计算Riemann-Liouville分数阶积分和导数的数值算法

研究计算Riemann-Liouville (RL)分数阶积分和导数的数值算法.首先,分析了RL分数阶积分和导数的定义式,由于定义式中包含一个积分瑕点,使RL分数阶积分和导数难于计算.然后,给出了一种去掉积分瑕点的方法,在此基础上设计出计算RL分数阶积分和导数的数值算法,并证明了此数值算法具有一阶精度.最后,给出了计算实例,计算结果说明提出的算法是有效的.     

高阶数值微分的积分方法

本文研究了高阶数值微分问题,利用Groetsch的思想,获得了可以稳定逼近近似已知函数的任意阶导数的积分方法,并在一定条件下,给出了收敛率.给出了二阶、三阶和四阶数值微分问题的数值实验,实验结果表明了方法的有效性.     

二阶非线性脉冲积分-微分方程初值问题的解

该文利用单调迭代技术讨论了Banach空间中含有非线性一阶微分项x'的二阶脉冲积分-微分方程初值问题的最大最小解的存在性问题. 作为该文主要结论的应用,作者给出了一个例子.     

Banach空间中脉冲积分-微分方程的迭代解

利用单调迭代技术,本文首先讨论了Banach空间一阶脉冲积分-微分方程初值问题最大解与最小解的存在性.在此基础上,讨论了右端项中带有一阶导数的二阶脉冲积分-微分方程初值问题最大解与最小解的存在性.最后的例子说明对导数的限制条件是可验证的.     

二阶非线性脉冲积分-微分方程的边值问题

本文利用单调迭代技术给出了Banach空间中含有非线性一阶微分项x′的二阶脉冲积分-微分方程边值问题存在最大最小解的充分条件;作为主要结论的应用,我们给出了一个无限系统的例子.     

基于罗尔定理的两个积分中值问题

以变上限积分函数为纽带,建立了微分中值问题与积分中值问题的联系,构造相应辅助多项式,应用罗尔定理,证明两个带有二阶导数的积分中值问题.     

Banach空间中二阶积分-微分方程的初值问题

使用锥理论及单调迭代技术，首先讨论了Banach空间中一阶积分-微分方程初值问题的最小最大解的存在性，并在此基础上讨论了带有一阶微分项的二阶积分-微分方程初值问题的最小最大解的存在性。     

一种基于积分方程的数值微分方法

本文研究了目前一些求解数值微分的方法无法求出端点导数或是求出的端点附近导数不可用的问题.利用构造一类积分方程的方法,将数值微分问题转化为这类积分方程的求解,并用一种加速的迭代正则化方法来求解积分方程. 数值实验结果表明该算法可以有效求出端点的导数,且具有数值稳定、计算简单等优点.     

分数阶积分微分方程的近似解

本文给出了分数阶积分微分方程的一种新的解法.利用未知函数的泰功多项式展开将分数阶积分微分方程近拟转化为一个涉及未知函数及其n阶导数的线性方程组.数值例子表明该方法的有效性.     

常微分方程(组)的高次积分因子与高次积分及其微分特征列集算法

考虑了一般微分方程(组)高次积分和其微分特征列集(吴方法)机械化确定算法.首先提出微分方程的积分因子和首次积分的推广高次积分因子与其对应的高次积分的概念.其次给出了由高次积分因子确定其对应的高次积分的计算公式,使确定高次积分的问题转化为求高次积分因子的问题.再其次对确定高次积分因子的问题,给出了微分特征列集算法.最后用给定的算法确定了二阶和三阶微分方程拥有高次积分的结构定理,并给出了具体的算例和结论.     

Geometric approach to Fletcher's ideal penalty function

In this note, we derive a geometric formulation of an ideal penalty function for equality constrained problems. This differentiable penalty function requires no parameter estimation or adjustment, has numerical conditioning similar to that of the target function from which it is constructed, and also has the desirable property that the strict second-order constrained minima of the target function are precisely those strict second-order unconstrained minima of the penalty function which satisfy the constraints. Such a penalty function can be used to establish termination properties for algorithms which avoid ill-conditioned steps. Numerical values for the penalty function and its derivatives can be calculated efficiently using automatic differentiation techniques.     

A finite-variation method in nonlinear shell mechanics

A numerical algorithm is proposed for calculating coefficients of first-and second-order variations of strain energy in a nonlinear finite-element model of a shell, which are necessary to define equilibrium states of the shell and investigate stability of the states. Several numerical schemes are considered based on various finite-difference approximations. For these schemes, the accuracy, convergence, and computation time are analyzed using popular geometrically nonlinear problems of deformation of elastic plates and shells.     

Multithreaded derivative computation with generated libraries

The computation of derivatives via automatic differentiation is a valuable technique in many science and engineering applications. While the implementation of automatic differentiation via source transformation yields the highest efficiency results, particularly for gradient computations, the implementation via operator overloading remains a viable alternative for some application contexts. Examples include the computation of higher order derivatives or cases where C++ as the language of choice still proves to be too complicated for the currently available source transformation tools. In this paper, we utilize a code generator to create libraries that overload intrinsics for derivative computation, and discuss approaches to improve the efficiency of the generated code. We first discuss the use of limited loop unrolling, but the main focus of the paper is multithreaded derivative computation, in particular an asynchronous scheme for C++ and a synchronous scheme for Fortran. We present test results obtained with a proof-of-concept implementation.     

The differentiation-enabled NAGWare Fortran compiler

We present a research prototype of the differentiation-enabled NAGWare Fortran compiler. The compiler provides built-in automatic differentiation capabilities for the generation of code for computing first and second derivatives of numerical simulation codes written in Fortran. Tangent-linear, adjoint, and second-order adjoint code is obtained by a semantic transformation of the compiler's intermediate representation. Three successful reference applications are discussed. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A space decomposition scheme for maximum eigenvalue functions and its applications

In this paper, we study nonlinear optimization problems involving eigenvalues of symmetric matrices. One of the difficulties in solving these problems is that the eigenvalue functions are not differentiable when the multiplicity of the function is not one. We apply the \({\mathcal {U}}\)-Lagrangian theory to analyze the largest eigenvalue function of a convex matrix-valued mapping which extends the corresponding results for linear mapping in the literature. We also provides the formula of first-and second-order derivatives of the \({\mathcal {U}}\)-Lagrangian under mild assumptions. These theoretical results provide us new second-order information about the largest eigenvalue function along a suitable smooth manifold, and leads to a new algorithmic framework for analyzing the underlying optimization problem.     

Explicit closed-form expression for eigenfunction norms

An analytical expression is presented for calculating the eigenfunction norm for linear second-order Sturm-Liouville problems. This formula can be used to explicitly norm eigenfunctions. In addition, the exact solutions to second-order parabolic or hyperbolic problems with partial derivatives can be significantly simplified.     

Second-Order Optimality Conditions for Strict Efficiency of Constrained Set-Valued Optimization

In this paper, we propose several second-order derivatives for set-valued maps and discuss their properties. By using these derivatives, we obtain second-order necessary optimality conditions for strict efficiency of a set-valued optimization problem with inclusion constraints in real normed spaces. We also establish second-order sufficient optimality conditions for strict efficiency of the set-valued optimization problem in finite-dimensional normed spaces. As applications, we investigate second-order sufficient and necessary optimality conditions for a strict local efficient solution of order two of a nonsmooth vector optimization problem with an abstract set and a functional constraint.     

Accelerating constitutive modeling by automatic tangent generation

Within the framework of finite elements the linearization within a Newton-like method requires the computation of the so-called consistent tangent operator. There are several possibilities to get these derivatives. Three methods, namely analytical, numerical and automatic differentiation, for tangent generation will be analyzed concerning the simulation time and applicability for three different constitutive models. These models are a finite strain hyperelasticity model, finite strain viscoplasticity model for metal powders and a small strain thermoviscoplasticity model. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Loss of regularity for p-evolution type models

The goal of the paper is to study the loss of regularity for special p-evolution type models with bounded coefficients in the principal part. The obtained loss of regularity is related in an optimal way to some unboundedness conditions for the derivatives of coefficients up to the second-order with respect to t.