A Class of Explicit Parallel Multistep Runge-Kutta Methods

In this paper, a rather general class of explicit parallel multistep Runge-Kutta methods is constructed for solving initial value problem of ordinary differential equations. Also, the corresponding convergence and stability are analysed. Several parallel computational formulae are given. The numerical experiments, including accuracy, speedup, and efficiency tests show that the methods are efficient.     

A Class of Parallel Implicit Runge-Kutta Formulas

A class of parallel implicit Runge-Kutta formulas is constructed for multiprocessor system. A family of parallel implicit two-stage fourth order Runge-Kutta formulas is given. For these formulas, the convergence is proved and the stability analysis is given. The numerical examples demonstrate that these formulas can solve an extensive class of initial value problems for the ordinary differential equations.     

Runge-Kutta方法求解结构动力学方程

将几种具有不同稳定性的Runge-Kutta方法应用到结构动力学方程的数值求解中。针对增量形式的动力学方程,使用改进的Newton-Raphson迭代,研究了减少计算量的两种方法：（1）使用单对角隐式Runge-Kutta方法,（2）应用转化矩阵。采用逼近算子的谱半径分析了稳定性与数值阻尼特性,解释了L-稳定方法抑制高频振荡的原因。数值算例表明在精确解上较小的物理阻尼能有效的抑制高频振荡,但对各种直接积分方法的影响很小,高精度的L-稳定Runge-Kutta方法能在有效抑制高频振荡的同时高精度的求解低频振动。

Abstract：

Several Runge-Kutta methods with the different stability were applied to solve the equations of motion in structural dynamics. For incremental dynamical equations,using the modified Newton-Raphson iteration,two methods to reduce the amount of work were proposed. The first one is the singly diagonally implicit Runge-Kutta methods,and the second one is to apply the transform matrix. Using the spectral radii of approximation operators,the stability analysis and the numerical damping property were studied,and the reason why the L-stability methods could wipe out the high oscillations was explained. Numerical example was solved by several direct integration methods,the result show that the small physical damping can wipe out high oscillations effectively on exact solution,but it has little effect on numerical solution,and the high order L-stability Runge-Kutta methods can wipe out the high oscillation effectively,at the same time,solve the vibration of low frequencies with high accuracy.     

Interior penalty bilinear IFE discontinuous Galerkin methods for elliptic equations with discontinuous coefficient

<正> This paper applies bilinear immersed finite elements (IFEs) in the interior penalty discontinuousGalerkin (DG) methods for solving a second order elliptic equation with discontinuous coefficient.A discontinuous bilinear IFE space is constructed and applied to both the symmetric and nonsymmetricinterior penalty DG formulations.The new methods can solve an interface problem on a Cartesianmesh independent of the interface with local refinement at any locations needed even if the interfacehas a nontrivial geometry.Numerical examples are provided to show features of these methods.     

IMPLICIT—EXPLICIT MULTISTEP FINITE ELEMENT METHODS FOR THE SEMICONDUCTOR DEVICE PROBLEM

The transient behavior of a semiconductor device consists of a Poisson equation for the electric potential and of two nonlinear parabolic equations for the electron density and hole density.The electric potential equation is discretized by the finite element method.The electron and hole density equations are treated by implicit-explicit multistep finite element methods.The optimal L^2-norm error estimates are derived.     

Almost sure and moment exponential stability of predictor-corrector methods for stochastic differential equations

This paper deals with almost sure and moment exponential stability of a class of predictor-corrector methods applied to the stochastic differential equations of Ito-type.Stability criteria for this type of methods are derived.The methods are shown to maintain almost sure and moment exponential stability for all sufficiently small timesteps under appropriate conditions.A numerical experiment further testifies these theoretical results.     

On Robust Stability of a Class of Uncertain Nonlinear Systems with Time—Varying Delay

The problem of robust stability of a class of uncertain nonlinear dynamical systems with time-delay is considered. Based on the assumption that the nominal system is stable, some sufficient conditions on robust stability of uncertain nonlinear dynamical systems with time-delay are derived. Some analytical methods and a type of Lyapunov functional are used to investigate such sufficient conditions. The results obtained in this paper are applicable to perturbed time-delay systems with unbounded time-varying delay. Some previous results are improved and a numerical example is given to demonstrate the validity of our results.     

Blind reconstruction of convolutional code based on segmented Walsh-Hadamard transform

Walsh-Hadamard transform （WriT） can solve linear error equations on Field F2, and the method can be used to recover the parameters of convolutional code. However, solving the equations with many unknowns needs enormous computer memory which limits the application of WriT. In order to solve this problem, a method based on segmented WriT is proposed in this paper. The coefficient vector of high dimension is reshaped and two vectors of lower dimension are obtained. Then the WriT is operated and the requirement for computer memory is much reduced. The code rate and the constraint length of convolutional code are detected from the Walsh spectrum. And the check vector is recovered from the peak position. The validity of the method is verified by the simulation result, and the performance is proved to be optimal.     

Combined model based on optimized multi-variable grey model and multiple linear regression

The construction method of background value is improved in the original multi-variable grey model (MGM(1,m)) from its source of construction errors.The MGM(1,m) with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables,and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model.Finally,a combined model of the MGM(1,2) with optimized background value and the binary linear regression is constructed by an example.The results show that the model has good effects for simulation and prediction.     

Hopf bifurcation and chaos of financial system on condition of specific combination of parameters*

Exponential stability of the first order singular distributed parameter systems is discussed in the light of degenerate semi-group methods, which is described by the abstract developing equation in Hilbert space. The necessary and sufficient conditions concerning the exponential stability of the first order singular distributed parameter systems are given.     

一类秩2微分代数系统的并行Runge-Kutta方法

对多处理机系统构造了一类秩 2微分代数系统的并行Runge -Kutta方法。对该类方法给出了阶条件 ,并且研究了收敛性理论。还研究了Runge -Kutta解的存在性和唯一性。已经构造了一系列使定理 4中的假定成立的具体公式 ,并在飞行器的轨道仿真中应用 ,也提出了一些要进一步研究的问题。     

A Class of Parallel Runge-Kutta Methods for Differential-Algebraic Systems of Index 2

1-INTHODUCTIONWeconsiderthedifferential-algebraicsystemwherefandgaresufficientIydifferentiable.Inorderthat(1a)isanindex2problemwesupposethatinaneighbourhoodoftheexactsolution.wefurtherassumethattheinitialva1uesyo,zoareconsistentwith(l),i.e.,(yo,zo)satisfies(lb)andThesolutionof(1a)isdenotedby(y(t),z(t)).Problemsoftheform(l)arefrequentlyencounteredinpractice.Forexamp1e,problem(l)hasthetypicalstructureofacontrolproblemwherethez-variableactsascontrolparameterwhichforcesthesolutionofthediffer…     

Error Analysis in Frequency Domain for Linear Multipass Algorithms

1. INTRoDUCTIONConsider the dyntalc systemdridt = Ax Bu (1)y = Cx Du (2)whre u is the inPut VaIable; y is the output wriab1e, and x = (x', x2,...,x")" is the state vahale. A, B, Cand D are n x n, n x r, l x n, l x r constant matrices, respectively The transfer function H(s) of equabo (1)and (2) is given bywhere H(s) and oi(i = 0, 1,..., n) are l x r matrices; pi, i = 0, 1,... 1 n are real nUIners. lt can be seen thathe sca1ar relation between every pair of input comPoneni ui and …     

一类并行隐式Runge-Kutta公式

本文针对多处理机系统构造了一类并行隐式Runge-Kutta公式,对2级Runge-Kutta公式给出具有4阶精度的公式族,并证明了它们的收敛性,进行稳定性分析。数值例子表明,该公式可以有效地数值求解较广泛类型的常微分方程初值问题。     

一类组合两步连续RK-Rosenbrock方法

对于一个大的刚性延迟微分方程系统,除了延迟分量给予系统影响外,还常常会出现系统的解分量有的变化很快,而有的变化很慢的情况。此时,可以把大的刚性延迟微分方程系统分解成为两个耦合的子系统,一个是描述系统快变部分的刚性延迟子系统,另一个是描述系统慢变部分的非刚性延迟子系统。对于分解的刚性延迟微分方程大系统,构造了一类用于求解刚性延迟微分方程的组合两步连续RK-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,数值试验表明方法是有效的。     

多步隐式Runge—Kutta方法的稳定性分析

本文对多步隐式Runge—Kutta方法进行数值稳定性分析。给出了广义压缩性及弱广义压缩性的概念,并导出了多步隐式Runge—Kutta方法为广义压缩的代数条件,最后还给出了数值例子。     

非线性微分代数方程的一种离散波形松弛算法

讨论用迭代方法求解微分代数方程。针对一类非线性微分代数方程连续时间波形松弛迭代格式,应用一般的单支方法和线性多步法,得到离散时间波形松弛迭代格式。在假定分裂函数满足Lipschitz条件的前提下,通过矩阵正则分裂和特殊矩阵相关性质的运用,获得离散波形松弛迭代的收敛性条件,拓展和改进了相关文献中的一些结果。