带插值的自适应网格重构算法求解带移动热源的反应扩散方程的理论分析

本文研究一个带插值的网格重构算法求解一类带移动热源的反应扩散方程. 算法包括两步: 第一步是用旧时间网层上的计算解计算新时间层上的空间网格; 第二步是使用有限差分方法在新时间层 空间网格上离散方程, 并且将旧时间层上计算解的插值作为初始值. 对于时间, 我们获得了一阶收敛结果. 对于空间, 我们证明了使用线性插值算法的一阶收敛性和使用二次插值算法的二阶收敛性. 数值例子肯定了本文的理论结果.     

无限亚局部循环群及其自同构群

作为之前工作的继续, 本文研究了无限亚局部循环群的结构以及它们的自同构和自同构群. 设 A,B 分别是秩1 的无挠Abel 群, G 为n 阶循环群. 群E 是A 被G 的扩张, G 被A 的扩张或者A 被 B 的扩张. 讨论了群E 的结构以及它们的自同构, 并得到了它们的自同构群.     

Dissipative operators and additive perturbations in locally convex spaces

Let be a densely defined operator on a Banach space X. Characterizations of when generates a C₀‐semigroup on X are known. The famous result of Lumer and Phillips states that it is so if and only if is dissipative and is dense in X for some . There exists also a rich amount of Banach space results concerning perturbations of dissipative operators. In a recent paper Tyran–Kamińska provides perturbation criteria of dissipative operators in terms of ergodic properties. These results, and others, are shown to remain valid in the setting of general non–normable locally convex spaces. Applications of the results to concrete examples of operators on function spaces are also presented.     

Generalized vector variational-like inequalities and nonsmooth vector optimization problems

In this article, we establish some relationships between a solution of generalized vector variational-like inequalities and an efficient solution or a weakly efficient solution to the nonsmooth vector optimization problem under the assumptions of pseudoinvexity or invariant pseudomonotonicity. Our results extend and improve the corresponding results in the literature.     

Fourth‐order compact scheme with local mesh refinement for option pricing in jump‐diffusion model

The value of a contingent claim under a jump‐diffusion process satisfies a partial integro‐differential equation. A fourth‐order compact finite difference scheme is applied to discretize the spatial variable of this equation. It is discretized in time by an implicit‐explicit method. Meanwhile, a local mesh refinement strategy is used for handling the nonsmooth payoff condition. Moreover, the numerical quadrature method is exploited to evaluate the jump integral term. It guarantees a Toeplitz‐like structure of the integral operator such that a fast algorithm is feasible. Numerical results show that this approach gives fourth‐order accuracy in space. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

一种改进的无约束非光滑优化问题的信赖域算法

本文提出了一种新的求解无约束非光滑优化问题的信赖域算法,并证明了该算法的迭代点列的任何聚点都是的问题的稳定点。     

Moderate deviation for the single point catalytic super-Brownian motion

We establish the moderate deviation for the density process of the single point catalytic super-Brownian motion. The main tools are the abstract Grtner-Ellis theorem, Dawson-Grtner theorem and the contraction principle. The rate function is expressed by the Fenchel-Legendre transform of log-exponential moment generation function.     

曲边区域上的多边形网格间断有限元离散及其多重网格算法

本文利用多边形网格上的间断有限元方法离散二阶椭圆方程,在曲边区域上,采用多条直短边逼近曲边的以直代曲的策略,实现了高阶元在能量范数下的最优收敛.本文还将这一方法用于带曲边界面问题的求解,同样得到高阶元的最优收敛.此外我们还设计并分析了这一方法的\linebreakW-cycle和Variable V-cycle多重网格预条件方法,证明当光滑次数足够多时,多重网格预条件算法一致收敛.最后给出了数值算例,证实该算法的可行性并验证了理论分析的结果.     

曲率流的参数化有限元逼近

许多物理现象可以在数学上描述为受曲率驱动的自由界面运动,例如薄膜和泡沫的演变、晶体生长,等等.这些薄膜和界面的运动常依赖于其表面曲率,从而可以用相应的曲率流来描述,其相关自由界面问题的数值计算和误差分析一直是计算数学领域中的难点.参数化有限元法是曲率流的一类有效计算方法,已经能够成功模拟一些曲面在几类基本的曲率流下的演化过程.本文重点讨论曲率流的参数化有限元逼近,它的产生、发展和当前的一些挑战.     

多孔介质两相流的局部守恒有限元分析

用局部守恒有限元法研究多孔介质两相渗流问题.详细阐述局部守恒有限元法的基本原理,推导两相渗流问题的局部守恒有限元计算格式并编制相应的计算程序.通过一维Buckley-Leverett两相渗流算例验证该方法的正确性.应用局部守恒有限元法和混合有限元法分别对2个模型进行分析对比.计算结果表明局部守恒有限元法具有良好的鲁棒性及适用性,相较于混合有限元法,处理过程简单,计算时间缩短,为标准有限元法应用于复杂渗流问题提供了一种途径.