自共轭常微分方程奇异摄动问题一致收敛的差分格式

本文对自共轭常微分方程奇异摄动问题,构造一族带拟合因子的差分格式,用不同于[1]的方法,通过对格式截断误差的分析,给出差分格式解一致收敛于微分方程解的充分条件;由此提出几个具体的差分格式,在较弱的条件下,给出较高的一致收敛阶,并将它们应用于例子,给出数值结果.     

解非线性椭圆型方程奇异摄动问题的一致收敛差分格式

给出了求解非线性椭圆型偏微分方程奇异摄动问题的广义OCI差分格式．证明了这种格式的解关于摄动参数一致收敛于连续问题的解．给出了数值例子．     

带有转向点的半线性奇异摄动问题的一致收敛差分格式

本文讨论带有转向点的半线性二阶常微分方程奇异摄动边值问题。首先推导解的导数估计及分解。然后构造一个差分格式,它是Il'in格式的推广。证明了一致收敛性。最后给出一种迭代法解非线性差分方程。并证明迭代法单调收敛,收敛速度与ε无关。     

具有积分边界条件的常微分方程边值问题的数值解

讨论了一类具有积分边界条件的二阶常微分方程非局部边值问题的数值解.对非局部积分边界条件采用了离散的多点边值问题进行逼近,通过常系数情况下解的局部性质,建立了这类边值问题的指数型差分格式,并且给出了格式的误差分析,证明了格式是一致收敛的.     

二阶线性守恒型常微分方程奇异摄动问题的高精度差分格式

本文结合差分方法和有限元方法对守恒型的自伴问题建立了差分格式,它的解以O(h3)阶一致收敛于原微分方程问题的解.     

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.     

非线性二阶奇异摄动常微分方程的数值解

本文讨论一个拟线性常微分方程边值问题。首先给出解的较为精确的导数估计。采用一种新的方法给出差分格式并证明一阶一致收敛。最后对非线性差分方程组给出一个单调收敛的迭代法。数值例子验证了理论结果。     

任意变系数微分方程的精确解析法

工程中的许多问题归结为求解任意变系数微分方程的解.本文首次提出精确解析法,用以求解任意变系数微分方程在任意边界条件下的解.文中还给出精确解析法的一般计算格式,得到了一致收敛于精确解及其任意阶导数的解析表达式,并给出收敛性证明.文末给出四个算例,均得到较好的结果,证明了本文理论的正确性.     

高阶椭圆型偏微分方程奇异摄动问题一致收敛差分格式

本文,我们讨论了一类高阶椭圆型偏微分方程奇异摄动问题。给出了连续问题解的先验估计。另外,我们还提供了一种数值求解该类问题的指数型差分格式。最后,证明了差分问题的解在能量范数意义下关于小参数一致收敛到连续问题的解。     

用LDG方法求解奇异摄动Volterra积分微分方程

本文介绍局部间断有限元(LDG)方法,构造求解奇异摄动Volterra积分微分方程的LDG数值格式.算例表明,在局部加密网格下,LDG解的数值通量在节点处具有2p+1阶的一致超收敛性质.     

线性初边值问题差分格式的稳定性和收敛性(英文)

本文讨论一般的方程系数满足Lipschitz条件的变系数线性双曲型初边值问题差分格式的稳定性,并在很弱的条件下证明了几类差分格式是稳定的,本文还证明了:如果格式稳定,则在解和方程的系数足够光滑时,差分解将收敛于微分方程的解,并且g阶格式在l_2空间有g阶收敛速度。     

On Stability of Solutions to One Class of Nonlinear Difference Systems

We consider some class of systems of nonlinear ordinary differential equations. We adjust the difference schemes corresponding to the equations under study in order to guarantee agreement between differential and difference systems in the sense of stability of the zero solution. We obtain conditions under which perturbations do not violate the asymptotic stability of solutions to difference systems.     

求解带非线性边界条件的反应扩散方程数值解的组合迭代方法

1　引　　言我们首先考虑如下抛物型方程ｕｔ-ＤΔｕ =ｆ(ｘ ,ｔ ,ｕ) (ｔ∈ ( 0 ,Ｔ],ｘ∈Ω ) ｕ/ ν+ βｕ =ｇ(ｘ ,ｔ ,ｕ) (ｔ∈ ( 0 ,Ｔ],ｘ∈ Ω )ｕ(ｘ ,0 ) =ψ(ｘ) (ｘ∈Ω )( 1 .1 )其中Ｔ为正常数 ,Ω 是ＲＰ 空间的有界区域 记ＱＴ=Ω × ( 0 ,Ｔ],ＳＴ= Ω × ( 0 ,Ｔ],假设在ＱＴ上Ｄ≡ｄ(ｘ ,ｔ) >0 ,在ＳＴ 上β≡β(ｘ ,ｔ)≥ 0 又设 ｆ(ｘ ,ｔ,ｕ) ,ｇ(ｘ ,ｔ,ｕ)为关于ｕ的非线性函数 ,且对ｘ ,ｔ各参数满足Ｈ¨ｏｌｄｅｒ连续条件 将 ( 1 .1 )离散化之后我们得到相应的有限差分系统 ,当 ｇ(ｘ ,ｔ,ｕ)为ｕ的线性…     

Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion

In this paper, we give four results of asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion, which have different convergence rates under different assumptions. One of them can be considered as a Law of the Iterated Logarithm of the solution of G-SDEs under nonlinear conditions.     

Numerical Solutions for Option Pricing Models Including Transaction Costs and Stochastic Volatility

The option pricing problem when the asset is driven by a stochastic volatility process and in the presence of transaction costs leads to solving a nonlinear partial differential equation. The nonlinear term in the PDE reflects the presence of transaction costs. Under a particular market completion assumption we derive the nonlinear PDE whose solution may be used to find the price of options. In this paper under suitable conditions, we give an algorithmic scheme to obtain the solution of the problem by an iterative method and provide numerical solutions using the finite difference method.     

On the role of conservation laws in the problem on the occurrence of unstable solutions for quasilinear parabolic equations and their approximations

For a broad class of initial-boundary value problems for quasilinear parabolic equations with nonlinear source and their approximations, we show that if the initial energy is negative, then the solution always blows up in finite time. This is especially important for finding sufficiently simple and easy-to-verify conditions guaranteeing the presence of physical effects such as heat localization in peaking modes or thermal explosions and for deriving two-sided estimates of the solution lifespan. We construct the corresponding new classes of difference schemes for which grid analogs of integral conservation laws hold. We show that, to obtain efficient two-sided estimates for the blow-up time of the solution of the differential problem, in practice, one should use difference schemes with explicit as well as implicit approximation to the source.     

关于一类微分方程周期解定理的推广

本文研究了一种微分差分方程周期解的存在性 ,并且获得了它们具有非平凡周期解的充分条件 ,推广了文 [1 ]— [5]的工作 .     

线性算子双半群及在间断和脉冲微分方程中的应用(英)

研究抽象Ｂａｎａｃｈ空间中线性微微分方程的可解性,利用算子双半群方法,讨论了在确定时间跳跃或脉冲的线性微分方程解的存在性,表明在一定条件下间断或脉冲方程的解存在唯一．     

Discrete Approximations for Singularly Perturbed Boundary Value Problems with Parabolic Layers,I

In this series of three papers we study singularly perturbed (SP) boundary value problems for equations of elliptic and parabolic type. For small values of the perturbation parameter parabolic boundary and interior layers appear in these problems. If classical discretisation methods are used, the solution of the finite difference scheme and the approximation of the diffusive flux do not converge uniformly with respect to this parameter. Using the method of special, adapted grids, we can construct difference schemes that allow approximation of the solution and the normalised diffusive flux uniformly with respect to the small parameter. We also consider singularly perturbed boundary value problems for convection-diffusion equations. Also for these problems we construct special finite difference schemes, the solution of which converges $ε$-uniformly. We study what problems appear, when classical schemes are used for the approximation of the spatial derivatives. We compare the results with those obtained by the adapted approach. Results of numerical experiments are discussed. In the three papers we first give an introduction on the general problem, and then we consider respectively (i) Problems for SP parabolic equations, for which the solution and the normalised diffusive fluxes are required; (ii) Problems for SP elliptic equations with boundary conditions of Dirichlet, Neumann and Robin type; (iii) Problems for SP parabolic equation with discontinuous boundary conditions.