二次非线性项复差分方程正解的存在性分析

在动力系统理论中,二次非线性项复差分方程的正解存在性问题,在解决动力系统的稳定性控制方面具有重要意义。在相空间的一个子集上构建二次非线性项复差分方程,采用Lyapunov-Kraso-vskii泛函进行交叉项干扰的临界阈值确定,对方程正解的收敛性问题看作是时频对偶问题,通过多迹B?cklund变换,分析接收数据矩阵与阵列流型张成的空间之间的时频耦合性,得到方程的所有正解向量的递归计算式,构建差分方程的正解约束模型,进行二次非线性项复差分方程正解的稳定性证明,保证了非线性动力系统的稳定性和有界性,推导结论真实有效。     

非线性计算不稳定问题的进一步研究

讨论了有关非线性计算不稳定的若干问题,其主要内容有(1)考察了有代表性的三类发展方程,指出其对应的差分格式是否出现非线性计算不稳定,与原微分方程解的性质密切相关;(2)进一步讨论了带周期边条件的守恒型差分格式的非线性计算稳定性问题,总结了克服非线性不稳定的有效措施;(3)以非线性平流方程为例,着重分析了带非周期边条件的非守恒差分格式的非线性计算稳定性问题,给出了判别其计算稳定性的"综合分析判别法".     

一类扩散方程差分格式的稳定性分析

数值计算方法在求解偏微分方程中广泛应用,其利用有限差分格式进行运算是按时间逐层推进,舍入误差的积累必然会影响上层的值,为了让误差的影响不会越来越大,以至于偏离差分格式的原解,就要分析这种误差传播的情况,也就是讨论其稳定性问题。扩散方程是一类偏微分方程,用来描述扩散现象中的物质密度的变化。通常也用来表现和扩散类似的现象,例如在群体遗传学中等位基因在群体中的扩散。本文着重讨论了一类扩散方程的两种不同差分格式下的稳定性问题。     

强迫耗散非线性发展方程显式差分格式的计算稳定性

基于计算准稳定的概念来分析强迫耗散非线性发展方程显式差分格式的计算稳定性,给出强迫耗散非线性大气方程组显式差分格式计算准稳定的判据,为设计强迫耗散非线性大气方程组计算稳定的显式差分格式提供了新的思路和理论依据     

空间-时间分数阶高温热疗方程的数值模拟

本文考虑了一个空间-时间分数阶高温热疗方程。该方程将一般的Pennes生物传热方程中时间一阶导数用α(0α≤1)阶代替,空间二阶导数用β(1β≤2)阶代替。利用差分方法,建立了显式差分格式,讨论了该格式的稳定性,并证明了它的收敛性,最后给出了数值模拟。     

一类非线性Cahn-Hilliard方程的三层差分格式

利用有限差分方法研究了一类非线性Cahn-Hilliard方程,为方程建立了一种三层有限差分格式,讨论了差分解的收敛性和稳定性.虽然格式建立的是一次O(h)边界条件,但是由△2U的定义,可以得到误差次数为O(h2+k2).     

一类多时滞的向量差分方程的渐近稳定性（英文）

本文讨论了一类具有时滞的差分方程的渐近稳定性。利用矩阵性质和不等式技巧给出了该类方程渐近稳定的充要条件。     

逻辑函数在布尔减-除-非代数系统中的标准DOS和SOD展开式

本文首先证明了布尔减、布尔除与非运算构成完备集,并根据布尔减、布尔除与非运算的运算规则和性质,从与或非代数系统中的最小项、最大项展开式出发,推导了任意逻辑函数在减除非代数系统中的标准DOS(减之除)和标准SOD(除之减)展开式。最后举例说明了二个代数系统中展开式之间的转换。本文的工作对进一步完善布尔代数的四则运算理论具有一定的意义。     

基于MacCormack-TVD有限差分算法的二维泥石流数值计算模型

泥石流是一种介于崩塌滑坡和洪水之间的物理过程,既有土体的结构性,又有水体的流动性。随着泥石流运动控制方程和数值模拟技术的发展,基于数值模拟的泥石流危险性分区方法成为泥石流危险性分区的主要方法。本文应用Massflow模型,基于深度平均的连续介质力学方法,从Navier-Stokes方程出发,推导出二维运动堆积控制方程,采用MacCormack-TVD有限差分算法计算,根据古交官长沟的地形条件、水文条件、物源条件模拟了泥石流运动的全过程,计算得出泥石流泛滥范围内的流深和流速。并根据数值模拟结果和最大动能分区模型,获取该流域的泛滥范围并确定危险性分区,将模拟区划分为四个区域,即高危险区、中危险区、低危险区和安全区。泥石流的分区模型是每个网格上泥石流体的最大动能,能够直接反应泥石流对建筑物的破坏能力,分区模型具有直接的物理意义。     

一阶声波方程高阶交错网格有限差分数值模拟方法

在地震波数值模拟过程中,采用高阶交错网格有限差分法可以有效地压制频散,提高模拟精度。本文推导了三维一阶声波方程的空间任意偶数阶有限差分格式,并利用完全匹配边界条件对三维地质模型边界进行处理。数值模拟结果表明,该方法可以有效地吸收人为边界反射,不产生任何边界反射,取得了良好的吸收效果。     

pth Moment exponential stability of impulsive stochastic functional differential equations and application to control problems of NNs

This paper investigates the pth moment exponential stability of impulsive stochastic functional differential equations. Some sufficient conditions are obtained to ensure the pth moment exponential stability of the equilibrium solution by the Razumikhin method and Lyapunov functions. Based on these results, we further discuss the pth moment exponential stability of generalized impulsive delay stochastic differential equations and stochastic Hopfield neural networks with multiple time-varying delays from the impulsive control point of view. The results derived in this paper improve and generalize some recent works reported in the literature. Moreover, we see that impulses do contribute to the stability of stochastic functional differential equations. Finally, two numerical examples are provided to demonstrate the efficiency of the results obtained.     

Robust exponential stability of uncertain impulsive delay difference equations with continuous time

In this paper, the robust exponential stability of uncertain impulsive delay difference equations is investigated. First, some robust exponential stability criteria for uncertain impulsive delay difference equations with continuous time in which the state variables on the impulses may relate to the time-varying delays are provided. Then a robust exponential stability result for uncertain linear impulsive delay difference equations with discrete time is given. Some examples, including an example which cannot be studied by the existing results, are also presented to illustrate the effectiveness of the obtained results.     

Analytical and numerical stability of nonlinear neutral delay integro-differential equations

In this paper, we are concerned with the analytical and numerical stability of nonlinear neutral delay integro-differential equations (NDIDEs). First, sufficient conditions for the analytical stability of nonlinear NDIDEs with a variable delay are derived. Then, we show that any A-stable linear multistep method can preserve the asymptotic stability of the analytical solution for nonlinear NDIDEs with a constant delay. At last, we validate our conclusions by numerical experiments.     

Chebyshev polynomial solutions of systems of higher-order linear Fredholm-Volterra integro-differential equations

A Chebyshev collocation method, an expansion method, has been proposed in order to solve the systems of higher-order linear integro-differential equations. This method transforms the IDE system and the given conditions into the matrix equations via Chebyshev collocation points. By merging these results, a new system which corresponds to a system of linear algebraic equations is obtained. The solution of this system yields the Chebyshev coefficients of the solution function. Some numerical results are also given to illustrate the efficiency of the method. Moreover, this method is valid for the systems of differential and integral equations.     

Stability analysis of a class of stochastic differential delay equations with nonlinear impulsive effects

In this paper, we study stability of a class of stochastic differential delay equations with nonlinear impulsive effects. First, we establish the equivalent relation between the stability of this class of stochastic differential delay equations with impulsive effects and that of a corresponding stochastic differential delay equations without impulses. Then, some sufficient conditions ensuring various stabilities of the stochastic differential delay equations with impulsive effects are obtained. Finally, two examples are also discussed to illustrate the efficiency of the obtained results.     

On numerical solutions for hyperbolic–parabolic equations with the multipoint nonlocal boundary condition

A numerical method is proposed for solving multi-dimensional hyperbolic–parabolic differential equations with the nonlocal boundary condition in t and Dirichlet and Neumann conditions in space variables. The first and second order of accuracy difference schemes are presented. The stability estimates for the solution and its first and second orders difference derivatives are established. A procedure of modified Gauss elimination method is used for solving these difference schemes in the case of a one-dimensional hyperbolic–parabolic differential equations with variable coefficients in x and two-dimensional hyperbolic–parabolic equation.     

Some novel necessary and sufficient conditions of exponential stability for discrete-time systems with multiple delays: A Lyapunov matrix approach

This paper aims at establishing necessary and sufficient conditions of exponential stability for linear discrete-time systems with multiple delays. Firstly, we introduce a new concept—Lyapunov matrix, and investigate its properties, existence and uniqueness by: (i) characterizing the solution of a boundary value problem of matrix difference equations; and (ii) constructing complete type Lyapunov–Krasovskii functionals with pre-specified forward difference. Secondly, a new constructive analysis methodology, named Lyapunov matrix approach, is proposed to establish necessary and sufficient exponential stability conditions for discrete-time systems with multiple delays. Finally, two numerical examples are presented to illustrate the effectiveness of the theoretical results. It is worth emphasizing that, from a view of computation, the Lyapunov matrix approach proposed here is concerned with three key steps: (i) solve a systems of linear equations; (ii) check whether a constant matrix is of full-column-rank, and (iii) judge whether a constant matrix is positive definite. All of these can be easily realized by using the tool software—MATLAB.     

Approximations to the solution of linear Fredholm integrodifferential-difference equation of high order

There are few techniques available to numerically solve linear Fredholm integrodifferential-difference equation of high-order. In this paper we show that the Taylor matrix method is a very effective tool in numerically solving such problems. This method transforms the equation and the given conditions into the matrix equations. By merging these results, a new matrix equation which corresponds to a system of linear algebraic equation is obtained. The solution of this system yields the Taylor coefficients of the solution function. Some numerical results are also given to illustrate the efficiency of the method. Moreover, this method is valid for the differential, difference, differential-difference and Fredholm integral equations. In some numerical examples, MAPLE modules are designed for the purpose of testing and using the method.     

KP差分-微分方程组及其精确解(英文)

通过定义平移算子和差分算子 ,并利用Lax配对的方法 ,找到了KP差分 -微分方程组的正确形式 .定义了差分指数函数 .借助穿衣算子法 ,得到了KP差分 -微分方程组的精确解析解 .还讨论了KP差分 -微分方程组及其解的展开形式 .