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可積分アルゴリズム

数学 > 微分方程式 > 可積分系 > 可積分アルゴリズム

可積分アルゴリズム(かせきぶんアルゴリズム、: Integrable algorithms)とは、可積分系から派生した数値解析アルゴリズムの総称である[1][2][3][4]

背景

Zabusky-Kruskal によるソリトンの発見は彼らによるKdV方程式数値解析が契機であったように[5]可積分系理論は数値解析と結びつくことで進展してきた。戸田格子英語版数値線形代数におけるQR法[1][3]・qd法[6]特異値分解[1][3][7][8]、離散ソリトン方程式と数列の加速法など[2][9][10][11]、可積分系と数値解析の対応関係が次々と見出されて、可積分系を数値解析へ応用していく研究が活発化している[1][2][3][12][13]

可積分差分スキーム

広田良吾の研究

KdV方程式mKdV方程式などは非線形性によって差分法有限要素法などの従来通りのやり方では精度の良い計算ができず、数値実験結果だけを見ていると間違った結論(幻影解)にたどり着く危険がある[2]。そこで広田良吾は「可積分系がもっている数学的構造を離散化しても保存する」という観点に立ってKdV方程式を含むいろんな可積分系の差分化を行った[14][15][16][17][18]。広田良吾による研究はその後、以下のような様々な方面へ発展する[1]

Ablowitzの研究

一方で広田良吾と同じころ、Ablowitzたちはラックス・ペアの差分化によって様々なソリトン方程式を差分化しただけでなく[25][26][27][28][29]、可積分差分スキームによる数値解析と標準的手法との精度の比較を行い、可積分差分スキームが標準的手法よりも大幅に精度がよくなる場合があることを示した[30][31][32][33]

出典

  1. ^ a b c d e f 解析学百科II 可積分系の数理、朝倉書店、中村佳正 et al.(2018)
  2. ^ a b c d 可積分系の応用数理、裳華房、中村佳正 et al.(2000)
  3. ^ a b c d 可積分系の機能数理、共立出版、中村佳正。
  4. ^ Nakamura, Y. (2004, March). A new approach to numerical algorithms in terms of integrable systems. In International Conference on Informatics Research for Development of Knowledge Society Infrastructure, 2004. ICKS 2004. (pp. 194-205). IEEE.
  5. ^ N. J. Zabusky and M. D. Kruskal, Phys. Rev. Lett. 15 (1965) 240-243.
  6. ^ Kiyoshi Sogo (1993). “Toda Molecule Equation and Quotient-Difference Method”. Journal of the Physical Society of Japan (日本物理学会) 62 (4): 1081-1084. doi:10.1143/JPSJ.62.1081. https://doi.org/10.1143/JPSJ.62.1081.  (Paid subscription required要購読契約)
  7. ^ 中村佳正. (2003). 特異値分解法の可積分アルゴリズム INT-SVD (微分方程式の数値解法と線形計算).
  8. ^ Iwasaki, Masashi; Nakamura, Yoshimasa (2006). “Accurate computation of singular values in terms of shifted integrable schemes”. Japan journal of industrial and applied mathematics (Springer) 23 (3): 239. doi:10.1007/BF03167593. https://doi.org/10.1007/BF03167593. 
  9. ^ 永井敦; 薩摩順吉 (1995-12). “加速法と離散型ソリトン方程式(非線形可積分系の応用数理) [Acceleration Methods and Discrete Soliton Equations]”. 数理解析研究所講究録 (京都大学数理解析研究所) 933: 44-60. hdl:2433/59992. ISSN 1880-2818. CRID 1050282810531705728. https://hdl.handle.net/2433/59992. 
  10. ^ Papageorgiou, Grammaticos and Ramani (1993). Integrable Lattices and Convergence Acceleration Algorithms, Phys. Lett. A 179, 111-115.
  11. ^ Chang, X. K., He, Y., Hu, X. B., & Li, S. H. (2018). A new integrable convergence acceleration algorithm for computing Brezinski-Durbin-Redivo-Zaglia’s sequence transformation via Pfaffians. Numerical Algorithms, 1-20.
  12. ^ Nakamura, Y. (2001). Algorithms associated with arithmetic, geometric and harmonic means and integrable systems. en:Journal of computational and applied mathematics, 131(1-2), 161-174.
  13. ^ Chu, M. T. (2008). Linear algebra algorithms as dynamical systems. en:Acta Numerica, 17, 1-86.
  14. ^ R. Hirota, J. Phys. Soc. Jpn. 43 (1977) 4116-4124.
  15. ^ R. Hirota, J. Phys. Soc. Jpn. 43 (1977) 2074-2078.
  16. ^ R. Hirota, J. Phys. Soc. Jpn. 43 (1977) 2079-2086.
  17. ^ R. Hirota, J. Phys. Soc. Jpn. 45 (1978) 321-332.
  18. ^ R. Hirota, J. Phys. Soc. Jpn. 46 (1979) 312-319.
  19. ^ 広田良吾, & 高橋大輔. (2003). 差分と超離散. 共立出版.
  20. ^ 超離散化(: Ultradiscretization)に関する研究は2012年に日本応用数理学会から業績賞を受賞しており、その受賞理由は次のとおりである。
    超離散化理論は, 可積分系分野にとどまらず, 交通渋滞などの工学の諸分野, 整数論の未解決問題であるリーマン予想幾何学の分野で急速に発展しているトロピカル幾何学など数学の諸分野との関連や応用が指摘され, 今なお発展し続けている.
  21. ^ 時弘哲治. (2010). 箱玉系の数理. 朝倉書店.
  22. ^ 井ノ口順一. (2010). 曲線とソリトン. 朝倉書店.
  23. ^ 井ノ口順一. (2015). 曲面と可積分系. 朝倉書店.
  24. ^ Bobenko, A. I., & Seiler, R. (Eds.). (1999). Discrete integrable geometry and physics. en:Oxford University Press, USA.
  25. ^ M. J. Ablowitz and J. F. Ladik, J. Math. Phys. 16 (1975) 598-603.
  26. ^ M. J. Ablowitz and J. F. Ladik, J. Math. Phys. 17 (1976) 1011-1018.
  27. ^ M. J. Ablowitz and J. F. Ladik, Stud. Appl. Math. 55 (1977) 213-229.
  28. ^ M. J. Ablowitz and J. F. Ladik, Stud. Appl. Math. 57 (1977) 1-12.
  29. ^ M. J. Ablowitz and H. Segur, Solitons and Inverse Scattering Transform, (SIAM, Philadelphia, 1981).
  30. ^ T. R. Taha and M. J. Ablowitz, J. Comput. Phys., 55 (1984), 192-202.
  31. ^ T. R. Taha and M. J. Ablowitz, J. Comput. Phys., 55 (1984), 203-230.
  32. ^ T. R. Taha and M. J. Ablowitz, J. Comput. Phys., 55 (1984), 231-253.
  33. ^ T. R. Taha and M. J. Ablowitz, J. Comput. Phys., 55 (1988), 540-548.

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