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arXiv 1707.03493math.NAcs.NAmath.DS

基于非局部变换和微分约束的爆破问题数值积分

Numerical integration of blow-up problems on the basis of non-local transformations and differential constraints

Institute for Problems in Mechanics, Russian Academy of Sciences(俄罗斯科学院力学问题研究所);University of Sonora(索诺拉大学);Bauman Moscow State Technical University(鲍曼莫斯科国立技术大学);National Research Nuclear University MEPhI(国立核研究医科大学)

Andrei D. Polyanin, Inna K. Shingareva

AI总结:

本文提出三种新方法解决非线性常微分方程中爆破解的数值积分问题,通过引入新变量将问题转化为无奇异解的参数形式,从而应用标准固定步长方法,提高了计算效率。

摘要:

本文描述了几种新的求解Cauchy问题中具有爆破解的非线性一阶和二阶常微分方程的数值积分方法。此类问题的解具有未知位置的奇异性(标准数值方法可能产生显著误差)。第一种方法通过引入新的独立变量(作为一阶导数)转换为等价方程组。第二种方法引入新的非局部变量并将其转换为对应的ODE系统Cauchy问题。第三种方法通过在原方程中添加微分约束,该约束是连接给定变量和新变量的辅助ODE。所提出的方法导致解以参数形式表示且无爆破奇点,因此可应用标准固定步长数值方法。这些方法的效率通过求解具有精确解析解的测试问题来展示。证明:(i) 特殊类型的非局部变换方法比几种其他方法更高效;(ii) 在所提方法中,基于微分约束的方法最一般。一些非经典爆破问题的例子被考虑。推导了独立变量临界值的简单理论估计。证明基于一般形式非局部变换的方法以及基于微分约束的方法可推广到n阶ODE和耦合ODE系统。

英文摘要:

Several new methods of numerical integration of Cauchy problems with blow-up solutions for nonlinear ordinary differential equations of the first- and second-order are described. Solutions of such problems have singularities whose positions are unknown a priori (the standard numerical methods for solving problems with blow-up solutions can lead to significant errors). The first proposed method is based on the transition to an equivalent system of equations by introducing a new independent variable chosen as the first derivative. The second method is based on introducing a new auxiliary non-local variable with the subsequent transformation to the Cauchy problem for the corresponding system of ODEs. The third method is based on adding to the original equation of a differential constraint, which is an auxiliary ODE connecting the given variables and a new variable. The proposed methods lead to problems whose solutions are represented in parametric form and do not have blowing-up singular points; therefore the transformed problems admit the application of standard fixed-step numerical methods. The efficiency of these methods is illustrated by solving a number of test problems that admit an exact analytical solution. It is shown that: (i) the methods based on non-local transformations of a special kind are more efficient than several other methods, (ii) among the proposed methods, the most general method is the method based on the differential constraints. Some examples of nonclassical blow-up problems are considered. Simple theoretical estimates are derived for the critical value of an independent variable. It is shown that the method based on a non-local transformation of the general form as well as the method based on the differential constraints admit generalizations to the $n$th-order ODEs and systems of coupled ODEs.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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