It is well known that mono-implicit Runge-Kutta methods have been applied in the efficient numerical solution of initial or boundary value problems of ordinary differential equations. Burrage (1994) has shown that the...It is well known that mono-implicit Runge-Kutta methods have been applied in the efficient numerical solution of initial or boundary value problems of ordinary differential equations. Burrage (1994) has shown that the order of an s-stage monoimplicit Runge-Kutta method is at most s+1 and the stage order is at most 3. In this paper, it is shown that the order of an s-stage mono-implicit Runge-Kutta method being algebraically stable is at most min((s) over tilde, 4), and the stage order together with the optimal B-convergence order is at most min(s, 2), where [GRAPHICS]展开更多
A new polynomial formulation of variable step size linear multistep methods is pre- sented, where each k-step method is characterized by a fixed set of k - 1 or k parameters. This construction includes all methods of ...A new polynomial formulation of variable step size linear multistep methods is pre- sented, where each k-step method is characterized by a fixed set of k - 1 or k parameters. This construction includes all methods of maximal order （p = k for stiff, and p = k ＋ 1 for nonstiff problems）. Supporting time step adaptivity by construction, the new formulation is not based on extending classical fixed step size methods; instead classical methods are obtained as fixed step size restrictions within a unified framework. The methods are imple- mented in MATLAB, with local error estimation and a wide range of step size controllers. This provides a platform for investigating and comparing different multistep method in realistic operational conditions. Computational experiments show that the new multi- step method construction and implementation compares favorably to existing software, although variable order has not yet been included.展开更多
Nonlinear filter problems arise in many applications such as communications and signal processing.Commonly used numerical simulation methods include Kalman filter method,particle filter method,etc.In this paper a nove...Nonlinear filter problems arise in many applications such as communications and signal processing.Commonly used numerical simulation methods include Kalman filter method,particle filter method,etc.In this paper a novel numerical algorithm is constructed based on samples of the current state obtained by solving the state equation implicitly.Numerical experiments demonstrate that our algorithm is more accurate than the Kalman filter and more stable than the particle filter.展开更多
Consider the following neutral delay-differential equations with multiple delays (NMDDE)where γ> 0, L, Mj and Nj are constant complex- value d×d matrices. A sufficient condition for the asymptotic stability o...Consider the following neutral delay-differential equations with multiple delays (NMDDE)where γ> 0, L, Mj and Nj are constant complex- value d×d matrices. A sufficient condition for the asymptotic stability of NMDDE system (0.1) is given. The stability of Butcher's (A,B,C)-method for systems of NMDDE are studied. In addition, we present a parallel diagonally-implicit iteration RK (PDIRK) methods(NPDIRK) for systems of NMDDE, which is easier to be implemented than fully implicit RK methods. We also investigate the stability of a special class of NPDIRK methods by analyzing their stability behaviors of the solutions of (0.1).展开更多
In this article, we study the impacts of nonlinearity and dispersion on signals likely to propagate in the context of the dynamics of four-wave mixing. Thus, we use an indirect resolution technique based on the use of...In this article, we study the impacts of nonlinearity and dispersion on signals likely to propagate in the context of the dynamics of four-wave mixing. Thus, we use an indirect resolution technique based on the use of the iB-function to first decouple the nonlinear partial differential equations that govern the propagation dynamics in this case, and subsequently solve them to propose some prototype solutions. These analytical solutions have been obtained;we check the impact of nonlinearity and dispersion. The interest of this work lies not only in the resolution of the partial differential equations that govern the dynamics of wave propagation in this case since these equations not at all easy to integrate analytically and their analytical solutions are very rare, in other words, we propose analytically the solutions of the nonlinear coupled partial differential equations which govern the dynamics of four-wave mixing in optical fibers. Beyond the physical interest of this work, there is also an appreciable mathematical interest.展开更多
This paper detailedly discusses the locally one-dimensional numerical methods for ef- ficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equatio...This paper detailedly discusses the locally one-dimensional numerical methods for ef- ficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional diffusion equation. The second order finite difference scheme is used to discretize the space fractional derivative and the Crank-Nicolson procedure to the time derivative. We theoretically prove and numerically verify that the presented numerical methods are unconditionally stable and second order convergent in both space and time directions. In particular, for the Riesz fractional dif- fusion equation, the idea of reducing the splitting error is used to further improve the algorithm, and the unconditional stability and convergency are also strictly proved and numerically verified for the improved scheme.展开更多
文摘It is well known that mono-implicit Runge-Kutta methods have been applied in the efficient numerical solution of initial or boundary value problems of ordinary differential equations. Burrage (1994) has shown that the order of an s-stage monoimplicit Runge-Kutta method is at most s+1 and the stage order is at most 3. In this paper, it is shown that the order of an s-stage mono-implicit Runge-Kutta method being algebraically stable is at most min((s) over tilde, 4), and the stage order together with the optimal B-convergence order is at most min(s, 2), where [GRAPHICS]
文摘A new polynomial formulation of variable step size linear multistep methods is pre- sented, where each k-step method is characterized by a fixed set of k - 1 or k parameters. This construction includes all methods of maximal order （p = k for stiff, and p = k ＋ 1 for nonstiff problems）. Supporting time step adaptivity by construction, the new formulation is not based on extending classical fixed step size methods; instead classical methods are obtained as fixed step size restrictions within a unified framework. The methods are imple- mented in MATLAB, with local error estimation and a wide range of step size controllers. This provides a platform for investigating and comparing different multistep method in realistic operational conditions. Computational experiments show that the new multi- step method construction and implementation compares favorably to existing software, although variable order has not yet been included.
基金supported by National Science Foundation under grant number DMS0914554,AFOSR under grant number FA9550-12-1-0281,and by Guangdong Provin F.Bao,Y.Cao and X.Han/Commun.Comput.Phys.,16(2014),pp.382-402401。
文摘Nonlinear filter problems arise in many applications such as communications and signal processing.Commonly used numerical simulation methods include Kalman filter method,particle filter method,etc.In this paper a novel numerical algorithm is constructed based on samples of the current state obtained by solving the state equation implicitly.Numerical experiments demonstrate that our algorithm is more accurate than the Kalman filter and more stable than the particle filter.
文摘Consider the following neutral delay-differential equations with multiple delays (NMDDE)where γ> 0, L, Mj and Nj are constant complex- value d×d matrices. A sufficient condition for the asymptotic stability of NMDDE system (0.1) is given. The stability of Butcher's (A,B,C)-method for systems of NMDDE are studied. In addition, we present a parallel diagonally-implicit iteration RK (PDIRK) methods(NPDIRK) for systems of NMDDE, which is easier to be implemented than fully implicit RK methods. We also investigate the stability of a special class of NPDIRK methods by analyzing their stability behaviors of the solutions of (0.1).
文摘In this article, we study the impacts of nonlinearity and dispersion on signals likely to propagate in the context of the dynamics of four-wave mixing. Thus, we use an indirect resolution technique based on the use of the iB-function to first decouple the nonlinear partial differential equations that govern the propagation dynamics in this case, and subsequently solve them to propose some prototype solutions. These analytical solutions have been obtained;we check the impact of nonlinearity and dispersion. The interest of this work lies not only in the resolution of the partial differential equations that govern the dynamics of wave propagation in this case since these equations not at all easy to integrate analytically and their analytical solutions are very rare, in other words, we propose analytically the solutions of the nonlinear coupled partial differential equations which govern the dynamics of four-wave mixing in optical fibers. Beyond the physical interest of this work, there is also an appreciable mathematical interest.
文摘This paper detailedly discusses the locally one-dimensional numerical methods for ef- ficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional diffusion equation. The second order finite difference scheme is used to discretize the space fractional derivative and the Crank-Nicolson procedure to the time derivative. We theoretically prove and numerically verify that the presented numerical methods are unconditionally stable and second order convergent in both space and time directions. In particular, for the Riesz fractional dif- fusion equation, the idea of reducing the splitting error is used to further improve the algorithm, and the unconditional stability and convergency are also strictly proved and numerically verified for the improved scheme.
