非线性动力学-5
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q=1时,H(x;1)=g(x).
因此,当嵌入变量q从0增加到1时,函数H(x,q)从f(x)连 续变化到g(x).
这样,H(x,t) 建立起从f(x) 到和g(x)之间的联系.在拓扑 (topology)〕理论中,这种连续的变化称为同伦 (homotopy),表示为
H (x, q) : f ~ g
u,0t(he)
auxiliary parameter , and the auxiliary function
areHso( )
properly chosen,the series (8) converges at
, onephas 1
u( ) u0 ( ) um ( ), m1
which must be one of solutions of original nonlinear equation.
为个一单未参知数的的嵌非入线变性量代数p 方[0程,的1:] 函数,我们构造如下的一
(1 p) f (X ( p)) f (x0) pf(1)X ( p),
当 p 时0,上述方程为线性方程
f ( X (0)) f (x0 ) 0,
即
X (0) x0
当 p 1时,方程(1)变为
f X (1) 0
( , p) (1 ( , p)) ( , p) ( , p),
rule of coefficient ergodicity,H(τ)=1
最后得到
得到一族解,通过 调节级数收敛
二、“同伦分析方法”简述
“同伦分析方法”特点
• 毋须任何小参数,可将一个非线性问 题转化为无穷多个线性问题!
• 可自由选取辅助线性算子、初始近似:
H(x,0)=f(x),H(x,1)=g(x),
H
f ~g
同伦是关于映射的等价关系
g(x) =H(x,1) H(x,q)
f(x) = H(x,0)
示意图
拓扑理论传统的同伦概念:
二、“同伦分析方法”简述
H (t, q) (1 q) F(t) q G(t)
其中,q为嵌入变量. 易知,q=0时,H(x;0)=f(x);
同伦的基本概念
• 两个拓扑空间如果可以通过一系列连续的形变从一个变到另一个,那么就称 这两个拓扑空间同伦。
• 同伦的定义
设X和Y都是拓扑空间,f和g是X到Y的连续映 射,即 f:X→Y, g: X→Y , 如果存 在连续映射H:X×I→Y(这里I=[0,1]),使得对任何x∈X,满足:
则称f和g 是同伦的,称H是由f到 g的一个同伦或伦移,即
f
(
x0
)(
x[1] 0
)2
f (x0 )
类似地,可以求得k阶变形导数 x0[k ] ,则
x
x0
k 1
x[k ] 0
k!
一阶近似公式为
x x0
f (x0 ) f ' (x0 )
( 1时为牛顿迭代公式)
E2.非线性微分方程
u( ) 0
where is a nonlinear operator, denotes independent variable,
(10)
?
线性方程
?
( , p) u0 ( ) um ( )pm m1
It should be emphasized that um (fo) r m ≥ 1 is governed by the linear equation (10) with the linear boundary conditions that come from original problem, which can be easily solved by symbolic computation software such as Maple and Mathematica.
则X (1) x, 就是原非线性方程f(x)=0的解.
因此,当嵌入变量 p从0变化到1时, X ( 从p)初始猜测解 变x0化
到非线性代数方程解 ,因x此方程(1)构造了一个
x0 ~ x的同伦.
设 X ( p)存在无穷阶导数
x[m] 0
m X ( p) pm
p0
根据Taylor定理,有
X
(
p)
straightforward that the initial approximation should be in the
form
u0 ( ) e ,
(1) Construct zero-order deformation equation
(1 p) (, p) u0( ) p H( ) (, p),
must be expressed in the same form as (12) and the other
expressions such as
must be avomideedn.
According to (11) and (12), we choose the linear operator
Obviously, when p = 0 and p =1, it holds
( ,0) u0( ), ( ,1) u( ).
Thus as p increases from 0 to 1, the solution
the initial guess
to the soulu0t(io)n
.
(v,apri)es from u( )
• Liao提出“广义同伦”之概念:
H (t, q) (1 q)F(t) q G(t) H (t, q) A(q)F(t) B(q)G(t)
Basic ideas of HAM
• E1.非线性代数方程 f(x)=0.(构造同伦)
设 x为0 已知的初始猜测解,嵌入变量 p [0,1], X ( p)
Expanding ( , p) in Taylor series with respect to
one has
( , p) u0 ( ) um ( )pm m1
where
um
(
)
1 m!
m( ,
pm
p)
p0
,p
(8)
If the auxiliary linear operator , the initial guess
As 1 and H ( ) ,1Eq(7) becomes
(1 p) (, p) u0( ) p (, p) 0,
(9)
which is used mostly in the homotopy analysis method.
(2) Construct mth-order deformation equation
“摄动方法”的本质: 应用方程中的小(大)物理参数,将一个 非线性问题转化为无穷多个线性子问题。
优点:物理意义明确;简单、易懂;
缺点:(1)依赖小参数,当所研究问题不含小参 数时使得摄动展开法面临困难 (2)摄动展开解只在参数比较小的情况下 能够给出较好的近似,随着“小参数”的增 大,近似解精度下降,以致失效。 (3)无法确保解的收敛
is an unknouw(nf)unction, respectively.
(1) Construct zero-order deformation equation
(1 p) (, p) u0( ) p H( ) (, p), (7)
Where p ∈ [0, 1] is the embedding parameter,
X
(0)
k 1
x[k ] 0
k!
p
k
则
x
x0
k 1
x[k ] 0
k!
(2)
如何求 x0[k ]?
将(1)式对p求一阶导数
(1
) f (X ) 1 (1
) p df
dX
dX dp
f (x0 )
(3)
令 p 0得
f
'
(
x0
)
x [1] 0
f (x0 )
则
x [1] 0
f (x0 ) f ' (x0 )
—— 线性子问题中的线性算子毋须 与原始非线性方程中的线性算子相同 或密切相关!
初二步、形“成同一伦个较分为析完方整法的”理简论述体系
(1)提出三个原则: • 解表达原则(Rule of solution expression) • 解存在原则(Rule of solution existence) • 完备性原则(Rule of coefficient ergodicity) 指导辅助线性算子、初始近似、辅助函数之选取 (2)证明了“收敛性定理”
怎样的近似解析方法才是最理想的? • 不依赖小参数 • 确保解的收敛性,适用于强非线性问题
拓扑学中的几个基本概念
• 拓扑和拓扑空间
如果对一个非空集合X给予适当的结构,使之能引 入微积分中的极限和连续的概念,这样的结构就 称为拓扑。
具有拓扑结构的空间称为拓扑空间。
引入拓扑结构的方法有多种,如邻域系、开集系、 闭集系、闭包系、内部系等不同方法。
(4)
将(3)式对p再求一次导数
2(1
) df dX [1 (1 dX dp
)
p]
d2 dX
f
2
dX
dp
2
df dX
d2X dp2
0
(5)
令 p 0得
f
(
x0
)
x[2] 0
2(1
)f
(
x0
)
x[1] 0
f
(
x0
)(
x[1] 0
)2
Leabharlann Baidu
(6)
x[2] 0
2(1
)
f
(
x0
)
x[1] 0
( , p) ( , p) ( , p),
with the property
c1e 0. Where c1 is constant.
From (11), we define a nonlinear operator
( , p) (1 ( , p)) ( , p) ( , p),
According to (11) and the rule of solution expression (12), it is
is a nonzero auxiliary parameter,
H ( ) is an auxiliary function,
is an auxiliary linear operator,
[0] 0
u0 ( ) is an initial guess of u(,) ( , p)is a unknown function, respectively.
Thus as pincreases from 0 to 1, the solution
the initial guess
to the soulu0t(io)n
.
(va, rpie)s from u( )
(2) Construct mth-order deformation equation
( , p) u0 ( ) um ( )pm m1
非线性动力学
姚宝恒
上海交通大学
船舶海洋与建工学院
Beyond Perturbation
Introduction to Homotopy Analysis Method
Outline
• Concept of Homotopy in Topology • Basic ideas of Homotopy Analysis method • Examples • Applications of the theory in solving nonlinear equations • Conclusions • References
en n 1, 2,3, ,
in the form
u( ) dnen ,
(12)
n 1
where d n is a coefficient to be determined,This provides us with
the so-called rule of solution expression, i.e., the solution of (11)
E3.非线性微分方程求解
(1 u) du u 0, u(0) 1 (11) d
According to the governing equation and the initial condition (11), the solution can be expressed by a set of base functions
Define the vector
un u0( ),u1( ), ,un( )
Differentiating Eq. (7) m times with respect to the embedding parameter p and then setting p = 0 and finally dividing them by m!, we have the so-called m th-order deformation equation
因此,当嵌入变量q从0增加到1时,函数H(x,q)从f(x)连 续变化到g(x).
这样,H(x,t) 建立起从f(x) 到和g(x)之间的联系.在拓扑 (topology)〕理论中,这种连续的变化称为同伦 (homotopy),表示为
H (x, q) : f ~ g
u,0t(he)
auxiliary parameter , and the auxiliary function
areHso( )
properly chosen,the series (8) converges at
, onephas 1
u( ) u0 ( ) um ( ), m1
which must be one of solutions of original nonlinear equation.
为个一单未参知数的的嵌非入线变性量代数p 方[0程,的1:] 函数,我们构造如下的一
(1 p) f (X ( p)) f (x0) pf(1)X ( p),
当 p 时0,上述方程为线性方程
f ( X (0)) f (x0 ) 0,
即
X (0) x0
当 p 1时,方程(1)变为
f X (1) 0
( , p) (1 ( , p)) ( , p) ( , p),
rule of coefficient ergodicity,H(τ)=1
最后得到
得到一族解,通过 调节级数收敛
二、“同伦分析方法”简述
“同伦分析方法”特点
• 毋须任何小参数,可将一个非线性问 题转化为无穷多个线性问题!
• 可自由选取辅助线性算子、初始近似:
H(x,0)=f(x),H(x,1)=g(x),
H
f ~g
同伦是关于映射的等价关系
g(x) =H(x,1) H(x,q)
f(x) = H(x,0)
示意图
拓扑理论传统的同伦概念:
二、“同伦分析方法”简述
H (t, q) (1 q) F(t) q G(t)
其中,q为嵌入变量. 易知,q=0时,H(x;0)=f(x);
同伦的基本概念
• 两个拓扑空间如果可以通过一系列连续的形变从一个变到另一个,那么就称 这两个拓扑空间同伦。
• 同伦的定义
设X和Y都是拓扑空间,f和g是X到Y的连续映 射,即 f:X→Y, g: X→Y , 如果存 在连续映射H:X×I→Y(这里I=[0,1]),使得对任何x∈X,满足:
则称f和g 是同伦的,称H是由f到 g的一个同伦或伦移,即
f
(
x0
)(
x[1] 0
)2
f (x0 )
类似地,可以求得k阶变形导数 x0[k ] ,则
x
x0
k 1
x[k ] 0
k!
一阶近似公式为
x x0
f (x0 ) f ' (x0 )
( 1时为牛顿迭代公式)
E2.非线性微分方程
u( ) 0
where is a nonlinear operator, denotes independent variable,
(10)
?
线性方程
?
( , p) u0 ( ) um ( )pm m1
It should be emphasized that um (fo) r m ≥ 1 is governed by the linear equation (10) with the linear boundary conditions that come from original problem, which can be easily solved by symbolic computation software such as Maple and Mathematica.
则X (1) x, 就是原非线性方程f(x)=0的解.
因此,当嵌入变量 p从0变化到1时, X ( 从p)初始猜测解 变x0化
到非线性代数方程解 ,因x此方程(1)构造了一个
x0 ~ x的同伦.
设 X ( p)存在无穷阶导数
x[m] 0
m X ( p) pm
p0
根据Taylor定理,有
X
(
p)
straightforward that the initial approximation should be in the
form
u0 ( ) e ,
(1) Construct zero-order deformation equation
(1 p) (, p) u0( ) p H( ) (, p),
must be expressed in the same form as (12) and the other
expressions such as
must be avomideedn.
According to (11) and (12), we choose the linear operator
Obviously, when p = 0 and p =1, it holds
( ,0) u0( ), ( ,1) u( ).
Thus as p increases from 0 to 1, the solution
the initial guess
to the soulu0t(io)n
.
(v,apri)es from u( )
• Liao提出“广义同伦”之概念:
H (t, q) (1 q)F(t) q G(t) H (t, q) A(q)F(t) B(q)G(t)
Basic ideas of HAM
• E1.非线性代数方程 f(x)=0.(构造同伦)
设 x为0 已知的初始猜测解,嵌入变量 p [0,1], X ( p)
Expanding ( , p) in Taylor series with respect to
one has
( , p) u0 ( ) um ( )pm m1
where
um
(
)
1 m!
m( ,
pm
p)
p0
,p
(8)
If the auxiliary linear operator , the initial guess
As 1 and H ( ) ,1Eq(7) becomes
(1 p) (, p) u0( ) p (, p) 0,
(9)
which is used mostly in the homotopy analysis method.
(2) Construct mth-order deformation equation
“摄动方法”的本质: 应用方程中的小(大)物理参数,将一个 非线性问题转化为无穷多个线性子问题。
优点:物理意义明确;简单、易懂;
缺点:(1)依赖小参数,当所研究问题不含小参 数时使得摄动展开法面临困难 (2)摄动展开解只在参数比较小的情况下 能够给出较好的近似,随着“小参数”的增 大,近似解精度下降,以致失效。 (3)无法确保解的收敛
is an unknouw(nf)unction, respectively.
(1) Construct zero-order deformation equation
(1 p) (, p) u0( ) p H( ) (, p), (7)
Where p ∈ [0, 1] is the embedding parameter,
X
(0)
k 1
x[k ] 0
k!
p
k
则
x
x0
k 1
x[k ] 0
k!
(2)
如何求 x0[k ]?
将(1)式对p求一阶导数
(1
) f (X ) 1 (1
) p df
dX
dX dp
f (x0 )
(3)
令 p 0得
f
'
(
x0
)
x [1] 0
f (x0 )
则
x [1] 0
f (x0 ) f ' (x0 )
—— 线性子问题中的线性算子毋须 与原始非线性方程中的线性算子相同 或密切相关!
初二步、形“成同一伦个较分为析完方整法的”理简论述体系
(1)提出三个原则: • 解表达原则(Rule of solution expression) • 解存在原则(Rule of solution existence) • 完备性原则(Rule of coefficient ergodicity) 指导辅助线性算子、初始近似、辅助函数之选取 (2)证明了“收敛性定理”
怎样的近似解析方法才是最理想的? • 不依赖小参数 • 确保解的收敛性,适用于强非线性问题
拓扑学中的几个基本概念
• 拓扑和拓扑空间
如果对一个非空集合X给予适当的结构,使之能引 入微积分中的极限和连续的概念,这样的结构就 称为拓扑。
具有拓扑结构的空间称为拓扑空间。
引入拓扑结构的方法有多种,如邻域系、开集系、 闭集系、闭包系、内部系等不同方法。
(4)
将(3)式对p再求一次导数
2(1
) df dX [1 (1 dX dp
)
p]
d2 dX
f
2
dX
dp
2
df dX
d2X dp2
0
(5)
令 p 0得
f
(
x0
)
x[2] 0
2(1
)f
(
x0
)
x[1] 0
f
(
x0
)(
x[1] 0
)2
Leabharlann Baidu
(6)
x[2] 0
2(1
)
f
(
x0
)
x[1] 0
( , p) ( , p) ( , p),
with the property
c1e 0. Where c1 is constant.
From (11), we define a nonlinear operator
( , p) (1 ( , p)) ( , p) ( , p),
According to (11) and the rule of solution expression (12), it is
is a nonzero auxiliary parameter,
H ( ) is an auxiliary function,
is an auxiliary linear operator,
[0] 0
u0 ( ) is an initial guess of u(,) ( , p)is a unknown function, respectively.
Thus as pincreases from 0 to 1, the solution
the initial guess
to the soulu0t(io)n
.
(va, rpie)s from u( )
(2) Construct mth-order deformation equation
( , p) u0 ( ) um ( )pm m1
非线性动力学
姚宝恒
上海交通大学
船舶海洋与建工学院
Beyond Perturbation
Introduction to Homotopy Analysis Method
Outline
• Concept of Homotopy in Topology • Basic ideas of Homotopy Analysis method • Examples • Applications of the theory in solving nonlinear equations • Conclusions • References
en n 1, 2,3, ,
in the form
u( ) dnen ,
(12)
n 1
where d n is a coefficient to be determined,This provides us with
the so-called rule of solution expression, i.e., the solution of (11)
E3.非线性微分方程求解
(1 u) du u 0, u(0) 1 (11) d
According to the governing equation and the initial condition (11), the solution can be expressed by a set of base functions
Define the vector
un u0( ),u1( ), ,un( )
Differentiating Eq. (7) m times with respect to the embedding parameter p and then setting p = 0 and finally dividing them by m!, we have the so-called m th-order deformation equation