Runge–Kutta Methods for Itô Stochastic Differential Equations with Scalar Noise

A general class of stochastic Runge–Kutta methods for Itô stochastic differential equation systems w.r.t. a one-dimensional Wiener process is introduced. The colored rooted tree analysis is applied to derive conditions for the coefficients of the stochastic Runge–Kutta method assuring convergence in the weak sense with a prescribed order. Some coefficients for new stochastic Runge–Kutta schemes of order two are calculated explicitly and a simulation study reveals their good performance.     

Second order Runge–Kutta methods for Stratonovich stochastic differential equations

The weak approximation of the solution of a system of Stratonovich stochastic differential equations with a m–dimensional Wiener process is studied. Therefore, a new class of stochastic Runge–Kutta methods is introduced. As the main novelty, the number of stages does not depend on the dimension m of the driving Wiener process which reduces the computational effort significantly. The colored rooted tree analysis due to the author is applied to determine order conditions for the new stochastic Runge–Kutta methods assuring convergence with order two in the weak sense. Further, some coefficients for second order stochastic Runge–Kutta schemes are calculated explicitly. AMS subject classification (2000)  65C30, 65L06, 60H35, 60H10     

Numerical solution of the linear inverse problem for the Euler-Darboux equation

An inverse problem of the reconstruction of the right-hand side of the Euler-Darboux equation is studied. This problem is equivalent to the Volterra integral equation of the third kind with the operator of multiplication by a smooth nonincreasing function. Numerical solution of this problem is constructed using an integral representation of the solution of the inverse problem, the regularization method, and the method of quadratures. The convergence and stability of the numerical method is proved.     

各向同性湍流中颗粒引起湍流变动的直接模拟

本文通过直接数值模拟对均匀各向同性湍流中颗粒对湍流的变动作用进行了研究.颗粒相的体积分数很小而质量载荷足够大,以至于颗粒之间的相互作用可以忽略不计,而重点考虑颗粒与湍流间能量的交换。颗粒对湍流的反向作用使得湍动能的耗散率增强,以至于湍动能的衰减速率增大.湍动能的衰减速率随颗粒惯性的增大而增大。三维湍动能谱显示,颗粒对湍动能的影响在不同的尺度上是不均匀的。在低波数段,流体带动颗粒,而高波数段则相反.     

1.54μmEr3+,Yb3+共掺玻璃激光器的速率方程及数值分析

LD抽运共掺Er,Yb玻璃激光器中的跃迁过程较复杂,针对双掺离子之间的能量传递和Er3+的多种跃迁过程,给出了详细的准三能级系统的速率方程,在合理简化后进行了数值分析,分析了Er3+掺杂浓度和介质长度、抽运光斑、输出镜透过率、谐振腔长、抽运光的椭圆度等因素对激光阈值及斜率效率的影响. 关键词： 1.54μm激光 Er3+玻璃 速率方程 数值分析     

NUMERICAL ANALYSIS OF QUASICONFORMAL MAPPINGS BY CIRCLE PACKINGS

Thurston proposed that conformal mappings can be approximated by circle packing isomorphisms and the approach can be implemented efficiently. Based on the circle packing methods the rate of convergence of approximating solutions for quasiconformai mappings in the plane is discussed.     

Approximating Clarke’s subgradients of semismooth functions by divided differences

We show that the algorithm presented in an earlier paper by Studniarski (Numer. Math., 55:685–693, 1989) can be applied, after only a small modification, to approximate numerically Clarke’s subgradients of semismooth functions of two variables. Results of computational testing of this modified algorithm are also reported.      

圆外区域求解Helmholtz方程

1引言许多科学和工程计算问题都可以归结为无界区域上的偏微分方程边值问题．而求解椭圆方程边值问题的常用技术是有限元方法,可是对于无界区域,在用有限元方法求解时,往往遇到困难．最简单的办法显然是直接略去区域的无界部分求解,但这样做或者导致过低的计算精度,或者要付出很高的计算代价．边界归化,即将求解偏微分方程边值问题转化为边界积分方程,是求解某些无界区域问题的强有力的手段．自70年代以来,有限元和     

Passively Q-switched Self-frequency Doubling NYAB laser with GaAs Saturable Absorber

By using a passive Q-switch with GaAs saturable absorber, the Q-switched self-frequency doubling NYAB laser at 0.531μm has been successfully realized. The pulse width and the single pulse energy are measured. The numerical solutions of the coupling wave rate equations are in agreement with the experimental results.     

刚性方程组M~.(t)+C~.X(t)+KX(t)=F(t)解的探讨

讨论了刚性常微分方程组(1)的解析解和数值解,给出了解的一般形式和应用该算法的数值例子.