ON THE MINIMAL NONNEGATIVE SOLUTION OF ONSYMMETRIC ALGEBRAIC RICCATI EQUATION

We study perturbation bound and structured condition number about the minimalnonnegative solution of nonsymmetric algebraic Riccati equation,obtaining a sharp per-turbation bound and an accurate condition number.By using the matrix sign functionmethod we present a new method for finding the minimal nonnegative solution of this al-gebraic Riccati equation.Based on this new method,we show how to compute the desiredM-matrix solution of the quadratic matrix equation X~2-EX-F=0 by connecting itwith the nonsymmetric algebraic Riccati equation,where E is a diagonal matrix and F isan M-matrix.     

求解非对称代数Riccati 方程几个新的预估-校正法

来源于输运理论的非对称代数Riccati 方程可等价地转化成向量方程组来求解. 本文提出了求解该向量方程组的几个预估-校正迭代格式,证明了这些迭代格式所产生的序列是严格单调递增且有上界,并收敛于向量方程 组的最小正解. 最后,给出了一些数值实验,实验结果表明,本文所提出的算法是有效的.     

ON THE METHODS FOR FINDING ROOTS OF ALGEBRAIC EQUATIONS WITH WEIERSTRASS'''' CORRECTIONS

This is a study of the Durand-Kerner and Nourein methods for finding the roots of a given algebraic equation simultaneously. We consider the conditions under which the iterative methods fail. The numerical example is presented.     

代数Riccati方程可稳解的条件数

１．引言 关于代数Ｒｉｃｃａｔｉ方程（ＡＲＥ）的研究是大量的．从数值角度看,有关数值方法,扰动理论的研究已比较深入．而关于条件数理论的研究则还不多［３］,［６］． Ｒｙｅｒｓ［１］研究了时连续代数 Ｒｉｃｃａｔｉ方程可稳解的条件数; Ｋｅｎｎｅｙ和 Ｈｅｗｅｒ［３］讨论了时连续代数 Ｒｉｃｃａｔｉ方程（以下简称 ＣＴＡＲＥ）可稳解的敏度分析,给出了一阶扰动界,引进了条件数; Ｓｕｎ［６］从最佳向后扰动理论角度研究了时离散代数Ｒｉｃｃａｔｉ方程（以下简称ＤＴＡＲＥ）可稳解的条件数;徐树方［８］针对 ＣＴＡ…     

关于离散代数Riccati方程的扰动分析

1．引言若不特别说明,以下记号都是常规的,可参见山．在最优控制中占有核心地位的代数Xiccati方程（ARE）有两种基本形式：连续型的ARE（CARE）：离散型的＊＊E（＊＊RE）：其中只兄见NE贮””,GIE皿””m,GZE＊m”m,in＜2,＊T二K＞风＊T二N＞几＊2二＊2＞凡从应用角度看,主要关心＊＊E的对称半正定解．对于＊＊RE,已有大量的研究工作．特别,陈春晖门、徐树方问、Ghwimi－Laub同等研究了扰动理论．对于DARE,它与＊＊＊E的一个明显区别是：＊＊M是二次矩阵方程而＊＊＊E具有高度非线性．这种区别使得DARE远为复杂…     

一类Riccati方程组对称自反解的两种迭代算法

针对源于Markov跳变线性二次控制问题中的一类对偶代数Riccati方程组,分别采用修正共轭梯度算法和正交投影算法作为非精确Newton算法的内迭代方法,建立求其对称自反解的非精确Newton-MCG算法和非精确Newton-OGP算法.两种迭代算法仅要求Riccati方程组存在对称自反解,对系数矩阵等没有附加限定.数值算例表明,两种迭代算法是有效的.     

高阶代数微分方程解的增长级(英文)

本文研究了高阶代数微分方程解的增长级的问题.利用亚纯函数的Nevanlinna值分布理论和微分方程的一些技巧,得到了一个更精确和更一般的结论,推广了何育赞和Laine的一些理论.     

ON MEROMORPHIC SOLUTIONS OF RICCATI AND LINEAR DIFFERENCE EQUATIONS

In this paper, meromorphic solutions of Riccati and linear difference equations are investigated. The growth and Borel exceptional values of these solutions are discussed, and the growth, zeros and pol...     

正规实型对称空间上平方函数算子的弱1——1有界性

利用正规实型对称空间上热核的一个上界估计及非紧致Riemann对称空间上热核 的一个梯度估计,证明了正规实型对称空间上的Littlewood-Paley平方函数算子的弱1-1 有界性.     

随机变延迟微分方程平衡方法的均方收敛性与稳定性

针对一类变延迟微分方程,应用全隐式方法一平衡方法,研究了其收敛性和稳定性.结果表明平衡方法以1/2 γ,γ∈(0,1]阶收敛到精确解;并且强平衡方法和弱平衡方法都能保持解析解的均方稳定性;进一步数值实验验证了算法理论分析的正确性,并且表明全隐式的平衡方法比显式方法—Euler方法具有更好的稳定性.     

ITERATION OF POSITIVE SOLUTION FOR ASECOND-ORDER ORDINARY DIFFERENTIALEQUATION WITH CHANGE OF SIGN

An iterative process of positive solution for BVP w"+h(t)f(w)=0,w(0)=w(1)-0 is established, where h(t) is allowed to changes sign on [0,1]. The process starts from a simple function.     

解强刚性块线代数方程组的两类L-收敛迭代法

对解强刚性块线代数方程组X=(A(?)J)X φ,本文提出了L-收敛的最佳单参数迭代法(L-OOPI)和L-收敛的多参数迭代直接法(L-MPID),并给出了数值例子．数例表明,对于强刚性块线代数方程组,该二迭代法是有效的．     

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.     

On the Minimal Nonnegative Solution of Nonsymmetric Algebraic Riccati Equation

We study perturbation bound and structured condition number about the minimal nonnegative solution of nonsymmetric algebraic Riccati equation, obtaining a sharp perturbation bound and an accurate condition number. By using the matrix sign function method we present a new method for finding the minimal nonnegative solution of this algebraic Riccati equation. Based on this new method, we show how to compute the desired M-matrix solution of the quadratic matrix equation X^2 - EX - F = 0 by connecting it with the nonsymmetric algebraic Riccati equation, where E is a diagonal matrix and F is an M-matrix.     

一类Riccati矩阵方程广义自反解的双迭代算法

本文研究了一类Riccati矩阵方程广义自反解的数值计算问题.利用牛顿算法将Riccati矩阵方程的广义自反解问题转化为线性矩阵方程的广义自反解或者广义自反最小二乘解问题,再利用修正共轭梯度法计算后一问题,获得了求Riccati矩阵方程的广义自反解的双迭代算法.拓宽了求解非线性矩阵方程的迭代算法.数值算例表明双迭代算法是有效的.     

求解变延迟微分方程的一类线性多步方法的收缩性

This paper presents a sufficient condition on the contractivity of theoretical solution for a class of nonlinear systems of delay differential equations with many variable delays(MDDEs), which is weak,compared with the sufficient condition of previous articles.In addition,it discusses the numerical stability properties of a class of special linear nmltistep methods for this class nonlinear problems.And it is pointed out that not only the backwm‘d Euler method but also this class of linear multistep methods are GRNm-stable if linear interpolation is used.     

ON DISCRETE PROJECTION AND NUMERICAL BOUNDARY CONDITIONS FOR THE NUMERICAL SOLUTION OF THE UNSTEADY INCOMPRESSIBLE NAVIER-STOKES EQUATIONS

1. IntroductionLet us consider the unsteady incompressible Navier--Stokes equations (INSE)on a two--dimensional rectangular region fl with boundary 0fl. Here w = (u, v)" is tl1e velocityvector, p is the pressure, and f a known vector function of x) y, and…     

ON HERMITIAN AND SKEW-HERMITIAN SPLITTING ITERATION METHODS FOR CONTINUOUS SYLVESTER EQUATIONS

We present a Hermitian and skew-Hermitian splitting (HSS) iteration method for solving large sparse continuous Sylvester equations with non-Hermitian and positive definite/semi-definite matrices. The unconditional convergence of the HSS iteration method is proved and an upper bound on the convergence rate is derived. Moreover, to reduce the computing cost, we establish an inexact variant of the HSS iteration method and analyze its convergence property in detail. Numerical results show that the HSS iteration method and its inexact variant are efficient and robust solvers for this class of continuous Sylvester equations.     

一类非线性方程组的Newton-PSS迭代法

正定反Hermite分裂(PSS)方法是求解大型稀疏非Hermite正定线性代数方程组的一类无条件收敛的迭代算法.将其作为不精确Newton方法的内迭代求解器,我们构造了一类用于求解大型稀疏且具有非Hermite正定Jacobi矩阵的非线性方程组的不精确Newton-PSS方法,并对方法的局部收敛性和半局部收敛性进行了详细的分析.数值结果验证了该方法的可行性与有效性.