. In this work, we consider the case when the underlying solutions of weakly singular Volterra integro-differential equations are sufficiently smooth. We provide a rigorous error analysis for the spectral methods, which shows that both the errors of approximate solutions and the errors of approximate derivatives of the solutions decay exponentially in $L^\infty$-norm and weighted $L^2$-norm. The numerical examples are given to illustrate the theoretical results.     

Fourth Order Compact Boundary Value Method for Option Pricing with Jumps

We consider pricing options in a jump-diffusion model which requires solving a partial integro-differential equation. Discretizing the spatial direction with a fourth order compact scheme leads to a linear system of ordinary differential equations. For the temporal direction, we utilize the favorable boundary value methods owing to their advantageous stability properties. In addition, the resulting large sparse system can be solved rapidly by the GMRES method with a circulant Strang-type preconditioner. Numerical results demonstrate the high order accuracy of our scheme and the efficiency of the preconditioned GMRES method.     

解FOKKER-PLANCK-LANDAU方程的谱方法

利用谱方法和FFT技术对等离子体中带电粒子输运Fokker-Planck-Landau方程进行数值求解,研究空间均匀条件下粒子相空间分布函数随时间的演化.数值计算表明,所用计算格式能够很好地满足粒子数、动量和能量守恒要求,FFT技术的采用也使得运算工作量大为降低.     

A New Generalized Riccati Equation Rational Expansion Method to Generalized Burgers-Fisher Equation with Nonlinear Terms of Any Order

In this paper, based on a new more general ansatz, a new algebraic method, named generalized Riccati equation rational expansion method, is devised for constructing travelling wave solutions for nonlinear evolution equations with nonlinear terms of any order. Compared with most existing tanh methods for finding travelling wave solutions, the proposed method not only recovers the results by most known algebraic methods, but also provides new and more general solutions. We choose the generalized Burgers-Fisher equation with nonlinear terms of any order to illustrate our method. As a result, we obtain several new kinds of exact solutions for the equation. This approach can also be applied to other nonlinear evolution equations with nonlinear terms of any order.     

A New Generalized Riccati Equation Rational Expansion Method to Generalized Burgers-Fisher Equation with Nonlinear Terms of Any Order

In this paper, based on a new more general ansitz, a new algebraic method, named generalized Riccati equation rational expansion method, is devised for constructing travelling wave solutions for nonlinear evolution equations with nonlinear terms of any order. Compared with most existing tanh methods for finding travelling wave solutions, the proposed method not only recovers the results by most known algebraic methods, but also provides new and more general solutions. We choose the generalized Burgers-Fisher equation with nonlinear terms of any order to illustrate our method. As a result, we obtain several new kinds of exact solutions for the equation. This approach can also be applied to other nonlinear evolution equations with nonlinear terms of any order.     

Application of Homotopy Analysis Method for Solving Systems of Volterra Integral Equations

In this paper, we prove the convergence of homotopy analysis method (HAM). We also apply the homotopy analysis method to obtain approximate analytical solutions of systems of the second kind Volterra integral equations. The HAM solutions contain an auxiliary parameter which provides a convenient way of controlling the convergence region of series solutions. It is shown that the solutions obtained by the homotopy-perturbation method (HPM) are only special cases of the HAM solutions. Several examples are given to illustrate the efficiency and implementation of the method.     

Collocation Methods for a Class of Volterra Integral Functional Equations with Multiple Proportional Delays

In this paper, we apply the collocation methods to a class of Volterra integral functional equations with multiple proportional delays (VIFEMPDs). We shall present the existence, uniqueness and regularity properties of analytic solutions for this type of equations, and then analyze the convergence orders of the collocation solutions and give corresponding error estimates. The numerical results verify our theoretical analysis.     

Soliton Solutions for a Negative Order AKNS Equation

In this short paper, bilinear form of a negative order AKNS equation is given. The N-soliton solutions are obtained through Hiorta's direct method.     

用庞加莱球法测量二阶偏振模色散

用庞加莱球法测量单模光纤中的二阶偏振模色散，并对二阶偏振模色散的各个分量的统计特性及其影响进行了分析。对75km的G．652普通单模光纤的二阶偏振模色散进行了测量，并对二阶偏振模色散的平行分量、垂直分量、偏振相关色散和消偏振项进行了详细的分析．得到了二阶偏振模色散随波长的分布情况、统计特性以及偏振主态随波长的变化情况。从统计结果可以得到．与偏振相关色散项相比，消偏振项在二阶偏振模色散中起主要作用。该研究对二阶偏振模色散的补偿有一定的指导意义。     

Soliton Solutions for a Negative Order AKNS Equation Hierarchy

In this paper, bilinear form of a negative order AKNS equation hierarchy is given. The soliton solutions are obtained through Hiorta's direct method.     

Soliton Solutions for a Negative Order AKNS Equation Hierarchy

In this paper, bilinear form of a negative order AKNS equation hierarchy is given. The soliton solutions are obtained through Hiorta＇s direct method.     

光电倍增管光谱特性新测试方法研究

提出以电调谐的声光滤光器作为色散元件，研究光电倍增管光谱特性新的测试方法，采用时间相移技术，对系统定标，使监控光束直接截取自测量光束，     

一维Gross-Pitaevskii方程的高阶紧致分裂步多辛格式

首先把一维Gross-Pitaevskli方程改写成多辛Hamiltonian系统的形式,把形式通过分裂变成2个子哈密尔顿系统.然后,对这些子系统用辛或者多辛算法进行离散.通过对子系统数值算法的不同组合方式,得到不同精度的具有多辛算法特征数值格式.这些格式不仅具有多辛格式、分裂步方法和高阶紧致格式的特征,而且是质量守恒的.数值实验验证了新格式的数值行为.     

基于特征理论的二维可压缩流动的二阶拉氏算法

提出一种求解二维拉氏可压缩流体力学方程的中心型二阶精度有限体积方法.利用特征理论构造网格节点处的局部近似演化算子,算子用来求解网格节点处的速度及压力,利用这些物理量更新节点位置及计算网格界面通量.通过结合一定的重构方案,该方法达到时、空二阶精度,并且形式简单、计算量小,适用于结构网格与非结构网格.典型数值实验表明,本文格式具有良好的收敛性、对称性及鲁棒性,且能自然地求解多物质流动问题.     

基于熵条件二阶差分格式的嵌套网格分区算法

以带熵条件的二阶TVD格式为基本格式,设计了三维曲线坐标下的Euler方程数值计算方法.对多个物体使用分区嵌套网格设计了相应的分区算法.所建立的算法适用于处理物体相互分离以及相互接触的定常与非定常流动问题.给出了绕两圆柱的超声速流动在两圆柱处于不同位置时的详细结果,并模拟了装配鸭舵火箭弹在超声速旋转飞行时的气动特性.     

A Priori Error Estimates of Finite Element Methods for Linear Parabolic Integro-Differential Optimal Control Problems

In this paper, we study the mathematical formulation for an optimal control problem governed by a linear parabolic integro-differential equation and present the optimality conditions. We then set up its weak formulation and the finite element approximation scheme. Based on these we derive the a priori error estimates for its finite element approximation both in $H^1$ and $L^2$ norms. Furthermore, some numerical tests are presented to verify the theoretical results.     

Numerical Method for the Time Fractional Fokker-Planck Equation

In this paper, a new numerical algorithm for solving the time fractional Fokker-Planck equation is proposed. The analysis of local truncation error and the stability of this method are investigated. Theoretical analysis and numerical experiments show that the proposed method has higher order of accuracy for solving the time fractional Fokker-Planck equation.