| 刚性延迟微分方程数值仿真的两步连续Rosenbrock方法 |
| |
| 引用本文： | 冷欣,刘德贵,宋晓秋,陈丽容.刚性延迟微分方程数值仿真的两步连续Rosenbrock方法[J].系统仿真学报,2006,18(7):1758-1762. |
| |
| 作者姓名： | 冷欣 刘德贵 宋晓秋 陈丽容 |
| |
| 作者单位： | 1. 北京计算机应用与仿真技术研究所,北京,100854;北京应用物理与计算数学研究所,北京,100088
2. 北京计算机应用与仿真技术研究所,北京,100854 |
| |
| 摘 要： | 在科学、工程领域的研究和应用中,常常会遇到刚性延迟微分方程系统,对它们进行数值仿真时,通常需要稳定性较好计算复杂性小的方法。为了数值仿真刚性延迟微分方程系统,构造了一类用于求解刚性延迟微分方程的两步连续Rosenbrock方法,讨论了方法的构造,方法的阶条件,证明了方法的收敛性,分析了方法的稳定性。这种方法具有GP-稳定性,数值试验表明方法是有效的。
|
| 关 键 词： | 刚性延迟微分方程 两步连续Rosenbrock方法 数值稳定性 收敛性 |
| 文章编号： | 1004-731X（2006）07-1758-05 |
| 收稿时间： | 2005-05-23 |
| 修稿时间： | 2005年5月23日 |
Two-Step Continuity Rosenbrock Methods of Numerical Simulation for Stiff Delay Differential Equations |
| |
| LENG Xin,LIU De-Gui,SONG Xiao-Qiu,CHEN Li-Rong.Two-Step Continuity Rosenbrock Methods of Numerical Simulation for Stiff Delay Differential Equations[J].Journal of System Simulation,2006,18(7):1758-1762. |
| |
| Authors: | LENG Xin LIU De-Gui SONG Xiao-Qiu CHEN Li-Rong |
| |
| Institution: | 1.Beijing Institute of Computer Application and Simulation Technology 100854, China; 2.Beijing Institute of Applied Physics and Computational Mathematics, 100088, China |
| |
| Abstract: | In the area of research and application of science and engineering, stiff delay differential equations are often met. For numerical simulating stiff delay differential equations, numerical methods of good numerical stability and easy implementation are needed. For simulating the stiff delay differential equations, a class of two-step continuity Rosenbrock methods were proposed. The construction, order conditions, numerical stability and convergence of the methods were studied. The methods constructed are GP-stable and the numerical experiments show that the methods are efficient. |
| |
| Keywords: | stiff delay differential equations two-step continuity Rosenbrock methods numerical stability convergence |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
