非线性振动系统周期解的数值分析

用直接数值积分法求非线性振动系统的周期解,求解时对初始条件进行迭代,使它与终点条件相一致.积分时间区间(即周期)或运动方程中的某些参数,也可在迭代过程中随同变化,积分方法是变步长的. 用这种“打靶”法求周期解,所需计算工作量相对较少.其中误差主要来源于数值积分,故不难估计并控制它足够小.这种方法可处理各种类型的振动问题,如单自由度和多自由度系统的自由无阻尼振动、强迫振动、自激振动和参数振动等等;也能求得不稳定解和那些对参数变动十分敏感的解.解的稳定性根据相关的周期系数微分方程来研究.求共振曲线或其他振动特性曲线时,利用插值方法并自动调节步长来定出迭代始值. 为了阐明这种方法的通用性,计算了若干例子.非线性的描述可用解析函数或任何其他形式,例如分段线性函数.文中还就所得周期解指出了非线性振动的一些值得注意的性质.部分计算结果与已有的近似解或实验结果作了比较.     

一类含有稳定参数的Adams型隐式方法及其新算法

§1.引言 数值积分Stiff常微分方程初值问题,其积分过程的稳定性相当重要.用传统的数值方法,如Adams方法等,为保证计算稳定性,积分步长受到相当的限制.在stiff常微分方程初值问题的数值解法中,Gear方法是目前最通用的方法之一.但是,当阶p大     

常微分方程向前步组合离散化方法

一、一般理论 关于常微分方程组初值问题的数值求解,[1]首先提出:对方程组中各个微分方程采用不同的数值积分公式和不同的积分步长同时进行数值积分的思想.由这种思想构造的算法称为组合算法,在大系统的数字仿真等数值计算中得到了广泛的应用.国外正在发展的多速率算法或多帧速算法,是它的特例.由于并行处理机系统的迅速发展,这类算法将会得到更广泛的应用和进一步的研究.     

数值求解常微分方程初值问题的偏差积分方法

在连续运动系统的设计、优化计算、实时仿真、系统识别等问题中,均需计算大量的系统运动轨道.这是相当费时间的,特别当精度要求比较高,而描写系统运动的常微分方程组右端函数相当复杂时,更是如此.前者要求采用较小的步长进行数值积分,因而积分的步数比较多.而后者表示每一步积分所需要的计算量相当大,这就使得一些问题由于轨道计算的总计算量太大,在通常的计算机上无法求解或实现,至少实时计算是无法进行     

多重网格法和自适应算法的组合及其对非线性Schrdinger方程的应用

在解非线性的进化型偏微分方程时,为了数值计算的稳定性常常采用无条件稳定的隐式差分格式.这样会引起两个问题:一是要解线性甚至非线性的代数方程组,这是费时间的;另一是在解代数方程组时,迭代法的收敛性依赖于时间步长,特别是非线性迭代的收敛性会对时间步长加以严格的限制.     

多重网格法和自适应算法的组合及其对非线性Schrdinger方程的应用

在解非线性的进化型偏微分方程时,为了数值计算的稳定性常常采用无条件稳定的隐式差分格式.这样会引起两个问题:一是要解线性甚至非线性的代数方程组,这是费时间的;另一是在解代数方程组时,迭代法的收敛性依赖于时间步长,特别是非线性迭代的收敛性会对时间步长加以严格的限制.     

双参数常微分方程奇异摄动问题的高精度数值方法

一些物理问题和工程问题常涉及到带有多个小参数的微分方程、可以预料多参数问题在实际问题的应用会越来越广泛。[1—4]中列举了两参数问题在润清理论,化学反应理和直流电动机分析中的应用。最近二十多年来Wasow(1964),Harris(1965),OMalley(1969)和林宗池(1982)等人关于多参数微分方程问题的渐近解研究已作了不少出色工作。     

带有两个小参数的二阶椭圆型偏微分方程第一边值问题的数值解法

§1.引言 在实际问题中经常出现带有多个小参数的微分方程问题,例如两参数问题在润滑理论中的应用,在化学反应理论中的应用,以及在直流电动机分析中的应用.从实际问题出发,我们研究几个导数项前乘有不同小参数的微分方程问题.O’Malley对上述问题的渐近方法作了较为深入的研究.[8]中曾探讨带有两个小参数的常微分方程第     

带有两个小参数的二阶椭圆型偏微分方程第一边值问题的数值解法

§1.引言 在实际问题中经常出现带有多个小参数的微分方程问题,例如两参数问题在润滑理论中的应用,在化学反应理论中的应用,以及在直流电动机分析中的应用.从实际问题出发,我们研究几个导数项前乘有不同小参数的微分方程问题.O’Malley对上述问题的渐近方法作了较为深入的研究.[8]中曾探讨带有两个小参数的常微分方程第     

求解非线性互补问题的微分方程方法

本文构造了一种求解非线性互补问题的微分方程方法.在一定条件下,证明了微分方程系统的平衡点是非线性互补问题的解并且基于一般微分方程系统的数值积分建立了一个数值算法.在适当的条件下,证明了此算法产生的序列解是收敛的.本文最后给出了数值结果,该结果表明了此微分方程方法的有效性.     

VON NEUMANN STABILITY ANALYSIS OF SYMPLECTIC INTEGRATORS APPLIED TO HAMILTONIAN PDEs

Symplectic integration of separable Hamiltonian ordinary and partial differential equations is discussed. A von Neumann analysis is performed to achieve general linear stability criteria for symplectic methods applied to a restricted class of Hamiltonian PDEs. In this treatment, the symplectic step is performed prior to the spatial step, as opposed to the standard approach of spatially discretising the PDE to form a system of Hamiltonian ODEs to which a symplectic integrator can be applied. In this way stability criteria are achieved by considering the spectra of linearised Hamiltonian PDEs rather than spatial step size.     

基于拟Shannon小波浅水长波近似方程组的数值解

本文研究了浅水长波近似方程组初边值问题的数值解.利用小波多尺度分析和区间拟Shannon小波,对浅水长波近似方程组空间导数实施空间离散,用时间步长自适应精细积分法对其变换所的非线性常微分方程组进行求解,得到了浅水长波近似方程组的数值解,并将此方法计算的结果与其解析解进行比较和验证.     

解常微分方程初值问题的线性多步公式的并行计算方法

目前,各种类型的并行处理计算机已大量出现.为了能提高这些计算机的实际效率,需要构造与这些计算机相适应的并行算法.构造有效的数值求解常微分方程初值问题的并行算法是一个比较困难的问题,特别对于象Cray-1,757机那样的流水线式向量计算机,更是这样.[1]中将传统的线性多步公式的应用方式进行改变,构造了一类新的并行     

A Note on the Step Size Selection in Adams Multistep Methods

In this paper new algorithms for step size prediction in variable step size Adams methods are proposed. It is shown that, when large step size changes are necessary for an efficient integration, the new algorithms provide a prediction that follows more closely the local error estimation than the standard step size prediction. The new predictors can be considered as a easily computable alternative to the step size predictors given by Willé [9] in terms of differential equations.     

Application of orthogonal expansions for approximate integration of ordinary differential equations

An approximate method to solve the Cauchy problem for normal and canonical systems of second-order ordinary differential equations is proposed. The method is based on the representation of a solution and its derivative at each integration step in the form of partial sums of series in shifted Chebyshev polynomials of the first kind. A Markov quadrature formula is used to derive the equations for the approximate values of Chebyshev coefficients in the right-hand sides of systems. Some sufficient convergence conditions are obtained for the iterative method solving these equations. Several error estimates for the approximate Chebyshev coefficients and for the solution are given with respect to the integration step size.     

Implicit Solution of Hyperbolic Equations with Space-Time Adaptivity

Adaptivity in space and time is introduced to control the error in the numerical solution of hyperbolic partial differential equations. The equations are discretised by a finite volume method in space and an implicit linear multistep method in time. The computational grid is refined in blocks. At the boundaries of the blocks, there may be jumps in the step size. Special treatment is needed there to ensure second order accuracy and stability. The local truncation error of the discretisation is estimated and is controlled by changing the step size and the time step. The global error is obtained by integration of the error equations. In the implicit scheme, the system of linear equations at each time step is solved iteratively by the GMRES method. Numerical examples executed on a parallel computer illustrate the method.     

A general method for solving constrained optimization problems

In this paper a general problem of constrained minimization is studied. The minima are determined by searching for the asymptotical values of the solutions of a suitable system of ordinary differential equations.For this system, if the initial point is feasible, then any trajectory is always inside the set of constraints and tends towards a set of critical points. Each critical point that is not a relative minimum is unstable. For formulas of one-step numerical integration, an estimate of the step of integration is given, so that the above mentioned qualitative properties of the system of ordinary differential equations are kept.     

多滞量线性微分方程系统的数值收敛性分析

1　引　　言本文将涉及多滞量线性微分方程系统y′(t)=By(t)+km=1Bmy(t-τm),t∈[t0,T],y(t)=φ(t),t∈[t0-τ,t0],(1.1)其中B=(bij),Bm=(b(m)ij)∈CN×N,0<τm≤τ(1≤m≤k),y(t)=(y1(t),y2(t),…,yN(t))T∈CN是未知函数.下文中恒设(1.1)有唯一充分光滑的解y(t),且其满足‖y(i)(t)‖≤Mi,　　t∈[t0-τ,T],(1.2)这里‖·‖为CN中某内积〈·,·〉导出的范数,即‖ξ‖=〈ξ,ξ〉(ξ∈CN).文[1]中指出:当(1.1)的系数阵满足km=1‖Bm‖<-12λmax(B+B*)(1.3)时(其中矩阵范数‖·‖定义为:‖B‖=sup‖ξ‖=1‖Bξ‖,B∈CN×N),系统(1.1…     

High order methods for the numerical integration of ordinary differential equations

Summary High order implicit integration formulae with a large region of absolute stability are developed for the approximate numerical integration of both stiff and non-stiff systems of ordinary differential equations. The algorithms derived behave essentially like one step methods and are demonstrated by direct application to certain particular examples.     

Stein implicit Runge-Kutta methods with high stage order for large-scale ordinary differential equations

The Runge-Kutta method is one of the most popular implicit methods for the solution of stiff ordinary differential equations. For large problems, the main drawback of such methods is the cost required at each integration step for computing the solution of a nonlinear system of equations. In this paper, we propose to reduce the cost of the computation by transforming the linear systems arising in the application of Newton's method to Stein matrix equations. We propose an iterative projection method onto block Krylov subspaces for solving numerically such Stein matrix equations. Numerical examples are given to illustrate the performance of our proposed method.