几类延迟微分方程数值方法研究计算数学专业论文.docxVIP

哈尔滨 哈尔滨工业大学理学硕士学位论文 – – II – Abstract This thesis comprises three independent parts, which involves semi-linear parabolic problems, delay semi-linear parabolic problems, two order delay differen- tial equations and mixed equations. The numerical methods applied to these problems include exponential Runge-Kutta methods, symmetric methods and θ -methods. The issue involves convergence, delay-independent stability, delay-dependent stability, os- cillation and natural continuous extension. The thesis is organized as follows: The first part deals with exponential Runge-Kutta methods. In Chapter 2, we discuss the convergence and natural continuous extension of exponential Runge-Kutta methods for semi-linear parabolic problems, and analyze the convergence of the nat- ural continuous extension and its derivatives. The main result is: the convergence orders of exponential Runge-Kutta method and its natural continuous extension at least equal to the number of collocation nodes. In Chapter 3, we apply the exponen- tial Runge-Kutta methods to delay semi-linear parabolic problems and discuss their convergence and delay-independent stability. The second part discusses the delay-dependent stability of symmetric methods for two order delay differential equations. In Chapter 4, we depict the delay-dependent stability region of numerical solutions, and discuss the τ (0) -stability of several low order symmetric methods. Based on this, we infer that Gauss, LobattoIIIA, LobattoI- IIB methods are τ (0) -stable. The third part is concerned with oscillation of θ -methods for mixed equations. In Chapter 5, we assert the sufficient and necessary condition for the oscillation of every solution of mixed equation is that the corresponding characteristic equation has no real root. Also, a sufficient condition for judging the oscillation of every solution is derived. Further, we discuss the condition for the oscillation of every solution of the numerical process. Keywords delay differential equ