功能梯度材料圆板的非线性热振动及屈曲

采用弹性理论建立了功能梯度材料板的静力平衡方程,利用静力平衡方程确定了功能梯度材料板的中性面位置,在此基础上推导出了功能梯度材料板在均匀温度场中的非线性振动及屈曲微分方程组,求得了功能梯度材料圆板的非线性振动及屈曲的近似解,讨论分析了中性面位置、梯度指数、温度等因素对功能梯度材料圆板非线性振动及屈曲的影响.把该方法计算结果与有限元计算结果进行了比较,验证了该方法的计算结果是可靠的.算例分析表明,中性面位置对均匀温度场中功能梯度材料圆板的非线性振动及屈曲有一定影响.     

The hp-version of the boundary element method for Helmholtz screen problems

We study the boundary element method for weakly singular and hypersingular integral equations of the first kind on screens resulting from the Dirichlet and Neumann problems for the Helmholtz equation. It is shown that the hp-version with geometrical refined meshes converges exponentially fast in both cases. We underline our theoretical results by numerical experiments for the pure h-, p-versions, the graded mesh and the hp-version with geometrically refined mesh.     

功能梯度材料椭圆板的非线性热振动及屈曲

采用弹性理论建立了功能梯度材料板的静力平衡方程,利用静力平衡方程确定了功能梯度材料板的中性面位置,在此基础上推导出了功能梯度材料板在均匀温度场中的非线性振动及屈曲微分方程组,求得了功能梯度材料椭圆板的非线性振动及屈曲的近似解,讨论分析了中性面位置、梯度指数、温度等因素对功能梯度材料椭圆板非线性振动及屈曲的影响.把该方法计算结果与有限元计算结果进行了比较,验证了该方法的计算结果是可靠的.算例分析表明,中性面位置对均匀温度场中功能梯度材料椭圆板的非线性振动及屈曲有一定影响.     

Numerical approximation of a time-fractional Black–Scholes equation

In this paper a time-fractional Black–Scholes equation is examined. We transform the initial value problem into an equivalent integral–differential equation with a weakly singular kernel and use an integral discretization scheme on an adapted mesh for the time discretization. A rigorous analysis about the convergence of the time discretization scheme is given by taking account of the possibly singular behavior of the exact solution and first-order convergence with respect to the time variable is proved. For overcoming the possibly nonphysical oscillation in the computed solution caused by the degeneracy of the Black–Scholes differential operator, we employ a central difference scheme on a piecewise uniform mesh for the spatial discretization. It is proved that the scheme is stable and second-order convergent with respect to the spatial variable. Numerical experiments support these theoretical results.     

A semi-analytical approach to elasto-plastic analysis of hollow spheres

The integral form of the analytical solution for the problem of an elasto-plastic hollow sphere subjected to uniform loads is presented. This integral equation is solved through a numerical integration scheme involving an iteration technique. The numerical model developed on this basis is shown to satisfy the theoretical solution under fully-plastic conditions. The generality of the model is demonstrated by analysing the full elasto-plastic response of a hollow sphere and discussing the implications of the computational results.     

A new three-point sixth-order THAGE iteration method for mildly nonlinear two-point boundary value problems with engineering applications

We study a new sixth-order compact discretization using uniform three-grid point for the mildly nonlinear differential equation \(\phi ''=g(t,\phi )\), subject to the values of ϕ given at two end points of the regular solution interval. We also discuss three-step AGE (THAGE) iteration method as an application to the resulting difference equation as a powerful numerical computation device. In this algorithm, the common term is evaluated first to save the CPU time in comparison with the corresponding two-step algorithm. In addition, the error analysis is studied. Numerical performance is compared with the exact solution, and with the two-step AGE and SOR iteration methods.

     

Boundary feedback stabilization of the telegraph equation: Decay rates for vanishing damping term

We study a semilinear mildly damped wave equation that contains the telegraph equation as a special case. We consider Neumann velocity boundary feedback and prove the exponential stability of the closed loop system. We show that for vanishing damping term in the partial differential equation, the decay rate of the system approaches the rate for the system governed by the wave equation without damping term. In particular, this implies that arbitrarily large decay rates can occur if the velocity damping in the partial differential equation is sufficiently small.     

An analytical method for solving linear Fredholm fuzzy integral equations of the second kind

In this paper, we use the parametric form of a fuzzy number and convert a linear fuzzy Fredholm integral equation to two linear systems of integral equations of the second kind in the crisp case. For fuzzy Fredholm integral equations with kernels, the sign of which is difficult to determine, a new parametric form of the fuzzy Fredholm integral equation is introduced. We use the homotopy analysis method to find the approximate solution of the system, and hence, obtain an approximation for fuzzy solutions of the linear fuzzy Fredholm integral equation of the second kind. The proposed method is illustrated by solving some examples. Using the HAM, it is possible to find the exact solution or the approximate solution of the problem in the form of a series.     

Chebyshev approximation for solving the radon integral equation

A Volterra integral equation, which relates the Fourier coefficients of the projection (in polar coordinates) with the corresponding coefficients of the unknown density function is deduced. The proposed method describes a new technique based on Chebyshev approximation of the integral equation of Abel type which is deduced by using the Radon inversion transformation, the recursive evaluation of certain integrals is calculated. We obtain also the same integral equation by other inversion formulae based on Hankel transformations. Numerical examples are treated and the method compares quite favourably with other known methods.     

A vegetarian approach to optimal parameterizations

According to a recent result by Farouki (1997), the optimal bilinear parameter transformation of an integral Bézier curve (which produces a rational parameterization whose parametric speed is as uniform as possible) can be computed by solving a quadratic equation. This note presents a simplified derivation of this result. In addition we outline its generalization to rational curves.     

Numerical solution of an integral equation for perpetual Bermudan options

We consider perpetual Bermudan options, which have no expiration and can be exercised every T time units. We use the Green's function approach to write down an integral equation for the value of a perpetual Bermudan call option on an expiration date; this integral equation leads to a Wiener–Hopf problem. We discretize the integral in the integral equation to convert the problem to a linear algebra problem, which is straightforward to solve, and this enables us to find the location of the free boundary and the value of the perpetual Bermudan call. We compare our results to earlier studies which used other numerical methods.     

An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models

We analyse the Bouchouev integral equation for the deterministic volatility function in the Black–Scholes option pricing model. We areable to reduce Bouchouev's original triple integral equation to a single integral equation and describe its numerical solution. Moreover we show empirically that the most complex term in the equation may often be safely ignored for the purposes of numerical calculations. We present a selection of numerical examples indicating the range of time values for which we would expect the equation to be valid.     

Integral Characterizations of Uniform Asymptotic and Exponential Stability with Applications

We present integral characterizations of uniform asymptotic stability and uniform exponential stability for differential equations and inclusions. These characterizations are used to establish new results on concluding uniform global asymptotic stability when uniform global stability is already known and uniform convergence must be established by additional arguments. In one case we generalize Matrosov's theorem on the use of a differentiable auxiliary function. In another case we draw conclusions from a system related to the original by suitable output injection. Date received: January 31, 2000. Date revised: December 21, 2001.     

A direct boundary integral equation method for the numerical construction of harmonic functions in three-dimensional layered domains containing a cavity

We consider boundary value problems for the Laplace equation in three-dimensional multilayer domains composed of an infinite strip layer of finite height and a half-space containing a bounded cavity. The unknown (harmonic) function satisfies the Neumann boundary condition on the exterior boundary of the strip layer (i.e. at the bottom of the first layer), the Dirichlet, Neumann or Robin boundary condition on the boundary surface of the cavity and the corresponding transmission (matching) conditions on the interface layer boundary. We reduce this boundary value problem to a boundary integral equation over the boundary surface of the cavity by constructing Green's matrix for the corresponding transmission problem in the domain consisting of the infinite layer and the half-space (not with the cavity). This direct integral equation approach leads, for any of the above boundary conditions, to boundary integral equations with a weak singularity on the cavity. The numerical solution of this equation is realized by Wienert's [Die Numerische approximation von Randintegraloperatoren für die Helmholtzgleichung im R ³, Ph.D. thesis, University of Göttingen, Germany, 1990] method. The reduction of the problem, originally set in an unbounded three-dimensional region, to a boundary integral equation over the boundary of a bounded domain, is computationally advantageous. Numerical results are included for various boundary conditions on the boundary of the cavity, and compared against a recent indirect approach [R. Chapko, B.T. Johansson, and O. Protsyuk, On an indirect integral equation approach for stationary heat transfer in semi-infinite layered domains in R ³ with cavities, J. Numer. Appl. Math. (Kyiv) 105 (2011), pp. 4–18], and the results obtained show the efficiency and accuracy of the proposed method. In particular, exponential convergence is obtained for smooth cavities.     

Numerical solution of laplace's equation on non-simply connected regions on R 2

We consider the interior Dirichlet problem for Laplace's equation on a non-simply connected two-dimensional regions with smooth boundaries.The solution is sought as the real part of a holomorphic function on the region, given as Cauchy-type integral.The approximate double layer density function is found by solving a system of Fredholm integral equations of second kind.Because of the non-uniqueness of the solution of the system we solve it using a technique based on the solution of the “Modified Dirichlet problem”.The Nystrom's method coupled with the trapezoidal rule is used as numerical integration scheme.The linear system derived from the integral equation is solved using the conjugate gradient applied to the normal equation.Theoretical and computational details of the method are presented.     

Solution of Electromagnetic Scattering Problems Involving Three-Dimensional Homogeneous Dielectric Objects by the Single Integral Equation Method

The problem of electromagnetic scattering by a homogeneous dielectric object is usually formulated as a pair of coupled integral equations involving two unknown currents on the surface S of the object. In this paper, however, the problem is formulated as a single integral equation involving one unknown current on S. Unique solution at resonance is obtained by using a combined field integral equation. The single integral equation is solved by the method of moments using a Galerkin test procedure. Numerical results for a dielectric sphere are in good agreement with the exact results. Furthermore, the single integral equation method is shown to have superior convergence speed of iterative solution compared with the coupled integral equations method.     

High Order Computation of the History Term in the Equation of Motion for a Spherical Particle in a Fluid

The historical evolution of the equation of motion for a spherical particle in a fluid and the search for its general solution are recalled. The presence of an integral term that is nonzero under unsteady motion and viscous conditions allowed simple analytical or numerical solutions for the particle dynamics to be found only in a few particular cases. A general solution to the equation of motion seems to require the use of computational methods. Numerical schemes to handle the integral term of the equation of motion have already been developed. We present here adaptations of a first order method for the implementation at high order, which may employ either fixed or variable computation time steps. Some examples are shown to establish comparisons between diverse numerical methods.     

Some properties of nonlinear Volterra-Stieltjes integral operators

We study some properties of the nonlinear Volterra-Stieltjes integral operator of general form which is defined with help of the Stieltjes integral with the kernel depending on two variables. The results obtained in the paper generalize those obtained earlier for the Volterra-Stieltjes integral operators having less general form. We prove also an existence result for nonlinear integral equation of Volterra-Stieltjes type.     

超音速高阶面元法软件的可扩并行化

计算空气动力学的高阶面元法中，将原来位流升力面理论中求解积分方程的问题近似改成求解一组线性代数方程组。针对系数矩阵的特点，采用与所分网络块对应的数据分配方式，并用部分选主元的Ｇａｕｓｓ－Ｊｏｒｄａｎ算法求逆。分别在４台和８台Ｐｅｎｔｉｕｍ１６６微机组成的并行虚拟机上运行。当矩阵阶达到２１００时，并行效率分别为９５．４％和９１％。