Article Details

2009年论文摘要



2009年论文摘要

A P1-P3-NZT FEM for solving general elastic multi-structure problems
Chengze Chen, Jianguo Huang and Xuehai Huang
Journal of Computational Analysis and Applications, 11(2009), 728-747.
Abstract
A new finite element method is introduced for solving general elastic multi-structure problems, where displacements on bodies, longitudinal displacements on plates, longitu-dinal displacements and rotational angles on rods are discretized by conforming linear elements, transverse displacements on rods and plates are discretized respectively by Hermite elements of third order and Zienkiewicz-type elements due to Wang, Shi, and Xu, and the discrete generalized displacement fields in individual elastic members are coupled together by some feasible interface conditions. The optimal error estimate in the energy norm is established for the method, which is also validated by some numerical examples.

Recovery of multiple obstacles by probe method
Jin Cheng, Jijun Liu, Gen Nakamura and Shengzhang Wang
Quart. Appl. Math. 67 (2009), 221-247.
Abstract
We consider an inverse scattering problem for multiple obstacles with different types of boundary for . By constructing an indicator function from the far-field pattern of the scattered wave, we can firstly reconstruct the shape of all obstacles, then identify the type of boundary for each obstacle, as well as the boundary impedance in the case that obstacles have the Robin-type boundary condition. The novelty of our probe method compared with the existing probe method is that we succeeded in identifying the type of boundary condition for multiple obstacles by analyzing the behavior of both the imaginary part and the real part of the indicator function. The numerical realizations are given to show the performance of this inversion method.

Uniqueness in an inverse problem for a one-dimensional fractional diffusion equation
Jin Cheng, Junichi Nakagawa, Masahiro Yamamoto and Tomohiro Yamazaki
Inverse Problems 25 (2009), 115002, 16 pp.
Abstract
We consider a one-dimensional fractional diffusion equation: , where and denotes the Caputo derivative in time of order α. We attach the homogeneous Neumann boundary condition at and the initial value given by the Dirac delta function. We prove that α and , are uniquely determined by data . The uniqueness result is a theoretical background in experimentally determining the order α of many anomalous diffusion phenomena which are important, for example, in environmental engineering. The proof is based on the eigenfunction expansion of the weak solution to the initial value/boundary value problem and the Gel'fand–Levitan theory.

A new study of the Burton and Miller method for the solution of a 3D Helmholtz problem
Ke Chen, Jin Cheng and Paul J. Harris
IMA J. Appl. Math. 74 (2009), 163--177.
Abstract
The exterior Helmholtz problem can be efficiently solved by reformulating the differential equation as an integral equation over the surface of the radiating and/or scattering object. One popular approach for overcoming either non-unique or non-existent problems which occur at certain values of the wave number is the so-called Burton and Miller method which modifies the usual integral equation into one which can be shown to have a unique solution for all real and positive wave numbers. This formulation contains an integral operator with a hypersingular kernel function and for many years, a commonly used method for overcoming this hypersingularity problem has been the collocation method with piecewise-constant polynomials. Viable high-order methods only exist for the more expensive Galerkin method. This paper proposes a new reformulation of the Burton–Miller approach and enables the more practical collocation method to be applied with any high-order piecewise polynomials. This work is expected to lead to much progress in subsequent development of fast solvers. Numerical experiments on 3D domains are included to support the proposed high-order collocation method.

A level set method to reconstruct the discontinuity of the conductivity in EIT.
Wenbin Chen, Jin Cheng, Junshan Lin and Lifeng Wang
Sci. China Ser. A 52 (2009), 29--44.
Abstract
In this paper, one level set method is applied to finding the interface of discontinuity of the conductivity in EIT(electrical impedance tomography) problem. By choosing one suitable velocity function, a level set reconstruction algorithm is proposed. The theoretical results for EIT problem and regularization are given. Finally the numerical examples demonstrate that the reconstruction algorithm is efficient and stable.

Mixed generalized Laguerre-Fourier spectral method for exterior problem of Navier-Stokes equations
Benyu Guo and Yujian Jiao
Disc. Cont. Dyna. Syst. B, 11 (2009), 315-345.
Abstract
In this paper, we investigate the mixed generalized Laguerre-Fourier spectral method and its applications to exterior problems of partial differential equations of fourth order. Some basic results on the mixed generalized Laguerre-Fourier orthogonal approximation are established, which play important roles in designing and analyzing various spectral methods for exterior problems of fourth order. As an important application, a mixed spectral scheme is proposed for the stream function form of the Navier-Stokes equations outside a disc. The numerical solution fulfills the compressibility automatically and keeps the same conservation property as the exact solution. The stability and convergence of proposed scheme are proved. Numerical results demonstrate its spectral accuracy in space, and coincide with the analysis very well.

Generalized Jacobi polynomials/functions and their applications
Benyu Guo, Jie Shen and Lilian Wang
Appl. Numer. Math., 59 (2009), 1011-1028.
Abstract
We introduce a family of generalized Jacobi polynomials/functions with indexes α, β ∈ R which are mutually orthogonal with respect to the corresponding Jacobi weights and which inherit selected important properties of the classical Jacobi polynomials. We establish their basic approximation properties in suitably weighted Sobolev spaces. As an example of their applications, we show that the generalized Jacobi polynomials/functions, with indexes corresponding to the number of homogeneous boundary conditions in a given partial differential equation, are the natural basis functions for the spectral approximation of this partial differential equation. Moreover, the use of generalized Jacobi polynomials/functions leads to much simplified analysis, more precise error estimates and well conditioned algorithms.

Composite generalized Laguerre-Legendre spectral method with domain decomposition and its application to Fokker-Planck equation in an infinite channel
Benyu Guo and Tianjun Wang
Math. Comp., 78 (2009), 129-151.
Abstract
In this paper, we propose a composite generalized Laguerre- Legendre spectral method for partial differential equations on two-dimensional unbounded domains, which are not of standard types. Some approximation results are established, which are the mixed generalized Laguerre-Legendre approximations coupled with domain decomposition. These results play an important role in the related spectral methods. As an important application, the composite spectral scheme with domain decomposition is provided for the Fokker-Planck equation in an infinite channel. The convergence of the proposed scheme is proved. An efficient algorithm is described. Numerical results show the spectral accuracy in the space of this approach and coincide well with theoretical analysis. The approximation results and techniques developed in this paper are applicable to many other problems on unbounded domains. In particular, some quasi-orthogonal approximations are very appropriate for solving PDEs, which behave like parabolic equations in some directions, and behave like hyperbolic equations in other directions. They are also useful for various spectral methods with domain decompositions, and numerical simulations of exterior problems.

Legendre-Gauss collocation methods for ordinary differential equations
Benyu Guo and Zhongqing Wang
Adv. Comp. Math., 30(2009), 249-280.
Abstract
In this paper, we propose two efficient numerical integration processes for initial value problems of ordinary differential equations. The first algorithm is the Legendre-Gauss collocation method, which is easy to be implemented and possesses the spectral accuracy. The second algorithm is a mixture of the collocation method coupled with domain decomposition, which can be regarded as a specific implicit Legendre-Gauss Runge-Kutta method, with the global convergence and the spectral accuracy. Numerical results demonstrate the spectral accuracy of these approaches and coincide well with theoretical analysis.

Legendre-Gauss collocation methods for initial value problems of second ordinary differential equations
Benyu Guo and Jianping Yan
Appl. Numer. Math., 59 (2009), 1386-1408.
Abstract
In this paper, we develop a new collocation method for solving initial value problems of second order ODEs. We approximate the solutions by the Legendre–Gauss interpolation directly. The numerical solutions possess the spectral accuracy. We also propose a multi-step version of Legendre–Gauss collocation method, which works well for long-time calculations. Numerical results demonstrate the effectiveness of proposed methods and coincide well with analysis.

Stability analysis of multistep methods for delay differential equations
Chengming Huang, Yangzi Hu and Hongjiong Tian
Acta Math. Appl. Sini., 25(2009), 607-616.
Abstract
This paper deals with the delay-dependent stability of numerical methods for delay differential equations. First, a stability criterion of Runge-Kutta methods is extended to the case of general linear methods. Then, linear multistep methods are considered and a class of τ(0)-stable methods are found. Later, some examples of τ(0)-stable multistep multistage methods are given. Finally, numerical experiments are presented to confirm the theoretical results.

Mixed spectral method for exterior problem of Navier-Stokes equations by using generalized Laguerre functions
Yujian Jiao and Benyu Guo
Appl. Math. and Mech., 30 (2009), 561-574.
Abstract
In this paper, we investigate the mixed spectral method using generalized Laguerre functions for exterior problems of fourth order partial differential equations. A mixed spectral scheme is provided for the stream function form of the Navier-Stokes equations outside a disc. Numerical results demonstrate the spectral accuracy in space.

Asymptotic and numerical stability of systems of neutral differential equations with many delays
Jiaoxun Kuang, Hongjiong Tian and Taketomo Mitsui
J. Comp. Appl. Math., 223(2009), 614-625.
Abstract
We are concerned with the asymptotic stability of a system of linear neutral differential equations with many delays in the form

where ( ) are constant complex matrices, ( ) are constant delays and is an unknown vector-valued function for t > 0.We first establish a new result for the distribution of the roots of its characteristic function, next we obtain a sufficient condition for its asymptotic stability and then we investigate the corresponding numerical stability of linear multistep methods applied to such systems. One numerical example is given to testify our numerical analysis.

A finite element method for vibration analysis of elastic plate-plate structures
Junjiang Lai and Jianguo Huang
Disc. Cont. Dynam. Syst., Ser. B, 11(2009), 387-419.
Abstract
The semi and fully discrete finite element methods are proposed for investigating vibration analysis of elastic plate-plate structures. In the space directions, the longitudinal displacements on plates are discretized by conforming linear elements, and the corresponding transverse displacements are discretized by the Morley element, leading to a semi-discrete finite element method for the problem under consideration. Applying the second order central difference to discretize the time derivative, a fully discrete scheme is obtained, and two approaches for choosing the initial functions are also introduced. The error analysis in the energy norm for the semi and fully discrete methods are established, and some numerical examples are included to validate the theoretical analysis.

Vibration analysis of plane elasticity problems by the C0-continuous time stepping finite element method
Junjiang Lai, Jianguo Huang and Chuanmiao Chen
Appl. Numer. Math., 59(2009), 905-919
Abstract
This paper proposes a -continuous time stepping finite element method to solve vibration problems of plane elasticity. In the time direction, unlike the existing methods, this method does not use the discontinuous Galerkin (DG) method to simultaneously discretize the displacement and velocity fields, but only use the -continuous Galerkin method to discretize the displacement field instead. This greatly reduces the size of the linear system to be solved at each time step. The finite element in the space directions is taken as the usual -conforming element. It is proved that the error of the method in the energy norm is , where h and k denote the mesh sizes of the subdivisions in the space and time directions, respectively. Some numerical tests are included to show the computational performance of the method.

Modeling of variance swap and improved control variate for Monte Carlo method
Junmei Ma and Chenglong Xu
2009 Int. Conf. Business Intel. Fina. Engi., 2009, 735-740
摘要
基于控制变量技巧,对随机波动率情形下的一类方差互换产品的定价问题,提出了一种有效的Monte Carlo加速计算方法。通过进一步的理论分析和高效率的控制变量的选取,大大减小了模拟误差。文中的计算方法也可以为其它多因子金融衍生产品模型下的定价提供一种有效框架。

方差衍生产品定价与控制变量蒙特卡罗方法
马俊美,徐承龙,周晶
同济大学学报, 37(2009) 1700-1705
摘要
建立了方差互换金融衍生产品的定价模型,提出了一种利用控制变量进行方差减小的新的计算框架:对随机波动率下的证券价格用确定性波动率下的证券价格作控制变量,而确定性波动率函数的选取的依据是原来标的资产价格模型的一阶矩、二阶矩与近似模型的矩近似相等。并通过数值模拟研究了该方法的计算效率与模型参数之间的关系。该计算方法可为其他方差互换衍生产品, 如Corridor 方差互换、Gamma 方差互换和Conditional 方差互换等产品以及其他多因子模型假设下的衍生产品定价提供了一种新的有效思路。

A model at the macroscopic scale of prostate tumor growth under intermittent androgen suppression
Youshan Tao, Qian Guo and Kazuyuki Aihara
Math. Models Meth. Appl. Sci., 19 (2009), 2177-2201.
Abstract
The relapse of tumor is a crucial problem in hormonal therapy of prostate cancer. The so-called androgen-independent cells are considered to be responsible for such a recurrence. These cells are not sensitive to androgen suppression but rather apt to proliferate even in an androgen-poor environment. Bruchovsky et al. in their experimental and clinical studies suggested that intermittent androgen suppression may delay or prevent the relapse when compared with continuous androgen suppression. This paper proposes a model at the macroscopic scale of prostate tumor growth under intermittent androgen suppression. Qualitative analysis shows that the tumor relapse cannot be avoided under continuous androgen suppression for typical parameter values. Numerical simulation supports the above-mentioned experimental and clinical suggestion, and implies an optimal medication scheme of intermittent androgen suppression therapy.

Dissipativity of delay functional differential equations with bounded lag
Hongjiong Tian and Ni Guo
J. Math. Anal. Appl., 355(2009), 778-782.
Abstract
Delay functional differential equations are essentially different from ordinary differential equations because their phase space is infinite dimensional. We first establish a sufficient condition for delay functional differential equations with bounded lag to be dissipative. Then we construct a one-leg θ-method to solve such dissipative equations and prove that it is dissipative if θ = 1. One numerical example is given to confirm our theoretical result.

Continuous block -methods for ordinary and delay differential equations
Hongjiong Tian, Kaiting Shan and Jiaoxun Kuang
SIAM J. Sci. Comp., 31 (2009) 4266-4280.
Abstract
Continuous numerical methods have many applications in the numerical solution of discontinuous ordinary differential equations (ODEs), delay differential equations, neutral differential equations, integro-differential equations, etc. This paper deals with a continuous extension for the discrete approximate solution of ODEs generated by a class of block -methods. Existence and uniqueness for the continuous extension are discussed. Convergence and absolute stability of the continuous block -methods for ODEs are studied. As an application, we adopt the continuous block -methods to solve delay differential equations and prove that the continuous block -methods are -stable if and only if they are -stable for ODEs. Several numerical experiments are given to illustrate the performance of the continuous block -methods.

Asymptotic stability analysis of the linear -method for linear parabolic differential equations with delay
Hongjiong Tian, Dongyue Zhang and Yeguo Sun
J. Diff. Equa. Appl., 15(2009), 473-487.
Abstract
This paper is concerned with asymptotic stability property of linear -method for partial functional differential equations with delay. A sufficient condition for the underlying partial functional differential equations to be asymptotically stable is presented. We investigate numerical stability of the linear -method by using the spectral radius condition. When [0, 1/2), a sufficient and necessary condition for the linear u-method to be asymptotically stable is established. When [1/2, 1], the linear u-method is unconditionally asymptotically stable. The behaviour of the norm of the iteration matrix when the linear u-method is asymptotically stable is studied by using Kreiss resolvent condition. Numerical experiments have been implemented to confirm the derived stability properties of the numerical method.

Delay-independent stability of Euler method for nonlinear one-dimensional diffusion equation with constant delay
Hongjiong Tian, Dongyue Zhang and Yeguo Sun
Fron. Math. China, 4(2009), 169-179.
Abstract
This paper is concerned with delay-independent asymptotic stability of a numerical process that arises after discretization of a non-linear one-dimensional diffusion equation with a constant delay by the Euler method. Explicit sufficient and necessary conditions for the Euler method to be asymptotically stable for all delays are derived. An additional restriction on spatial stepsize is required to preserve the asymptotic stability due to the presence of the delay. A numerical experiment is implemented to confirm the results.

Interpolation approximations based on Gauss-Lobatto-Legendre-Birkhoff quadrature
Lilian Wang and Benyu Guo
J. Appro. Theor., 161 (2009), 142-173.
Abstract
We derive in this paper the asymptotic estimates of the nodes and weights of the Gauss-Lobatto-Legendre-Birkhoff (GLLB) quadrature formula, and obtain optimal error estimates for the associated GLLB interpolation in Jacobi weighted Sobolev spaces. We also present a user-oriented implementation of the pseudospectral methods based on the GLLB quadrature nodes for Neumann problems. This approach allows an exact imposition of Neumann boundary conditions, and is as efficient as the pseudospectral methods based on Gauss-Lobatto quadrature for PDEs with Dirichlet boundary conditions.

Composite Laguerre-Legendre pseudospectral method forexterior problems
Tianjun Wang and Benyu Guo
Comm. in Comp. Phys., 5 (2009), 350-375.
Abstract
In this paper, we propose a composite Laguerre-Legendre pseudospectral method for exterior problems with a square obstacle. Some results on the composite Laguerre-Legendre interpolation, which is a set of piecewise mixed interpolations coupled with domain decomposition, are established. As examples of applications, the composite pseudospectral schemes are provided for two model problems. The convergence of proposed schemes are proved. Efficient algorithms are implemented. Numerical results demonstrate the spectral accuracy in space of this new approach.

Error analysis of Legendre spectral method with essential imposition of Neumann boundary condition
Tianjun Wang and Zhongqing Wang
Appl. Numer. Math., 59(2009), 2444-2451.
Abstract
In this paper, we present error estimates of Legendre spectral method with essential imposition of Neumann boundary condition. The algorithm was firstly proposed by Auteri,Parolini and Quartapelle. This method differs from the classical spectral methods for Neumann boundary value problems. The homogeneous boundary condition is satisfied exactly. Moreover, a double diagonalization process is employed, instead of the full stiffness matrices encountered in the classical variational formulation of the problem with a weak natural imposition of the derivative boundary condition. We also consider nonhomogeneous Neumann data by means of a lifting. In particular, the lifting in this paper is expressed explicitly and is different from that by Auteri, Parolini and Quartapelle. For analyzing the numerical errors, some basic results on Legendre quasi-orthogonal approximations are established. The convergence of proposed schemes is proved.

Numerical solutions of a Michaelis-Menten-Type ratio-dependent predator-prey system with diffusion
Yuanming Wang
Appl. Numer. Math., 59 (2009), 1075–1093.
Abstract
This paper is concerned with finite difference solutions of a Michaelis-Menten-type ratio-dependent Predator-Prey system with diffusion. The system is discretized by the finite difference method, and the investigation is devoted to the finite difference system for the time-dependent solution and its asymptotic behavior in relation to the various steady-state solutions. Three monotone iterative schemes for the computation of the time-dependent solution are presented, and the sequences of iterations are shown to converge monotonically to a unique positive solution. A simple and easily verifiable condition on the rate constants is obtained, which ensures that for every nontrivial nonnegative initial function the corresponding time-dependent solution converges either to a unique positive steady-state solution or to a semitrivial steady-state solution. The above results lead to computational algorithms for the solution as well as the global asymptotic stability of the system. Some numerical results are given. All the conclusions are directly applicable to the finite difference solution of the corresponding ordinary differential system.

Asymptotic behavior of solutions for a Lotka-Volterra mutualism reaction-diffusion system with time delays
Yuanming Wang
Comp. Math. Appl., 58 (2009), 597–604.
Abstract
This paper is to investigate the asymptotic behavior of solutions for a time-delayed Lotka-Volterra N-species mutualism reaction-diffusion system with homogeneous Neumann boundary condition. It is shown, under a simple condition on the reaction rates, that the system has a unique bounded time-dependent solution and a unique constant positive steady-state solution, and for any nontrivial nonnegative initial function the corresponding time-dependent solution converges to the constant positive steady-state solution as time tends to infinity. This convergence result implies that the trivial steady-state solution and all forms of semitrivial steady-state solutions are unstable, and moreover, the system has no nonconstant positive steady-state solution. A condition ensuring the convergence of the time-dependent solution to one of nonnegative semitrivial steady-state solutions is also given.

Higher-order monotone iterative methods for finite difference systems of nonlinear reaction-diffusion-convection equations
Yuanming Wang and Xiaolin Lan
Appl. Numer. Math., 59 (2009), 2677–2693.
Abstract
This paper is concerned with the computational algorithms for finite difference discretizations of a class of nonlinear reaction-diffusion-convection equations with nonlinear boundary conditions. A higher-order monotone iterative method is presented for solving the finite difference discretizations of both the time-dependent problem and the corresponding steady-state problem. This method leads to an efficient linear iterative algorithm which yields two sequences of iterations that converge monotonically to a unique solution of the system. The monotone property of the iterations gives concurrently improved upper and lower bounds of the solution in each iteration. It is shown that the rate of convergence for the sum of the two produced sequences is of order p+2, where p≥1 is a positive integer depending on the construction of the method, and under an additional requirement, the higher-order rate of convergence is attained for one of these two sequences. An application is given to an enzyme-substrate reaction-diffusion problem, and some numerical results are presented to illustrate the effectiveness of the proposed method.

Higher-order compact finite difference method for systems of reaction-diffusion equations
Yuanming Wang and Hongbo Zhang
J. Comp. Appl. Math., 233 (2009), 502–518.
Abstract
This paper is concerned with a compact finite difference method for solving systems of two-dimensional reaction-diffusion equations. This method has the accuracy of fourth-order in both space and time. The existence and uniqueness of the finite difference solution are investigated by the method of upper and lower solutions, without any monotone requirement on the nonlinear term. Three monotone iterative algorithms are provided for solving the resulting discrete system efficiently, and the sequences of iterations converge monotonically to a unique solution of the system. A theoretical comparison result for the various monotone sequences is given. The convergence of the finite difference solution to the continuous solution is proved, and Richard extrapolation are used to achieve fourth-order accuracy in time. An application is given to an enzyme-substrate reaction-diffusion problem, and some numerical results are presented to demonstrate the high efficiency and advantages of this new approach.

Pseudospectral method using generalized Laguerre functions for singular problems on unbounded domains
Zhongqing Wang, Benyu Guo and Yanna Wu
Disc. Cont. Dynam. Syst., Ser. B, 11(2009), 1019-1038
Abstract
In this paper, we develop a pseudospectral method for differential equations defined on unbounded domains. We first introduce Gauss-type interpolations using a family of generalized Laguerre functions, and establish basic approximation results. Then we propose a pseudospectral method for differential equations on unbounded domains, whose coefficients may degenerate or grow up. As examples, we consider two model problems. The proposed schemes match the underlying problems properly and exhibit spectral accuracy. Numerical results demonstrate the efficiency of this new approach.

Spectral regularization methods for solving a sideways parabolic equation within the framework of regularization theory
Xiangtuan Xiong, Chuli Fu and Jin Cheng
Math. Comp. Simu. 79 (2009), 1668-1678.
Abstract
We introduce three spectral regularization methods for solving a general sideways parabolic equation. For these three spectral regularization methods, we give some stability error estimates with optimal order under a-priori and a-posteriori regularization parameter choice rules. Numerical results show that these spectral methods are effective.

A non-homogeneous Arnoldi method for fast simulation of RCL circuits with a large number of ports
Fan Yang, Xuan Zeng, Yangfeng Su and Wei Cai
Int. J. Circuit Theory Appl., 2009. DOI: 10.1002/cta
Abstract
Large-scale RCL circuits with a large number of ports have been widely employed to model interconnect circuits, such as the power/ground networks, clock distribution networks and large data buses in VLSI. The input-dependent moment-matching technique, which takes the input excitations into account when constructing the projection matrices for the reduced-order systems, has been proposed to simulate this type of circuits. The existing input-dependent moment-matching methods suffer from either numerical instability in the case of extended Krylov subspace (EKS) and improved extended Krylov subspace (IEKS) methods, or unbearable memory consumption and CPU cost for the EXPanded LINearization (EXPLIN) method. In this paper, a Non-Homogeneous ARnoldi (NHAR) process, which consists of a memory-saving and computation-efficient linearization scheme and a numerical stable partial orthogonalization Arnoldi method, is proposed for the generation of the orthonormal projection matrix. By applying the obtained projection matrix to generate the reduced-order model, we derive the NHAR method for the model-order reduction of large-scale RCL circuits with a large number of ports. The proposed NHAR method can guarantee moment matching, numerical stability and passivity preserving. Compared with the EXPLIN method, NHAR can remarkably reduce the size of the linearized system and therefore can greatly save the memory consumption and computational cost with almost the same accuracy. Moreover, NHAR is numerically stable and can achieve higher accuracy with approximately the same computational cost compared with the EKS and IEKS methods. Copyright q 2009 John Wiley & Sons, Ltd.

Model-robust design for multiresponse linear model with possible Bias
Rongxian Yue
2009 Sixth Int.Conf.n Fuzzy Syst. Knowl. Disc., FSKD, 2, 572-576.
Abstract
This paper studies the design problem for the multi response linear model with possible bias. It is assumed that the fitted model for each response is polynomial of degree up to two, and the model bias includes the effects due to higher degree terms of multivariate Hermite polynomials. A criterion for choosing designs is proposed based on averaging the mean squared error over all possible bias. Several examples are given to illustrate the designs in Rs.

Bayesian U-type design for nonparametric response surface prediction
Rongxian Yue and Kashinath Chatterjee
Metrika, DOI 10.1007/s00184-009-0249-0.
Abstract
This paper deals with Bayesian design over U-type designs of n runs and s factors with q levels for nonparametric response surface prediction. The criterion is developed in terms of the asymptotic approach of Mitchell et al. (Ann Statist 22: 634–651, 1994) for a specific covariance kernel. An optimal design is given in approximate design theory over the all level combinations. A connection with orthgonality and aberration is established. A lower bound for the criterion is provided, and numerical results show that this lower bound is tight.

Spectral method for three-dimensional nonlinear Klein-Gordon equation by generalized Laguerre and spherical harmonic functions
Xiaoyong Zhang, Benyu Guo and Yujian Jiao
Numerical Mathematics TMA, 2 (2009), 43-64.
Abstract
In this paper, a generalized Laguerre-spherical harmonic spectral method is proposed for the Cauchy problem of three-dimensional nonlinear Klein-Gordon equation. The goal is to make the numerical solutions to preserve the same conservation as that for the exact solution. The stability and convergence of the proposed scheme are proved. Numerical results demonstrate the efficiency of this approach. We also establish some basic results on the generalized Laguerre-spherical harmonic orthogonal approximation, which play an important role in spectral methods for various problems defined on the whole space and unbounded domains with spherical geometry.

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发布日期: 4/20/2012
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