A Fast Spectral Subtractional Solver for Elliptic Equations

The paper presents a fast subtractional spectral algorithm for the solution of the Poisson equation and the Helmholtz equation which does not require an extension of the original domain. It takes O(N ² log N) operations, where N is the number of collocation points in each direction. The method is based on the eigenfunction expansion of the right hand side with integration and the successive solution of the corresponding homogeneous equation using Modified Fourier Method. Both the right hand side and the boundary conditions are not assumed to have any periodicity properties. This algorithm is used as a preconditioner for the iterative solution of elliptic equations with non-constant coefficients. The procedure enjoys the following properties: fast convergence and high accuracy even when the computation employs a small number of collocation points. We also apply the basic solver to the solution of the Poisson equation in complex geometries.     

A Priori Convergence Theory for Reduced-Basis Approximations of Single-Parameter Elliptic Partial Differential Equations

We consider Lagrangian reduced-basis methods for single-parameter symmetric coercive elliptic partial differential equations. We show that, for a logarithmic-(quasi-)uniform distribution of sample points, the reduced–basis approximation converges exponentially to the exact solution uniformly in parameter space. Furthermore, the convergence rate depends only weakly on the continuity-coercivity ratio of the operator: thus very low-dimensional approximations yield accurate solutions even for very wide parametric ranges. Numerical tests (reported elsewhere) corroborate the theoretical predictions.     

Reduced Basis Approximation and a Posteriori Error Estimation for Affinely Parametrized Elliptic Coercive Partial Differential Equations

In this paper we consider (hierarchical, La-grange)reduced basis approximation anda posteriori error estimation for linear functional outputs of affinely parametrized elliptic coercive partial differential equa-tions. The essential ingredients are (primal-dual)Galer-kin projection onto a low-dimensional space associated with a smooth “parametric manifold” - dimension re-duction; efficient and effective greedy sampling meth-ods for identification of optimal and numerically stable approximations - rapid convergence;a posteriori er-ror estimation procedures - rigorous and sharp bounds for the linear-functional outputs of interest; and Offine-Online computational decomposition strategies - min-imummarginal cost for high performance in the real-time/embedded (e.g., parameter-estimation, control)and many-query (e.g., design optimization, multi-model/ scale)contexts. We present illustrative results for heat conduction and convection-diffusion,inviscid flow, and linear elasticity; outputs include transport rates, added mass,and stress intensity factors. This work was supported by DARPA/AFOSR Grants FA9550-05-1-0114 and FA-9550-07-1-0425,the Singapore-MIT Alliance,the Pappalardo MIT Mechanical Engineering Graduate Monograph Fund,and the Progetto Roberto Rocca Politecnico di Milano-MIT.We acknowledge many helpful discussions with Professor Yvon Maday of University Paris6.     

An Eulerian Formulation for Solving Partial Differential Equations Along a Moving Interface

In this paper we study an Eulerian formulation for solving partial differential equations (PDE) on a moving interface. A level set function is used to represent and capture the moving interface. A dual function orthogonal to the level set function defined in a neighborhood of the interface is used to represent some associated quantity on the interface and evolves according to a PDE on the moving interface. In particular we use a convection diffusion equation for surfactant concentration on an interface passively convected in an incompressible flow as a model problem. We develop a stable and efficient semi-implicit scheme to remove the stiffness caused by surface diffusion.     

The Variable Order Fast Multipole Method for Boundary Integral Equations of the Second Kind

We discuss the variable order Fast Multipole Method (FMM) applied to piecewise constant Galerkin discretizations of boundary integral equations. In this version of the FMM low-order expansions are employed in the finest level and orders are increased in the coarser levels. Two versions will be discussed, the first version computes exact moments, the second is based on approximated moments. When applied to integral equations of the second kind, both versions retain the asymptotic error of the direct method. The complexity estimate of the first version contains a logarithmic term while the second version is O(N) where N is the number of panels.This work was supported by the NSF under contract DMS-0074553     

An Approximate Solution for a Class of Second-Order Elliptic Variational Inequalities in Arbitrary-Form Domains

Penalty and dummy-domain methods are used to approximate second-order elliptic variational inequalities with a restriction inside a domain by nonlinear boundary-value problems in a rectangle. Difference schemes, with the order of accuracy O(h ^1/2) in the grid norm W ₂ ¹(), are constructed for these problems.     

微分代数方程的一类并行算法

本文提出求解微分代数方程的一类并行算法,进行误差估计。对于一个模型问题进行稳定性分析,画出稳定区域。计算实例表明算法是有效的。     

一种解偏微分方程逆问题的并行算法

论述一种偏微分方程逆问题的数值解法和阵列机与 PVM平台上实现的并行算法。     

Explicit Solution for a Class of Discrete‐Time Algebraic Riccati Equations

In the present paper we obtain an explicit closed‐form solution for the discrete‐time algebraic Riccati equation (DTARE) with vanishing state weight, whenever the unstable eigenvalues are distinct. We discuss links to current algorithmic solutions and observe that the AREs in such a class solve on one hand the infimal signal‐to‐noise ratio (SNR) problem, whilst on the other hand, in their dual form they solve a Kalman filter problem. We then extend the main result to an example case of the optimal linear quadratic regulator gain. We relax some of the assumptions behind the main result and conclude with possible future directions for the present work.     

A New Class of Highly Accurate Solvers for Ordinary Differential Equations

We introduce a new class of predictor-corrector schemes for the numerical solution of the Cauchy problem for non-stiff ordinary differential equations (ODEs), obtained via the decomposition of the solutions into combinations of appropriately chosen exponentials; historically, such techniques have been known as exponentially fitted methods. The proposed algorithms differ from the classical ones both in the selection of exponentials and in the design of the quadrature formulae used by the predictor-corrector process. The resulting schemes have the advantage of significantly faster convergence, given fixed lengths of predictor and corrector vectors. The performance of the approach is illustrated via a number of numerical examples. This work was partially supported by the US Department of Defense under ONR Grant #N00014-07-1-0711 and AFOSR Grants #FA9550-06-1-0197 and #FA9550-06-1-0239.     

CPU/GPU 集群上求解偏微分方程的可扩展混合算法

当前世界上排前几位的超级计算机都基于大量CPU和GPU组合的混合架构,它们对某些特殊问题,譬如基于FFT的图像处理或N体颗粒计算等领域可获得很高的性能。但是对由有限差分(或基于网格的有限元)离散的偏微分方程问题,于CPU/GPU集群上获得较好的性能仍然是一种挑战。本文提出并测试一种基于这类集群架构的混合算法。算法的可扩展性通过区域分解算法实现,而GPU的性能由基于光滑聚集的代数多重网格法获得,避免了在GPU上表现不理想的不完全分解算法。本文的数值实验采用32CPU/GPU求解用差分离散后达三千万未知数的偏微分方程。     

求解一类凸优化问题的区间迭代算法

研究了一类非线性带约束的凸优化问题的求解.利用Kuhn-Tucker条件将凸优化问题等价地转化为多变元非线性方程组的求解问题.基于区间算术的包含原理及改进的Krawczyk区间迭代算法,提出一个求解凸优化问题的区间算法.对于目标函数和约束函数可微的凸优化,所提算法具有全局寻优的特性.在数值实验方面,与遗传算法、模式搜索法、模拟退火法及数学软件内置的求解器进行了比较,结果表明所提算法就此类凸优化问题能找到较多且误差较小的全局最优点.     

一种快速适合嵌入式环境的求模逆元算法

在公钥密码应用中,求模逆元是一个常用的操作,通常使用扩展欧拉算法,但它的使用有一定的限制。该文根据实际应用的情况,提出了一个适合实际应用的求模逆元算法,其满足嵌入式环境下的内存需求,且速度也比扩展欧拉算法快5倍左右。     

一类反应扩散系统的参数辨识与反演方法

研究具有两个未知参数D和k的一类反应扩散系统的参数辨识与反演问题 .对其中未知系数函数D =D(x) ,采用时空有限元数值方法进行辨识 ,给出其数值逼近解Dh.将此常数数值逼近解Dh 作为控制参数 ,利用反演方法确定系统的另一个未知参数k .     

一类多变量线性系统的极小能控制的样条函数解法

考察由一类微分算子阵描述的多变量线性系统的极小能最优控制问题. 建立了这类极小能最优控制与向量值Lg样条函数的对应关系, 给出了求解最优解的简洁的递推公式, 并进行了实例计算.     

关于一类3-3型并联机器人运动学正解问题的研究

对一类３—３型并联机器人运动学正解问题给出一种新的解法，它将解析方法与数值方法结合起来，思路清晰，方法简明。并且应用计算机代数系统Ｍａｔｈｅｍａｔｉｃａ对结果进行了验证，实验结果表明此法正确、简单、可靠，为实际应用创造了条件     

A comment on: “Fast and numerically stable methods for the computation of Zernike moments” by Singh et al. [Pattern Recognition, 43(2010), Pages 2497-2506]

The aim of the present comment is to point out that the q-Recursive relation introduced by Singh et al. is wrong. These errors have been corrected in the comment. The numerical experiments show that the correct recurrence relation is consistent with the original q-Recursive method.     

线性定常系统离散相似法仿真的快速算法

考虑线性定常系统的数字仿真，状态变量的计算步长为Ｔ，而系统输出的计算间隔常常为ＮＴ。本文通过以多项式插值函数逼近系统输入，利用增广矩阵法的结果，给出了基于离散相似法的一类仿真算法。当Ｎ较大时，与一般同类算法相比，本文算法使计算量显著减小。     

一类变时滞中立型系统的全局指数稳定性研究

利用Lyapunov方法对变时滞的线性中立型微分系统的全局指数稳定性进行分析,并估计其指数收敛率,得到了两个实用的全局指数稳定性判据。这些稳定判据都表示为线性矩阵不等式（LMI）形式,易于验证。数字仿真实例验证了所得结果的有效性。     

线性矩阵方程异类约束最小二乘解的迭代算法

多矩阵变量线性矩阵方程(LME)约束解的计算问题在参数识别、结构设计、振动理论、自动控制理论等领域都有广泛应用。本文借鉴求线性矩阵方程(LME)同类约束最小二乘解的迭代算法,通过构造等价的线性矩阵方程组,建立了求多矩阵变量LME的一种异类约束最小二乘解的迭代算法,并证明了该算法的收敛性。在不考虑舍入误差的情况下,利用该算法不仅可在有限步计算后得到LME的一组异类约束最小二乘解,而且选取特殊初始矩阵时,可求得LME的极小范数异类约束最小二乘解。另外,还可求得指定矩阵在该LME的异类约束最小二乘解集合中的最佳逼近解。算例表明,该算法是有效的。