求解时滞微分方程组的Rosenbrock方法的GP-稳定性

讨论了求解延时微分方程组的Rosenbrock方法的数值稳定性,分析了求解线性试验方程组的Rosenbrock方法的稳定性态,并证明了数值求解延时微分方程组的Rosenbrock方法是GP-稳定的充分必要条件是Rosenbrock方法是A-稳定的．     

求解刚性常微分方程的并行广义Rosenbrock方法

本文构造了求解刚性常微分方程的并行广义Rosenbrock方法（PEROWs），分析了方法的收敛性和数值稳定性。通过用Powell方法优化方法的稳定域，构造了二级四阶并行格式PEROW4，并证明该方法是A－稳定的。新方法比同级的并行Rosenbrock方法MPROW3及PRM3均高一阶，因而在计算精度上处于优势。此外，PEROW4能使得各处理机上的负载基本均衡，从而达到非常理想的加速比和并行效率。     

二阶延迟微分方程θ-方法的TH-稳定性

This paper is concerned with the TH-stability of second order delay differential equation. A sufficient condition such that the system is asymptotically stable is derived. Furthermore, a sufficient condition is obtained for the hnear θ-method to be TH-stable. Finally, the plot of stability region for the particular case is presented.     

非线性延迟积分微分方程线性多步法的渐近稳定性

本文研究求解非线性延迟积分微分方程的线性多步法的渐近稳定性,其中积分部分采用复化梯形公式计算,结果表明:在问题真解渐近稳定的条件下,A-稳定的线性多步法也是渐近稳定的.     

时滞积分微分方程的Rosenbrock方法

本文研究时滞积分微分方程的数值方法.通过改造现有常及离散型延迟微分方程的数值方法,并匹配以适当数值求积公式,构造了求解时滞积分微分方程的Rosenbrock方法,导出了其稳定性准则.数值例子阐明了所获方法的计算有效性.     

求解刚性常微分方程的并行Rosenbrock方法

1．引言在航天工业设计与连续系统仿真领域中，许多问题都是用常微分方程来描述的，而在数值求解这些常微分方程的时候，常常会遇到刚性问题，这就需要用具有较大绝对稳定区域的隐式方法求解，而由此产生的非线性隐式方程必须采用各种类型的牛顿选代方法求解，这就使得隐式方法较之显式方法而言工作量大大提高了．文献［1，2］提出了一类并行隐式RK方法，使不同级的KI。，KZn，…，KSn在各不同处理机上同时获得，从而提高计算速度．但由于预先无法对选代次数做出准确估计，这就给方法用于实时仿真带来困难．本文构造了一类并行Rosenbroc…     

数值求解比例延迟微分方程的收敛性

本文主要讨论p阶CRK方法数值求解比例延迟微分方程 :U′(t) =f(t,U(t) ,U(qt) ) ,U(0 ) =U0　0 ≤t≤H0 相似文献   

比例延迟微分方程组具有刚性精度Runge-Kutta方法的稳定性分析

该文研究比例延迟微分方程组具有刚性精度变步长Runge-Kutta方法的渐近稳定性，给出了一类普遍意义下的变步长格式。证明当且仅当其稳定函数在无穷远点处的模小于1时，变步长Runge-Kutta方法渐近稳定。     

一类中立型延迟积分微分方程线性θ-方法的渐近稳定性

研究了一类非线性中立型延迟积分微分方程的线性θ-方法.在一定的条件下证明了该方法渐近稳定的充要条件是2/1≤θ≤1.对于线性θ-方法求解所讨论的方程,本文的渐近稳定性条件比其它参考文献中已有的条件更为有效.     

非线性中立型延迟积分微分方程Runge-Kutta方法的稳定性

获得了求解非线性中立型延迟积分微分方程的Runge-Kutta方法稳定及渐近稳定的条件,数值实验结果验证了所获理论的正确性.     

The stability of modified Runge-Kutta methods for the pantograph equation

In the present paper, the modified Runge-Kutta method is constructed, and it is proved that the modified Runge-Kutta method preserves the order of accuracy of the original one. The necessary and sufficient conditions under which the modified Runge-Kutta methods with the variable mesh are asymptotically stable are given. As a result, the -methods with , the odd stage Gauss-Legendre methods and the even stage Lobatto IIIA and IIIB methods are asymptotically stable. Some experiments are given.

     

Stability analysis of block boundary value methods for neutral pantograph equation

This paper deals with the convergence and stability properties of block boundary value methods (BBVMs) for the neutral pantograph equation. Due to its unbounded time lags and limited computer memory, a change in the independent variable is used to transform a pantograph equation into a non-autonomous differential equation with a constant delay but variable coefficients. It is shown under the classical Lipschitz condition that a BBVM is convergent of order p if the underlying boundary value method is consistent with order p. Furthermore, it is proved under a certain condition that BBVMs can preserve the asymptotic stability of exact solutions for the neutral pantograph equation. Meanwhile, some numerical experiments are given to confirm the main conclusions.     

The th moment stability for the stochastic pantograph equation

In this paper, we investigate the αth moment asymptotical stability of the analytic solution and the numerical methods for the stochastic pantograph equation by using the Razumikhin technique. Especially the linear stochastic pantograph equations and the semi-implicit Euler method applying them are considered. The convergence result of the semi-implicit Euler method is obtained. The stability conditions of the analytic solution of those equations and the numerical method are given. Finally, some experiments are given.     

Numerical stability of higher-order derivative methods for the pantograph equation

Dealing with numerical stability of higher-order derivative methods with variable stepsize is the purpose of this paper for pantograph equations. A new way to compute this kind of equation is provided, and a sufficient condition for the numerical stability of high order derivative forms is given. Some numerical examples are presented to confirm our theoretical analysis.     

Exponential Rosenbrock integrators for option pricing

In this paper, we are concerned with the time integration of differential equations modeling option pricing. In particular, we consider the Black-Scholes equation for American options. As an alternative to existing methods, we present exponential Rosenbrock integrators. These integrators require the evaluation of the exponential and related functions of the Jacobian matrix. The resulting methods have good stability properties. They are fully explicit and do not require the numerical solution of linear systems, in contrast to standard integrators. We have implemented some numerical experiments in Matlab showing the reliability of the new method.     

非线性时滞差分议程的全局渐近稳定性

In this paper,a sufficient condition for the global asymptotic stability of the solutions of the following nonlinear delay difference equation is obtained,xn 1=xn xn-1xn-2 a/xmxm-1 xn-2 a,n=0,1…,where a∈(0,∞) and the initial values x-2,x-1,x0∈(0,∞).As a special case,a conjecture by Ladas is confirmed.     

Stability results for impulsive pantograph equations

By employing the Lyapunov functions and Razumikhin technique, some stability results are obtained for pantograph equations with impulses. Our results reveal the fact that certain impulses may make an unstable system stable and that the stability of pantograph equations may also be inherited by impulsive pantograph ones under appropriate impulsive perturbations.     

Global asymptotic stability of a higher order rational difference equation

In this note, we consider the following rational difference equation: