摘要
对于线性常微分方程初值和两点边值问题,精细积分方法可给出计算机上的精确解.本文总结了精细积分方法的基本思想和算法的进一步发展.在初值问题精细积分方法方面,详细综述了精细积分方法的基本思想、对非齐次项的处理技术、大规模问题求解技术以及时变、非线性微分方程的求解.在两点边值问题精细积分方法方面,介绍了处理边值问题的基本思想和求解过程,总结了两点边值问题精细积分方法在各个领域的应用.最后,讨论了初值和边值问题精细积分方法的联系和区别,从而为精细积分方法的理解和应用提供了新的视角.
For the initial value and two-point boundary value problems of linear ordinary differential equation, the Precise Integration Method(PIM) gives exact solutions in the computer accuracy sense. In this paper, the basic idea and the further development of PIM are surveyed. For the initial value problems, the basic idea of PIM, the methods for integrating the nonhomogeneous term, the methods for large scale problems and the application of PIM in time-varying and nonlinear system are surveyed. For two-point boundary value problems, the basic idea and the fundamental formula of PIM are given and the application of the PIM for two-point boundary value problems in many fields are surveyed. Finally, the relationship between the PIM for the initial value and two-point boundary value problems is discussed, which gives a new angle for understanding and application of PIM.
引文
1 Bathe K J,Wilson E L.Numerical Methods in Finite Element Analysis.New Jersey:Prentice-Hall,1976
2 Dokainish M A,Subbaraj K.A survey of direct time-integration methods in computational structural dynamics-I.Explicit methods;II.Implicit methods.Comput Struct,1989,32:1371-1386
3 Lambert J D.The Initial Value Problem for Ordinary Differential Equations.New York:Academic Press,1993
4 Hairer E,Lubich C,Wanner G.Geometric Numerical Integration:Structure-Preserving Algorithms for Ordinary Differential Equations Berlin:Springer,2006
5钟万勰,杨再石.连续时间LQ控制主要本征对的算法.应用数学和力学,1991,12:45-50
6钟万勰.结构动力方程的精细时程积分法.大连理工大学学报,1994,34:131-136
7钟万勰.暂态历程的精细计算方法.计算结构力学及其应用,1995,12:1-6
8 Zhong W X,Williams F W.A precise time step integration method.P I Mech Eng C-J Mech,1994,208:427-430
9钟万勰.计算结构力学与最优控制.大连:大连理工大学出版社,1993
10 Zhong W X,Cheung Y K,Li Y.The precise finite strip method.Comput Struct,1998,69:773-783
11钟万勰.矩阵黎卡提方程的精细积分法.计算结构力学及其应用,1994,11:113-119
12林家浩,沈为平.结构非平稳随机响应的混合型精细时程积分.振动工程学报,1995,2:127-135
13谭述君,钟万勰.基于精细积分的(最优)控制系统程序库.见:技术科学论坛第二十三次学术报告会议论文集.上海:中国科学院,中国机械工程学会,2006.75-94
14吴志刚,谭述君,彭海军.现代控制系统设计与仿真-使用PIMCSD工具箱.北京:科学出版社,2012
15 Wei C Z,Guo J F,Park S Y,et al.IFF optimal control for missile formation reconfiguration in cooperative engagement.J Aerospace Eng,2013,28:04014087
16 Wei C Z,Shen Y,Ma X X,et al.Optimal formation keeping control in missile cooperative engagement.Aircr Eng Aerosp Tec,2012,84:376-389
17苗昊春,马清华,董国才,等.反坦克导弹最优一体化制导与控制.系统仿真技术,2013,9:9-13
18 Moler C,van Loan C.Nineteen dubious ways to compute the exponential of a matrix.SIAM Rev,1978,20:801-836
19 Moler C,van Loan C.Nineteen dubious ways to compute the exponential of a matrix,twenty-five years later.SIAM Rev,2003,45:3-49
20钟万勰,姚征.椭圆函数的精细积分算法.见:祝贺郑哲敏先生八十华诞应用力学报告会,应用力学进展论文集.北京:中国力学学会,2004.106-111
21 Fung T C.Computation of the matrix exponential and its derivatives by scaling and squaring.Int J Numer Methods Eng,2004,59:1273-1286
22陆静,韦笑梅,齐辉.正余弦矩阵函数的精细积分算法.广西工学院学报,2006,17:89-91
23富明慧,张文志.病态代数方程的精细积分解法.计算力学学报,2011,28:530-534
24刘勇,沈为平.精细时程积分中状态转换矩阵的自适应算法.振动与冲击,1995,14:82-85
25向宇,黄玉盈,曾革委.精细时程积分法的误差分析与精度设计.计算力学学报,2002,19:276-280
26陈奎孚,张森文.精细时程积分法的参数选择.计算力学学报,1998,15:301-305
27张洪武,钟万勰.矩阵指数计算算法讨论.大连理工大学学报,2000,40:522-525
28徐明毅,张勇传.精细辛算法的高效格式和简化计算.力学与实践,2005,27:55-57
29徐明毅,张勇传.精细辛几何算法的误差估计.数学物理学报,2006,26:314-320
30谭述君,吴志刚,钟万勰.矩阵指数精细积分方法中参数的自适应选择.力学学报,2009,41:961-966
31林家浩,沈为平,宋华茂,等.结构非平稳随机响应的混合型精细时程积分.振动工程学报,1995,(2):127-135
32 Lin J H,Shen W P,Williams F W.Accurate high-speed computation of non-stationary random structural response.Eng Struct,1997,19:586-593
33顾元宪,陈飚松,张洪武.结构动力方程的增维精细积分法.力学学报,2000,32:447-456
34周钢,王跃先,贾国庆,等.一种基于Taylor级数的齐次扩容精细算法.上海交通大学学报,2001,35:1916-1919
35向宇,黄玉盈,黄健强.一种新型齐次扩容精细积分法.华中科技大学学报:自然科学版,2002,30:74-76
36吴泽艳,王立峰,武哲.大规模动力系统高精度増维精细积分方法快速算法.振动与冲击,2014,33:188-192
37 Wang Y,Tian X,Zhou G.Homogenized high precision direct integration scheme and its applications in engineering.Commun Numer Meth Eng,2002,18:429-439
38时小红,周钢,付召华.基于Legendre多项式函数系的齐次扩容精细算法.计算力学学报,2005,22:335-338
39 Huang Y,Long Y.On orthogonal polynomial approximation with the dimensional expanding technique for precise time integration in transient analysis.Commun Nonlinear Sci Numer Simul,2007,12:1584-1603
40张森文,曹开彬.计算结构动力响应的状态方程直接积分法.计算力学学报,2000,17:94-97
41汪梦甫,周锡元.结构动力方程的更新精细积分方法.力学学报,2004,36:191-195
42 Wang M F,Au F T K.Assessment and improvement of precise time step integration method.Comput Struct,2004,84:779-786
43汪梦甫.无条件稳定的更新精细积分方法.固体力学学报,2006,27:311-314
44储德文,王元丰.精细直接积分法的积分方法选择.工程力学,2002,19:115-119
45任传波,贺光宗,李忠芳.结构动力学精细积分的一种高精度通用计算格式.机械科学与技术,2005,24:1507-1509
46张继锋,邓子辰,徐方暖,等.一种新的改进精细直接积分法.动力学与控制学报,2015,13:241-245
47谭述君,钟万勰.非齐次动力方程Duhamel项的精细积分.力学学报,2007,23:374-381
48谭述君,高强,钟万勰.Duhamel项的精细积分方法在非线性微分方程数值求解中的应用.计算力学学报,2010,27:752-758
49钟万勰.子域精细积分及偏微分方程数值解.计算结构力学及其应用,1995,12:253-260
50 Zhong W X,Zhu J P,Zhong X X.On a new time integration method for solving time dependent partial differential equations.Comput Meth Appl Mech Eng,1996,130:163-178
51陈飚松,顾元宪.瞬态热传导方程的子结构精细积分方法.应用力学学报,2001,18:14-19
52 Wu F,Gao Q,Zhong W.Subdomain precise integration method for periodic structures.Shock Vibr,2014,2014:657589
53储德文,王元丰.结构动力方程的振型分解精细积分法.铁道学报,2003,25:89-92
54高强,吴锋,张洪武,等.大规模动力系统改进的快速精细积分方法.计算力学学报,2011,28:493-498
55 Gao Q,Wu F,Zhang H,et al.A fast precise integration method for structural dynamics problems.Struct Eng Mech,2012,43:1-13
56 Wu F,Gao Q,Zhong W X.Fast precise integration method for hyperbolic heat conduction problems.Appl Math Mech,2013,34:791-800
57高强,姚伟岸,吴锋,等.周期结构动力响应的高效数值方法.力学学报,2011,43:1181-1185
58 Gao Q,Yao W,Wu F,et al.An efficient algorithm for computing the dynamic responses of one-dimensional periodic structures and periodic structures with defects.Comput Mech,2013,52:525-534
59 Gao Q,Zhang H W,Zhong W X,et al.An accurate and efficient method for dynamic analysis of two-dimensional periodic structures.Int JAppl Mech,2016,8:1650013
60 Zhang J,Gao Q,Tan S J,et al.A precise integration method for solving coupled vehicle-track dynamics with nonlinear wheel-rail contact.JSound Vibr,2012,331:4763-4773
61李渊印,金先龙,李丽君,等.精细时程法在大型结构动力响应中的应用.农业机械学报,2005,36:98-102
62顾无宪,陈飚松.非线性瞬态热传导的精细积分方法.大连理工大学学报,2000,40:24-28
63徐建新,郭巧荣,卿光辉.可分型指数矩阵的快速精细积分法.动力学与控制学报,2010,8:24-28
64 Fung T C,Chen Z L.Krylov precise time-step integration method.Int J Numer Meth Eng,2006,68:1115-1136
65 Fung T C.A precise time-step integration method by step-response and impulsive-response matrices for dynamic problems.Int J Numer Meth Eng,1997,40:4501-4527
66 Shen W P,Lin J H,Williams F W.Parallel computing for the high precision direct integration method.Comput Meth Appl Mech Eng,1995,126:315-331
67李渊印,金先龙,张晓云,等.非线性动力方程精细积分级数解的并行算法.上海交通大学学报,2008,40:1809-1812
68唐纪晔,钟万勰.交替方向的扩散方程精细积分并行算法.应用数学,1998,11:58-64
69吕和祥,蔡志勤,裘春航.非线性动力学问题的一个显式精细积分算法.应用力学学报,2001,18:34-40
70唐晨,张皞,闫海青,等.非线性系统的任意项精细积分外插多步法及其在混沌数值分析中的应用.物理学报,2003,52:1091-1095
71陈伯望,王海波.结构非线性动力分析的精细积分多步法.工程力学,2009,26:41-46
72 Li Y Y,Jin X L,Wang Y Q.An implicit series precise integration algorithm for structural nonlinear dynamic equations.Acta Mech Solida Sin,2005,18:70-75
73张靖姝,于洪洁,洪嘉振.非线性插值精细积分法在刚柔耦合弹簧摆中的应用.力学季刊,2013,34:415-422
74裘春航,吕和祥,钟万勰.求解非线性动力学方程的分段直接积分法.力学学报,2002,34:369-378
75 Yue C,Ren X,Yang Y,et al.A modified precise integration method based on Magnus expansion for transient response analysis of time varying dynamical structure.Chaos Soliton Fract,2016,89:40-46
76 Tan S J,Peng H J,Zhou W Y,et al.A novel extended precise integration method based on Fourier series expansion for the H2-norm of linear time-varying periodic systems.Int J Control,2016,89:2083-2095
77富明慧,蓝林华,陆克浪,等.时变动力系统的高阶乘法摄动方法.中国科学:物理学力学天文学,2012,42:185-189
78 Mei S L,Zhang S W.Coupling technique of variational iteration and homotopy perturbation methods for nonlinear matrix differential equations.Comput Math Appl,2007,54:1092-1100
79梅树立,张森文.基于精细积分技术的非线性动力学方程的同伦摄动法.计算力学学报,2005,22:665-670
80 Zhang S Y,Deng Z C.An improved precise integration method for nonlinear dynamic system.Mech Res Commun,2003,30:33-38
81 Zhang S Y,Deng Z C.Group preserving schemes for nonlinear dynamic system based on RKMK methods.Appl Math Comput,2006,175:497-507
82 Zhong W X,Williams F W,Bennett P N.Extension of the Wittrick-Williams algorithm to mixed variable systems.J Vib Acoust,1997,119:334-340
83谭述君,周文雅,吴志刚.线性定常系统非齐次两点边值问题的扩展精细积分方法.应用数学和力学,2015,36:1145-1157
84 Gao Q,Tan S J,Zhong W X,et al.Improved precise integration method for differential Riccati equation.Appl Math Mech,2013,34:1-14
85彭海军,高强.线性非齐次常微分方程两端边值问题精细积分法.大连理工大学学报,2010,50:475-480
86张文志,富明慧,蓝林华.两端边值问题的通用精细积分法.中山大学学报:自然科学版,2010,49:15-19
87 Chen B,Tong L,Gu Y.Precise time integration for linear two-point boundary value problems.Appl Math Comput,2006,175:182-211
88钟万勰,钟翔翔.LQ控制区段混合能矩阵的微分方程及其应用.自动化学报,1992,18:325-332
89钟万勰,蔡志勤.LQG量测反馈最优控制的精细积分.应用数学和力学,2000,21:1279-1284
90钟万勰.卡尔曼-布西滤波的精细积分.大连理工大学学报,1999,39:191-200
91钟万勰.H∞控制状态反馈与瑞利商精细积分.计算力学学报,1999,16:1-17
92吴志刚,钟万勰.有限时间H∞控制系统设计的精细积分方法.控制理论与应用,2002,19:291-296
93吴志刚.线性鲁棒控制的理论与计算.大连:大连理工大学出版社,2003
94钟万勰,吴志刚,谭述君.状态空间控制理论与计算.北京:科学出版社,2007
95 Gao Q,Zhong W X,Howson W P.A precise method for solving wave propagation problems in layered anisotropic media.Wave Motion,2004,40:191-207
96 Chen L.Green’s function for a transversely isotropic multi-layered half-space:An application of the precise integration method.Acta Mech2015,226:3881-3904
97 Cheng Y C,Ai Z Y.Consolidation analysis of transversely isotropic layered saturated soils in the Cartesian coordinate system by extended precise integration method.Appl Math Model,2015,40:2692-2704
98 Ai Z Y,Wu Q L,Wang L J.Extended precise integration method for axisymmetric thermo-elastic problem in transversely isotropic material Int J Numer Anal Methods Geomech,2016,40:297-312
99 Zhong W X,Howson W P,Williams F W.Precise solutions for surface wave propagation in stratified material.J Vib Acoust,2001,123:198-204
100 Gao Q,Lin J H,Zhong W X,et al.A precise numerical method for Rayleigh waves in a stratified half space.Int J Numer Methods Eng,2006,67:771-786
101 Gao Q,Lin J H,Zhong W X,et al.Propagation of non-stationary random waves in viscoelastic stratified solids.Comput Geotech,2006,33:444-453
102 Gao Q,Lin J H,Zhong W X,et al.Random wave propagation in a viscoelastic layered half space.Int J Solids Struct,2006,43:6453-6471
103 Gao Q,Howson W P,Watson A,et al.Propagation of non-uniformly modulated evolutionary random waves in a stratified viscoelastic solid.Struct Eng Mech,2006,24:213-225
104 Gao Q,Lin J H,Zhong W X,et al.Propagation of partially coherent non-stationary random waves in a viscoelastic layered half-space.Soil Dyn Earthq Eng,2008,28:305-320
105 Gao Q,Lin J H,Zhong W X,et al.Isotropic layered soil-structure interaction caused by stationary random excitations.Int J Solids Struct,2009,46:455-463
106林皋,韩泽军,李伟东,等.多层地基条带基础动力刚度矩阵的精细积分算法.力学学报,2012,44:557-567
107 Han Z J,Lin G,Li J B.Dynamic response of footings on stratified soil using the precise integration method.In:15th World Conference on Earthquake Engineering,2012
108 Lin G,Han Z,Zhong H,et al.A precise integration approach for dynamic impedance of rigid strip footing on arbitrary anisotropic layered half-space.Soil Dyn Earthq Eng,2013,49:96-108
109方宏远,林皋,张蓓.求解电磁波在层状有耗介质中反射和透射的精细积分方法.大连理工大学学报,2012,52:707-712
110富明慧,张文志.求解奇异摄动边值问题的精细积分法.应用数学和力学,2010,31:1382-1392