Adaptive selection of parameters for precise computation of matrix exponential based on padé approximation

讨论了基于Pad\'{e}逼近的矩阵指数精细积分方法中加权系数N 和展开项数q的自适应选择问题. 参数(N,q)的选择直接影响到矩阵指数计算的精度和效 率. 采用矩阵函数逼近理论，研究了参数N和q的增加对精度的影响程度，据此，提出了 参数(N,q)优化组合的递推自适应选择方法. 该方法可以根据矩阵本身的性态选择合适的参 数(N,q),而参数选择的计算量与矩阵指数的计算量相比几乎可以忽略，这对于增强矩阵指 数精细积分方法的适应性和提高计算效率是很有益处的. 算例验证了该方法的正确性和有效性.     

Exponential time integration using Krylov subspaces

The application of exponential integrators based on Krylov techniques to large‐scale simulations of complex fluid flows with multiple time‐scales demonstrates the efficiency of these schemes in reducing the associated time‐step restrictions due to numerical stiffness. Savings of approximately 50% can be achieved for simulations of the three‐dimensional compressible Navier–Stokes equations while still maintaining a truncation error typical of explicit time‐stepping schemes. Exponential time integration techniques of this type are particularly advantageous for fluid flows with a wide range of temporal scales such as low‐Mach number, reactive or acoustically dominated flows. Copyright © 2008 John Wiley & Sons, Ltd.     

A combined Filon/asymptotic quadrature method for highly oscillatory problems

A crossing between the asymptotic expansion of an oscillatory integral and Filon-type methods is obtained by applying a Filon-type method to the error term in the asymptotic expansion, which is in itself an oscillatory integral. The efficiency of the approach is investigated through analysis and numerical experiments, revealing a method which in many cases performs better than the Filon-type method. It is shown that considerable savings in terms of the required number of potentially expensive moments can be expected. The case of multivariate oscillatory integrals is discussed briefly. AMS subject classification (2000)  65D30     

A random approach to the Lebesgue integral

We construct an integral of a measurable real function using randomly chosen Riemann sums and show that it converges in probability to the Lebesgue integral where this exists. We then prove some conditions for the almost sure convergence of this integral.     

On the Sociobiology of Hawks and Doves. A phase diagram for integration and segregation

Competing groups in a population will be integrated or segregated depending on their contest strategies. In this work a population of a fixed proportion of hawks and doves is supposed to be able to employ two different contest strategies, one more competitive than the other one. Energies are derived for populations employing these strategies and these energies depend on the availability of the resource for which hawks and doves compete. The energy for the less competitive strategy is lower than the other one when the resource is abundant. In that case hawks and doves can be in cohabitation in all proportions. If, however, the resource is scarce, the energy of the more competitive strategy is lower than the other one. In that case complete segregation of hawks and doves into colonies will result. The situation is akin to the phase pressure diagram of a binary solution with eutectic point, miscibility gap in the liquid phase and complete miscibility in the vapour phase. This revised version was published online in August 2006 with corrections to the Cover Date.     

A CSP and tabulation-based adaptive chemistry model

We demonstrate the feasibility of a new strategy for the construction of an adaptive chemistry model that is based on an explicit integrator stabilized by an approximation of the Computational Singular Perturbation (CSP)-slow-manifold projector. We examine the effectiveness and accuracy of this technique first using a model problem with variable stiffness. We assess the effect of using an approximation of the CSP-slow-manifold by either reusing the CSP vectors calculated in previous steps or from a pre-built tabulation. We find that while accuracy is preserved, the associated CPU cost was reduced substantially by this method. We used two ignition simulations – hydrogen–air and heptane–air mixtures – to demonstrate the feasibility of using the new method to handle realistic kinetic mechanisms. We test the effect of utilizing an approximation of the CSP-slow-manifold and find that its use preserves the order of the explicit integrator, produces no degradation in accuracy, and results in a scheme that is competitive with traditional implicit integration. Further analysis on the performance data demonstrates that the tabulation of the CSP-slow-manifold provides an increasing level of efficiency as the size of the mechanism increases. From the software engineering perspective, all the machinery developed is Common Component Architecture compliant, giving the software a distinct advantage in the ease of maintainability and flexibility in its utilization. Extension of this algorithm is underway to implement an automated tabulation of the CSP-slow-manifold for a detailed chemical kinetic system either off-line, or on-line with a reactive flow simulation code.     

Numerical calculation of an asymmetric supply function equilibrium with capacity constraints

Producers submit offer curves to a procurement auction, e.g. an electricity auction, before uncertain demand has been realised. In the supply function equilibrium (SFE), every firm commits to the offer curve that maximises its expected profit, given the offer curves of competitors. The equilibrium is given by a system of differential equations. In practice, it has been very difficult to find valid SFE, i.e. non-decreasing solutions, from this system, especially for asymmetric producers. This paper shows that valid SFE can be calculated by means of a shooting algorithm that combines numerical integration with an optimisation procedure that searches for an end-condition. Multiple/parallel shooting is used for ill-conditioned cases.     

Achieving Brouwer’s law with implicit Runge–Kutta methods

In high accuracy long-time integration of differential equations, round-off errors may dominate truncation errors. This article studies the influence of round-off on the conservation of first integrals such as the total energy in Hamiltonian systems. For implicit Runge–Kutta methods, a standard implementation shows an unexpected propagation. We propose a modification that reduces the effect of round-off and shows a qualitative and quantitative improvement for an accurate integration over long times. AMS subject classification (2000)  65L06, 65G50, 65P10     

A SET OF SYMMETRIC QUADRATURE RULES ON TRIANGLES AND TETRAHEDRA

We present a program for computing symmetric quadrature rules on triangles and tetrahedra. A set of rules are obtained by using this program. Quadrature rules up to order 21 on triangles and up to order 14 on tetrahedra have been obtained which are useful for use in finite element computations. All rules presented here have positive weights with points lying within the integration domain.     

信息技术与大学数学课程整合的方式与理论探讨

信息技术与大学数学课程整合正成为当前我国信息技术教育乃至整个教育信息化进程中的一个热点问题,探讨其整合的方式及理论基础是非常必要的.本文首先结合大学数学案例探讨了整合的三种方式:动态的课堂演示型、单机的数学实验型和全交互的网络教学型,其次探讨了整合所依据的四种理论:传播理论、建构主义理论、教学设计理论和系统理论,最后提出了自己对信息技术与大学数学课程整合的一些思考.