求解非线性刚性初值问题的隐显线性多步方法的误差分析

隐显线性多步方法由隐式线性多步方法和显式线性多步法组合而成.本文主要讨论求解满足单边Lipschitz条件的非线性刚性初值问题和一类奇异摄动初值问题的隐显线性多步方法的误差分析.最后,由数值例子验证了所获的理论结果的正确性及方法处理这两类问题的有效性.     

On the Convergence Behaviour of Variable Stepsize Multistep Methods for Singularly Perturbed Problems

In this note, we investigate the convergence behaviour of linear multistep discretizations for singularly perturbed systems, emphasising the features of variable stepsizes. We derive a convergence result for A()-stable linear multistep methods and specify a refined error estimate for backward differentiation formulas. Important ingredients in our convergence analysis are stability bounds for non-autonomous linear problems that are obtained by perturbation techniques.     

Error of One-leg Methods for Singular Perturbation Problems with Delays

This paper is concerned with the error behaviour of one-leg methods applied to some classes of one-parameter multiple stiff singularly perturbed problems with delays. We derive the global error estimates of A-stable one-leg methods with linear interpolation procedure.     

多刚性奇异摄动问题Rosenbrock方法的定量误差分析

本文获得了Rosenbrock方法关于一类多刚性奇异摄动问题的定量收敛结果．这是对Strehmel等人于1991年所获的单刚性奇异摄动问题相应结果的推广和发展．     

Convergence of parallel multistep hybrid methods for singular perturbation problems

Parallel multistep hybrid methods (PHMs) can be implemented in parallel with two processors, accordingly have almost the same computational speed per integration step as BDF methods of the same order with the same stepsize. But PHMs have better stability properties than BDF methods of the same order for stiff differential equations. In the present paper, we give some results on error analysis of A(α)-stable PHMs for the initial value problems of ordinary differential equations in singular perturbation form. Our convergence results are similar to those of linear multistep methods (such as BDF methods), i.e. the convergence orders are equal to their classical convergence orders, and no order reduction occurs. Some numerical examples also confirm our results.     

Families of methods for ordinary differential equations based on trigonometric polynomials

We consider the construction of methods based on trigonometric polynomials for the initial value problems whose solutions are known to be periodic. It is assumed that the frequency w can be estimated in advance. The resulting methods depend on a parameter ν = hw, where h is the step size, and reduce to classical multistep methods if ν → 0. Gautschi [4] developed Adams and Störmer type methods. In our paper we construct Nyström's and Milne-Simpson's type methods. Numerical experiments show that these methods are not sensitive to changes in w, but require the Jacobian matrix to have purely imaginary eigenvalues.     

An approach to singular perturbation problems insoluble by asymptotic methods

Singular perturbation problems not amenable to solution by asymptotic methods require special treatment, such as the method of Carrier and Pearson. Rather than devising special methods for these problems, this paper suggests that there may be a uniform way to solve singular perturbation problems, which may or may not succumb to asymptotic methods. A potential mechanism for doing this is the author's boundary-value technique, a nonasymptotic method, which previously has only been applied to singular perturbation problems that lend themselves to asymptotic techniques. Two problems, claimed by Carrier and Pearson to be insoluble by asymptotic methods, are solved by the boundary-value method.     

CONVERGENCE RESULTS OF RUNGE-KUTTA METHODS FOR MULTIPLY-STIFF SINGULAR PERTURBATION PROBLEMS

AbstractThe main purpose of this paper is to present some convergence results for algebraically stable Runge-Kutta methods applied to some classes of one- and two-parameter multiply-stiff singular perturbation problems whose stiffness is caused by small parameters and some other factors. A numerical example confirms our results.     

Adams-Type Methods for the Numerical Solution of Stochastic Ordinary Differential Equations

The modelling of many real life phenomena for which either the parameter estimation is difficult, or which are subject to random noisy perturbations, is often carried out by using stochastic ordinary differential equations (SODEs). For this reason, in recent years much attention has been devoted to deriving numerical methods for approximating their solution. In particular, in this paper we consider the use of linear multistep formulae (LMF). Strong order convergence conditions up to order 1 are stated, for both commutative and non-commutative problems. The case of additive noise is further investigated, in order to obtain order improvements. The implementation of the methods is also considered, leading to a predictor-corrector approach. Some numerical tests on problems taken from the literature are also included.     

A semi-lagrangian numerical method for geometric optics type problems

Linear multistep methods (LMMs) are written as irreducible general linear methods (GLMs). A-stable LMMs are shown to be algebraically stable GLMs for strictly positive definite G-matrices. Optimal order error bounds, independent of stiffness, are derived for A-stable methods, without considering one-leg methods (OLMs). As a GLM, the OLM is shown to be the transpose of the LMM. For A-stable methods, the LMM G-matrix is the inverse of the OLM G-matrix. Examples of G-symplectic LMMs are given. AMS subject classification (2000) 65L20     

Numerical solution of a mixed singularly perturbed parabolic-elliptic problem

A one-dimensional singularly perturbed problem of mixed type is considered. The domain under consideration is partitioned into two subdomains. In the first subdomain a parabolic reaction-diffusion problem is given and in the second one an elliptic convection-diffusion-reaction problem. The solution is decomposed into regular and singular components. The problem is discretized using an inverse-monotone finite volume method on condensed Shishkin meshes. We establish an almost second-order global pointwise convergence in the space variable, that is uniform with respect to the perturbation parameter.     

广义时滞微分方程的渐近稳定性和数值分析

考虑了广义时滞微分方程的初值问题,分析了用线性多步法求解一类广义滞后型微分系统数值解的稳定性,在一定的Lagrange插值条件下,给出并证明了求解广义滞后型微分系统的线性多步法数值稳定的充分必要条件。     

Superlinear Noninterior One-Step Continuation Method for Monotone LCP in the Absence of Strict Complementarity

We propose a noninterior continuation method for the monotone linear complementarity problem (LCP) by modifying the Burke–Xu framework of the noninterior predictor-corrector path-following method (Refs. 1–2). The new method solves one system of linear equations and carries out only one line search at each iteration. It is shown to converge to the LCP solution globally linearly and locally superlinearly without the assumption of strict complementarity at the solution. Our analysis of the continuation method is based on a broader class of the smooth functions introduced by Chen and Mangasarian (Ref. 3).     

A boundary value approach to the numerical solution of initial value problems by multistep methos †

A boundary value appraoch to the numerical solution of initial value problems by means of linear multistep methods is presented. This theory is based on the study of linear difference equations when their general solution is computed by imposing boundary conditions. All the main stability and convergence properties of the obtained methods are investigated abd compared to those of the classical multistep methods. Then, as an example, new itegration formulas, called extended trapezoidal rules, are derived. For any order they have the same stability properties (in the sense of the definitions given in this paper) of the trapezoidal rule, which is the first method in this class. Some numerical examples are presented to confirm the theoretical expectations and to allow us to trust a future code based on boundary value methods.     

Convergence of one-leg methods for singular perturbation problems with delays

This paper is concerned with the error behaviour of one-leg methods applied to some classes of one-parameter multiple stiff singularly perturbed problems with delays. We obtain convergence results of A-stable one-leg methods with linear interpolation procedure. Numerical experiments further confirm our theoretical analysis.     

New initial-value method for singularly perturbed boundary-value problems

An initial-value method is given for second-order singularly perturbed boundary-value problems with a boundary layer at one endpoint. The idea is to replace the original two-point boundary value problem by two suitable initial-value problems. The method is very easy to use and to implement. Nontrivial text problems are used to show the feasibility of the given method, its versatility, and its performance in solving linear and nonlinear singularly perturbed problems.This work was supported in part by the Consiglio Nazionale delle Ricerche, Contract No. 86.02108.01, and in part by the Ministero della Pubblica Istruzione.     

A local monotonicity formula for an inhomogenous singular perturbation problem and applications

In this paper we prove a local monotonicity formula for solutions to an inhomogeneous singularly perturbed diffusion problem of interest in combustion. This type of monotonicity formula has proved to be very useful for the study of the regularity of limits u of solutions of the singular perturbation problem and of ∂{u > 0}, in the global homogeneous case. As a consequence of this formula we prove that u has an asymptotic development at every point in ∂{u > 0} where there is a nonhorizontal tangent ball. These kind of developments have been essential for the proof of the regularity of ∂{u > 0} for Bernoulli and Stefan free boundary problems. We also present applications of our results to the study of the regularity of ∂{u > 0} in the stationary case including, in particular, its regularity in the case of energy minimizers. We present as well a regularity result for traveling waves of a combustion model that relies on our monotonicity formula and its consequences.The fact that our results hold for the inhomogeneous problem allows a very wide applicability. Indeed, they may be applied to problems with nonlocal diffusion and/or transport. The research of the authors was partially supported by Fundación Antorchas Project 13900-5, Universidad de Buenos Aires grant X052, ANPCyT PICT No 03-13719, CONICET PIP 5478. The authors are members of CONICET.     

Initial-value methods for second-order singularly perturbed boundary-value problems

In this paper, we present a numerical method for solving linear and nonlinear second-order singularly perturbed boundary-value-problems. For linear problems, the method comes from the well-known WKB method. The required approximate solution is obtained by solving the reduced problem and one or two suitable initial-value problems, directly deduced from the given problem. For nonlinear problems, the quasilinearization method is applied. Numerical results are given showing the accuracy and feasibility of the proposed method.This work was supported in part by the Consiglio Nazionale delle Ricerche (Contract No. 86.02108.01 and Progetto Finalizzatto Sistemi Informatia e Calcolo Paralello, Sottoprogetto 1), and in part by the Ministero della Pubblica Istruzione, Rome, Italy.