双曲-双曲奇异摄动混合问题的一致收敛格式

本文构造了二阶双曲-双曲奇异摄动混合问题的差分格式,给出了差分解的能量不等式,并证明了差分解在离散范数下关于小参数一致收敛于摄动问题的解.     

双曲-抛物偏微分方程奇异摄动问题的差分解法

本文对双曲-抛物偏微分方程奇异摄动问题构造了一个指数型拟合差分格式.我们不仅在方程中加了一个拟合因子,而且在逼近第二个初始条件时也加了拟合因子.我们利用问题的渐近解证明了差分格式关于小参数的一致收敛性.     

双曲-抛物型偏微分方程奇摄动混合问题的数值解法

构造了二阶双曲—抛物型方程奇摄动混合问题的差分格式，给出了差分解的能量不等式，并证明了差分解在离散范数下关于小参数一致收敛于摄动问题的解。     

奇异摄动偏微分方程的周期边界问题

本文讨论奇异摄动椭圆抛物型偏微分方程的周期边界问题.构造一个差分格式,利用分离解的奇性项的方法,结合问题的渐近展开,证明所构造的差分格式具有O(τ h~2)一致收敛阶.     

具有初始跳跃的双曲型方程奇异摄动问题的数值解法

本文考虑具有初始跳跃的二阶双曲型方程初边值问题.首先给出解的导数估计.然后在一非均匀网格上构造了一个差分格式,最后在能量范数意义下证明了差分格式解的一致收敛性.     

一类微分-差分反应扩散方程的渐近解

本文研究了一类带有小延迟的微分-差分反应扩散方程初值问题.利用奇摄动伸长变量法以及微分不等式理论,构造了问题的形式渐近解,并证明了解的一致有效性.     

拟线性抛物方程组第一边界问题的有限差分法——V.迭代差分格式的收敛性

对拟线性抛物组第一边界问题构造了迭代差分格式,并证明迭代差分格式的解收敛于问题的唯一解.     

一类非线性双曲型方程Goursat问题的奇摄动

本文研究一类非线性奇摄动问题：在适当的假设下，讨论了相应问题解的存在性和唯一性，构造了其解的形式渐近展开式，并证明了它的一致有效性。     

具有零阶退化方程的二阶双曲型方程奇异摄动问题的一致差分格式

本文讨论了一个二阶双曲型奇异摄动问题,它的一阶导数项含有小参数ε.首先给出该问题解的能量估计及渐近解的余项估计,然后在均匀网格上构造了一个指数型拟合差分格式,最后证明了差分解在离散的能量范数意义下一致收敛于问题的精确解.     

具有周期边界的守恒型方程的守恒型差分格式

研究守恒型奇摄动方程的周期边界问题,构造了一个守恒型差分格式,利用分解解的奇性项的方法,结合问题的渐近展开,证明所构造的差分格式为一阶一致收敛。     

Stability of Rothe difference scheme for the reverse parabolic problem with integral boundary condition

In this paper, we study the approximation of reverse parabolic problem with integral boundary condition. The Rothe difference scheme for an approximate solution of reverse problem is discussed. We establish stability and coercive stability estimates for the solution of the Rothe difference scheme. In sequel, we investigate the first order of accuracy difference scheme for approximation of boundary value problem for multidimensional reverse parabolic equation and obtain stability estimates for its solution. Finally, we give numerical results together with an explanation on the realization in one- and two-dimensional test examples.     

FINITE DIFFERENCE APPROXIMATION FOR PRICING THE AMERICAN LOOKBACK OPTION

In this paper we are concerned with the pricing of lookback options with American type constrains. Based on the differential linear complementary formula associated with the pricing problem, an implicit difference scheme is constructed and analyzed. We show that there exists a unique difference solution which is unconditionally stable. Using the notion of viscosity solutions, we also prove that the finite difference solution converges uniformly to the viscosity solution of the continuous problem. Furthermore, by means of the variational inequality analysis method, the O（△t ＋ △x^2）-order error estimate is derived in the discrete L2-norm provided that the continuous problem is sufficiently regular. In addition, a numerical example is provided to illustrate the theoretical results.     

A comparison of some inverse methods for estimating the initial condition of the heat equation

In this work we analyze two explicit methods for the solution of an inverse heat conduction problem and we confront them with the least-squares method, using for the solution of the associated direct problem a classical finite difference method and a method based on an integral formulation. Finally, the Tikhonov regularization connected to the least-squares criterion is examined. We show that the explicit approaches to this inverse heat conduction problem will present disastrous results unless some kind of regularization is used.     

The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function

The Karush-Kuhn-Tucker (KKT) conditions for an optimization problem with fuzzy-valued objective function are derived in this paper. A solution concept of this optimization problem is proposed by considering an ordering relation on the class of all fuzzy numbers. The solution concept proposed in this paper will follow from the similar solution concept, called non-dominated solution, in the multiobjective programming problem. In order to consider the differentiation of a fuzzy-valued function, we use the Hausdorff metric to define the distance between two fuzzy numbers and the Hukuhara difference to define the difference of two fuzzy numbers. Under these settings, the KKT optimality conditions are elicited naturally by introducing the Lagrange function multipliers.     

Long Time Asymptotic Behavior of Solution of Difference Scheme for a Semilinear Parabolic Equation

In this paper we prove that the solution of implicit difference scheme for a semilinear parabolic equation converges to the solution of difference scheme for the corresponding nonlinear stationary problem as $t\rightarrow\infty$. For the discrete solution of nonlinear parabolic problem, we get its long time asymptotic behavior which is similar to that of the continuous solution. For simplicity, we consider one-dimensional problem.     

Stability and monotonicity of a conservative difference scheme for a multidimensional nonlinear scalar conservation law

We prove the existence, uniqueness, and monotonicity of the solution of an upwind conservative explicit difference scheme approximating an initial-boundary value problem for a many-dimensional nonlinear scalar conservation law with a quadratic nonlinearity under some specific conditions imposed only on the input data of the problem. We show that the resulting solution is not necessarily stable. Under some additional conditions on the input data, which provide the absence of shock waves, we prove the stability of the unique solution of the difference scheme for any finite time.     

Factorization method for linear and quasilinear singularly perturbed boundary value problems for ordinary differential equations

For linear singularly perturbed boundary value problems, we come up with a method that reduces solving a differential problem to a discrete (difference) problem. Difference equations, which are an exact analog of differential equations, are constructed by the factorization method. Coefficients of difference equations are calculated by solving Cauchy problems for first-order differential equations. In this case nonlinear Ricatti equations with a small parameter are solved by asymptotic methods, and solving linear equations reduces to computing quadratures. A solution for quasilinear singularly perturbed equations is obtained by means of an implicit relaxation method. A solution to a linearized problem is calculated by analogy with a linear problem at each iterative step. The method is tested against solutions to the known Lagerstrom-Cole problem.     

椭圆型奇异摄动问题差分格式的一致收敛性分析

本文研究了一类椭圆型奇异摄动问题.利用Bakhvalov-Shishkin网格上的差分方法,获得了数值解一致一阶收敛于真解的结果.     

Inverse problem for a quasilinear hyperbolic equation with a nonlocal boundary condition containing a delay argument

We consider a problem for a quasilinear hyperbolic equation with a nonlocal condition that contains a retarded argument. By reducing this problem to a nonlinear integrofunctional equation, we prove the existence and uniqueness theorem for its solution. We pose an inverse problem of finding a solution-dependent coefficient of the equation on the basis of additional information on the solution; the information is given at a fixed point in space and is a function of time. We prove the uniqueness theorem for the solution of the inverse problem. The proof is based on the derivation and analysis of an integro-functional equation for the difference of two solutions of the inverse problem.     

The optimality conditions for optimization problems with fuzzy-valued objective functions

The optimality conditions for an optimization problem with fuzzy-valued objective function are derived in this article. The solution concept of this optimization problem will follow the similar solution concept, called nondominated solution, in multiobjective programming problem. In order to consider the differentiation of fuzzy-valued function, we invoke the Hausdorff metric to define the distance between two fuzzy numbers and the Hukuhara difference to define the difference of two fuzzy numbers. Under these settings, the optimality conditions for obtaining the nondominated solutions are elicited naturally by introducing the Lagrange multipliers.