含两个参数的奇异摄动问题的差分进化算法

针对在Shishkin网格上数值求解含有两个参数的奇异摄动问题,在有限差分方法的基础上,将Shishkin网格过渡点参数选取问题转化成一个无约束优化问题,并采用差分进化算法进行求解。数值结果表明用差分进化算法得到最优Shishkin网格参数后,奇异摄动问题的数值解在边界层的精度得到了明显的提高,进一步说明了方法的有效性和可靠性。     

层适应网格上求解奇异摄动问题的粒子群算法

针对一类奇异摄动对流扩散问题,将粒子群算法与差分格式相结合,在Bakhvalov-Shishkin网格上进行求解。对于Bakhvalov-Shishkin网格中的网格参数,采用粒子群算法进行优化,构造了求误差范数最小值的目标函数。对两个算例进行了数值计算,实验结果表明,与选择固定的网格参数相比,采用粒子群算法计算能得到更好的数值结果,并且数值结果具有收敛性,验证了该方法的有效性和优越性。     

奇异摄动问题在Bakhvalov—Shishkin网格上的有限元超收敛

在Bakhvalov—Shishkin网格上,利用线性插值的Galerkin有限元方法求解一维对流扩散型的奇异摄动问题．在ε＜N-1的前提下,通过使用离散的能量范数,可以得到,关于扰动参数￡是一致收敛的,其误差阶达到O（N-2）．最后,通过数值算例,验证了理论分析．     

PEBI网格节点编号优化方法研究

基于PEBI网格的油藏数值模拟能够更准确地模拟地下油藏流动,模拟过程中主要是求解以PEBI网格为差分单元的有限差分方程。提出采用谱算法优化PEBI网格节点的编号来减少差分方程中系数矩阵的带宽,以节约计算时间和数据存储量。首先计算网格按初始编号所形成的邻接矩阵及其Laplacian矩阵,然后通过计算Laplacian矩阵的特征值和特征向量得到Fiedler特征向量,最后对Fiedler特征向量进行排序,并根据排序后的向量对PEBI重新编号。最后通过实验验证了谱算法在PEBI网格编号优化中的有效应用。     

改进的奇异摄动自适应移动网格方法

用等分弧长函数来控制网格剖分,用迎风有限差分格式来求解一类奇异摄动两点边值问题的自适应算法。本文用了的数值试验证明了算法的可行性和高效性。     

一类非线性奇异摄动系统的近似最优控制

针对一类非线性奇异摄动系统,基于自适应动态规划算法提出了一种新型的近似最优控制设计方法.该方法基于奇异摄动系统的快、慢Hamilton-Jacobi-Bellman(HJB)方程,从初始性能指标开始,通过神经网络的近似和控制律与性能指标的逐步更新迭代,最终收敛到最优的性能指标,而不用直接求解复杂的HJB方程.同时给出了...     

基于模拟退火的自适应粒子群优化算法的改进策略

针对PSO算法在求解问题的优化问题中易陷入局部收敛且收敛速度较慢等缺陷,引入一种初始化改进策略,并将模拟退火算法与PSO算法相结合,提出了一种全新的算法。该算法将寻优过程分为两个阶段:为了提高算法的执行速度,前期使用标准PSO算法进行寻优,后期运用模拟退火思想对PSO中的参数进行优化搜索最优解。最后将该算法应用于八个经典的单峰/多峰函数中。模拟结果表明,该算法有效地避免了早熟收敛现象,并提高了收敛速度,从而提高了PSO算法解决全局优化的性能。     

差分进化与有理谱方法求解奇异摄动问题

讨论一种数值求解奇异摄动问题的高精度有理谱配点法。用sinh变换的有理谱配点法使Chebyshev节点在边界层处加密,只需较少的节点即可达到较高的精度。为了获得sinh变换中边界层的宽度,设计了一个以误差最小为目标函数的无约束的非线性优化问题,并给出了求解该优化问题的差分进化算法。数值实验表明,与其他的智能算法和传统的优化算法相比,差分进化算法在sinh变换中的参数优化方面具有明显的优势。     

基于拟合与粒子群优化的VG方程参数估计

考虑到粒子群算法受初值影响,易于产生局部最优解的缺陷,将lsqcurvefit拟合方法与粒子群算法相结合,提出一种新的混合型粒子群优化算法,用于Van Genuchten方程参数估计得到了较好的结果。数值实验结果分析表明,该算法在参数估计中求解精度高、收敛速度快、寻优能力强,而且不需要给出参数的初始值,是一种值得推广的方法。     

基于群体爬山策略的混合粒子群优化算法

针对粒子群优化算法（PSO）在求解高维复杂优化问题时存在搜索精度不高和易陷入局部最优解的缺陷,借鉴混合蛙跳算法（SFLA）的群体爬山思想,提出一种基于群体爬山策略的混合粒子群优化算法（CMCPSO）,并证明了CMCPSO算法的全局收敛性。对四个典型高维连续优化函数的求解表明,该算法不仅保持了PSO算法的快速收敛能力,而且吸收了SFLA算法局部精细搜索和保持种群多样性的优点,具有良好的全局收敛性。     

A parameter-uniform second order numerical method for a weakly coupled system of singularly perturbed convection–diffusion equations with discontinuous convection coefficients and source terms

In this article, a parameter-uniform hybrid numerical method is presented to solve a weakly coupled system of two singularly perturbed convection–diffusion equations with discontinuous convection coefficients and source terms. Due to these discontinuities, interior layers appear in the solution of the problem considered. The hybrid numerical method uses the standard finite difference scheme in the coarse mesh region and the cubic spline difference scheme in the fine mesh region which is constructed on piecewise-uniform Shishkin mesh. Second order one sided difference approximations are used at the point of discontinuity. Error analysis is carried out and the method ensures that the parameter-uniform convergence of almost the second order. Numerical results are provided to validate the theoretical results.     

High order parameter-robust numerical method for time dependent singularly perturbed reaction–diffusion problems

We introduce a high order parameter-robust numerical method to solve a Dirichlet problem for one-dimensional time dependent singularly perturbed reaction-diffusion equation. A small parameter ε is multiplied with the second order spatial derivative in the equation. The parabolic boundary layers appear in the solution of the problem as the perturbation parameter ε tends to zero. To obtain the approximate solution of the problem we construct a numerical method by combining the Crank–Nicolson method on an uniform mesh in time direction, together with a hybrid scheme which is a suitable combination of a fourth order compact difference scheme and the standard central difference scheme on a generalized Shishkin mesh in spatial direction. We prove that the resulting method is parameter-robust or ε-uniform in the sense that its numerical solution converges to the exact solution uniformly well with respect to the singular perturbation parameter ε. More specifically, we prove that the numerical method is uniformly convergent of second order in time and almost fourth order in spatial variable, if the discretization parameters satisfy a non-restrictive relation. Numerical experiments are presented to validate the theoretical results and also indicate that the relation between the discretization parameters is not necessary in practice.     

Mesh refinement strategies for solving singularly perturbed reaction-diffusion problems

We consider the numerical approximation of a singularly perturbed reaction-diffusion problem over a square. Two different approaches are compared namely: adaptive isotropic mesh refinement and anisotropic mesh refinement. Thus, we compare the h-refinement and the Shishkin mesh approaches numerically with PLTMG software [1]. It is shown how isotropic elements lead to over-refinement and how anisotropic mesh refinement is much more efficient in thin boundary layers.     

Parameter-uniform finite difference scheme for a system of coupled singularly perturbed convection–diffusion equations

In this paper, we discuss the parameter-uniform finite difference method for a coupled system of singularly perturbed convection–diffusion equations. The leading term of each equation is multiplied by a small but different magnitude positive parameter, which leads to the overlap and interact boundary layer. We analyze the boundary layer and construct a piecewise-uniform mesh on the variant of the Shishkin mesh. We prove that our schemes converge almost first-order uniformly with respect to small parameters. We present some numerical experiments to support our theoretical analysis.     

A parameter uniform B-spline collocation method for solving singularly perturbed turning point problem having twin boundary layers

A numerical scheme is proposed to solve singularly perturbed two-point boundary value problems with a turning point exhibiting twin boundary layers. The scheme comprises B-spline collocation method on a non-uniform mesh of Shishkin type. Asymptotic bounds are established for the derivative of the analytical solution of a turning point problem. The present method is boundary layer resolving as well as second-order accurate in the maximum norm. A brief analysis has been carried out to prove the uniform convergence with respect to the singular perturbation parameter ? by decomposing the solution into smooth and singular components. Some relevant numerical examples are also illustrated to verify computationally the theoretical aspects.     

Higher-order time accurate numerical methods for singularly perturbed parabolic partial differential equations

This article presents two numerical methods for singularly perturbed time-dependent reaction-diffusion initial–boundary-value problems. The spatial derivative is replaced by a hybrid scheme, which is a combination of the cubic spline and the classical central difference scheme in both the methods. In the first method, the time derivative is replaced by the Crank–Nicolson scheme, whereas in the second method the time derivative is replaced by the extended-trapezoidal scheme. These schemes are applied on the layer resolving piecewise-uniform Shishkin mesh. Some numerical examples are carried out to show the accuracy and efficiency of these methods.     

A fully discrete ε-uniform method for singular perturbation problems on equidistant meshes

We propose a fully discrete ε-uniform finite-difference method on an equidistant mesh for a singularly perturbed two-point boundary-value problem (BVP). We start with a fitted operator method reflecting the singular perturbation nature of the problem through a local BVP. However, to solve the local BVP, we employ an upwind method on a Shishkin mesh in local domain, instead of solving it exactly. Thus, we show that it is possible to develop a ε-uniform method, totally in the context of finite differences, without solving any differential equation exactly. We further study the convergence properties of the numerical method proposed and prove that it nodally converges to the true solution for any ε. Finally, a set of numerical experiments is carried out to validate the theoretical results computationally.     

A robust layer adapted difference method for singularly perturbed two-parameter parabolic problems

A finite difference method for a time-dependent singularly perturbed convection–diffusion–reaction problem involving two small parameters in one space dimension is considered. We use the classical implicit Euler method for time discretization and upwind scheme on the Shishkin–Bakhvalov mesh for spatial discretization. The method is analysed for convergence and is shown to be uniform with respect to both the perturbation parameters. The use of the Shishkin–Bakhvalov mesh gives first-order convergence unlike the Shishkin mesh where convergence is deteriorated due to the presence of a logarithmic factor. Numerical results are presented to validate the theoretical estimates obtained.     

Crank–Nicolson finite difference method based on a midpoint upwind scheme on a non-uniform mesh for time-dependent singularly perturbed convection–diffusion equations

A numerical approach is proposed to examine the singularly perturbed time-dependent convection–diffusion equation in one space dimension on a rectangular domain. The solution of the considered problem exhibits a boundary layer on the right side of the domain. We semi-discretize the continuous problem by means of the Crank–Nicolson finite difference method in the temporal direction. The semi-discretization yields a set of ordinary differential equations and the resulting set of ordinary differential equations is discretized by using a midpoint upwind finite difference scheme on a non-uniform mesh of Shishkin type. The resulting finite difference method is shown to be almost second-order accurate in a coarse mesh and almost first-order accurate in a fine mesh in the spatial direction. The accuracy achieved in the temporal direction is almost second order. An extensive amount of analysis has been carried out in order to prove the uniform convergence of the method. Finally we have found that the resulting method is uniformly convergent with respect to the singular perturbation parameter, i.e. ?-uniform. Some numerical experiments have been carried out to validate the proposed theoretical results.