This paper focuses on the numerical stability of the block θ methods adapted to differential equations with a delay argument. For the block θ methods, an interpolation procedure is introduced which leads to the nume...This paper focuses on the numerical stability of the block θ methods adapted to differential equations with a delay argument. For the block θ methods, an interpolation procedure is introduced which leads to the numerical processes that satisfy an important asymptotic stability condition related to the class of test problems y′(t)=ay(t)+by(t-τ) with a,b∈C, Re(a)<-|b| and τ>0. We prove that the block θ method is GP stable if and only if the method is A stable for ordinary differential equations. Furthermore, it is proved that the P and GP stability are equivalent for the block θ method.展开更多
Partial differential equations arise in formulations of problems involving functions of several variables such as the propagation of sound or heat, electrostatics, electrodynamics, fluid flow, and elasticity, etc. The...Partial differential equations arise in formulations of problems involving functions of several variables such as the propagation of sound or heat, electrostatics, electrodynamics, fluid flow, and elasticity, etc. The present paper deals with a general introduction and classification of partial differential equations and the numerical methods available in the literature for the solution of partial differential equations.展开更多
In this paper,two classes of Riesz space fractional partial differential equations including space-fractional and space-time-fractional ones are considered.These two models can be regarded as the generalization of the...In this paper,two classes of Riesz space fractional partial differential equations including space-fractional and space-time-fractional ones are considered.These two models can be regarded as the generalization of the classical wave equation in two space dimensions.Combining with the Crank-Nicolson method in temporal direction,efficient alternating direction implicit Galerkin finite element methods for solving these two fractional models are developed,respectively.The corresponding stability and convergence analysis of the numerical methods are discussed.Numerical results are provided to verify the theoretical analysis.展开更多
Based on the subdomain precise integration method, the arbitrary difference precise integration method (ADPIM) is presented to solve PDEs. While retaining all the merits of the former method, ADPIM further demonstrate...Based on the subdomain precise integration method, the arbitrary difference precise integration method (ADPIM) is presented to solve PDEs. While retaining all the merits of the former method, ADPIM further demonstrates advantages such as the abilities of better description of physical properties of inhomogeneous media and convenient treatment of various boundary conditions. The explicit integration schemes derived by ADPIM are proved unconditionally stable.展开更多
Based on the subdomain precise integration method, the arbitrary difference precise integration method (ADPIM) is presented to solve PDEs. While retaining all the merits of the former method, ADPIM also demonstrates a...Based on the subdomain precise integration method, the arbitrary difference precise integration method (ADPIM) is presented to solve PDEs. While retaining all the merits of the former method, ADPIM also demonstrates advantages such as the abilities of better description of physical properties of inhomogeneous media and convenient treatment of various boundary conditions. The explicit integration schemes derived by ADPIM are proved unconditionally stable.展开更多
In this paper, we are concerned with the numerical solution of second-order partial differential equations. We analyse the use of the Sine Transform precondilioners for the solution of linear systems arising from the ...In this paper, we are concerned with the numerical solution of second-order partial differential equations. We analyse the use of the Sine Transform precondilioners for the solution of linear systems arising from the discretization of p.d.e. via the preconditioned conjugate gradient method. For the second-order partial differential equations with Dirichlel boundary conditions, we prove that the condition number of the preconditioned system is O(1) while the condition number of the original system is O(m 2) Here m is the number of interior gridpoints in each direction. Such condition number produces a linear convergence rale.展开更多
In this paper we have discussed solution and stability analysis of ordinary and partial differential equation with boundary value problem.We investigated periodic stability in Eulers scheme and also discussed PDEs by ...In this paper we have discussed solution and stability analysis of ordinary and partial differential equation with boundary value problem.We investigated periodic stability in Eulers scheme and also discussed PDEs by finite difference scheme.Numerical example has been discussed finding nature of stability.All given result more accurate other than existing methods.展开更多
This paper deals with the asymptotic stability of theoretical solutions and numerical methods for the delay differential equations(DDEs)where a,b1,b2,. ..,bm and yo ∈ C, 0 < λm ≤ λm-1 ≤ ... ≤λl < 1. A suf...This paper deals with the asymptotic stability of theoretical solutions and numerical methods for the delay differential equations(DDEs)where a,b1,b2,. ..,bm and yo ∈ C, 0 < λm ≤ λm-1 ≤ ... ≤λl < 1. A sufficient condition such that the differential equations are asymptotically stable isderived.And it is shown that the linear θ-method is AGPm-stable if and only if1/2≤θ-≤ 1.展开更多
Though an accurate discretization approach for gas flow dynamics, the method of characteristics (MOC) is liable to instability for inappropriate step sizes. This letter addresses the numerical stability limitation of ...Though an accurate discretization approach for gas flow dynamics, the method of characteristics (MOC) is liable to instability for inappropriate step sizes. This letter addresses the numerical stability limitation of MOC, in the context of lEGS's optimal scheduling. Specifically, the proposed method enables flexible temporal step sizes without sacrificing accuracy, significantly reducing non-convergence due to numerical oscillations. The effectiveness of the proposed method is validated through case studies in different simulation settings.展开更多
This paper deals with the numerical solution of initial value problems for systems of differential equations with a delay argument. The numerical stability of a linear multistep method is investigated by analysing the...This paper deals with the numerical solution of initial value problems for systems of differential equations with a delay argument. The numerical stability of a linear multistep method is investigated by analysing the solution of the lest equation y’(t)=Ay(t) + By(1-t),where A,B denote constant complex N×N-matrices,and t】0.We investigate carefully the characterization of the stability region.展开更多
This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solutio...This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solution of test equations u'(t) = a 11 u(t) + a12v(t) + b11 u(t - τ1) + b12v(t-τ2,v'(t) = a21 u(t) + a22 v(t) + b21 u(t -τ1,) + b22 v(t -τ2), t>0,with initial conditionsu(t)=u0(t),v(t) =v0(t), t≤0.where aij, bij∈C, τj >0, i,j = 1,2,, and u0(t), v0(t)are continuous and complex valued. Sufficient conditions for the asymptotic stability of test equation are derived. Furthermore, with respect to an appropriate definition of stability for the numerical method, it is proved that the linear θ-method is stable if and only if 1/2≤θ≤1 and the one-leg θ-method is stable if and only if θ= 1.展开更多
In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coe...In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coefficients, T-stability of the numerical scheme is researched. Moreover, some numerical examples will be presented to support the theoretical results.展开更多
The main purpose of this paper is to set up the finite difference scheme with incremental unknowns for the nonlinear differential equation by means of introducing incremental unknowns method and discuss the stability ...The main purpose of this paper is to set up the finite difference scheme with incremental unknowns for the nonlinear differential equation by means of introducing incremental unknowns method and discuss the stability of the scheme.Through the stability analyzing for the scheme,it was shown that the stability of the finite difference scheme with the incremental unknowns is improved when compared with the stability of the corresponding classic difference scheme.展开更多
This paper deals with the numerical solution of initial value problems for pantograph differential equations with variable delays. We investigate the stability of one leg θ-methods in the numerical solution of these ...This paper deals with the numerical solution of initial value problems for pantograph differential equations with variable delays. We investigate the stability of one leg θ-methods in the numerical solution of these problems. Sufficient conditions for the asymptotic stability of θ-methods are given by Fourier analysis and Ergodic theory.展开更多
This study was suggested by previous work on the simulation of evolution equations with scale-dependent processes,e.g.,wave-propagation or heat-transfer,that are modeled by wave equations or heat equations.Here,we stu...This study was suggested by previous work on the simulation of evolution equations with scale-dependent processes,e.g.,wave-propagation or heat-transfer,that are modeled by wave equations or heat equations.Here,we study both parabolic and hyperbolic equations.We focus on ADI (alternating direction implicit) methods and LOD (locally one-dimensional) methods,which are standard splitting methods of lower order,e.g.second-order.Our aim is to develop higher-order ADI methods,which are performed by Richardson extrapolation,Crank-Nicolson methods and higher-order LOD methods,based on locally higher-order methods.We discuss the new theoretical results of the stability and consistency of the ADI methods.The main idea is to apply a higher- order time discretization and combine it with the ADI methods.We also discuss the dis- cretization and splitting methods for first-order and second-order evolution equations. The stability analysis is given for the ADI method for first-order time derivatives and for the LOD (locally one-dimensional) methods for second-order time derivatives.The higher-order methods are unconditionally stable.Some numerical experiments verify our results.展开更多
This paper focuses on linear-quadratic(LQ)optimal control for a class of systems governed by first-order hyperbolic partial differential equations(PDEs).Different from most of the previous works,an approach of discret...This paper focuses on linear-quadratic(LQ)optimal control for a class of systems governed by first-order hyperbolic partial differential equations(PDEs).Different from most of the previous works,an approach of discretization-then-continuousization is proposed in this paper to cope with the infinite-dimensional nature of PDE systems.The contributions of this paper consist of the following aspects:(1)The differential Riccati equations and the solvability condition of the LQ optimal control problems are obtained via the discretization-then-continuousization method.(2)A numerical calculation way of the differential Riccati equations and a practical design way of the optimal controller are proposed.Meanwhile,the relationship between the optimal costate and the optimal state is established by solving a set of forward and backward partial difference equations(FBPDEs).(3)The correctness of the method used in this paper is verified by a complementary continuous method and the comparative analysis with the existing operator results is presented.It is shown that the proposed results not only contain the classic results of the standard LQ control problem of systems governed by ordinary differential equations as a special case,but also support the existing operator results and give a more convenient form of computation.展开更多
We demonstrate a new nonuniform mesh finite difference method to obtain accurate solutions for the elliptic partial differential equations in two dimensions with nonlinear first-order partial derivative terms.The meth...We demonstrate a new nonuniform mesh finite difference method to obtain accurate solutions for the elliptic partial differential equations in two dimensions with nonlinear first-order partial derivative terms.The method will be based on a geometric grid network area and included among the most stable differencing scheme in which the nine-point spatial finite differences are implemented,thus arriving at a compact formulation.In general,a third order of accuracy has been achieved and a fourth-order truncation error in the solution values will follow as a particular case.The efficiency of using geometric mesh ratio parameter has been shown with the help of illustrations.The convergence of the scheme has been established using the matrix analysis,and irreducibility is proved with the help of strongly connected characteristics of the iteration matrix.The difference scheme has been applied to test convection diffusion equation,steady state Burger’s equation,ocean model and a semi-linear elliptic equation.The computational results confirm the theoretical order and accuracy of the method.展开更多
A differential evolution based methodology is introduced for the solution of elliptic partial differential equations (PDEs) with Dirichlet and/or Neumann boundary conditions. The solutions evolve over bounded domains ...A differential evolution based methodology is introduced for the solution of elliptic partial differential equations (PDEs) with Dirichlet and/or Neumann boundary conditions. The solutions evolve over bounded domains throughout the interior nodes by minimization of nodal deviations among the population. The elliptic PDEs are replaced by the corresponding system of finite difference approximation, yielding an expression for nodal residues. The global residue is declared as the root-mean-square value of the nodal residues and taken as the cost function. The standard differential evolution is then used for the solution of elliptic PDEs by conversion to a minimization problem of the global residue. A set of benchmark problems consisting of both linear and nonlinear elliptic PDEs has been considered for validation, proving the effectiveness of the proposed algorithm. To demonstrate its robustness, sensitivity analysis has been carried out for various differential evolution operators and parameters. Comparison of the differential evolution based computed nodal values with the corresponding data obtained using the exact analytical expressions shows the accuracy and convergence of the proposed methodology.展开更多
This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)metho...This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)method which deals with this problem is very troublesome.This paper proposes a new method by adaptive multi-step piecewise interpolation reproducing kernel(AMPIRK)method for the first time.This method has three obvious advantages which are as follows.Firstly,the piecewise number is reduced.Secondly,the calculation accuracy is improved.Finally,the waste time caused by too many fragments is avoided.Then four numerical examples show that this new method has a higher precision and it is a more timesaving numerical method than the others.The research in this paper provides a powerful mathematical tool for solving time-fractional option pricing model which will play an important role in financial economics.展开更多
文摘This paper focuses on the numerical stability of the block θ methods adapted to differential equations with a delay argument. For the block θ methods, an interpolation procedure is introduced which leads to the numerical processes that satisfy an important asymptotic stability condition related to the class of test problems y′(t)=ay(t)+by(t-τ) with a,b∈C, Re(a)<-|b| and τ>0. We prove that the block θ method is GP stable if and only if the method is A stable for ordinary differential equations. Furthermore, it is proved that the P and GP stability are equivalent for the block θ method.
文摘Partial differential equations arise in formulations of problems involving functions of several variables such as the propagation of sound or heat, electrostatics, electrodynamics, fluid flow, and elasticity, etc. The present paper deals with a general introduction and classification of partial differential equations and the numerical methods available in the literature for the solution of partial differential equations.
基金supported by the Guangxi Natural Science Foundation[grant numbers 2018GXNSFBA281020,2018GXNSFAA138121]the Doctoral Starting up Foundation of Guilin University of Technology[grant number GLUTQD2016044].
文摘In this paper,two classes of Riesz space fractional partial differential equations including space-fractional and space-time-fractional ones are considered.These two models can be regarded as the generalization of the classical wave equation in two space dimensions.Combining with the Crank-Nicolson method in temporal direction,efficient alternating direction implicit Galerkin finite element methods for solving these two fractional models are developed,respectively.The corresponding stability and convergence analysis of the numerical methods are discussed.Numerical results are provided to verify the theoretical analysis.
文摘Based on the subdomain precise integration method, the arbitrary difference precise integration method (ADPIM) is presented to solve PDEs. While retaining all the merits of the former method, ADPIM further demonstrates advantages such as the abilities of better description of physical properties of inhomogeneous media and convenient treatment of various boundary conditions. The explicit integration schemes derived by ADPIM are proved unconditionally stable.
文摘Based on the subdomain precise integration method, the arbitrary difference precise integration method (ADPIM) is presented to solve PDEs. While retaining all the merits of the former method, ADPIM also demonstrates advantages such as the abilities of better description of physical properties of inhomogeneous media and convenient treatment of various boundary conditions. The explicit integration schemes derived by ADPIM are proved unconditionally stable.
文摘In this paper, we are concerned with the numerical solution of second-order partial differential equations. We analyse the use of the Sine Transform precondilioners for the solution of linear systems arising from the discretization of p.d.e. via the preconditioned conjugate gradient method. For the second-order partial differential equations with Dirichlel boundary conditions, we prove that the condition number of the preconditioned system is O(1) while the condition number of the original system is O(m 2) Here m is the number of interior gridpoints in each direction. Such condition number produces a linear convergence rale.
文摘In this paper we have discussed solution and stability analysis of ordinary and partial differential equation with boundary value problem.We investigated periodic stability in Eulers scheme and also discussed PDEs by finite difference scheme.Numerical example has been discussed finding nature of stability.All given result more accurate other than existing methods.
文摘This paper deals with the asymptotic stability of theoretical solutions and numerical methods for the delay differential equations(DDEs)where a,b1,b2,. ..,bm and yo ∈ C, 0 < λm ≤ λm-1 ≤ ... ≤λl < 1. A sufficient condition such that the differential equations are asymptotically stable isderived.And it is shown that the linear θ-method is AGPm-stable if and only if1/2≤θ-≤ 1.
文摘Though an accurate discretization approach for gas flow dynamics, the method of characteristics (MOC) is liable to instability for inappropriate step sizes. This letter addresses the numerical stability limitation of MOC, in the context of lEGS's optimal scheduling. Specifically, the proposed method enables flexible temporal step sizes without sacrificing accuracy, significantly reducing non-convergence due to numerical oscillations. The effectiveness of the proposed method is validated through case studies in different simulation settings.
文摘This paper deals with the numerical solution of initial value problems for systems of differential equations with a delay argument. The numerical stability of a linear multistep method is investigated by analysing the solution of the lest equation y’(t)=Ay(t) + By(1-t),where A,B denote constant complex N×N-matrices,and t】0.We investigate carefully the characterization of the stability region.
文摘This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solution of test equations u'(t) = a 11 u(t) + a12v(t) + b11 u(t - τ1) + b12v(t-τ2,v'(t) = a21 u(t) + a22 v(t) + b21 u(t -τ1,) + b22 v(t -τ2), t>0,with initial conditionsu(t)=u0(t),v(t) =v0(t), t≤0.where aij, bij∈C, τj >0, i,j = 1,2,, and u0(t), v0(t)are continuous and complex valued. Sufficient conditions for the asymptotic stability of test equation are derived. Furthermore, with respect to an appropriate definition of stability for the numerical method, it is proved that the linear θ-method is stable if and only if 1/2≤θ≤1 and the one-leg θ-method is stable if and only if θ= 1.
基金Supported by the National Natural Science Foundation of China(51008084)the Natural Science Foundation of Guangdong Province(9451009001002753)
文摘In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coefficients, T-stability of the numerical scheme is researched. Moreover, some numerical examples will be presented to support the theoretical results.
文摘The main purpose of this paper is to set up the finite difference scheme with incremental unknowns for the nonlinear differential equation by means of introducing incremental unknowns method and discuss the stability of the scheme.Through the stability analyzing for the scheme,it was shown that the stability of the finite difference scheme with the incremental unknowns is improved when compared with the stability of the corresponding classic difference scheme.
文摘This paper deals with the numerical solution of initial value problems for pantograph differential equations with variable delays. We investigate the stability of one leg θ-methods in the numerical solution of these problems. Sufficient conditions for the asymptotic stability of θ-methods are given by Fourier analysis and Ergodic theory.
文摘This study was suggested by previous work on the simulation of evolution equations with scale-dependent processes,e.g.,wave-propagation or heat-transfer,that are modeled by wave equations or heat equations.Here,we study both parabolic and hyperbolic equations.We focus on ADI (alternating direction implicit) methods and LOD (locally one-dimensional) methods,which are standard splitting methods of lower order,e.g.second-order.Our aim is to develop higher-order ADI methods,which are performed by Richardson extrapolation,Crank-Nicolson methods and higher-order LOD methods,based on locally higher-order methods.We discuss the new theoretical results of the stability and consistency of the ADI methods.The main idea is to apply a higher- order time discretization and combine it with the ADI methods.We also discuss the dis- cretization and splitting methods for first-order and second-order evolution equations. The stability analysis is given for the ADI method for first-order time derivatives and for the LOD (locally one-dimensional) methods for second-order time derivatives.The higher-order methods are unconditionally stable.Some numerical experiments verify our results.
基金supported by the National Natural Science Foundation of China under Grant Nos.61821004 and 62250056the Natural Science Foundation of Shandong Province under Grant Nos.ZR2021ZD14 and ZR2021JQ24+1 种基金Science and Technology Project of Qingdao West Coast New Area under Grant Nos.2019-32,2020-20,2020-1-4,High-level Talent Team Project of Qingdao West Coast New Area under Grant No.RCTDJC-2019-05Key Research and Development Program of Shandong Province under Grant No.2020CXGC01208.
文摘This paper focuses on linear-quadratic(LQ)optimal control for a class of systems governed by first-order hyperbolic partial differential equations(PDEs).Different from most of the previous works,an approach of discretization-then-continuousization is proposed in this paper to cope with the infinite-dimensional nature of PDE systems.The contributions of this paper consist of the following aspects:(1)The differential Riccati equations and the solvability condition of the LQ optimal control problems are obtained via the discretization-then-continuousization method.(2)A numerical calculation way of the differential Riccati equations and a practical design way of the optimal controller are proposed.Meanwhile,the relationship between the optimal costate and the optimal state is established by solving a set of forward and backward partial difference equations(FBPDEs).(3)The correctness of the method used in this paper is verified by a complementary continuous method and the comparative analysis with the existing operator results is presented.It is shown that the proposed results not only contain the classic results of the standard LQ control problem of systems governed by ordinary differential equations as a special case,but also support the existing operator results and give a more convenient form of computation.
文摘We demonstrate a new nonuniform mesh finite difference method to obtain accurate solutions for the elliptic partial differential equations in two dimensions with nonlinear first-order partial derivative terms.The method will be based on a geometric grid network area and included among the most stable differencing scheme in which the nine-point spatial finite differences are implemented,thus arriving at a compact formulation.In general,a third order of accuracy has been achieved and a fourth-order truncation error in the solution values will follow as a particular case.The efficiency of using geometric mesh ratio parameter has been shown with the help of illustrations.The convergence of the scheme has been established using the matrix analysis,and irreducibility is proved with the help of strongly connected characteristics of the iteration matrix.The difference scheme has been applied to test convection diffusion equation,steady state Burger’s equation,ocean model and a semi-linear elliptic equation.The computational results confirm the theoretical order and accuracy of the method.
文摘A differential evolution based methodology is introduced for the solution of elliptic partial differential equations (PDEs) with Dirichlet and/or Neumann boundary conditions. The solutions evolve over bounded domains throughout the interior nodes by minimization of nodal deviations among the population. The elliptic PDEs are replaced by the corresponding system of finite difference approximation, yielding an expression for nodal residues. The global residue is declared as the root-mean-square value of the nodal residues and taken as the cost function. The standard differential evolution is then used for the solution of elliptic PDEs by conversion to a minimization problem of the global residue. A set of benchmark problems consisting of both linear and nonlinear elliptic PDEs has been considered for validation, proving the effectiveness of the proposed algorithm. To demonstrate its robustness, sensitivity analysis has been carried out for various differential evolution operators and parameters. Comparison of the differential evolution based computed nodal values with the corresponding data obtained using the exact analytical expressions shows the accuracy and convergence of the proposed methodology.
基金the National Natural Science Foundation of China(Grant Nos.71961022,11902163,12265020,and 12262024)the Natural Science Foundation of Inner Mongolia Autonomous Region of China(Grant Nos.2019BS01011 and 2022MS01003)+5 种基金2022 Inner Mongolia Autonomous Region Grassland Talents Project-Young Innovative and Entrepreneurial Talents(Mingjing Du)2022 Talent Development Foundation of Inner Mongolia Autonomous Region of China(Ming-Jing Du)the Young Talents of Science and Technology in Universities of Inner Mongolia Autonomous Region Program(Grant No.NJYT-20-B18)the Key Project of High-quality Economic Development Research Base of Yellow River Basin in 2022(Grant No.21HZD03)2022 Inner Mongolia Autonomous Region International Science and Technology Cooperation High-end Foreign Experts Introduction Project(Ge Kai)MOE(Ministry of Education in China)Humanities and Social Sciences Foundation(Grants No.20YJC860005).
文摘This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)method which deals with this problem is very troublesome.This paper proposes a new method by adaptive multi-step piecewise interpolation reproducing kernel(AMPIRK)method for the first time.This method has three obvious advantages which are as follows.Firstly,the piecewise number is reduced.Secondly,the calculation accuracy is improved.Finally,the waste time caused by too many fragments is avoided.Then four numerical examples show that this new method has a higher precision and it is a more timesaving numerical method than the others.The research in this paper provides a powerful mathematical tool for solving time-fractional option pricing model which will play an important role in financial economics.
