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基于不光滑边界的变系数抛物型方程的高精度紧格式 被引量:5
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作者 郑宁 殷俊锋 《计算数学》 CSCD 北大核心 2013年第3期275-285,共11页
本文讨论基于不光滑边界的变系数抛物型方程求解的高精度紧格式.首先构造一般变系数抛物型方程的高精度紧格式,并在理论上证明格式具有空间方向四阶精度.然后针对非光滑边界条件,引入局部网格加密技巧在奇异点附近进行不均匀的网格加密... 本文讨论基于不光滑边界的变系数抛物型方程求解的高精度紧格式.首先构造一般变系数抛物型方程的高精度紧格式,并在理论上证明格式具有空间方向四阶精度.然后针对非光滑边界条件,引入局部网格加密技巧在奇异点附近进行不均匀的网格加密.数值实验以期权定价中Black-Scholes偏微分方程的求解为例,验证高精度紧格式用于光滑边界条件的微分方程离散可以达到四阶精度.对于处理非光滑边界条件,网格局部加密技巧能有效的提高数值解精度,使得高精度紧格式用于定价欧式期权可以接近四阶精度. 展开更多
关键词 变系数抛物型方程 不光滑边界 高精度紧格式 局部网格加密
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边界不光滑区域上薛定鄂方程的H^p-边值问题
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作者 陶祥兴 王斯雷 《数学年刊(A辑)》 CSCD 北大核心 2001年第3期307-318,共12页
给定边界数据 g 属于原子 Hardy空间 Hp,(n-1)/n< P≤ 1,研究 Lipschitz区域 D上带有奇 异位势的薛定鄂方程,-Neumann边值问题,证明了解的存在性和唯一性, 建立了解的积分一致有界估计.
关键词 H^p-空间 LIPSCHITZ区域 薛定鄂方程 奇异位势 一致有界估计 偏微分方程 边界不光滑区域 NEUMANN边值问题 HARDY空间
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Existence of Solutions for Three Dimensional Stationary Incompressible Euler Equations with Nonvanishing Vorticity 被引量:3
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作者 Chunlei TANG Zhouping XIN Department of Mathematics,Southwest University,Chongqing 400715,China The Institute of Mathematical Sciences,The Chinese University of Hong Kong,Hong Kong,China The Institute of Mathematical Sciences,The Chinese University of Hong Kong,Hong Kong,China 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2009年第6期803-830,共28页
In this paper,solutions with nonvanishing vorticity are established for the three dimensional stationary incompressible Euler equations on simply connected bounded three dimensional domains with smooth boundary.A clas... In this paper,solutions with nonvanishing vorticity are established for the three dimensional stationary incompressible Euler equations on simply connected bounded three dimensional domains with smooth boundary.A class of additional boundary conditions for the vorticities are identified so that the solution is unique and stable. 展开更多
关键词 Three dimensional stationary incompressible Euler equations Boundaryvalue condition Nonvanishing vorticity
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INITIAL BOUNDARY VALUE PROBLEMS FOR PARABOLIC EQUATIONS IN LIPSCHITZ CYLINDERS
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作者 GAO WENJIE 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 1994年第1期43-52,共10页
The initial-Dirichlet and initial-Neumann problems in Lipschitz cylinders are studied forthe general second order parabolic equations of constant coefficients with squarely integrableboundary data. By layer potential ... The initial-Dirichlet and initial-Neumann problems in Lipschitz cylinders are studied forthe general second order parabolic equations of constant coefficients with squarely integrableboundary data. By layer potential method developed in the past decade, the author provesthat the double layer potential and the single layer potential operators are invertible and henceobtains the solvability of the initial boundsry value problems. Also, the solutions can berepresented by these operators. 展开更多
关键词 Nonsmooth domains Initial boundary value problems Parabolic equations.
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