非线性回归方法的应用与比较

比较了非线性回归3种方法的数学原理:曲线直线化方法、非线性最小二乘方法、近似非线性法.说明了用方差分析确定回归模型的统计学意义、用决定系数R2描述曲线的拟合效果的理论依据.通过对同一问题用3种方法分析得出结论:非线性回归与近似非线性拟合方法决定系数相近(0.9966与0.9965),而曲线直线化决定系数为0.9738.因为近似非线性拟合方法无需选初值.建议应用近似非线性拟合方法.     

Third-order iterative methods free from second derivatives for nonlinear equation

In this paper, we suggest and analyze a new two-step iterative method for solving nonlinear equations, which is called the modified Householder method without second derivatives for nonlinear equation. We also prove that the modified method has cubic convergence. Several examples are given to illustrate the efficiency and the performance of the new method. New method can be considered as an alternative to the present cubic convergent methods for solving nonlinear equations.     

非线性薛定谔方程的平均向量场方法

利用平均向量场方法(AVF)对非线性薛定谔方程进行求解, 在理论上得到了一个保非线性薛定谔方程描述的系统能量守恒的AVF格式, 再分别用非线性薛定谔方程的AVF格式和辛格式数值模拟孤立波的演化行为, 并比较两个格式是否保系统能量守恒特性. 数值结果表明, AVF格式也能很好地模拟孤立波的演化行为,并且比辛格式更能保持系统的能量守恒.     

Rational Krylov for Nonlinear Eigenproblems,an Iterative Projection Method

In recent papers Ruhe suggested a rational Krylov method for nonlinear eigenproblems knitting together a secant method for linearizing the nonlinear problem and the Krylov method for the linearized problem. In this note we point out that the method can be understood as an iterative projection method. Similarly to the Arnoldi method the search space is expanded by the direction from residual inverse iteration. Numerical methods demonstrate that the rational Krylov method can be accelerated considerably by replacing an inner iteration by an explicit solver of projected problems.     

A power method for nonlinear operators

In this article we consider the problem of computing the dominant eigenvalue of the linearization of a nonlinear operator. We define a power method that converges under natural conditions on the nonlinear operator. This nonlinear power method does not require the linearization itself, but only the action of the nonlinear operator on arbitrary functions. We apply this method to investigate the stability of equilibrium solutions of differential equations.     

Numerical Experiments with an Interior-Exterior Point Method for Nonlinear Programming

The paper presents an algorithm for solving nonlinear programming problems. The algorithm is based on the combination of interior and exterior point methods. The latter is also known as the primal-dual nonlinear rescaling method. The paper shows that in certain cases when the interior point method (IPM) fails to achieve the solution with the high level of accuracy, the use of the exterior point method (EPM) can remedy this situation. The result is demonstrated by solving problems from COPS and CUTE problem sets using nonlinear programming solver LOQO that is modified to include the exterior point method subroutine.     

A Power Penalty Approach to Numerical Solutions of Two-Asset American Options

This paper aims to develop a power penalty method for a linear parabolic variational inequality (Ⅵ) in two spatial dimensions governing the two-asset Ameri-can option valuation. This method yields a two-dimensional nonlinear parabolic PDE containing a power penalty term with penalty constant λ>1 and a power parameter k>0. We show that the nonlinear PDE is uniquely solvable and the solution of the PDE converges to that of the VI at the rate of order (λ<-k/2>). A fitted finite volume method is designed to solve the nonlinear PDE, and some numerical experiments are performed to illustrate the usefulness of this method.     

基于MQ拟插值函数逼近的非线性动力系统数值求解

借助多重二次曲面（multi quadrics,MQ）拟插值函数具有较好精确性和稳定性的优势,研究了基于MQ拟插值函数和4阶Runge-Kutta法相结合的方法,构造了求解带有初值问题的非线性动力系统的数值解法,分析了该方法与已有主要方法的优缺点,并给出了相应的数值算例、误差估计.结果表明该方法计算量小、能很好地逼近非线性动力系统的解析解.     

Efficient hybrid method for solving special type of nonlinear partial differential equations

In this article, an efficient hybrid method has been developed for solving some special type of nonlinear partial differential equations. Hybrid method is based on tanh–coth method, quasilinearization technique and Haar wavelet method. Nonlinear partial differential equations have been converted into a nonlinear ordinary differential equation by choosing some suitable variable transformations. Quasilinearization technique is used to linearize the nonlinear ordinary differential equation and then the Haar wavelet method is applied to linearized ordinary differential equation. A tanh–coth method has been used to obtain the exact solutions of nonlinear ordinary differential equations. It is easier to handle nonlinear ordinary differential equations in comparison to nonlinear partial differential equations. A distinct feature of the proposed method is their simple applicability in a variety of two‐ and three‐dimensional nonlinear partial differential equations. Numerical examples show better accuracy of the proposed method as compared with the methods described in past. Error analysis and stability of the proposed method have been discussed.     

非线性粘弹性柱的稳定性和混沌运动

研究了受轴向周期力作用的各向同性简支柱的动力学稳定性。假定粘弹性材料满足Lea-derman非线性本构关系。导出运动方程为非线性偏微分-积分方程,并利用Galerkin方法简化为非线性微分-积分方程。应用平均法进行了稳定性分析,并用数值结果进行验证。数值结果还表明系统可能存在混沌运动。     

一类非线性波动方程的显式精确解

本文用直接方法和假设的一种结合求出了一类较广泛的非线性波动方程ｕｔｔ－ａ１ｕｘｘ＋ａ２ｕｔ＋ａ３ｕ＋ａ４ｕＳ＾２＋ａ５ｕ＾３＝０的一些显式精确行波解,贱个有重要的非线性数学物理方程,如φ＾４方程,Ｋｌｅｉｎ－Ｇｏｒｄｏｎ方程,Ｓｉｎｅ－Ｇｏｒｄｏｎ方程,及Ｓｉｎｈ－Ｇｏｒｄｏｎ方程的近似,Ｌａｎｄａｕ－Ｇｉｎｚｂｕｒｇ－Ｈｉｇｇｓ方程,Ｄｕｆｆｉｎｇ方程,非线性电报方程等都可作为该方程的特殊情形得     

非线性对流扩散方程的三层隐-显hp-局部间断Galerkin有限元方法

使用Arnold等人提出的求解椭圆方程的间断有限元的一般框架及新的处理非线性对流项的方法,得到了非线性对流扩散方程的三层隐-显hp-LDG方法的误差估计.对Burgers方程进行了数值计算,计算结果验证了文中得到的理论结果.     

Numerical solution of nonlinear two-dimensional Fredholm integral equations of the second kind using Gauss product quadrature rules

The Gauss product quadrature rules and collocation method are applied to reduce the second-kind nonlinear two-dimensional Fredholm integral equations (FIE) to a nonlinear system of equations. The convergence of the proposed numerical method is proved under certain conditions on the kernel of the integral equation. An iterative method for approximating the solution of the obtained nonlinear system is provided and its convergence is proved. Also, some numerical examples are presented to show the efficiency and accuracy of the proposed method.     

Periodic Solution for Strongly Nonlinear Vibration Systems by He’s Energy Balance Method

This paper applies He’s Energy balance method (EBM) to study periodic solutions of strongly nonlinear systems such as nonlinear vibrations and oscillations. The method is applied to two nonlinear differential equations. Some examples are given to illustrate the effectiveness and convenience of the method. The results are compared with the exact solution and the comparison showed a proper accuracy of this method. The method can be easily extended to other nonlinear systems and can therefore be found widely applicable in engineering and other science.     

定常Kuramoto-Sivashinsky方程关于非线性伽辽金方法的一个注记

本文讨论了定常Ｋ－Ｓ方程关于伽辽金方法和非线性伽辽金方法的收敛性和最大模估计;对相同模数而言,两者的误差阶完全一致,数值结果表明非线性伽辽金方法同样成功地计算出了Ｋ－Ｓ方程的分歧解,并且在计算时间方面非线性伽辽金方法比伽辽金方法要少得多。     

非线性对流扩散问题的交替方向差分流线扩散法

1引言Peaceman,Douglas等人于1955年提出了差分格式的交替方向法。随后,Douglas,Dupont于1972年又提出了有限元格式的交替方向法[1]。其基本思想是:对两个或三个空间变量的二阶抛物型和双曲型问题,将交替方向法与Galerkin方法相结合,通过算子分裂技术,把高维问题转化为一系列低维问题,交替地沿各空间变量的方向求解。[2]、[3]和[4]给出了对更一般扩散问题(带对流项的抛物方程)的数值求解和误差分析。     

Soliton solutions of a few nonlinear wave equations

This paper carries out the integration of a few nonlinear wave equations to obtain topological as well as non-topological soliton solutions. The mathematical techniques used to obtain the soliton solutions are He’s variational iteration method, the tanh method and the ansatz method. The nonlinear wave equations that are studied are coupled mKdV equations, Drinfeld-Sokolov equation and its generalized version. Finally, some numerical simulations are given to support the analytical solutions.     

特殊矩阵乘积在非线性数值计算中的应用

本文将Hadamard矩阵乘积引入到非线性数值计算,获得了简单的矩阵形式的非线性代数模拟方程,利用Hadamard矩阵乘积和Hadamard矩阵函数的方法,我们能够容易地构造快速收敛的简单迭代法解非线性代数方程组的迭代公式,使该法成为与Newton-Raphson法相比有竞争力的方法,我们也首次定义了一种新的特殊矩阵乘积—SJT矩阵乘积。运用SJT积,我们能够方便高效的计算Newton-Raphson法中Jacobi导数矩阵的精确解,利用Hadamard矩阵乘积的范数性质,我们也导出了非线性计算摄动误差的分析公式,此外,Hadamard积和SJT积能够被用于非线性数值解耦计算,这极大地减少了求解耦合的非线性偏微分方程组的计算工作量和内存需要量。     

Numerical solution of the system of nonlinear Volterra integro-differential equations with nonlinear differential part by the operational Tau method and error estimation

The operational Tau method, a well-known method for solving functional equations, is employed to solve a system of nonlinear Volterra integro-differential equations with nonlinear differential part. In addition, an error estimation of the method is presented. Some cases of the mentioned equations are solved as examples to illustrate the ability and reliability of the method. The results reveal that the method is very effective and convenient.     

解凸约束非线性单调方程组的无导数谱PRP投影算法

本文在著名PRP共轭梯度算法的基础上研究了一种无导数谱PRP投影算法,并证明了算法在求解带有凸约束条件的非线性单调方程组问题的全局收敛性.由于无导数和储存量小的特性,它更适应于求解大规模非光滑的非线性单调方程组问题.数值试验表明,新算法对给定的测试问题是有效的和稳定的.