All issues

The approach to increase efficiency of Gill and Murray's algorithm of Newtonian methods of unconstrained optimization with step adjustment creation is offered, rests on Cholesky’s factorization. It is proved that the strategy of choice of the descent direction also determines the solution of the problem of scaling of steps at descent, and approximation by non-quadratic functions, and integration with a method of a confidential vicinity.

The paper develops a theory of a new so-called two-parametric approach to the random signals' analysis and processing. A mathematical simulation and the task solutions’ comparison have been implemented for the Gauss and Rice statistical models. The applicability of the Rice statistical model is substantiated for the tasks of data and images processing when the signal’s envelope is being analyzed. A technique is developed and theoretically substantiated for solving the task of the noise suppression and initial image reconstruction by means of joint calculation of both statistical parameters — an initial signal’s mean value and noise dispersion — based on the maximum likelihood method within the Rice distribution. The peculiarities of this distribution’s likelihood function and the following from them possibilities of the signal and noise estimation have been analyzed.

A procedure of approximate solving of the radiation transfer problem is presented. The approximated solution is being built successively from the domain border along the direction of radiation propagation. The algorithm was tested for model problem of hot ball radiation.

This work is devoted to development of an algorithm for numerical integration of differential equations potentially-streaming method simulation of non-equilibrium processes. This method was developed by the author in his earlier published works. In this paper, consideration is limited to systems with lumped parameters. Also previously developed method for analyzing the correctness of the author of the approximate solution of the system potentially-streaming equations for systems in lumped parameters. The purpose of this article is to combine this technique with modern numerical methods for integrating systems of ordinary differential equations and the development of methods of numerical integration of systems of equations potentially-streaming method that allows to guarantee the correctness of the approximate solution.

In the paper the results of applying the implicit line-by-line recurrence method for solving of systems of elliptic difference equations, arising, in particular, at numerical simulation of dynamics of incompressible viscous fluid are considered. Research is conducted on the example of the problem about a steady-state two-dimensional lid-driven cavity flow formulated in primitive variables ($u,\, v,\, p$) for large Re (up to 20 000) and grids (up to 2049×2049). High efficiency of the method at calculation of a pressure correction fields is demonstrated. The difficulties of constructing a solution of the problem for large Rе are analyzed.

We consider integration Clein–Gordon and Dirac equations in Bianchi IX cosmology model. Using the noncommutative integration method we found the new exact solutions for Taub universe.

Noncommutative integration method for Bianchi IX model is based on the use of the special infinite-dimensional holomorphic representation of the rotation group, which is based on the nondegenerate orbit adjoint representation, and complex polarization of degenerate covector. The matrix elements of the representation of form a complete and orthogonal set and allow you to use the generalized Fourier transform. Casimir operator for rotation group under this transformation becomes constant. And the symmetry operators generated by the Killing vector fields in the linear differential operators of the first order from one dependent variable. Thus, the relativistic wave equation on the rotation group allow non-commutative reduction to ordinary differential equations. In contrast to the well-known method of separation of variables, noncommutative integration method takes into account the non-Abelian algebra of symmetry operators and provides solutions that carry information about the non-commutative symmetry of the task. Such solutions can be useful for measuring the vacuum quantum effects and the calculation of the Green’s functions by the splitting-point method.

The work for the Taub model compared the solutions obtained with the known, which are obtained by separation of variables. It is shown that the non-commutative solutions are expressed in terms of elementary functions, while the known solutions are defined by the Wigner function. And commutative reduced by the Klein–Gordon equation for Taub model coincides with the equation, reduced by separation of variables. A commutative reduced by the Dirac equation is equivalent to the reduced equation obtained by separation of variables.

Currently, different nonlinear numerical schemes of the spatial approximation are used in numerical simulation of boundary value problems for hyperbolic systems of partial differential equations (e. g. gas dynamics equations, MHD, deformable rigid body, etc.). This is due to the need to improve the order of accuracy and perform simulation of discontinuous solutions that are often occurring in such systems. The need for non-linear schemes is followed from the barrier theorem of S. K. Godunov that states the impossibility of constructing a linear scheme for monotone approximation of such equations with approximation order two or greater. One of the most accurate non-linear type schemes are ENO (essentially non oscillating) and their modifications, including WENO (weighted, essentially non oscillating) scemes. The last received the most widespread, since the same stencil width has a higher order of approximation than the ENO scheme. The benefit of ENO and WENO schemes is the ability to maintain a high-order approximation to the areas of non-monotonic solutions. The main difficulty of the analysis of such schemes comes from the fact that they themselves are nonlinear and are used to approximate the nonlinear equations. In particular, the linear stability condition was obtained earlier only for WENO5 scheme (fifth-order approximation on smooth solutions) and it is a numerical one. In this paper we consider the problem of construction and stability for WENO5, WENO7, WENO9, WENO11, and WENO13 finite volume schemes for the Hopf equation. In the first part of this article we discuss WENO methods in general, and give the explicit expressions for the coefficients of the polynomial weights and linear combinations required to build these schemes. We prove a series of assertions that can make conclusions about the order of approximation depending on the type of local solutions. Stability analysis is carried out on the basis of the principle of frozen coefficients. The cases of a smooth and discontinuous behavior of solutions in the field of linearization with frozen coefficients on the faces of the final volume and spectra of the schemes are analyzed for these cases. We prove the linear stability conditions for a variety of Runge-Kutta methods applied to WENO schemes. As a result, our research provides guidance on choosing the best possible stability parameter, which has the smallest effect on the nonlinear properties of the schemes. The convergence of the schemes is followed from the analysis.

Multiplicative methods for sparse matrices are best suited to reduce the complexity of operations solving systems of linear equations performed on each iteration of the simplex method. The matrix of constraints in these problems of sparsely populated nonzero elements, which allows to obtain the multipliers, the main columns which are also sparse, and the operation of multiplication of a vector by a multiplier according to the complexity proportional to the number of nonzero elements of this multiplier. In addition, the transition to the adjacent basis multiplier representation quite easily corrected. To improve the efficiency of such methods requires a decrease in occupancy multiplicative representation of the nonzero elements. However, at each iteration of the algorithm to the sequence of multipliers added another. As the complexity of multiplication grows and linearly depends on the length of the sequence. So you want to run from time to time the recalculation of inverse matrix, getting it from the unit. Overall, however, the problem is not solved. In addition, the set of multipliers is a sequence of structures, and the size of this sequence is inconvenient is large and not precisely known. Multiplicative methods do not take into account the factors of the high degree of sparseness of the original matrices and constraints of equality, require the determination of initial basic feasible solution of the problem and, consequently, do not allow to reduce the dimensionality of a linear programming problem and the regular procedure of compression — dimensionality reduction of multipliers and exceptions of the nonzero elements from all the main columns of multipliers obtained in previous iterations. Thus, the development of numerical methods for the solution of linear programming problems, which allows to overcome or substantially reduce the shortcomings of the schemes implementation of the simplex method, refers to the current problems of computational mathematics.

In this paper, the approach to the construction of numerically stable direct multiplier methods for solving problems in linear programming, taking into account sparseness of matrices, presented in packaged form. The advantage of the approach is to reduce dimensionality and minimize filling of the main rows of multipliers without compromising accuracy of the results and changes in the position of the next processed row of the matrix are made that allows you to use static data storage formats.

As a direct continuation of this work is the basis for constructing a direct multiplicative algorithm set the direction of descent in the Newton methods for unconstrained optimization is proposed to put a modification of the direct multiplier method, linear programming by integrating one of the existing design techniques significantly positive definite matrix of the second derivatives.

The second part of paper is devoted to final study of three classic partial differential equations (Laplace, Diffusion and Wave) solution using simple numerical methods in terms of Cellular Automata. Specificity of this solution has been shown by different examples, which are related to the hexagonal grid. Also the next statements that are mentioned in the first part have been proved: the matter conservation law and the offensive effect of excessive hexagonal symmetry.

From the point of CA view diffusion equation is the most important. While solving of diffusion equation at the infinite time interval we can find solution of boundary value problem of Laplace equation and if we introduce vector-variable we will solve wave equation (at least, for scalar). The critical requirement for the sampling of the boundary conditions for CA-cells has been shown during the solving of problem of circular membrane vibrations with Neumann boundary conditions. CA-calculations using the simple scheme and Margolus rotary-block mechanism were compared for the quasione-dimensional problem “diffusion in the half-space”. During the solving of mixed task of circular membrane vibration with the fixed ends in a classical case it has been shown that the simultaneous application of the Crank–Nicholson method and taking into account of the second-order terms is allowed to avoid the effect of excessive hexagonal symmetry that was studied for a simple scheme.

By the example of the centrally symmetric Neumann problem a new method of spatial derivatives introducing into the postfix CA procedure, which is reflecting the time derivatives (on the base of the continuity equation) was demonstrated. The value of the constant that is related to these derivatives has been empirically found in the case of central symmetry. The low rate of convergence and accuracy that limited within the boundaries of the sample, in contrary to the formal precision of the method (4-th order), prevents the using of the CAmethods for such problems. We recommend using multigrid method. During the solving of the quasi-diffusion equations (two-dimensional CA) it was showing that the rotary-block mechanism of CA (Margolus mechanism) is more effective than simple CA.

In the article a theory of the implicit iterative line-by-line recurrence method for solving the systems of finite-difference equations which arise as a result of approximation of the two-dimensional elliptic differential equations on a regular grid is stated. On the one hand, the high effectiveness of the method has confirmed in practice. Some complex test problems, as well as several problems of fluid flow and heat transfer of a viscous incompressible liquid, have solved with its use. On the other hand, the theoretical provisions that explain the high convergence rate of the method and its stability are not yet presented in the literature. This fact is the reason for the present investigation. In the paper, the procedure of equivalent and approximate transformations of the initial system of linear algebraic equations (SLAE) is described in detail. The transformations are presented in a matrix-vector form, as well as in the form of the computational formulas of the method. The key points of the transformations are illustrated by schemes of changing of the difference stencils that correspond to the transformed equations. The canonical form of the method is the goal of the transformation procedure. The correctness of the method follows from the canonical form in the case of the solution convergence. The estimation of norms of the matrix operators is carried out on the basis of analysis of structures and element sets of the corresponding matrices. As a result, the convergence of the method is proved for arbitrary initial vectors of the solution of the problem.

The norm of the transition matrix operator is estimated in the special case of weak restrictions on a desired solution. It is shown, that the value of this norm decreases proportionally to the second power (or third degree, it depends on the version of the method) of the grid step of the problem solution area in the case of transition matrix order increases. The necessary condition of the method stability is obtained by means of simple estimates of the vector of an approximate solution. Also, the estimate in order of magnitude of the optimum iterative compensation parameter is given. Theoretical conclusions are illustrated by using the solutions of the test problems. It is shown, that the number of the iterations required to achieve a given accuracy of the solution decreases if a grid size of the solution area increases. It is also demonstrated that if the weak restrictions on solution are violated in the choice of the initial approximation of the solution, then the rate of convergence of the method decreases essentially in full accordance with the deduced theoretical results.