ON A MOVING MESH METHOD FOR SOLVING PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS

This paper develops and analyzes a moving mesh finite difference method for solving partial integro-differential equations. First, the time-dependent mapping of the coordinate transformation is approximated by a a piecewise linear function in time. Then, piecewise quadratic polynomial in space and an efficient method to discretize the memory term of the equation is designed using the moving mesh approach. In each time slice, a simple piecewise constant approximation of the integrand is used, and thus a quadrature is constructed for the memory term. The central finite difference scheme for space and the backward Euler scheme for time are used. The paper proves that the accumulation of the quadrature error is uniformly bounded and that the convergence of the method is second order in space and first order in time. Numerical experiments are carried out to confirm the theoretical predictions.     

非线性抛物型方程的变网格有限元法

Three linear finite element schemes with moving mesh are established for a class of nonlinear parabolic equations.Optimal L^2-norm and energy norm error estimates are derived under certain conditions.     

MULTIGRID METHODS FOR THE GENERALIZED STOKES EQUATIONS BASED ON MIXED FINITE ELEMENT METHODS

1. IntroductionIn this paper, we consider the fOllowing generalized stationary Stokes equations:where fl is a bounded convex domain in R', u represents the velocity of fluid, p its pressure; Fand G are external fOrce and source terms. Note that the source…     

Runge—Kutta方法的G—正交性

１Ｇ－正交矩阵微分方程考虑ＲＮ×Ｎ上常微分矩阵方程初值问题这里Ｗ：［０,＋∞）×ＲＮ×Ｎ→ＲＮ×Ｎ为一光滑的映射,Ｙ（０）ＲＮ×Ｎ为给定的初值,Ｇ为实常正定矩阵．定义１．１如果问题（１．１）的真解ｙ（ｔ）满足ＹＴ（ｔ）ＧＹ（ｔ）＝Ｇ,ｔ≥０,则称该问题真解Ｙ（ｔ）是Ｇ－正交的,以下简称该问题是Ｇ－正交的．特别地,当Ｇ＝ＩＮ时,称该问题是正交的,这里ＩＮ为Ｎ×Ｎ单位降．引理１．１［２］问题（１．１）是正交的当且仅当Ｗ（ｔ,Ｙ）＝Ｆ（ｔ,Ｙ）Ｙ,这里Ｆ;［０．＋∞）×ＲＮ×Ｎ→Ｎ×Ｎ为一反对称矩阵函…     

AN EFFICIENT MOVING MESH METHOD FOR A MODEL OF TURBULENT FLOW IN CIRCULAR TUBES

This paper presents an efficient moving problem with an optimal control constrained mesh method to solve a nonlinear singular condition. The physical problem is governed by a new model of turbulent flow in circular tubes proposed by Luo et al. using Prandtl＇s mixing-length theory. Our algorithm is formed by an outer iterative algorithm for handling the optimal control condition and an inner adaptive mesh redistribution algorithm for solving the singular governing equations. We discretize the nonlinear problem by using a upwinding approach, and the resulting nonlinear equations are solved by using the Newton- Raphson method. The mesh is generated and the grid points are moved by using the arc-length equidistribution principle. The numerical results demonstrate that proposed algorithm is effective in capturing the boundary layers associated with the turbulent model.     

不可压缩核废料污染问题的变网格特征有限元法

1 引言 多孔介质中的核废料污染问题是环境保护领域的重要课题。对于不可压缩二维模型,它是地层中迁移型耦合抛物型方程组的初边值问题:     

NUMERICAL SOLUTION OF THE UNSTEADY INCOMPRESSIBLE NAVIER-STOKES EQUATIONS ON THE CURVILINEAR HALF-STAGGERED MESH NUMERICAL SOLUTION OF THE UNSTEADY INCOMPRESSIBLE NAVIER-STOKES EQUATIONS ON THE CURVILINEAR HALF-STAGGERED MESH

1. IntroductionLet us consider the unsteady incompressible Navier--Stokes equatinns (qSE)on a twedimensional reginn n with boundary On. Here w is the velocity vector; interms of its Caxtesian,components w = (u, v)"; p is the Pressure. The initial conditionis given assatisheng (1.2). We are concerned mainly with the solid wall boundary conditiollbut we will also briefly discuss the outflow boundary conditinn. Note the convectionterm can ajBo be written in conservative form (w' glad)w = div(…     

Navier－Stokes方程的变网格非协调有限元法

本文通过所谓的速度－压力型公式讨论了Ｎａｖｉｅｒ－Ｓｔｏｋｅｓ方程的变网格非协调有限元逼近，得到了在确定模意义下的速度、压力误差估计，且在一定条件下，某些误差估计能达到最优。     

ERROR ANALYSIS OF NONLINEAR GALERKIN METHODS FOR KURAMOTO-SIVASHINSKY EQUATIONS

Nonlinear Galerkin methods are new schemes for integrating dissipative systems:In the present paper, we obtain the estimates to the rate of convergence of such methods for Kuramoto-Sivashinsky equations. In particular, by an illustrative example, we show that nonlinear Galerkin methods converge faster than the usual Galerkin method.     

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…     

基于BDF的无约束优化方法的收敛性分析

1.介 绍 在上个世纪的七十年代末、八十年代初,基于常微分方程的优化方法或者说同伦方法是一类与拟牛顿法和共轭梯度法等我们所熟知的优化方法相竞争的重要方法[1-6,8,13,14,16].由于这类方法只是简单地利用现成的数值求解常微分方程的软件包,如CVODE[7]、LSODE[12],对同伦方程(一般是一个常微分方程的初值问题)进行计算,除了一些特殊的病态问题     

CONVERGENCE ANALYSIS OF PARAREAL ALGORITHM BASED ON MILSTEIN SCHEME FOR STOCHASTIC DIFFERENTIAL EQUATIONS

In this paper, we propose a parareal algorithm for stochastic differential equations (SDEs), which proceeds as a two-level temporal parallelizable integrator with the Milstein scheme as the coarse propagator and the exact solution as the fine propagator. The convergence order of the proposed algorithm is analyzed under some regular assumptions. Finally, numerical experiments are dedicated to illustrating the convergence and the convergence order with respect to the iteration number $k$, which show the efficiency of the proposed method.     

一般线性方法的正则性

１．引言数值方法的动力特征近年引起了人们的广泛关注。其中之一就是系统的平衡态和数值方法的平衡态相一致的问题,即用一个数值方法沿定步长求解系统时,是否会出现伪平衡。不可能出现伪平衡的方法称为是正则的。ＲＫ方法和线性多步法的正则性已被众多的文献研究［２,３,４］,其它方法的正则性显然是一亟待研究的问题。本文讨论较ＲＫ方法和线性多步法远为广泛的一般线性方法的正则性。设ｆ：Ｒ~（Ｎ）→Ｒ~（Ｎ）是一充分光滑的映射,考虑求解初值问题：的一般线性方法［１］：其中步长逼近于逼近于关于微分方程真解ｙ（ｔ）在第ｎ层…     

用基于水平集方法的自适应运动网格变形方法解Hamilton-Jacobi方程组

A numerical scheme is presented for solving the Hamilton-Jacobi equation by applying adaptive moving grid methods of level-set-based deformation methods. Two numerical examples are given, which demonstrate the accuracy and efficiency of computing“extreme”and“spikes”of solutions to the Hamilton-Jacobi equation.     

一类线性多步法关于变延迟非线性中立型微分方程的渐近稳定性

1引言中立型微分方程广泛出现于生物学、物理学及工程技术等诸多领域.数值求解中立型微分方程时,数值方法的稳定性研究具有无容置疑的重要性,其中渐近稳定性的研究是其重要组成部分.对于线性中立型延迟微分方程,渐近稳定性研究已有许多重要结果,如文献[1,2,3,4,5,6]等.对于非线性中立型变延迟微分方程,数值方法的稳定性研究近几年才有进展.2000年,Bellen等在文献[7]中讨论了Runge-Kutta法求解一类特殊的中立型延迟微分     

延迟微分方程单支方法的非线性稳定性

本文讨论延迟微分方程单支方法的非线性稳定性 .对于 Kα,β,γ类非线性延迟微分方程 ,我们证明带有线性插值的 G( c,p,q) -代数稳定的单支方法当 c≤ 1时是 GR( p/2 ,q/2 ) -稳定及弱 GAR( p/2 ,q/2 ) -稳定的 ,当 c<1时是 GAR( p/2 ,q/2 ) -稳定的 .最后的数值试验表明了上述结论的正确性 .     

CONVERGENCE ANALYSIS OF SPECTRAL METHODS FOR INTEGRO-DIFFERENTIAL EQUATIONS WITH VANISHING PROPORTIONAL DELAYS

We describe the application of the spectral method to delay integro-differential equations with proportional delays. It is shown that the resulting numerical solutions exhibit the spectral convergence order. Extensions to equations with more general (nonlinear) vanishing delays are also discussed.     

D-CONVERGENCE OF ONE-LEG METHODS FOR STIFF DELAY DIFFERENTIAL EQUATIONS

1. IntroductionIn recent yeaJrs, many paPers discussed numerical methods for the solution of delay deential equation (DDE)y,(t) = f(t,y(t),y(t -- T)). (1.1)For linear stability of ntunerical methods, a sedcant nUIner of results have aiready beenfound for both Rase--Kutta methods and linear mchistev mehods (cf[4] [7] [8]).Recently wefurther established the relationship between G-stability and llonhnear stability (cf[3]). Erroranalysis of DDE sobors is another imPortant issue. In faCt, ma…     

A MIXED FINITE ELEMENT METHOD ON A STAGGERED MESH FOR NAVIER-STOKES EQUATIONS

In this paper, we introduce a mixed finite element method on a staggered mesh for the numerical solution of the steady state Navier-Stokes equations in which the two components of the velocity and the pressure are defined on three different meshes. This method is a conforming quadrilateral Q1 × Q1 - P0 element approximation for the Navier-Stokes equations. First-order error estimates are obtained for both the velocity and the pressure. Numerical examples are presented to illustrate the effectiveness of the proposed method.     

CONVERGENCE ANALYSIS ON ITERATIVE METHODS FOR SEMIDEFINITE SYSTEMS

The convergence analysis on the general iterative methods for the symmetric and positive semidefinite problems is presented in this paper. First, formulated are refined necessary and sumcient conditions for the energy norm convergence for iterative methods. Some illustrative examples for the conditions are also provided. The sharp convergence rate identity for the Gauss-Seidel method for the semidefinite system is obtained relying only on the pure matrix manipulations which guides us to obtain the convergence rate identity for the general successive subspace correction methods. The convergence rate identity for the successive subspace correction methods is obtained under the new conditions that the local correction schemes possess the local energy norm convergence. A convergence rate estimate is then derived in terms of the exact subspace solvers and the parameters that appear in the conditions. The uniform convergence of multigrid method for a model problem is proved by the convergence rate identity. The work can be regradled as unified and simplified analysis on the convergence of iteration methods for semidefinite problems [8, 9].