谱逼近的某些新进展

本文综述谱逼近的某些新进展,非线怀计算不稳定性,数据的不连续性和解的奇异性会破坏谱方法的高精度,各种滤波方法,本质不振荡多项式插值,正交逼近的重构造方法和某些Ｈｉｌｂｅｒｔ空间中的Ｊａｃｏｂｉ逼近被应用,它们使得谱方法更有效。     

发展型Navier-Stokes方程基于压力稳定化方法的谱逼近格式

本文采用压力稳定化方法近似模拟不可压缩条件,进而构造了发展型非周期NavierStokes方程的全离散Legendre谱逼近计算格式,严格分析了格式的广义稳定性与收敛性．本文建立的逼近结果也适用其它非周期问题．     

Navier-Stokes方程对称破坏分歧点的谱Galerkin逼近[英文]

本文研究了Navier-Stokes方程对称破坏分歧点的谱Galerkin逼近问题，构造了定常Navier-Stokes方程对称破坏分歧点扩充系统及其谱Galerkin逼近扩充系统，证明了谱Galerkin逼扩充系统解的存在性和收敛性，从而给出了Navier-Stokes方程对称破坏分歧点的谱Galerkin逼近，并给出了逼近的误差估计。     

Couette-Taylor流的谱Galerkin逼近

利用谱方法对轴对称的旋转圆柱间的Couette-Taulor流进行数值模拟．首先给出Navier-Stokes方程流函数形式,利用Couette流把边界条件齐次化．其次给出Stokes算子的特征函数的解析表达式,证明其正交性,并对特征值进行估计．最后利用Stokes算子的特征函数作为逼近子空间的基函数,给出谱Galerkin逼近方程的表达式．证明了Navier-Stokes方程非奇异解的谱Galerkin逼近的存在性、唯一性和收敛性,给出了解谱Galerkin逼近的误差估计,并展示了数值计算结果．     

非线性发展型方程的Legendre拟谱逼近

本文考虑非稳态Burgers方程的拟谱逼近，构造了一类Legendre拟谱计算格式并证明了其收敛性，数值结果显示了格式的有效性。     

多维区域中非线性偏微分方程的修正Laguerre谱与拟谱方法

研究多维区域中非线性偏微分方程的谱与拟谱方法．建立了修正Laguerre正交逼近与插值结果,这些结果对于建立和分析无界区域中的数值方法起着重要的作用．作为结果的一个应用,研究了二维无界区域中的Logistic方程的修正Laguerre谱格式,证明了它的稳定性和收敛性．数值试验结果表明所提出方法具有很高的精度,与理论分析结果完全吻合．     

球间隙区域上的Stokes算子的特征问题及应用

本文研究两个同心旋转球之间的球Couette流,求出球间隙区域上的Stokes算子的特征函娄的具体表达式,对特征值的增长性进行估计,然后应用于球Couette流的谱Galerkin逼近,给出逼近解的收敛速率。     

一类弱奇性Volterra积分微分方程的级数展开数值解法

本文考察了一类弱奇性积分微分方程的级数展开数值解法,并给出了相应的收敛性分析.理论分析结果表明,若用已知函数的谱配置多项式逼近已知函数,那么方程的数值解以谱精度逼近方程的真解.数值实验数据也验证了这一理论分析结果.     

具调节因子Hermite拟谱逼近的误差估计

本文研究了具调节因子的Hermite函数的拟谱方法在赋权Sobolev空间中函数的逼近.通过具调节因子的Hermite多项式的性质和相应的Gauss类型的求积公式,得到了在具调节因子的Hermite多项式的零点上的插值算子的稳定性以及误差界.并具有通常的高阶收敛性.     

非线性第二类Volterra积分方程的Chebyshev谱配置法

我们在参考了相关文献的基础上,考察了一类非线性Volterra积分方程的Chebyshev谱配置法.方法中,我们将该类非线性方程转化为两个方程进行数值逼近.我们选择N阶Chebyshev Gauss-Lobatto点作为配置点,对积分项用N阶高斯数值积分公式逼近.收敛性分析结果表明数值误差的收敛阶为N^（1/2）-m,其中m是已知函数最高连续导数的阶数.我们也开展数值实验证实这一理论分析结果.     

Linearized ridge-path method for function minimization

A modification based on a linearization of a ridge-path optimization method is presented. The linearized ridge-path method is a nongradient, conjugate direction method which converges quadratically in half the number of search directions required for Powell's method of conjugate directions. The ridge-path method and its modification are compared with some basic algorithms, namely, univariate method, steepest descent method, Powell's conjugate direction method, conjugate gradient method, and variable-metric method. The assessment indicates that the ridge-path method, with modifications, could present a promising technique for optimization.This work was in partial fulfillment of the requirements for the MS degree of the first author at Cairo University, Cairo, Egypt. The authors would like to acknowledge the helpful and constructive suggestions of the reviewer.     

A note on estimating parameters in two-parameter Pareto distributions

Pareto distributions are used extensively in modelling income distributions. Estimation of parameters is revisited in two-parameter Pareto distributions. The method of quantile estimates using the elemental estimates and the method of product spacings are applied to the two-parameter Pareto distributions. A comparative study between the maximum likelihood method, the unbiased estimates which are functions of the maximum likelihood method, the minimum mean squared error method, the method of moments, the method of quantile estimation, the method of quantile estimation using the elemental estimates and the method of product spacings is presented.     

Finding roots of a real polynomial simultaneously by means of Bairstow's method

Aberth's method for finding the roots of a polynomial was shown to be robust. However, complex arithmetic is needed in this method even if the polynomial is real, because it starts with complex initial approximations. A novel method is proposed for real polynomials that does not require any complex arithmetic within iterations. It is based on the observation that Aberth's method is a systematic use of Newton's method. The analogous technique is then applied to Bairstow's procedure in the proposed method. As a result, the method needs half the computations per iteration than Aberth's method. Numerical experiments showed that the new method exhibited a competitive overall performance for the test polynomials.     

Improvements of Some Projection Methods for Monotone Nonlinear Variational Inequalities

In this paper, we study the relationship of some projection-type methods for monotone nonlinear variational inequalities and investigate some improvements. If we refer to the Goldstein–Levitin–Polyak projection method as the explicit method, then the proximal point method is the corresponding implicit method. Consequently, the Korpelevich extragradient method can be viewed as a prediction-correction method, which uses the explicit method in the prediction step and the implicit method in the correction step. Based on the analysis in this paper, we propose a modified prediction-correction method by using better prediction and correction stepsizes. Preliminary numerical experiments indicate that the improvements are significant.     

Efficient numerical methods for pricing American options under stochastic volatility

Five numerical methods for pricing American put options under Heston's stochastic volatility model are described and compared. The option prices are obtained as the solution of a two‐dimensional parabolic partial differential inequality. A finite difference discretization on nonuniform grids leading to linear complementarity problems with M‐matrices is proposed. The projected SOR, a projected multigrid method, an operator splitting method, a penalty method, and a componentwise splitting method are considered. The last one is a direct method while all other methods are iterative. The resulting systems of linear equations in the operator splitting method and in the penalty method are solved using a multigrid method. The projected multigrid method and the componentwise splitting method lead to a sequence of linear complementarity problems with one‐dimensional differential operators that are solved using the Brennan and Schwartz algorithm. The numerical experiments compare the accuracy and speed of the considered methods. The accuracies of all methods appear to be similar. Thus, the additional approximations made in the operator splitting method, in the penalty method, and in the componentwise splitting method do not increase the error essentially. The componentwise splitting method is the fastest one. All multigrid‐based methods have similar rapid grid independent convergence rates. They are about two or three times slower that the componentwise splitting method. On the coarsest grid the speed of the projected SOR is comparable with the multigrid methods while on finer grids it is several times slower. ©John Wiley & Sons, Inc. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Adaptive discontinuous Galerkin methods in multiwavelets bases

We use a multiwavelet basis with the Discontinuous Galerkin (DG) method to produce a multi-scale DG method. We apply this Multiwavelet DG method to convection and convection-diffusion problems in multiple dimensions. Merging the DG method with multiwavelets allows the adaptivity in the DG method to be resolved through manipulation of multiwavelet coefficients rather than grid manipulation. Additionally, the Multiwavelet DG method is tested on non-linear equations in one dimension and on the cubed sphere.     

Simultaneous estimation of thin film thickness and optical properties using two-stage optimization

In this work, we proposed the new method for estimation of the thickness and the optical properties of the thin metal oxide film deposited on a transparent substrate. The developed method uses only transmittance spectra measured. Our method is based on the two stage optimization where the thickness is determined in the outer stage and the optical properties are determined in the inner stage. The differential evolutionary algorithm is used in solving the formulated problem. The proposed method was illustrated in the case study of Titanium dioxide film deposited on a glass substrate. The results indicate that the thickness and the optical properties estimated agree well with the experiment. Moreover, we investigated robustness of the proposed method in the case of transmittance spectra containing noises. The data were modelled by adding random noises ranging between 0 and 30% to the transmittance spectra measured. It is seen that the proposed method has better robustness and performance than the existing method based on pointwise unconstrained minimization approach. In solving the estimation problem, the performance of the proposed method was also compared with the well-known Levenberg?CMarquardt method and single stage differential evolutionary method. The results indicate that the proposed method has better performance than Levenberg?CMarquardt method and single stage differential evolutionary method. Moreover, the proposed method is more robust to random noise than Levenberg?CMarquardt method and single stage differential evolutionary method.     

Some Methods for Estimation in a Negative-Binomial Model

To clarify the advantage of using the quasilikelihood method, lack of robustness of the maximum likelihood method was demonstrated for the negative-binomial model. Efficiency calculations of the method of moments and the pseudolikelihood method in the estimation of extra-Poisson parameters in a negative-binomial model were carried out. Especially when the overdispersion parameter is small, both methods are relatively highly efficient and the pseudolikelihood estimate is more efficient than the method of moments estimate. Two examples of the quasilikelihood analyses of count data with overdispersion are given. The bootstrap method also is applied to the data to illustrate the advantage of the method of moments or pseudolikelihood method in the estimation of the standard errors of the mean parameter estimates under the negative-binomial model.     

关于薄板的无网格局部边界积分方程方法中的友解

无网格局部边界积分方程方法是最近发展起来的一种新的数值方法,这种方法综合了伽辽金有限元、边界元和无单元伽辽金法的优点,是一种具有广阔应用前景的、真正的无网格方法．把无网格局部边界积分方程方法应用于求解薄板问题,给出了薄板无网格局部边界积分方程方法所需要的友解及其全部公式．     

Accelerating the convergence in the single-source and multi-source Weber problems

The modified Weiszfeld method [Y. Vardi, C.H. Zhang, A modified Weiszfeld algorithm for the Fermat-Weber location problem, Mathematical Programming 90 (2001) 559-566] is perhaps the most widely-used algorithm for the single-source Weber problem (SWP). In this paper, in order to accelerate the efficiency for solving SWP, a new numerical method, called Weiszfeld-Newton method, is developed by combining the modified Weiszfeld method with the well-known Newton method. Global convergence of the new Weiszfeld-Newton method is proved under mild assumptions. For the multi-source Weber problem (MWP), a new location-allocation heuristic, Cooper-Weiszfeld-Newton method, is presented in the spirit of Cooper algorithm [L. Cooper, Heuristic methods for location-allocation problems, SIAM Review 6 (1964) 37-53], using the new Weiszfeld-Newton method in the location phase to locate facilities and adopting the nearest center reclassification algorithm (NCRA) in the allocation phase to allocate the customers. Preliminary numerical results are reported to verify the evident effectiveness of Weiszfeld-Newton method for SWP and Cooper-Weiszfeld-Newton method for MWP.