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积分微分方程数值方法的散逸性
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摘要
在物理学和工程技术学中,许多的动力系统都具有散逸性,即系统具有一有界的吸引集,使从任意初始条件出发的解经过有限时间后进入并随后始终保持在这个吸引集里面。如二维的Navier-Stokes方程以及Lorenz等许多重要系统都是散逸的。
     散逸性研究一直是动力系统研究中的重要课题(参见Teman)。当用数值方法求解这些系统时,自然希望数值方法能继承原系统所固有的散逸性。
     积分微分方程广泛出现于物理、工程、生物、医学及经济等领域,其算法理论研究具有无容置疑的重要性,近年来逐渐引起众多学者的极大关注。对于积分微分方程甘四清[7]首先研究了该系统的散逸性及θ-方法的散逸性。
     本文在文献[7]研究的基础上,进一步研究积分微分方程数值方法的散逸性。本文主要结果如下:
     (1)当积分项用CQ公式逼近时,我们证明了(k,l)-代数稳定的Runge-Kutta方法当k≤1时是有限维散逸的,当k<1时是无限维散逸的。
     (2)当积分项用PQ公式逼近时,证明了(k,l)-代数稳定的Runge-Kutta方法当k≤1时是有限维散逸的。
     (3)讨论了单支方法的散逸性,证明了G(c,p,O)-代数稳定的单支方法(积分项用CQ公式逼近)当c≤1时是有限维散逸的,当c<1时则是无限维散逸的。
     (4)讨论了一类线性多步法的散逸性,给出了该方法(积分项用CQ公式逼近)散逸的充分条件。
     (5)对多步Runge-Kutta方法的散逸性进行了研究,当积分项用CQ公式逼近时,给出了该方法是有限维及无限维散逸的充分条件。
     (6)通过数值试验,对Runge-Kutta方法,单支方法以及线性多步法的散逸性进行了测试,测试结果进一步验证了本文所获理论结果的正确性。
Many dynamical systems in physics and engineering are dissipative. These systems are characterized by possessing a bounded absorbing set which all trajectories enter in a finite time and thereafter remain inside. For example, the two-dimentional Navier-Stokes equation and other important systems such as Lorenz are dissipative.
     The research of the disssipativity has always been important topic in the dynamical systems research (see Teman). When considering the applicability of numerical methods for these systems, it is important to analyze whether or not numerical methods inherit the dissipativity of the underlying systems.
     Integro-differential equations (IDEs) arise widely in the fields of Physics, Engineering, Biology, Medical Science, Economics and so on. The theory of computational methods has decisive importance in Numerical Integro-differential equations. Recently, many scholars have pay careful attention to it. For the Integro-differential equation S.Gan first studied the dissipativity of the system and theθ-methods applied to the above system.
     The thesis is concerned with the dissipativity of numerical methods for the underlying system on the basis of the study of S.Gan. Our main results in the thesis are as follows:
     (1) When the integration term is approximated by the CQ formula, it is proved that the (k,l)-algebraically stable Runge-Kutta methods are dissipative in finite-dimentional space for k≤1 and are dissipative in infinite- dimentional space for k<1.
     (2) When the integration term is approximated by PQ formula, we proved that the (k,l)-algebraically stable methods are dissipative in finite-dimentional space for k≤1.
     (3) We considered the dissipativity of the one-leg methods. When the integration term is approximated by the CQ formula, we proved that the G(c,p,0)-algebraically stable one-leg methods are dissipative in finite-dimentional space for k≤1 and are dissipative in infinitedimentional space for k<1.
     (4) We studied the dissipativity of the linear multistep methods. A sufficient condition for the dissipativity of the methods (the integration term is approximated by the CQ formula) is given.
     (5) We investigated the dissipativity for the multistep Runge-Kutta methods when the integration term is approximated by the CQ formula. The sufficient conditions for the dissipativity of the methods in finite-dimentional and infinite-dimentional space are given.
     (6) Numerical experiments are given for checking the dissipativity of Runge-Kutta methods, one-leg methods and linear multistep methods, which confirm the theoretical results obtained in this paper.
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