基于BDF的无约束优化方法的收敛性分析

1.介 绍 在上个世纪的七十年代末、八十年代初,基于常微分方程的优化方法或者说同伦方法是一类与拟牛顿法和共轭梯度法等我们所熟知的优化方法相竞争的重要方法[1-6,8,13,14,16].由于这类方法只是简单地利用现成的数值求解常微分方程的软件包,如CVODE[7]、LSODE[12],对同伦方程(一般是一个常微分方程的初值问题)进行计算,除了一些特殊的病态问题     

Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations

In this paper, we review briefly some methods for minimizing a functionF(x), which proceed by follwoing the solution curve of a system of ordinary differential equations. Such methods have often been thought to be unacceptably expensive; but we show, by means of extensive numerical tests, using a variety of algorithms, that the ODE approach can in fact be implemented in such a way as to be more than competitive with currently available conventional techniques.This work was supported by a SERC research studentship for the first author. Both authors are indebted to Dr. J. J. McKeown and Dr. K. D. Patel of SCICON Ltd, the collaborating establishment, for their advice and encouragement.     

New numerical methods and some applied aspects of the p-regularity theory

The theory of p-regularity is applied to optimization problems and to singular ordinary differential equations (ODE). The special variant of the method of the modified Lagrangian function proposed by Yu.G. Evtushenko for constrained optimization problems with inequality constraints is justified on the basis of the 2-factor transformation. An implicit function theorem is given for the singular case. This theorem is used to show the existence of solutions to a boundary value problem for a nonlinear differential equation in the resonance case. New numerical methods are proposed including the p-factor method for solving ODEs with a small parameter.     

Some nonlinear problems in servomechanisms

Summary A mathematical model for a hydraulic servomechanism is constructed. It is shown that the model, in general, reduces to a nonlinear third-order equation of the formxx+(₁+xx+–₂ x=p(t). Under certain conditions imposed on the constants involved, it is proved that above equation possesses a periodic solution.     

The use of Sinc‐collocation method for solving Falkner–Skan boundary‐layer equation

The MHD Falkner–Skan equation arises in the study of laminar boundary layers exhibiting similarity on the semi‐infinite domain. The proposed approach is equipped by the orthogonal Sinc functions that have perfect properties. This method solves the problem on the semi‐infinite domain without truncating it to a finite domain and transforming domain of the problem to a finite domain. In addition, the governing partial differential equations are transformed into a system of ordinary differential equations using similarity variables, and then they are solved numerically by the Sinc‐collocation method. It is shown that the Sinc‐collocation method converges to the solution at an exponential rate. Copyright © 2010 John Wiley & Sons, Ltd.     

常微分方程通解、特解、所有解的区别与联系

通过具体实例分析、讨论了高等数学中常微分方程的通解、特解和微分方程的所有解之间的区别与联系,并对高等数学教材中二阶线性微分方程的降阶法与二阶常系数非齐次线性微分方程特解求解过程中的作法进行了说明.     

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.