This paper introduces higher-order solutions of the quadratic nonlinear stochastic oscillatory equation. Solutions with different orders and different number of corrections are obtained with the WHEP technique which u...This paper introduces higher-order solutions of the quadratic nonlinear stochastic oscillatory equation. Solutions with different orders and different number of corrections are obtained with the WHEP technique which uses the WienerHermite expansion and perturbation technique. The equivalent deterministic equations are derived for each order and correction. The solution ensemble average and variance are estimated and compared for different orders, different number of corrections and different strengths of the nonlinearity. The solutions are simulated using symbolic computation software such as Mathematica. The comparisons between different orders and different number of corrections show the importance of higher-order and higher corrected WHEP solutions for the nonlinear stochastic differential equations.展开更多
This paper discusses the necessary and sufficient conditions for the existence of Hermite positive definite solutions of the quaternion matrix equation X<sup>m</sup>+ B*XB = C (m > 0) and its iterative ...This paper discusses the necessary and sufficient conditions for the existence of Hermite positive definite solutions of the quaternion matrix equation X<sup>m</sup>+ B*XB = C (m > 0) and its iterative solution method. According to the characteristics of the coefficient matrix, a corresponding algebraic equation system is ingeniously constructed, and by discussing the equation system’s solvability, the matrix equation’s existence interval is obtained. Based on the characteristics of the coefficient matrix, some necessary and sufficient conditions for the existence of Hermitian positive definite solutions of the matrix equation are derived. Then, the upper and lower bounds of the positive actual solutions are estimated by using matrix inequalities. Four iteration formats are constructed according to the given conditions and existence intervals, and their convergence is proven. The selection method for the initial matrix is also provided. Finally, using the complexification operator of quaternion matrices, an equivalent iteration on the complex field is established to solve the equation in the Matlab environment. Two numerical examples are used to test the effectiveness and feasibility of the given method. .展开更多
A new wavelet-based finite element method is proposed for solving the Poisson equation. The wavelet bases of Hermite cubic splines on the interval are employed as the multi-scale interpolation basis in the finite elem...A new wavelet-based finite element method is proposed for solving the Poisson equation. The wavelet bases of Hermite cubic splines on the interval are employed as the multi-scale interpolation basis in the finite element analysis. The lifting scheme of the wavelet-based finite element method is discussed in detail. For the orthogonal characteristics of the wavelet bases with respect to the given inner product, the corresponding multi-scale finite element equation can be decoupled across scales, totally or partially, and suited for nesting approximation. Numerical examples indicate that the proposed method has the higher efficiency and precision in solving the Poisson equation.展开更多
In this paper, the Wick-type stochastic mKdV equation is researched. Many Wick-type stochastic solitonlike solutions are given via Hermite transformation and further generalized projective Riccati equation method.
A numerical technique is presented for solving integration operator of Green’s function. The approach is based on Hermite trigonometric scaling function on [0,2π], which is constructed for Hermite interpolation. The...A numerical technique is presented for solving integration operator of Green’s function. The approach is based on Hermite trigonometric scaling function on [0,2π], which is constructed for Hermite interpolation. The operational matrices of derivative for trigonometric scaling function are presented and utilized to reduce the solution of the problem. One test problem is presented and errors plots show the efficiency of the proposed technique for the studied problem.展开更多
In this paper,we propose a novel Hermite weighted essentially non-oscillatory(HWENO)fast sweeping method to solve the static Hamilton-Jacobi equations efficiently.During the HWENO reconstruction procedure,the proposed...In this paper,we propose a novel Hermite weighted essentially non-oscillatory(HWENO)fast sweeping method to solve the static Hamilton-Jacobi equations efficiently.During the HWENO reconstruction procedure,the proposed method is built upon a new finite difference fifth order HWENO scheme involving one big stencil and two small stencils.However,one major novelty and difference from the traditional HWENO framework lies in the fact that,we do not need to introduce and solve any additional equations to update the derivatives of the unknown functionϕ.Instead,we use the currentϕand the old spatial derivative ofϕto update them.The traditional HWENO fast sweeping method is also introduced in this paper for comparison,where additional equations governing the spatial derivatives ofϕare introduced.The novel HWENO fast sweeping methods are shown to yield great savings in computational time,which improves the computational efficiency of the traditional HWENO scheme.In addition,a hybrid strategy is also introduced to further reduce computational costs.Extensive numerical experiments are provided to validate the accuracy and efficiency of the proposed approaches.展开更多
In this paper, we combine the nonlinear HWENO reconstruction in [43] andthe fixed-point iteration with Gauss-Seidel fast sweeping strategy, to solve the staticHamilton-Jacobi equations in a novel HWENO framework recen...In this paper, we combine the nonlinear HWENO reconstruction in [43] andthe fixed-point iteration with Gauss-Seidel fast sweeping strategy, to solve the staticHamilton-Jacobi equations in a novel HWENO framework recently developed in [22].The proposed HWENO frameworks enjoys several advantages. First, compared withthe traditional HWENO framework, the proposed methods do not need to introduceadditional auxiliary equations to update the derivatives of the unknown function φ.They are now computed from the current value of φ and the previous spatial derivatives of φ. This approach saves the computational storage and CPU time, which greatlyimproves the computational efficiency of the traditional HWENO scheme. In addition,compared with the traditional WENO method, reconstruction stencil of the HWENOmethods becomes more compact, their boundary treatment is simpler, and the numerical errors are smaller on the same mesh. Second, the fixed-point fast sweeping methodis used to update the numerical approximation. It is an explicit method and doesnot involve the inverse operation of nonlinear Hamiltonian, therefore any HamiltonJacobi equations with complex Hamiltonian can be solved easily. It also resolves someknown issues, including that the iterative number is very sensitive to the parameterε used in the nonlinear weights, as observed in previous studies. Finally, to furtherreduce the computational cost, a hybrid strategy is also presented. Extensive numerical experiments are performed on two-dimensional problems, which demonstrate thegood performance of the proposed fixed-point fast sweeping HWENO methods.展开更多
We study the Hermitian positive definite solutions of the matrix equation X +A*X^-qA = I with q > 0. Some properties of the solutions and the basic fixed point iterations for the equation are also discussed in some...We study the Hermitian positive definite solutions of the matrix equation X +A*X^-qA = I with q > 0. Some properties of the solutions and the basic fixed point iterations for the equation are also discussed in some detail. Some of results in [Linear Algebra Appl., 279 (1998), 303-316], [Linear Algebra Appl., 326 (2001),27-44] and [Linear Algebra Appl. 372 (2003), 295-304] are extended.展开更多
文摘This paper introduces higher-order solutions of the quadratic nonlinear stochastic oscillatory equation. Solutions with different orders and different number of corrections are obtained with the WHEP technique which uses the WienerHermite expansion and perturbation technique. The equivalent deterministic equations are derived for each order and correction. The solution ensemble average and variance are estimated and compared for different orders, different number of corrections and different strengths of the nonlinearity. The solutions are simulated using symbolic computation software such as Mathematica. The comparisons between different orders and different number of corrections show the importance of higher-order and higher corrected WHEP solutions for the nonlinear stochastic differential equations.
文摘This paper discusses the necessary and sufficient conditions for the existence of Hermite positive definite solutions of the quaternion matrix equation X<sup>m</sup>+ B*XB = C (m > 0) and its iterative solution method. According to the characteristics of the coefficient matrix, a corresponding algebraic equation system is ingeniously constructed, and by discussing the equation system’s solvability, the matrix equation’s existence interval is obtained. Based on the characteristics of the coefficient matrix, some necessary and sufficient conditions for the existence of Hermitian positive definite solutions of the matrix equation are derived. Then, the upper and lower bounds of the positive actual solutions are estimated by using matrix inequalities. Four iteration formats are constructed according to the given conditions and existence intervals, and their convergence is proven. The selection method for the initial matrix is also provided. Finally, using the complexification operator of quaternion matrices, an equivalent iteration on the complex field is established to solve the equation in the Matlab environment. Two numerical examples are used to test the effectiveness and feasibility of the given method. .
基金supported by the National Natural Science Foundation of China (Nos. 50805028 and 50875195)the Open Foundation of the State Key Laboratory of Structural Analysis for In-dustrial Equipment (No. GZ0815)
文摘A new wavelet-based finite element method is proposed for solving the Poisson equation. The wavelet bases of Hermite cubic splines on the interval are employed as the multi-scale interpolation basis in the finite element analysis. The lifting scheme of the wavelet-based finite element method is discussed in detail. For the orthogonal characteristics of the wavelet bases with respect to the given inner product, the corresponding multi-scale finite element equation can be decoupled across scales, totally or partially, and suited for nesting approximation. Numerical examples indicate that the proposed method has the higher efficiency and precision in solving the Poisson equation.
基金国家重点基础研究发展计划(973计划),the National Natural Science Foundation of China under
文摘In this paper, the Wick-type stochastic mKdV equation is researched. Many Wick-type stochastic solitonlike solutions are given via Hermite transformation and further generalized projective Riccati equation method.
文摘A numerical technique is presented for solving integration operator of Green’s function. The approach is based on Hermite trigonometric scaling function on [0,2π], which is constructed for Hermite interpolation. The operational matrices of derivative for trigonometric scaling function are presented and utilized to reduce the solution of the problem. One test problem is presented and errors plots show the efficiency of the proposed technique for the studied problem.
基金supported by the NSF (Grant No.DMS-1753581)supported by NSFC (Grant No.12071392).
文摘In this paper,we propose a novel Hermite weighted essentially non-oscillatory(HWENO)fast sweeping method to solve the static Hamilton-Jacobi equations efficiently.During the HWENO reconstruction procedure,the proposed method is built upon a new finite difference fifth order HWENO scheme involving one big stencil and two small stencils.However,one major novelty and difference from the traditional HWENO framework lies in the fact that,we do not need to introduce and solve any additional equations to update the derivatives of the unknown functionϕ.Instead,we use the currentϕand the old spatial derivative ofϕto update them.The traditional HWENO fast sweeping method is also introduced in this paper for comparison,where additional equations governing the spatial derivatives ofϕare introduced.The novel HWENO fast sweeping methods are shown to yield great savings in computational time,which improves the computational efficiency of the traditional HWENO scheme.In addition,a hybrid strategy is also introduced to further reduce computational costs.Extensive numerical experiments are provided to validate the accuracy and efficiency of the proposed approaches.
基金This work was carried out when Y.Ren was visiting Department of Mathematics,The Ohio State University.The work of Y.Xing is partially supported by the NSF grant DMS-1753581The work of J.Qiu is partially supported by NSFC grant 12071392.
文摘In this paper, we combine the nonlinear HWENO reconstruction in [43] andthe fixed-point iteration with Gauss-Seidel fast sweeping strategy, to solve the staticHamilton-Jacobi equations in a novel HWENO framework recently developed in [22].The proposed HWENO frameworks enjoys several advantages. First, compared withthe traditional HWENO framework, the proposed methods do not need to introduceadditional auxiliary equations to update the derivatives of the unknown function φ.They are now computed from the current value of φ and the previous spatial derivatives of φ. This approach saves the computational storage and CPU time, which greatlyimproves the computational efficiency of the traditional HWENO scheme. In addition,compared with the traditional WENO method, reconstruction stencil of the HWENOmethods becomes more compact, their boundary treatment is simpler, and the numerical errors are smaller on the same mesh. Second, the fixed-point fast sweeping methodis used to update the numerical approximation. It is an explicit method and doesnot involve the inverse operation of nonlinear Hamiltonian, therefore any HamiltonJacobi equations with complex Hamiltonian can be solved easily. It also resolves someknown issues, including that the iterative number is very sensitive to the parameterε used in the nonlinear weights, as observed in previous studies. Finally, to furtherreduce the computational cost, a hybrid strategy is also presented. Extensive numerical experiments are performed on two-dimensional problems, which demonstrate thegood performance of the proposed fixed-point fast sweeping HWENO methods.
文摘We study the Hermitian positive definite solutions of the matrix equation X +A*X^-qA = I with q > 0. Some properties of the solutions and the basic fixed point iterations for the equation are also discussed in some detail. Some of results in [Linear Algebra Appl., 279 (1998), 303-316], [Linear Algebra Appl., 326 (2001),27-44] and [Linear Algebra Appl. 372 (2003), 295-304] are extended.