Stability properties of numerical methods for solving delay differential equations

Stability properties of numerical methods for delay differential equations are considered. Some suitable definitions for the stability of the numerical methods are included and Runge-Kutta type methods satisfying these properties are tested on a numerical example.     

Stochastic Theta Method for a Reflected Stochastic Differential Equation

In this article, a stochastic theta method for a reflected stochastic differential equation is proposed. When the parameter θ = 0, this method coincides with the projection Euler scheme; while when the parameter θ = 1, it is called an implicit projection Euler scheme which is first proposed in this article. Under some conditions, the strong convergence and the A-stability of this numerical scheme are proved.     

非线性多延迟微分方程单支方法的稳定性

本文对[1]中初值问题条件改造后,给出了非线性多延迟微分方程的单支方法GR-稳定的一个充分条件,并将[1]的部分工作推广到了多延迟的情形,获得了较好的结论.     

Λ-稳定秩下的酉K_1-群

A.Bak和唐国平在[1]中引入了Λ-稳定秩条件,这是比过去常用的酉稳定秩条件与绝对稳定秩条件都要弱的新的稳定秩条件.利用这一稳定秩条件证明了酉群(有限生成投射模上二次型的自同构群)的基本子群的正规性、二次型空间的消去性.以及酉K1-群的稳定性.这些结果不仅推广了已有的类似结果、极大地简化了证明过程,而更重要的是降低了稳定秩的下界.     

New Multivalue Methods for Differential Algebraic Equations

Multivalue methods are slightly different from the general linear methods John Butcher proposed over 30 years ago. Multivalue methods capable of solving differential algebraic equations have not been developed. In this paper, we have constructed three new multivalue methods for solving DAEs of index 1, 2 or 3, which include multistep methods and multistage methods as special cases. The concept of stiff accuracy will be introduced and convergence results will be given based on the stage order of the methods. These new methods have the diagonal implicit property and thus are cheap to implement and will have order 2 or more for both the differential and algebraic components. We have implemented these methods with fixed step size and they are shown to be very successful on a variety of problems. Some numerical experiments with these methods are presented.     

Asymptotic stability of linear multistep methods for nonlinear neutral delay differential equations

This paper is concerned with the numerical solution to initial value problems of nonlinear delay differential equations of neutral type. We use A-stable linear multistep methods to compute the numerical solution. The asymptotic stability of the A-stable linear multistep methods when applied to the nonlinear delay differential equations of neutral type is investigated, and it is shown that the A-stable linear multistep methods with linear interpolation are GAS-stable. We validate our conclusions by numerical experiments.     

MDDEs单支方法的渐进稳定性(英文)

本文对[1]中初值问题条件改造后,给出了非线性多延迟微分方程的单支方法GAR 稳定的一个充分条件并将[1]的部分工作推广到了多延迟的情形,获得了较好的结论。     

中立型多延时微分代数系统线性多步法的渐近稳定性

文章讨论了用线性多步法求解线性中立型多延时微分代数系统的渐近稳定性．通过分析相应的特征方程根的性质,得出一个线性多步法渐近稳定的充分条件：线性多步法是A稳定的,并且它的第二特征多项式的根的模不等于1．     

有限生成的二次投射模的置换与A－稳定条件

设（Ｖ，ｑ）是有１的环Ｒ上的二次模，Ｖ是有限生成的自由模，ｑ是非奇异的。若Ｖ＝Ｍ１　Ｈ＝Ｍ２　Ｋ，这里Ｍ１≌Ｍ≌Ｍ２，ｑ｜Ｍ１＝ｑ｜Ｈ＝ｑ｜ｋ＝０，意味着存在Ｖ的子模Ｌ使得Ｖ＝Ｌ　Ｈ＝Ｌ　Ｋ成立，则称Ｒ上的二次模Ｍ具置换性质。在上述意义下讨论了环Ｒ上的有限生成自由模Ｍ具置换性质与Ｒ满足　－稳定条件的关系．