随机延迟微分方程的全隐式Euler方法

研究随机延迟微分方程数值解具有重要的意义,目前已有显式和半隐式两种数值方法,还没有全隐式的数值方法.本文构造了一种全隐式Euler方法,在该方法中用一些截断的随机变量代替维纳过程增量△W<,n>,接着证明了全隐式方法是1/2阶收敛的并通过数值实验验证了该方法的收敛性.最后,用数值实验表明在某些情况下全隐式方法的稳定性比半隐式方法好一些.     

具有Markov调制的随机年龄结构种群系统半驯服Euler法的指数稳定性

根据半驯服Euler法讨论了具有Markov调制的随机年龄结构种群系统的数值解.在非局部Lipschitz条件下,利用Burkholder-Davis-Gundy不等式、Ito公式和Gronwall引理,证明了半驯服Euler数值解不仅强收敛阶数为0.5,而且这种方法在时间步长一定的条件下有很好的均方指数稳定性.最后通过数值例子对所给的结论进行了验证.     

具有Markov调制的随机种群系统半驯服Euler法的指数稳定性

根据半驯服Euler法讨论了具有Markov调制的随机年龄结构种群系统的数值解. 在非局部Lipschitz条件下, 利用~Burkholder-Davis-Gundy~不等式、It\^{o} 公式和~Gronwall~引理, 证明了半驯服Euler数值解不仅强收敛阶数为~0.5, 而且这种方法在时间步长一定的条件下有很好的均方指数稳定性. 最后通过数值例子对所给的结论进行了验证.     

与年龄相关的模糊随机种群系统的半隐式Euler法的收敛性

介绍了一类与年龄相关的模糊随机种群系统的半隐式Euler法.系统同时受到两种不确定性因素的影响:即,随机和模糊.在有界的条件(弱于线性增长条件)和Lipschitz条件下,讨论了与年龄相关的模糊随机种群系统在半隐式Euler法下的收敛性.方法具有克服线性计算不稳定的优点.最后通过例子对算法进行了验证.     

中立型随机比例延迟微分方程平衡半隐式Euler方法的均方收敛性

本文讨论求解刚性中立型随机比例延迟微分方程的平衡半隐式Euler方法。证明了中立型随机比例延迟微分方程的平衡半隐式Euler方法是1／2阶均方收敛的。     

单物种人口模型指数隐式Euler方法的振动性

本文研究了用以描述单物种人口模型的延迟Logistic方程的数值振动性.对方程应用隐式Euler方法进行求解,针对离散格式定义了指数隐式Euler方法,证明了该方法的收敛阶为1.根据线性振动性理论获得了数值解振动的充分条件.进而还对非振动数值解的性质作了讨论.最后用数值算例对理论结果进行了验证.     

分段连续型随机微分方程指数Euler方法的稳定性

给出了线性分段连续型随机微分方程指数Euler方法的均方指数稳定性.经典的对稳定性理论分析,通常应用的是Lyapunov泛函理论,然而,应用该方程本身的特点和矩阵范数的定义给出了该方程精确解的均方稳定性.以往对于该方程应用隐式Euler方法得到对于任意步长数值解的均方稳定性,而应用显式Euler方法得到了相同的结果.最...     

非线性变延迟微分方程隐式Euler法的渐近稳定性

本讨论非线性变延迟微分方程隐式Euler法的渐近稳定性。我们证明，在方程真解渐近稳定的条件下，隐式Euler法也是渐近稳定的。     

随机比例方程带线性插值的半隐式Euler方法的均方收敛性

本文研究非线性随机比例方程带线性捅值的半隐式Euler方法的均方收敛性,证明了这类方法是1/2阶均方收敛的.数值试验验证了所获理论结果的正确性.     

随机固定资产模型Split-Step Backward Euler数值解的几乎必然指数稳定性

将高精度的Split-Step Backward Euler方法应用于随机固定资产模型,在Lipschitz条件下,利用离散半鞅收敛定理,建立了Split-Step Backward Euler方法对应的数值解的几乎必然指数稳定性的判定准则,并通过数值例子对所给的结论进行了验证.     

Quasi-neutral limit for the full Euler–Poisson system in one-dimensional space

In this paper, we consider the quasi-neutral limit of the full Euler–Poisson system in one-dimensional space when the Debye length tends to zero. Due to the observation that the full Euler–Poisson system is Friedrich symmetrizable, we can obtain uniform estimates by applying the pseudo-differential energy estimates. It is shown that for well-prepared initial data the strong solution of the full Euler–Poisson system converges strongly to the compressible Euler equations in small time interval.     

Stability of non-constant steady-state solutions for bipolar non-isentropic Euler–Maxwell equations with damping terms

In this article, we consider the periodic problem for bipolar non-isentropic Euler–Maxwell equations with damping terms in plasmas. By means of an induction argument on the order of the time-space derivatives of solutions in energy estimates, the global smooth solution with small amplitude was established close to a non-constant steady-state solution with asymptotic stability property. Furthermore, we obtain the global stability of solutions with exponential decay in time near the non-constant steady-states for bipolar non-isentropic Euler–Poisson equations. This phenomenon on the charge transport shows the essential relation and difference between the bipolar non-isentropic and the bipolar isentropic Euler–Maxwell/Poisson equations.     

A nonlinear stochastic growth model on discrete time domains

In this paper, we introduce nonlinear stochastic dynamic problems on discrete time domains where events may occur at unevenly spaced time points. We define Euler equation and transversality condition for the problem. We prove that the Euler equation and the transversality condition are sufficient for the existence of the optimal solution. Next we generalize discrete time Cagan type rational expectation model to multivariate case. As an application of the main results, we obtain an explicit solution to a log-linearized nonlinear stochastic growth model.     

Euler scheme and measurable flows for stochastic differential equations with non-Lipschitz coefficients

For a stochastic differential equation with non-Lipschitz coefficients, we construct, by Euler scheme, a measurable flow of the solution, and we prove the solution is a Markov process.     

Asymptotic behavior of the Navier–Stokes flow in a general 2D domain

In this work, we consider the convergence of the Navier–Stokes flow to the Euler flow at small viscosity in a general 2D domain and derive some explicit asymptotic formulas for the convergence at small viscosity under some smoothness assumptions on the solution of the Euler flow.     

Stability of non‐constant steady‐state solutions for non‐isentropic Euler–Maxwell system with a temperature damping term

This work is concerned with the periodic problem for compressible non‐isentropic Euler–Maxwell systems with a temperature damping term arising in plasmas. For this problem, we prove the global in time existence of a smooth solution around a given non‐constant steady state with the help of an induction argument on the order of the mixed time‐space derivatives of solutions in energy estimates. Moreover, we also show the convergence of the solution to this steady state as the time goes to the infinity. This phenomenon on the charge transport shows the essential relation of the systems with the non‐isentropic Euler–Maxwell and the isentropic Euler–Maxwell systems. Copyright © 2015 John Wiley & Sons, Ltd.     

Convergence of the Vlasov-Poisson-Boltzmann System to the Incompressible Euler Equations

In this paper we establish the convergence of the Vlasov-Poisson-Boltzmann system to the incompressible Euler equations in the so-called quasi-neutral regime. The convergence is rigorously proved for time intervals on which the smooth solution of the Euler equations of the incompressible fluid exists. The proof relies on the relative-entropy method.     

Vanishing pressure limits of Riemann solutions to the isentropic relativistic Euler system for Chaplygin gas

The Riemann solutions to the isentropic relativistic Euler system for Chaplygin gas with a small parameter are considered. Unlike the polytropic or barotropic gas cases, we find that firstly, as the parameter decreases to a certain critical number, the two-shock solution converges to a delta shock wave solution of the same system. Moreover, as the parameter goes to zero, that is, the pressure vanishes, the solution is nothing but the delta shock wave solution to the zero-pressure relativistic Euler system. Meanwhile, the two-rarefaction wave solution tends to the vacuum solution to the zero-pressure relativistic system, and the solution containing one rarefaction wave and one shock wave tends to the contact discontinuity solution to the zero-pressure relativistic system as pressure vanishes.     

Vanishing viscosity limit for Navier–Stokes equations with general viscosity to Euler equations

In this paper, we study vanishing viscosity limit of 1-D isentropic compressible Navier–Stokes equations with general viscosity to isentropic Euler equations. Firstly, we improve estimates of the entropy flux, then we obtain that the weak solution of the isentropic Euler equations is the inviscid limit of the isentropic compressible Navier–Stokes equations with general viscosity using the compensated compactness frame recently established by G.-Q. Chen and M. Perepelitsa.