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【摘要】 本文研究无限区间上非线性Volterra延迟积分微分方程(VDIDEs)隐式Euler法的稳定性。文章首先给出了VDIDEs真解稳定及渐近稳定的充分条件,然后证明了隐式Euler法应用于上述问题得到的数值方法具有相同的特性。
【关键词】 Volterra延迟积分微分方程;隐式Euler法;稳定性;渐近稳定性
Numerical stability of Implicit euler method fornmonlinear volterra Delay Integro-Differential Equations
ZHANGZhuofei YANXiukun
【Abstract】 This paper is concerned with the numerical stability of implicit Euler method for Volterra delay integro-differential equations(VDIDEs).Sufficient conditions for VDIDEs to be stable and asymptotically- stable are derived. It is proven that the implicit Euler method presereves the same properties .
【Key words】 Volterra delay integro-differential equations;Implicit Euler method;Stability; Asymptotic stability
【中图分类号】:G633.6【文献标识码】:A 【文章编号】:1009-9646(2008)04-0168-03
设<•,•>是欧氏空间CN中的内积,•是由该内积导出的范数,考虑Volterra延迟积分微分方程(VDIDEs)初值问题
y'(t)=f(t,y(t),y(t-τ)),∫tt-τg(t,θ,y(θ),dθ),t≥0y(t)=φ(t)-τ≤t≤0(1.1)
这里延迟量τ>0是实常数,f:[(0,+∞)×CN×CN×CN→CN,g:R×R×CN→CN, 和φ:[-τ,0]→CN是给定的充分光滑的映射,这里及下文总假定初值问题(1.1)有唯一真解y(t)。
VDIDEs在许多领域有广泛应用([5,7,9]等),由于解析解一般难以获得,因此其数值处理的研究显得十分必要。几十年来,众多学者致力于VDIDEs算法理论的研究,取得了大量研究成果([1-4,6,10]等)。最近,Koto[8]针对问题(1.1)的线性情形给出了真解渐近稳定的充分条件并讨论了Runge- Kutta方法的渐近稳定性;张诚坚等[11]就问题(1.1)的特殊形式研究了真解的稳定性及BDF方法的数值稳定性.本文针对问题(1.1)的一般情形研究隐式Euler法的数值稳定性。文章首先给出了VDIDEs真解稳定及渐近稳定的充分条件,然后证明隐式Euler法应用于上述问题得到的数值方法具有相同的特性。
1Volterra延迟积分微分方程的稳定性
为研究VDIDEs初值问题(1.1)的稳定性,我们引入相应的扰动问题。
z'(t)=f(t,z(t),z(t-τ)),∫tt-τg(t,θ,z(θ)dθ),t≥0z(t)=φ(t)-τ≤t≤0, (2.1)
这里φ:[-τ,0]→CN是给定的充分光滑的映射,并记问题(2.1)的唯一真解为z(t)。
对于初值问题(1.1)和(2.1),我们设映射f和g满足条件
2,γ).
注意VDIDEs是Volterra泛函微分方程(VFPDs)的一个重要类型,将文[12]的定理2.1和定理2.2应用到VDIDEs,易知如下定理真确:
定理2.1 设Volterra延迟积分微分方程初值问题(1.1)和(2.1)均属于问题类D(a,β1+β2,γ),那么
定理2.1中的(2.5)和(2.6)式分别表征初值问题(1.1)的稳定性及渐近稳定性。
2 隐式Euler法的数值稳定性
将求解常微分方程的隐式 法应用于VDIDEs初值问题(1.1),有
定理3.1 方法(3.1)-(3.2)按定步长h=τ/m(m是正整数)分别用于求解D(a,β1+β2,γτ)类初值问题(1.1)和(2.1)所得到的数值解为yn和zn,那么
上式两边分别与wn+1作内积,由条件(2.2)-(2.4)并利用Cauchy-Schwartz不等式得
由此完成(2)的证明及定理3.1的证明。
参考文献
[1] Baker C T H and Ford N J. Stability properties of a scheme for the approximate solution of a delay integro-differential equation[J]. Appl.Numer.Math., 1992,9: 357-370
[2] Baker C T H and Tang A. Stability analysis of continuous implicit Runge-Kutta methods for Volterra integro-differential equations with unbounded delays[J]. Appl. Numer.Math., 1997,24: 153-173
[3] Brunner H. The numerical solution of neutral Volterra integro-differential equations with delay arguments[J]. Ann.Numer.Math., 1994,1: 309-322
[4] Enright W H and Hu M. Continuous Runge-Kutta methods for neutral Volterra integro-differential equations with delay[J]. Appl.Numer.Math., 1997,24: 175-190
[5] Hale J K and Lunel S M V. Introduction to functional differential equations[M]. Springer, Berlin, Heidelberg, New York, 1993
[6] Jackiewicz Z. The numerical solution of Volterra functional-differential equations of neutral type[J]. SIAM J.Numer.Math., 1981,18: 615-625
[7] Kolmanovski V and Myshkis A. Applied theory of functional differential equations[M]. Kluwer Academic, Dordrecht, 1992
[8] Koto T. Stability of Runge-Kutta methods for delay integro-differential equations[J]. J.Comput.Appl.Math., 2002,145: 483-492
[9] Kuang Y. Delay differential equations with applications in population dynamics[M]. Academic Press, San Diego, 1993
[10] Makroglon A. A block-by-block method for the numerical solution of Volterra delay integro-differential equations[J]. Computing, 1983,30: 49-62
[11] Zhang C J and Vandewalle S. Stability analysis of Volterra delay-integro-differential equations and their backward differentiation time discretization[J]. J.Comput.Appl. Math., 2004
[12] Li S F. Stability analysis of solutions to nonlinear stiff Volterra functional differential equations in Banach spaces[J]. Science in China(Ser. A), 2005, 48:372-387
收稿日期:2008-4-20
注:“本文中所涉及到的圖表、注解、公式等内容请以PDF格式阅读原文。”
【关键词】 Volterra延迟积分微分方程;隐式Euler法;稳定性;渐近稳定性
Numerical stability of Implicit euler method fornmonlinear volterra Delay Integro-Differential Equations
ZHANGZhuofei YANXiukun
【Abstract】 This paper is concerned with the numerical stability of implicit Euler method for Volterra delay integro-differential equations(VDIDEs).Sufficient conditions for VDIDEs to be stable and asymptotically- stable are derived. It is proven that the implicit Euler method presereves the same properties .
【Key words】 Volterra delay integro-differential equations;Implicit Euler method;Stability; Asymptotic stability
【中图分类号】:G633.6【文献标识码】:A 【文章编号】:1009-9646(2008)04-0168-03
设<•,•>是欧氏空间CN中的内积,•是由该内积导出的范数,考虑Volterra延迟积分微分方程(VDIDEs)初值问题
y'(t)=f(t,y(t),y(t-τ)),∫tt-τg(t,θ,y(θ),dθ),t≥0y(t)=φ(t)-τ≤t≤0(1.1)
这里延迟量τ>0是实常数,f:[(0,+∞)×CN×CN×CN→CN,g:R×R×CN→CN, 和φ:[-τ,0]→CN是给定的充分光滑的映射,这里及下文总假定初值问题(1.1)有唯一真解y(t)。
VDIDEs在许多领域有广泛应用([5,7,9]等),由于解析解一般难以获得,因此其数值处理的研究显得十分必要。几十年来,众多学者致力于VDIDEs算法理论的研究,取得了大量研究成果([1-4,6,10]等)。最近,Koto[8]针对问题(1.1)的线性情形给出了真解渐近稳定的充分条件并讨论了Runge- Kutta方法的渐近稳定性;张诚坚等[11]就问题(1.1)的特殊形式研究了真解的稳定性及BDF方法的数值稳定性.本文针对问题(1.1)的一般情形研究隐式Euler法的数值稳定性。文章首先给出了VDIDEs真解稳定及渐近稳定的充分条件,然后证明隐式Euler法应用于上述问题得到的数值方法具有相同的特性。
1Volterra延迟积分微分方程的稳定性
为研究VDIDEs初值问题(1.1)的稳定性,我们引入相应的扰动问题。
z'(t)=f(t,z(t),z(t-τ)),∫tt-τg(t,θ,z(θ)dθ),t≥0z(t)=φ(t)-τ≤t≤0, (2.1)
这里φ:[-τ,0]→CN是给定的充分光滑的映射,并记问题(2.1)的唯一真解为z(t)。
对于初值问题(1.1)和(2.1),我们设映射f和g满足条件
2,γ).
注意VDIDEs是Volterra泛函微分方程(VFPDs)的一个重要类型,将文[12]的定理2.1和定理2.2应用到VDIDEs,易知如下定理真确:
定理2.1 设Volterra延迟积分微分方程初值问题(1.1)和(2.1)均属于问题类D(a,β1+β2,γ),那么
定理2.1中的(2.5)和(2.6)式分别表征初值问题(1.1)的稳定性及渐近稳定性。
2 隐式Euler法的数值稳定性
将求解常微分方程的隐式 法应用于VDIDEs初值问题(1.1),有
定理3.1 方法(3.1)-(3.2)按定步长h=τ/m(m是正整数)分别用于求解D(a,β1+β2,γτ)类初值问题(1.1)和(2.1)所得到的数值解为yn和zn,那么
上式两边分别与wn+1作内积,由条件(2.2)-(2.4)并利用Cauchy-Schwartz不等式得
由此完成(2)的证明及定理3.1的证明。
参考文献
[1] Baker C T H and Ford N J. Stability properties of a scheme for the approximate solution of a delay integro-differential equation[J]. Appl.Numer.Math., 1992,9: 357-370
[2] Baker C T H and Tang A. Stability analysis of continuous implicit Runge-Kutta methods for Volterra integro-differential equations with unbounded delays[J]. Appl. Numer.Math., 1997,24: 153-173
[3] Brunner H. The numerical solution of neutral Volterra integro-differential equations with delay arguments[J]. Ann.Numer.Math., 1994,1: 309-322
[4] Enright W H and Hu M. Continuous Runge-Kutta methods for neutral Volterra integro-differential equations with delay[J]. Appl.Numer.Math., 1997,24: 175-190
[5] Hale J K and Lunel S M V. Introduction to functional differential equations[M]. Springer, Berlin, Heidelberg, New York, 1993
[6] Jackiewicz Z. The numerical solution of Volterra functional-differential equations of neutral type[J]. SIAM J.Numer.Math., 1981,18: 615-625
[7] Kolmanovski V and Myshkis A. Applied theory of functional differential equations[M]. Kluwer Academic, Dordrecht, 1992
[8] Koto T. Stability of Runge-Kutta methods for delay integro-differential equations[J]. J.Comput.Appl.Math., 2002,145: 483-492
[9] Kuang Y. Delay differential equations with applications in population dynamics[M]. Academic Press, San Diego, 1993
[10] Makroglon A. A block-by-block method for the numerical solution of Volterra delay integro-differential equations[J]. Computing, 1983,30: 49-62
[11] Zhang C J and Vandewalle S. Stability analysis of Volterra delay-integro-differential equations and their backward differentiation time discretization[J]. J.Comput.Appl. Math., 2004
[12] Li S F. Stability analysis of solutions to nonlinear stiff Volterra functional differential equations in Banach spaces[J]. Science in China(Ser. A), 2005, 48:372-387
收稿日期:2008-4-20
注:“本文中所涉及到的圖表、注解、公式等内容请以PDF格式阅读原文。”