多延迟积分微分代数方程线性多步法的数值稳定性-计算数学专业论文.docxVIP

Classified Index: O241.8 U.D.C: 519.09 Dissertation for the Master Degree in Science NUMERICAL STABILITY OF LINEAR MULTISTEP METHODS FOR INTEGRO DIFFERENTIAL-ALGEBRAIC EQUATIONS WITH MANY DELAYS Candidate： Chen Yannan Supervisor： Prof. Xu Yang Academic Degree Applied for： Master of Science Speciality： Computational Mathematics Affiliation： Department of Mathematics Date of Defence： June, 2013 Degree-Conferring-Institution： Harbin Institute of Technology 摘 要 延迟微分代数方程(DDAEs)在社会的各个领域有着广泛的应用，延迟积分 微分代数方程（DIDAEs）是DDAEs的重要分支，本文主要分析多延迟积分微分 代数方程的数值稳定性。 文章结构如下： 首先，我们简单介绍延迟微分方程(DDEs)的产生和研究意义，叙述了DDEs 稳定性的研究概况，并且阐述了DIDAEs的相关理论。 其次，研究多延迟积分微分代数方程，把延迟积分微分方程的特征多项式 的根的分布结论进行推广。在此基础上，对于方程自身的渐进稳定性进行细致 研究，建立了判定方程渐进稳定性的一些充分条件。 再次，把结合拉格朗日插值的线性多步法应用到方程中，获得了计算方程 的离散格式，对方程进行求解，讨论其数值稳定性，进而得到数值方法的稳定 性条件。然后，通过数值算例模拟线性多步法的稳定性态，分别对强 A —稳定 和非强 A —稳定的线性多步法的稳定性态进行模拟，说明理论结果的有效性。 最后，总结全文并展望该系统的发展前景与方向。 关键词：延迟积分微分代数方程；特征多项式；线性多步法；强 A -稳定 Abstract Delay differential-algebraic equations(DDAEs) arise in a wide variety of fields, delay integro- differential algebraic equations(DIDAEs) is an important branch of DDAEs. This thesis is concerned with the numerical stability of DIDAEs with multiple delays. This thesis is organized as follows: Firstly, we simply introduced the birth of DDEs and its many applications. We give an research status of DDEs and the research background of DIDAEs. Secondly, we study DIDAEs with many delays and give a new result about the distribution of the roots of its characteristic polynomial. Then we derive some sufficient conditions for its stability. Thirdly, solutions of the system are obtained by linear multistep methods combined with Lagrange interpolation, with the compound quadrature formula, are numerically stable under suitable conditions. Moreover, numerical examples are given which contains strongly A-stable and nonstrongly A-stable two forms for checking the stability of the linear multistep methods. At last, we concludes this paper and shows the direction of