A Newton-like method and its application

In this paper we prove an existence and uniqueness theorem for solving the operator equation F(x)+G(x)=0, where F is a Gateaux differentiable continuous operator while the operator G satisfies a Lipschitz-condition on an open convex subset of a Banach space. As corollaries, a theorem of Tapia on a weak Newton's method and the classical convergence theorem for modified Newton-iterates are deduced. An existence theorem for a generalized Euler-Lagrange equation in the setting of Sobolev space is obtained as a consequence of the main theorem. We also obtain a class of Gateaux differentiable operators which are nowhere Frechet differentiable. Illustrative examples are also provided.     

解一类二阶延迟常微分方程连续RKN方法的P-稳定性

In this paper, we study the P-stability of the continuous Runge-Kutta Nystroem method for solving the delayed second order differential equation that does not depend on y′. A general theorem is presented which can be used to obtain complete characterizations of the P-stability regions of these continuous RungeKutta- Nystroem methods. We use the condition to two given RKN methods.     

基于凸优函数的Newton类方法的收敛定理

本文研究了求解Banach空间上非线性算子方程f(x)=0的Newton类方法的收敛性.利用优函数原理,在A(x0)1f满足关于某一凸优函数的广义Lipschitz条件下,得到了Newton类方法的一个半局部收敛定理.同时,当f和A(x)及初始点x0给定时,针对广义Lipschitz条件构造了相应的优函数,推广了Newton类方法的相关结果.     

On the intermediate integral for Monge-Ampère equations

Goursat showed that in the presence of an intermediate integral, the problem of solving a second-order Monge-Ampère equation can be reduced to solving a first-order equation, in the sense that the generic solution of the first-order equation will also be a solution of the original equation. An attempt by Hermann to give a rigorous proof of this fact contains an error; we show that there exists an essentially unique counterexample to Hermann's assertion and state and prove a correct theorem.

     

New method for constructing Chernoff functions

We state and, for the first time, prove a theorem in the theory of strongly continuous operator semigroups. This theorem, which has essentially been suggested by O.G. Smolyanov, in particular, enables one to reduce solving the Schr¨odinger equation to solving the heat equation.     

Theoretical investigation on error analysis of Sinc approximation for mixed Volterra-Fredholm integral equation

In this study, we propose one of the new techniques used in solving numerical problems involving integral equations known as the Sinc-collocation method. This method has been shown to be a powerful numerical tool for finding fast and accurate solutions. So, in this article, a mixed Volterra-Fredholm integral equation which has been appeared in many science an engineering phenomena is discredited by using some properties of the Sinc-collocation method and Sinc quadrature rule to reduce integral equation to some algebraic equations. Then exponential convergence rate of this numerical technique is discussed by preparing a theorem. Finally, some numerical examples are included to demonstrate the validity and applicability of the convergence theorem and numerical scheme.     

On the nonlinear regulator problem

A new method is presented to obtain a state feedback form solution to an optimal control problem with nonlinear dynamics and a quadratic performance index. The method is based on solving an integral equation equivalent to the two-point boundary-value problem related to the optimization problem by applying an inverse theorem concerning analytic nonlinear operators. Compared with the previous methods, this one is straightforward, more generally applicable, and gives important additional knowledge about the solution. An example is presented to illustrate the use of the method.     

Smoothed jackknife empirical likelihood method for ROC curve

In this paper we propose a smoothed jackknife empirical likelihood method to construct confidence intervals for the receiver operating characteristic (ROC) curve. By applying the standard empirical likelihood method for a mean to the jackknife sample, the empirical likelihood ratio statistic can be calculated by simply solving a single equation. Therefore, this procedure is easy to implement. Wilks’ theorem for the empirical likelihood ratio statistic is proved and a simulation study is conducted to compare the performance of the proposed method with other methods.     

Existence and uniqueness of an inverse problem for nonlinear Klein‐Gordon equation

In this paper, an initial boundary value problem for nonlinear Klein‐Gordon equation is considered. Giving an additional condition, a time‐dependent coefficient multiplying nonlinear term is determined, and existence and uniqueness theorem for small times is proved. The finite difference method is proposed for solving the inverse problem.     

A variant of Newton's method and its application

This paper details an existence and uniqueness theorem for solving an operator equation of the form F(x)=0, where F is a Gateaux differentiable operator defined on an open convex subset of a Banach space proved. From the main theorem, an earlier theorem of Argyros follows as a consequence. Other corollaries constitute the semilocal versions of the theorems due to Ozban and Weerakoon and Fernando in a general Banach space. Our main theorem leads to the existence of solutions for a class of nonlinear Urysohn-type integral equations in the n-dimensional Euclidean space.     

隧洞围岩应力复变函数分析法中的解析函数求解

利用复变函数理论进行地下任意开挖断面隧洞围岩应力分析的前提,是根据围岩应力边界条件方程推导出两个解析函数．从Harnack定理出发,将隧洞围岩应力边界条件方程转化成积分方程;把Laurent级数有限项表示的映射函数引入积分方程中,将以任意开挖断面为边界条件的解析函数求解转化成以单位圆周线为边界条件的求解问题．对积分方程中各被积函数在讨论域内的解析性进行了分析,在此基础上利用留数理论求解了方程中各项积分值,并获得了用来表示任意开挖断面隧道围岩应力的两个解析函数通式．给出了圆形和椭圆形隧道的两个解析函数求解算例,所获得的结果与文献中的结果一致．利用留数理论推导出的两个解析函数通式,适用于任意开挖断面隧洞的围岩应力解析解的计算,且计算过程更为简单,计算结果更为精确．     

Numerical solution of two-sided space-fractional wave equation using finite difference method

In this paper, a class of finite difference method for solving two-sided space-fractional wave equation is considered. The stability and consistency of the method are discussed by means of Gerschgorin theorem and using the stability matrix analysis. Numerical solutions of some wave fractional partial differential equation models are presented. The results obtained are compared to exact solutions.     

机械求积法及其外推算法求解Helmholtz非线性边界积分方程

当Helmholtz微分方程转化为非线性边界积分方程后,可以利用机械求积法求得近似解,此方法具有较高的收敛精度阶O(h3)和较低的计算复杂度.构造机械求积法时,一个非线性方程系统通过离散非线性积分方程得到.此外,每个矩阵元素的值都不需要计算任何奇异积分.根据渐近紧理论和Stepleman定理,整个系统的稳定性和收敛性得到了证明.利用h3-Richardson外推算法,收敛精度阶可以提高到O(h5).为了求解非线性方程组,利用Ostrowski不动点定理研究了Newton的解的收敛性.几个算例从数值上说明了本算法的有效性.     

Interval vortex methods

By means of the integral version of vortex equation, the technique of Green's function, and the vorticity‐to‐velocity map, a new kind of interval methods for solving the initial‐periodic boundary value problem of two‐dimensional incompressible Navier–Stokes equation is introduced, which consists of both an approximate scheme and a set of pointwise intervals covering the exact solution. The convergence theorem corresponding to the scheme is proved, and the order of error width for the two‐sided bounds is also considered. Finally, a simple numerical example illustrates our corroboration. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1368–1396, 2014     

A New Martingale Representation Theorem (Discrete Time)

In this paper, we prove a new theorem concerning representation of discrete time martingales, which is based on solving a specially chosen problem of optimal control with random sequences. We establish a relationship between the solution of the Bellman equation and the martingale representation. We illustrate the results with an example of calculating a European type option.     

Interval expansion method for nonlinear equation in several variables

An interval expansion method is presented to find the solution of nonlinear equation in several variables with guaranteed accuracy. In this method, the existence theorem for the solution of nonlinear equation is obtained by using two newly defined operators. A new algorithm for solving nonlinear equation in several variables is given. Furthermore, we prove that the new method is global convergent under mild conditions.     

New numerical methods and some applied aspects of the p-regularity theory

The theory of p-regularity is applied to optimization problems and to singular ordinary differential equations (ODE). The special variant of the method of the modified Lagrangian function proposed by Yu.G. Evtushenko for constrained optimization problems with inequality constraints is justified on the basis of the 2-factor transformation. An implicit function theorem is given for the singular case. This theorem is used to show the existence of solutions to a boundary value problem for a nonlinear differential equation in the resonance case. New numerical methods are proposed including the p-factor method for solving ODEs with a small parameter.     

非线性对流扩散方程的守恒律

利用直接方法研究了非线性对流扩散方程的守恒律,得到了关于非线性对流扩散方程的守恒律乘子性质的一个定理.利用这个定理,可以简化守恒律乘子的确定方程.随后通过对确定方程中的变量函数进行分析,发现在四种情况下乘子的确定方程是可解的.最后解出这些守恒律乘子,利用积分公式法分别得到了四种情况下对应于各个守恒律乘子的守恒律.     

Two displacement methods for in-plane deformations of orthotropic linear elastic materials

Two displacement formulation methods are presented for the plane strain and plane stress problems of orthotropic linear elastic materials having the three planes of symmetry at x₁ = 0, x₂ = 0 and x₃ = 0. The first method starts with solving the two governing partial differential equations simultaneously, while the second method begins with solving one equation and ends with enforcing the other. The former follows the approach of Eshelby, Read and Shockley, whereas the latter is based on an extended version of Green's theorem and thus has similarities with Airy's stress function method. The two displacement methods lead to the same characteristic equation that is identical to the one obtained by Lekhnitskii using a stress formulation method. The general solutions resulting from the two displacement methods can be used to solve plane elasticity problems of orthotropic materials with displacement or mixed boundary conditions.     

Asymptotic Expansions and a New Numerical Algorithm of the Algebraic Riccati Equation for Multiparameter Singularly Perturbed Systems

In this paper we study a continuous-time multiparameter algebraic Riccati equation (MARE) with an indefinite sign quadratic term. The existence of a unique and bounded solution of the MARE is newly established. We show that the Kleinman algorithm can be used to solve the sign indefinite MARE. The proof of the convergence and the existence of the unique solution of the Kleinman algorithm is done by using the Newton-Kantorovich theorem. Furthermore, we present new algorithms for solving the generalized multiparameter algebraic Lyapunov equation (GMALE) by means of the fixed-point algorithm.