非线性控制系统的Runge-Kutta方法的输入状态稳定

研究在什么条件下Runge-Kutta方法能够保持非线性控制系统的输入状态稳定。给出了Runge-Kutta方法生成的近似解保持控制系统真解的输入状态稳定的充分条件,特别证明了在一些常规条件下,所有Gauss-Legendre,Radau IA,Radau IIA,Lobatto IIIC型方法生成的近似解能够保持控制系统真解的输入状态稳定,这为实际应用中如何选择控制系统的数值方法问题奠定了理论基础。

含Caputo-Fabrizio分数阶算子的非线性刚性泛函微分方程Runge-Kutta方法的稳定性

该文针对一类带有Caputo-Fabrizio分数阶算子的非线性刚性泛函微分方程初值问题,利用线性插值技巧离散Caputo-Fabrizio算子,结合求解常微分方程的数值方法,构造了求解该问题的Runge-Kutta方法,给出了在一定条件下方法的非线性稳定性结果.

Symplectic partitioned Runge-Kutta method based onthe eighth-order nearly analytic discrete operator and its wavefield simulations

We propose a symplectic partitioned Runge-Kutta （SPRK） method with eighth-order spatial accuracy based on the extended Hamiltonian system of the acoustic waveequation. Known as the eighth-order NSPRK method, this technique uses an eighth-orderaccurate nearly analytic discrete （NAD） operator to discretize high-order spatial differentialoperators and employs a second-order SPRK method to discretize temporal derivatives.The stability criteria and numerical dispersion relations of the eighth-order NSPRK methodare given by a semi-analytical method and are tested by numerical experiments. We alsoshow the differences of the numerical dispersions between the eighth-order NSPRK methodand conventional numerical methods such as the fourth-order NSPRK method, the eighth-order Lax-Wendroff correction （LWC） method and the eighth-order staggered-grid （SG）method. The result shows that the ability of the eighth-order NSPRK method to suppress thenumerical dispersion is obviously superior to that of the conventional numerical methods. Inthe same computational environment, to eliminate visible numerical dispersions, the eighth-order NSPRK is approximately 2.5 times faster than the fourth-order NSPRK and 3.4 timesfaster than the fourth-order SPRK, and the memory requirement is only approximately47.17% of the fourth-order NSPRK method and 49.41% of the fourth-order SPRK method,which indicates the highest computational efficiency. Modeling examples for the two-layermodels such as the heterogeneous and Marmousi models show that the wavefields generatedby the eighth-order NSPRK method are very clear with no visible numerical dispersion.These numerical experiments illustrate that the eighth-order NSPRK method can effectivelysuppress numerical dispersion when coarse grids are adopted. Therefore, this methodcan greatly decrease computer memory requirement and accelerate the forward modelingproductivity. In general, the eighth-order NSPRK method has tremendous potential value forseismic exploration and seismology research.

Runge-Kutta型多尺度神经网络求解非定常偏微分方程

提出了基于Runge-Kutta的多尺度神经网络方法求解非定常偏微分方程.利用q阶Runge-Kutta构造时间迭代格式,通过建立多时间步的总损失函数,实现多时间步的神经网络参数共享,并预测时域内任意时刻的函数值.同时采用m-缩放因子加快损失函数收敛,提高数值解精度.最后,给出了若干数值实验验证所提方法的有效性.

基于NAD算子的三阶Runge-Kutta方法及波场模拟

为求解二维声波方程,本文结合空间高阶偏导数离散化的八阶NAD算子和时间导数离散化的三阶Runge-Kutta方法,推导出八阶NAD-RK算法。详细研究了八阶NAD-RK算法的计算效率和地震波数值模拟。结果显示:在达到相同精度下,八阶NAD-RK算法的内存需求约为八阶LWC算法的20%,约为八阶SG算法的25%;八阶NAD-RK算法的计算速度约为八阶LWC算法的5.8倍,约为八阶SG算法的1.52倍。地震波数值模拟实验进一步验证八阶NAD-RK算法数值频散压制效果。

求解二维声波方程的高精度Runge-Kutta方法

基于二维声波方程,结合八阶NAD算子离散空间高阶偏导数和三阶Runge-Kutta方法离散时间导数,发展了八阶NAD-RK算法。分析八阶NAD-RK算法的理论误差和数值误差,并详细推导了其稳定性条件。结果显示:同八阶Lax-Wendroff格式和八阶交错网格格式相比,八阶NAD-RK算法具有最小的数值误差。

基于Runge-Kutta法分析刚性平面附近空化气泡的动力学

用镜像空化泡等效替代刚性平面,得到超声场中刚性平面附近空化泡的动力学方程.运用Runge-Kutta法数值计算了该方程,并和自由声场中空化泡动力学方程的数值解进行对比分析.结果表明:刚性平面对空化气泡脉动具有抑制作用;气泡内的气体绝热系数和液体粘度系数越小,气泡溃灭速度越大,对平面的作用也越大.研究结果有利于认识空化气泡对刚性壁面的作用机制.

CONVERGENCE ANALYSIS OF RUNGE-KUTTA METHODS FOR A CLASS OF RETARDED DIFFERENTIAL ALGEBRAIC SYSTEMS

This article deals with a class of numerical methods for retarded differential algebraic systems with time-variable delay. The methods can be viewed as a combination of Runge-Kutta methods and Lagrange interpolation. A new convergence concept, called DA-convergence, is introduced. The DA-convergence result for the methods is derived. At the end, a numerical example is given to verify the computational effectiveness and the theoretical result.

Runge-Kutta method, finite element method, and regular algorithms for Hamiltonian system

The symplectic algorithm and the energy conservation algorithm are two important kinds of algorithms to solve Hamiltonian systems. The symplectic Runge- Kutta （RK） method is an important part of the former, and the continuous finite element method （CFEM） belongs to the later. We find and prove the equivalence of one kind of the implicit RK method and the CFEM, give the coefficient table of the CFEM to simplify its computation, propose a new standard to measure algorithms for Hamiltonian systems, and define another class of algorithms --the regular method. Finally, numerical experiments are given to verify the theoretical results.

Multi-symplectic Runge-Kutta methods for Landau-Ginzburg-Higgs equation

Nonlinear wave equations have been extensively investigated in the last sev- eral decades. The Landau-Ginzburg-Higgs equation, a typical nonlinear wave equation, is studied in this paper based on the multi-symplectic theory in the Hamilton space. The multi-symplectic Runge-Kutta method is reviewed, and a semi-implicit scheme with certain discrete conservation laws is constructed to solve the first-order partial differential equations （PDEs） derived from the Landau-Ginzburg-Higgs equation. The numerical re- sults for the soliton solution of the Landau-Ginzburg-Higgs equation are reported, showing that the multi-symplectic Runge-Kutta method is an efficient algorithm with excellent long-time numerical behaviors.

A class of twostep continuity Runge-Kutta methods for solving singular delay differential equations and its convergence

An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods （TSCRK） is presented. Their construction, their order conditions and their convergence are studied. The two-step continuity Runge-Kutta methods possess good numerical stability properties and higher stage-order, and keep the explicit process of computing the Runge-Kutta stages. The numerical experiments show that the TSCRK methods are efficient.

Delay-dependent stability analysis of Runge-Kutta methods for neutral delay differential equations

The aim of this paper is to study the asymptotic stability properties of Runge Kutta(R-K) methods for neutral differential equations(NDDEs) when they are applied to the linear test equation of the form: y′(t)=ay(t)+by(t-τ)+cy’(t-τ), t>0, y(t)=g(t), -τ≤t≤0, with a,b,c∈[FK(W+3mm\.3mm][TPP129A,+3mm?3mm,BP], τ>0 and g(t) is a continuous real value function. In this paper we are concerned with the dependence of stability region on a fixed but arbitrary delay τ. In fact, it is one of the N.Guglielmi open problems to investigate the delay dependent stability analysis for NDDEs. The results that the 2,3 stages non natural R-K methods are unstable as Radau IA and Lobatto IIIC are proved. And the s stages Radau IIA methods are unstable, however all Gauss methods are compatible.

Projected Runge-Kutta methods for constrained Hamiltonian systems

Projected Runge-Kutta （R-K） methods for constrained Hamiltonian systems are proposed. Dynamic equations of the systems, which are index-3 differential-algebraic equations （DAEs） in the Heisenberg form, are established under the framework of Lagrangian multipliers. R-K methods combined with the technique of projections are then used to solve the DAEs. The basic idea of projections is to eliminate the constraint violations at the position, velocity, and acceleration levels, and to preserve the total energy of constrained Hamiltonian systems by correcting variables of the position, velocity, acceleration, and energy. Numerical results confirm the validity and show the high precision of the proposed method in preserving three levels of constraints and total energy compared with results reported in the literature.

Parallel iteration methods of Runge-Kutta methods for delay differential equations

This paper deals with the parallel diagonal implicit Runge-Kutta methods for solving DDEs with a constant delay. It is shown that the suitable choice of the predictor matrix can guarantee the stability of the methods. It is proved that for the suitable selection of the diagonal matrix D, the method based on Radau IIA is δ-convergent, and the estimates for the non-stiff speed and the stiff speed of convergence are given.

H-stability of the Runge-Kutta methods with general variable stepsize for system of pantograph equations with two delay terms

This paper deals with H-stability of the Runge-Kutta methods with a general variable stepsize for the system of pantograph equations with two delay terms. It is shown that the Runge-Kutta methods with a regular matrix A are H-stable if and only if the modulus of the stability function at infinity is less than 1.

Numerical Stability and Oscillations of Runge-Kutta Methods for Differential Equations with Piecewise Constant Arguments of Advanced Type

For differential equations with piecewise constant arguments of advanced type, numerical stability and oscillations of Runge-Kutta methods are investigated. The necessary and sufficient conditions under which the numerical stability region contains the analytic stability region are given. The conditions of oscillations for the Runge-Kutta methods are obtained also. We prove that the Runge-Kutta methods preserve the oscillations of the analytic solution. Moreover, the relationship between stability and oscillations is discussed. Several numerical examples which confirm the results of our analysis are presented.

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

A class of parallel Runge-Kutta Methods for differential-algebraic equations of index 2are constructed for multiprocessor system. This paper gives the order conditions and investigatesthe convergence theory for such methods.

Algebraic Stability of Multistep Runge-Kutta Methods

A series of sufficient and necessary conditions for the algebraic stability of multistepRunge-Kutta methods is obtained, most of which can be regarded as extension of the relevant results available for Runge-Kutta methods, especially, for Radau Ⅰ A, Radau Ⅱ A and Gaussian Runge-Kutta methods.

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.

Three-stage Stiffly Accurate Runge-Kutta Methods for Stiff Stochastic Differential Equations

In this paper we discuss diagonally implicit and semi-implicit methods based on the three-stage stiffly accurate Runge-Kutta methods for solving Stratonovich stochastic differential equations（SDEs）.Two methods,a three-stage stiffly accurate semi-implicit（SASI3） method and a three-stage stiffly accurate diagonally implicit （SADI3） method,are constructed in this paper.In particular,the truncated random variable is used in the implicit method.The stability properties and numerical results show the effectiveness of these methods in the pathwise approximation of stiff SDEs.