講座主題:One-parameter spectral Galerkin methods for Timoshenko beam system with delay boundary feedback
專家姓名:張誠堅
工作單位:華中科技大學
講座時間:2024年05月18日08:30-09:00
講座地點:數(shù)學與信息科學學院341會議室
主辦單位:煙臺大學數(shù)學與信息科學學院
內容摘要:
This talk deals with Timoshenko beam (TB) system with delay boundary feedback (DBF). For external-force-free TB system with DBF, an energy stability criterion is established. For solving general TB system with DBF, a class of one-parameter spectral Galerkin (OPSG) methods are suggested. It is proved under the appropriate conditions that OPSG methods can preserve the energy stability in the discrete sense. Based on a new projection operator and some analytical techniques, an L2-error estimate of the methods is derived. Finally, by performing several numerical experiments, the obtained theoretical results and the computational accuracy of the methods are further illustrated.
主講人介紹:
張誠堅,,華中科技大學二級教授,,博士生導師。1998年畢業(yè)于湖南大學應用數(shù)學專業(yè)獲理學博士學位,,爾后,,調入華中理工大學數(shù)學系,,并同時進入該校控制科學與工程博士后流動站工作(2000年出站),。2002年2月至2004年3月在比利時魯汶大學計算機科學系做合作研究工作,。曾擔任華中科技大學數(shù)學與統(tǒng)計學院院長、中國數(shù)學學會第十屆,、十一屆理事,、中國計算數(shù)學學會第七屆、八屆常務理事及湖北省數(shù)學學會副理事長?,F(xiàn)兼任中國仿真算法專業(yè)委員會副主任委員,、中國數(shù)學學會計算數(shù)學分會常務理事、中國數(shù)學學會奇異攝動專業(yè)委員會委員,、湖北省工程建模與科學計算重點實驗室主任,、Appl. Math. Comput.副主編及Math. Comput. Simul、Acta Math. Sci.等國際學術期刊編委,。主要從事剛性時滯微分方程數(shù)值解及其算法理論研究,,主持有國家自然科學基金面上項目6項、教育部留學回國人員啟動基金及湖北省自然科學基金各1項,,并作為主要成員承擔過國家自然科學基金重大研究計劃課題和國家高技術研究發(fā)展計劃重點項目,。在《SIAM J. Sci. Comput.》、《IMA J. Numer. Anal. 》,、《Numer. Math.》等國內外學術期刊發(fā)表SCI收錄論文130 余篇,,主、參編教材5部,,主持有國家級精品課程及國家級精品資源共享課《計算方法》,。曾獲國務院政府特殊津貼、機械工業(yè)部科技進步二等獎,、湖北省自然科學獎二等獎,、湖北省有突出貢獻的中青年專家、寶鋼優(yōu)秀教師獎、湖北省優(yōu)秀教學成果一等獎及湖北省優(yōu)秀教育工作者等,。
講座主題:同步機電力系統(tǒng)的保結構數(shù)值模擬
專家姓名:唐貽發(fā)
工作單位:中國科學院數(shù)學與系統(tǒng)科學研究院
講座時間:2024年05月18日09:00-09:30
講座地點:數(shù)學與信息科學學院341會議室
主辦單位:煙臺大學數(shù)學與信息科學學院
內容摘要:
同步發(fā)電機系統(tǒng)是一種帶有能量耗散的復雜動力系統(tǒng),,在現(xiàn)代電力工業(yè)中發(fā)揮著重要作用。保結構算法是一類保持動力系統(tǒng)內在結構,,在長時間穩(wěn)定性上有著獨特優(yōu)勢的數(shù)值算法,。本報告將以IEEE次同步振蕩第一標準模型為例子,介紹保結構數(shù)值算法在其上的應用,,并與諸如EMTDC算法,、預測-校正法等傳統(tǒng)算法進行比較。本報告還將介紹故障暫態(tài)情形下動力系統(tǒng)模型及其數(shù)值算法的構建,,以期藉此分析故障極限排除時間,。
主講人介紹:
唐貽發(fā),中國科學院數(shù)學與系統(tǒng)科學研究院研究員,。1987 年畢業(yè)于復旦大學數(shù)學系,,同年進入中國科學院計算中心,師從馮康院士學習辛幾何算法,,先后獲碩士,、博士學位。在國際刊物上發(fā)表論文150余篇,,主要涉及“辛算法理論分析,、非線性Schr?dinger方程、含時Maxwell方程,、等離子體導心系統(tǒng)的辛數(shù)值模擬,、保結構神經(jīng)網(wǎng)絡構建”等方面。是1997年國家自然科學一等獎獲獎項目“哈密爾頓系統(tǒng)的辛幾何算法”的五位主要參加者之一,。曾應邀赴西班牙Madrid大學,、美國Los Alamos國家實驗室、瑞士Geneva大學,、德國Karlsruhe 大學,、沙特阿拉伯Abdullah國王科技大學等機構訪問和從事合作研究。長期兼任中國仿真學會常務理事,,國際建模與仿真聯(lián)盟會刊Simulation及國內外多家刊物編委,。
講座主題:An efficient sequential quadratic programming methods with finite element for American and swing option pricing
專家姓名:馬敬堂
工作單位:西南財經(jīng)大學
講座時間:2024年05月18日09:30-10:00
講座地點:數(shù)學與信息科學學院341會議室
主辦單位:煙臺大學數(shù)學與信息科學學院
內容摘要:
In this talk, we present the recent work on the sequential quadratic programming method (SQPM) for American option pricing based on the variational inequality formulation. The variational inequality is discretized using the theta method in time and the finite element method in space. The resulting system of algebraic inequalities at each time step is solved through a sequence of box-constrained quadratic programming problems, with the latter being solved by a globally and quadratically convergent, large-scale suitable reflective Newton method. It is proved that the sequence of quadratic programming problems converges with a constant rate under a mild conditionon the time step size. The method is general in solving the variational inequalities for the option pricing with many styles of optimal stopping and complex underlying asset models. In particular, swing options and stochastic volatility and jump diffusion models are studied. Numerical examples are presented to confirm the effectiveness of the method. (This is joint work with Weizhang Huang and Jinye Shen.)
主講人介紹:
馬敬堂,西南財經(jīng)大學數(shù)學學院,、教授,、博士生導師、院長,,教育部新世紀優(yōu)秀人才?,F(xiàn)任教育部大學數(shù)學課程教學指導委員會工作委員,,四川省數(shù)學會副理事長,中國運籌學會金融工程與金融風險管理分會副理事長,,East Asian Journal on Applied Mathematics副主編,。主要研究方向為:計算數(shù)學、金融數(shù)學(期權定價模型,、隨機控制計算,、HJB方程數(shù)值解)。在SIAM Journal on Control and Optimization, Journal of Computational Physics, European Journal of Operational Research等期刊發(fā)表論文,。
講座主題:High order structure-preserving arbitrary Lagrangian-Eulerian discontinuous Galerkin methods for the Euler equations under gravitational fields
專家姓名:徐巖
工作單位:中國科學技術大學數(shù)學科學學院
講座時間:2024年05月18日10:30-11:00
講座地點:數(shù)學與信息科學學院341會議室
主辦單位:煙臺大學數(shù)學與信息科學學院
內容摘要:
In this work, we present high-order arbitrary Lagrangian-Eulerian discontinuous Galerkin (ALE-DG) methods for the Euler equations under gravitational fields on the moving mesh. The goal of this paper is to demonstrate that, through careful design of the scheme, the ALE-DG methods can also achieve the structure-preserving properties of DG methods, such as high order accuracy, well-balanced property, positivity-preserving property, for the Euler equations with arbitrary moving meshes. We propose two well-balanced and positivity-preserving ALE-DG schemes which can preserve the explicitly given equilibrium state on arbitrary moving grids, and also carry out rigorous positivity-preserving analyses for both schemes. Our schemes are established both in one dimension and in two dimensions on unstructured triangular meshes. The most challenging component in designing such ALE-DG schemes on the moving mesh is to maintain the equilibrium state and the mass conservation at the same time, since temporal discretization of the ALE method may destroy the well-balanced property, and inappropriate adjustment of the numerical flux could lead to the loss of the mass conservation property on the moving meshes. A novel approximation of the desired equilibrium state based on ALE-DG methods on the moving mesh has been introduced to overcome such difficulty.Numerical experiments in different circumstances are provided to illustrate the well-balanced property, positivity-preserving property and high order accuracy. We also compare the schemes on the moving mesh and on the static mesh to demonstrate the advantage of ALE-DG methods for discontinuous solutions.
主講人介紹:
徐巖,,中國科學技術大學數(shù)學科學學院教授,。2005年于中國科學技術大學數(shù)學系獲計算數(shù)學博士學位,。2005-2007年在荷蘭Twente大學從事博士后研究工作。2009年獲得德國洪堡基金會的支持在德國Freiburg大學訪問工作一年,。主要研究領域為高精度數(shù)值計算方法,。2008年度獲全國優(yōu)秀博士學位論文獎,2017年獲國家自然科學基金委“優(yōu)秀青年基金”,,2017年獲中國數(shù)學會計算數(shù)學分會第二屆“青年創(chuàng)新獎”,。徐巖教授入選了教育部新世紀優(yōu)秀人才計劃,主持國家自然科學基金面上項目,、德國洪堡基金會研究組合作計劃(Research Group Linkage Programme),、霍英東青年教師基礎研究課題等科研項目。徐巖教授擔任中國數(shù)學會計算數(shù)學分會理事,,擔任SIAM Journal on Scientific Computing, Journal of Scientific Computing, Advances in Applied Mathematics and Mechanics, Communication on Applied Mathematics and Computation,、計算物理等雜志的編委。
講座主題:A general collocation analysis for weakly singular Volterra integral equations with variable exponent
專家姓名:梁慧
工作單位:哈爾濱工業(yè)大學(深圳)
講座時間:2024年05月18日11:00-11:30
講座地點:數(shù)學與信息科學學院341會議室
主辦單位:煙臺大學數(shù)學與信息科學學院
內容摘要:
Piecewise polynomial collocation of weakly singular Volterra integral equations (VIEs) of the second kind has been extensively studied in the literature, where integral kernels of the form (t-s)^{-\alpha} for some constant \alpha\in (0,1) are considered. Variable-order fractional-derivative differential equations currently attract much research interest, and in Zheng and Wang SIAM J. Numer. Anal. 2020 such a problem is transformed to a weakly singular VIE whose kernel has the above form with variable $\alpha = \alpha(t)$, then solved numerically by piecewise linear collocation, but it is unclear whether this analysis could be extended to more general problems or to polynomials of higher degree. In the present paper the general theory (existence, uniqueness, regularity of solutions) of variable-exponent weakly singular VIEs is developed, then used to underpin an analysis of collocation methods where piecewise polynomials of any degree can be used. The sharpness of the theoretical error bounds obtained for the collocation methods is demonstrated by numerical examples.
主講人介紹:
梁慧,,博士,,教授、博導,。2008年7月獲哈爾濱工業(yè)大學數(shù)學博士學位,。2010.3.1-2011.9.31在香港浸會大學擔任客座研究學人,并多次訪問香港浸會大學,。2017.12.1-2018.11.30在加拿大紐芬蘭紀念大學(Memorial University of Newfoundland) 擔任訪問學者,。2008年開始在黑龍江大學工作,2019年轉入哈爾濱工業(yè)大學(深圳)工作,。任SCI期刊Computational & Applied Mathematics編委,、中國仿真學會仿真算法專委會委員、中國仿真學會不確定性系統(tǒng)分析與仿真專業(yè)委員會秘書,、廣東省工業(yè)與應用數(shù)學學會理事,。主要的研究方向為:延遲微分方程,、Volterra積分方程的數(shù)值分析。主持國家自然科學基金面上項目,、青年項目,、深圳市杰出青年基金項目、深圳市基礎研究計劃等10余項科研項目,,獲中國系統(tǒng)仿真學會“2015年優(yōu)秀論文”獎,、2018第二屆黑龍江省數(shù)學會優(yōu)秀青年學術獎、深圳市海外高層次人才認證,。目前共被SCI收錄文章40余篇,,發(fā)表在SIAM Journal on Numerical Analysis 、IMA Journal of Numerical Analysis,、Journal of Scientific Computing,、BIT Numerical Mathematics、Advances in Computational Mathematics,、Applied Numerical Mathematics 等20種不同的國際雜志上,。
講座主題:Multi-output physics-informed neural network forPDE models
專家姓名:劉洋
工作單位:內蒙古大學數(shù)學科學學院
講座時間:2024年05月18日11:30-12:00
講座地點:數(shù)學與信息科學學院341會議室
主辦單位:煙臺大學數(shù)學與信息科學學院
內容摘要:
In thistalk, a physics-informed neural network based on the time difference methodis developed tosome PDEmodels. Selecting the hyperbolic tangent function as the activation function, we construct a multi-outputneural network to obtain the numerical solution, which is constrained by the time discrete formulaand boundary conditions. Automatic differentiation technology is developed to calculate the spatialpartial derivatives. Numerical results are provided to confirm the effectiveness and feasibility of theproposed method and illustrate that compared with the single output neural network, using the multi-output neural network can effectively improve the accuracy of the predicted solution and save a lot ofcomputing time.
主講人介紹:
劉洋,內蒙古大學數(shù)學科學學院教授,,博士生導師,,兼任中國計算數(shù)學分會理事、中國仿真學會仿真算法專委會委員,、內蒙古數(shù)學會理事等,。研究方向為微分方程數(shù)值解,在FCAA,、BIT,、JCP、JSC,、Physica D,、NMPDE等期刊上發(fā)表學術論文,出版專著3部,。主持3項國家自然科學基金等多個項目,,內蒙古自治區(qū)創(chuàng)新團隊負責人。入選內蒙古自治區(qū)“新世紀321人才工程”一層次人選,、獲內蒙古自然科學二等獎,、入選“草原英才”工程青年創(chuàng)新創(chuàng)業(yè)人才一層次。
講座主題:Maximum-Norm Error Estimates of Fourth-Order Compact and ADI Compact Difference Methods for Nonlinear Bacterial Systems
專家姓名:付紅斐
工作單位:中國海洋大學數(shù)學科學學院
講座時間:2024年05月18日14:00-14:30
講座地點:數(shù)學與信息科學學院341會議室
主辦單位:煙臺大學數(shù)學與信息科學學院
內容摘要:
By introducing two temporal derivative-dependent auxiliary variables, a linearized and decoupled fourth-order compact finite difference method is developed and analyzed for the nonlinear coupled bacterial systems. The temporal-spatial error splitting technique and discrete energy method are employed to prove the unconditional stability and convergence of the method in discrete maximum-norm. Furthermore, to improve the computational efficiency, an ADI compact difference algorithm is proposed, and the unconditional stability and optimal-order maximum-norm error estimate are also strictly established. Finally, several numerical experiments are conducted to validate the theoretical convergence and to simulate the phenomena of bacterial extinction as well as the formation of endemic diseases. In particular, an adaptive time-stepping algorithm is developed and tested for long-term stable simulations.
主講人介紹:
付紅斐,,中國海洋大學數(shù)學科學學院教授,、博士生導師,兼任中國工業(yè)與應用數(shù)學學會油水資源數(shù)值方法專委會委員,、山東數(shù)學會計算數(shù)學專委會委員等,。主要從事偏微分方程數(shù)值解法,、數(shù)值分析和快速算法方面的研究和教學工作。近年來先后主持,、參與國家自然科學基金(重點,、面上、青年),、山東省自然科學基金(面上,、青年)等,發(fā)表SCI論文60余篇,。兩次獲山東省科學技術獎自然科學二等獎,。2020年入選中國海洋大學“青年英才工程”第一層次人才計劃。
講座主題:Astabilizer-free weak Galerkin finite element method for the Darcy-Stokes equations
專家姓名:張莉
工作單位:四川師范大學
講座時間:2024年05月18日14:30-15:00
講座地點:數(shù)學與信息科學學院341會議室
主辦單位:煙臺大學數(shù)學與信息科學學院
內容摘要:
In this talk, we will introduce a new method for the Darcy-Stokes equations based on the stabilizer-free weak Galerkin ?nite element method. In the proposed method, we remove thestabilizer term by increasing the degree of polynomial approximation space of the weak gradient operator. We show that the new algorithm not only has a simpler formula, but also reduces the computational complexity. Some numerical tests are carried out to confirm the theoretical analysis.
主講人介紹:
張莉,,博士,,四川師范大學副教授、碩士生導師,,四川師范大學可視化計算與虛擬現(xiàn)實四川省重點實驗室常務副主任,,主要從事偏微分方程數(shù)值計算方法相關領域的研究工作,。先后主持和參與國家自然科學基金,、“973”項目子課題、四川省科技廳項目,、四川省教育廳項目,、四川省重點實驗室項目等。主要承擔《數(shù)值計算方法》,、《C語言》,、《離散數(shù)學》等6門專業(yè)課教學工作,曾獲四川師范大學“優(yōu)秀共產黨員”等榮譽稱號,。
講座主題:非局部模型的數(shù)值方法及局部收斂性研究
專家姓名:陰小波
工作單位:華中師范大學數(shù)學與統(tǒng)計學學院
講座時間:2024年05月18日15:00-15:30
講座地點:數(shù)學與信息科學學院341會議室
主辦單位:煙臺大學數(shù)學與信息科學學院
內容摘要:
In the first part, the numerical solution of nonlocal problem with integrable kernels is considered. The structure of the true solution to the problem is analyzed first. The analysis leads naturally to a new kind of discontinuous Galerkin method that can more efficiently solve the problem numerically. Moreover, it has optimal convergence rate for any dimensional case under mild assumptions. Some applications, such as sub-diffusion equations are also given. In the second part, we show the convergence analysis of nonlocal solutions by polygonal approximations to the local limit of the original nonlocal solutions. Our finding reveals that the new nonlocal solution does not converge to the correct local limit when the number of sides of polygons is uniformly bounded. On the other hand, if the number of sides tends to infinity, the desired convergence can be shown. These results may be used to guide computational studies of nonlocal problems, such as Peridynamics.
主講人介紹:
陰小波,,本科畢業(yè)于南開大學數(shù)學科學學院,博士畢業(yè)于中國科學院數(shù)學與系統(tǒng)科學研究院,,現(xiàn)為華中師范大學數(shù)學與統(tǒng)計學學院教授,、博士生導師。主要研究方向為有限元高精度算法,、移動網(wǎng)格方法和非局部問題的數(shù)值分析,。已在SIAM Journal on Numerical Analysis, Journal of Computational Physics, Journal of Scientific Computing, Communications in Mathematical Sciences, Advance in Computational Mathematics等雜志上發(fā)表多篇文章。主持三項國家自然科學基金項目,,作為主要成員參與一項國家自然科學基金重大研究計劃重點支持項目,。
講座主題:雜交間斷混合元方法及其在油藏數(shù)值模擬中的應用
專家姓名:張建松
工作單位:中國石油大學(華東)理學院
講座時間:2024年05月18日16:00-16:30
講座地點:數(shù)學與信息科學學院341會議室
主辦單位:煙臺大學數(shù)學與信息科學學院
內容摘要:
本報告主要介紹求解對流-擴散問題的一類新型雜交間斷混合有限元算法。以反應擴散方程,、拋物方程以及對流擴散方程為模型問題,,分別建立了相關數(shù)值格式,,并給出相關理論分析。同時將該算法應用到油藏數(shù)值模擬中的不可壓縮滲流驅動模型問題,,建立相關問題解的存在唯一性理論并給出誤差分析,。通過大量數(shù)值結果驗證理論分析的準確性以及算法高效性。
主講人介紹:
張建松,,副教授,,中國石油大學(華東)理學院,應用數(shù)學系碩士生導師,。主要從事微分方程數(shù)值算法研究,,特別是在油藏數(shù)值模擬、非線性熱耦合問題以及相場模型問題等方面做了大量的研究工作,,在國內外期刊SIAM Journal on Numerical Analysis,、Computer Methods in Applied Mechanics and Engineering等發(fā)表相關學術論文60余篇。主持國家級自然科學基金項目2項,、國家重點研發(fā)計劃子課題1項,、山東省自然科學基金項目3項。榮獲山東省高校優(yōu)秀科研成果獎二等獎1項,、三等獎1項,,青島經(jīng)濟技術開發(fā)區(qū)科技獎三等獎1項。
講座主題:Bayesian parameter inference in partial differential equations using persistence diagram data
專家姓名:鄧志亮
工作單位:電子科技大學
講座時間:2024年05月18日16:30-17:00
講座地點:數(shù)學與信息科學學院341會議室
主辦單位:煙臺大學數(shù)學與信息科學學院
內容摘要:
In complex physical systems, parameter inference problems are frequently encountered. These problems arise when we attempt to estimate or infer the values of unknown parameters in mathematical models that describe the behavior or properties of physical systems. Parameter inference plays a crucial role in understanding and analyzing physical systems, as it allows us to fit model predictions to experimental data and gain insights into the underlying mechanisms. The Bayesian approach is a powerful tool for tackling such parameter inference problems. In this framework, it provides a formal and coherent way to combine prior knowledge or beliefs about the parameters with experimental data to estimate the posterior probability distributions. In this paper, we explore the posterior distribution when the observation is collected as persistence diagrams of the solutions to partial differential equations. The well-posedness of the posterior distribution is analyzed. Some numerical tests are given to verify the effectiveness of the proposed method.
主講人介紹:
鄧志亮,,電子科技大學副教授,,從事反問題、數(shù)據(jù)同化,、拓撲數(shù)據(jù)分析等領域的研究,。
講座主題:二維Bakhvalov型網(wǎng)格上有限元方法的一致收斂性研究
專家姓名:張進
工作單位:山東師范大學
講座時間:2024年05月18日17:00-17:30
講座地點:數(shù)學與信息科學學院341會議室
主辦單位:煙臺大學數(shù)學與信息科學學院
內容摘要:
在工程技術和科學問題的應用領域中,常見各種邊界層現(xiàn)象,。為了在數(shù)值上精確求解這些邊界層,,通常會采用各種層適應網(wǎng)格。在這些網(wǎng)格中,,Bakhvalov型網(wǎng)格因其較高的精確度而廣受歡迎,。然而,如何證明有限元方法在二維Bakhvalov型網(wǎng)格上能夠一致收斂,,仍是一個懸而未決的問題,。我們將介紹這一領域的一些進展,包括在能量范數(shù)下的最優(yōu)一致收斂性和超逼近結果,。
主講人介紹:
張進,,山東師范大學,副教授,,博士生導師,。主要研究領域為奇異攝動問題的有限元方法,,在SINUM, CMAME, IMAJNA, JSC等期刊發(fā)表論文50余篇,主持及參與多項國家自然科學基金,。