连续隐式混合单步块方法.pdfVIP

论文题目：连续隐式混合单步块方法 学科专业：计算数学 学位申请人：金赐来 指导教师：田红炯 中文摘要 常微分方程在物理、工程、生物、医学和经济学中具有重要的应用。求解常 微分方程初值问题的主要数值方法包括Runge-Kutta 方法、线性多步法和块方 法等。块方法实际上是一系列线性多步法同时去求解常微分方程， 它具有更高 的精度、更好的稳定性以及适合于并行计算的优点。 连续型数值方法主要用于计算间断常微分方程、时滞微分方程、中立型微分 方程和积分-微分方程。近年来，已经发展了许多连续型Runge-Kutta 方法、线 性多步法和单块方法。 本论文基于隐式混合单步块方法构造了一类连续隐式混合单步块方法， 并 证明该连续块方法求解常微分方程具有2k + 2 阶的精度，且当k = 1，2，L ， 5 时该方法是A -稳定的。为了数值求解具有时滞的微分方程，我们重新构造 ω 一类连续型隐式混合单步块方法， 并研究了该方法同样具有2k + 2 阶的计算精 度。同时，数值实验表明连续隐式混合单步块方法求解常微分方程和时滞微分方 程具有相同的计算精度。 关键词：连续化;隐式混合单步块方法; 常微分方程;时滞微分方程;A-稳定; A -稳定 ω Abstract Ordinary differential equations (ODEs) are used frequently for describing and modeling mathematically many real-life phenomena in physics, engineering, biology, medicine and economics, etc. There are many types of methods for solving numerically the initial value problem for ordinary differential equations, such as Runge-Kutta methods, linear multistep methods and block methods. The block methods can be regarded as a set of linear multistep methods simultaneously applied to ODEs and then combined to yield an approximation with better accuracy, better stability, and better e±ciency in parallel computing. Continuous numerical methods have many applications in the numerical solution of dis-continuous ordinary differential equations, delay differential equations, neutral differential equations and integro-differential equations. In the past decades, some kinds of continuous extensions of Runge-Kutta methods, linear multistep methods and one-block θ -methods have been constructed. In this thesis, we present a continuous extension for the discrete appro