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# SCALE DIVERSITY

PROBLEM
IN NUMERICAL
SOLUTION
OF EVOLUTIONARY
SYSTEMS
V. V. BOBKOV
. .
,
The main sources of diffi-

tional numerical methods
. (,
encounter in conditions , ) -
of large scale diversity of -
.
the components of the

solution, are analyzed. A -
requirements to new , -
.
methods (treating such , ,
condition) is formulated. . -

,
fl , ,
, , , , ,
-
. --
fl -
- -
fl -
,
fl - .
fl. - , -
, -
fl - ,
,
, -
,
fl. -

.

u'(t) = u(t), (1)
t u(t)
u'(t) (1)
0. -
., 1997

, -

u(t) = e tc (2)
c,
, ,

.. 121
(1), , a(t) = '(t) (t). (5)
u(t0) = u0 ,
u(t) t = t0 . - (5) (4) -
e t -
, , '(t) = (t), (6)
t t
2 2
t
e = 1 + ----- + --------- + (3) (t) = u(t) (t). (1), (2),
1! 2! (6)
(t) = e tc, -
(4)
, k ! = 1 2 k. ( (5)

) - u(t) = e tc + (t) (7)
, (3)
- c.
t, (t) = e t -
, , - ,
: (t) ,

e 0 = 1, e (t + ) = e t e , '(t) = (t), (7) -
-
(t) = e t. .
t - c,
(3) - (4), (5). -
. , (7)
1 1 1 4 , ,
e = e 1 + ---- + ----- + ----- = 2 + --- 2,7;
1
.
1! 2! 3! 6
(1), (4)
1 1 1 1 17
e 1 + ---- + ----- + ----- + ----- = 2 + ------ 2,7.
1! 2! 3! 4! 24
u'(t) = f(t, u(t)), (8)

e x (x = t, e 2,7) -
(. 1). : t
u(t). f -
(1) - (8) (1), (4)
. , , -
-
u'(t) = u(t) + a(t), (4)
a(t) (t) - u i' ( t ) = f i ( t, u 1 ( t ), u 2 ( t ), , u n ( t ) ), i = 1, 2, , n, (9)

(8),
3 (36) u(t)
(3) (19)
ui(t), i = 1, 2, , n.
u'(t), f(t, u(t)). -
2 , , -
,
1 , -
(36) .
(3) (9) ( (8))
4 2 0 2 4
-
1 (36) . -
,
(19) 2 , -
, -
. 1. e (3), .
1
1 + (19), ------------ (36)
1

122 , 7, 1997
(1) (4), (5), , -
. (
(1) - ) .
, , - , -
t u = u(t) -
( ) (8) (-
u 'i ( t ) = a i1 u 1 ( t ) + a i2 u 2 ( t ) + + a in u n ( t ), ) u = u ( t + )
(10) t + , > 0.
i = 1, 2, , n, (8) , -
, y u .
, (8), -
y , -

,
u'(t) = Au(t), (11)
y = y + f ( t, y ), (16)
A
y u, , -
a 11 a 1n , (8)
t u'(t)
A= . (12)

a n1 a nn
(u(t + ) u(t))/. (17)
u(t) - (1)
- -
:
y = E ( )y, (18)
u1 ( t )
u(t ) = . (13)
E() = 1 + . (19)
un ( t )
(2) (18)
A
u(t) (11) -
(t + )
(10) (11). u = e c = e u. (20)
- (11) (18),
, , (19), (20) ( -
(4), (5). ):
(1), (2) (11) -
y = E ( A )y, (21)
u(t) = e Atc (14) E(A) = I + A, (22)
c n, u = e u.
A
(23)
e At (3):
2 2
, -
At At A t (21), (22) ( -
e = I + ------ + ---------- + (15)
1! 2! (23)) (11) -
(1)
I -
(12) : ai j = 0, ,
i j, aii = 1. - -
- , -
(12); -
.
(12) -
(13) (. (7))
( ) - (, (5)),
; -
. (11). -
- (7)
(4), (5),

.. 123
(11) (14) , - A, ,
, . , A (11)
( - , , ,
)
, - ,
n- ,
,
, A. (28) A
u
(13), , .

## u = u1l 1 + u2l 2 + + unl n, (24) , (24) u -

- l i, i = 1, 2, , n,
n
,
a
i
i, . u= i (29)
A (aij = 0 (12), i j) Au - i=1
(24) , ,
i, i = 1, 2, , n,
Au = u1a11l 1 + u2a22l 2 + + unannl n. (25) A, ai , i = 1, 2, , n, -
, , -
(. (3), (15), (22), (23)):
. (28)
E(A)u = u1(1 + a11)l 1 + u2(1 + a22)l 2 + (25)(27)
+ un(1 + ann)l n, (26) n

a ,
i
A a 11 1 a 22 2 a nn n Au = i i
u = e u = u 1 e l + u2 e l + + un e l. (27)
i=1

A (12),
n
(25)(27), .
E ( A )u = a ( 1 + ),
i
- i i (30)
, (24) i=1

u -
n
l i, i = 1, 2, , n, -
a e
A i i
i, i = 1, 2, , n, u = e u = i . (31)
A i=1

n- - i , i = 1, 2, , n, A,
. - , ,
- , . -
A, -
(. A, -
Ai = i i (i 0). (28) i = aii , i = 1, 2, , n, (11)
n (1),
i , -
(28) - ).
i, - -
A, u (. (29)) u (. (31))
i. , -
i l i, .
i = aii , i = 1, 2, , n. - -
(12), - . (16) (30), ,
n- - ,
A. -
, -
, (12) aij = aji . .
-
( ), , .
(1) - (11) (16), y = u, -
A (11) . , u y (30), (31) -
- (. (18), (19))

124 , 7, 1997
n
, ,
a ( ),
i
u y = i i (32) t + -
i=1 u'(t + ) (8) -
(17). (1) -
(35) y
(18),
() = e E(). (33)
E() = (1 )1. (36)
, (28) (
(11)
) (19)
y , , -
(22). -

(3) -
(15). (33) ( I A )y = y. (37)

. = i ,
i = 1, 2, , n, -
E(i) -
y = ( I A ) y,
1
i (38)
e (30), (31).
(I A ) ,
1
= i I A.
(33) - , ,
e (. (19)) X, B,
(3) (. , -
. 1), - - BX = I,
y (. x i, i = 1, 2, , n,
(32)) u . X
,
-
i , Bx i = l i. (39)
(. . 1). -
i , i = 1, 2, , n, - (36)
, - -
(16) (38). ,
(11). i , e
i = 1, 2, , n, > 0 , - (34)
, > 0, -
. , -
i , ,
0<e < 1, i = 1, 2, , n. (34) e -
e A
(34), ,
k

2 2 k k
E ( ) = 1 1 ------ + ---------- + ( 1 ) ----------
(11): - 1! 2! k!
( ai , i = 1, 2, , n, (40)
1
(29)) (. - = e .
-------

(31)). , (34) - e
E() -
(11) ( - , -
) e , (40), -
(16), - (3)
,

e i e
(3). - ----------------
( 1 )
-, (41)
e
-
. - 0 # < 1. , ( -
-
) -
,
y = y + f ( t + , y ), (35) ,

.. 125
-, - (x) .
(35), , - '(x) = e x 1/(1 x)2, (x) -
, > 0 ,
(36) (34) e . - (1 + z)2 = e z, z = x. -
- ,
(z 2,5).
. ( , -
i < 0, i = 1, 2, , n, A
(37) (39) - , -
, - (i) (. 2) -
, ( 0,2).
(32)
) ( -
ai , i = 1, 2, , n) 2,5/k , 1 # k # n, -
, -
(32)

. -
.
(. . 2), ( -
, , , -
, )
(36) (. - (33) ( -
. 1) , ) ( , ,
- - (32)). -
A

e > 1 (42)
, -
. - .

, , ( , -
) -
, , ,
, (8) . -
- , , ,
.
. -
, - , -
(11) , ,
> 0 - - -
e (34), , - . -
(42)
A,
-

( ): e j > e k , || 1 3
( ) = --------------- e , = 10
j > k . 0,25 1
,
e (. (3), 0,20 = 102
(40) (41)), .
, i < 0, i = 0,15
= 1, 2, , n, , , -
(35), - 0,10

. 0,05 = 10
, -
(33), (36) - 0
(32) - 0,02 0,04 0,06 0,08 0,10
(11).
. 2. -
: (x) = e x 1/(1 x), x = < 0. -

126 , 7, 1997
- ,
. .

,
(33)
, n # # 1 , 1. -
/ .
= i , i = 1, 2, , n, . , . . .: , 1979. 312 .
, 2. . . .: ,
1969. 368 .
( , ) 3. .. -
, -
. - // . . 1995. . 31, 7.
, . 11741178.
- 4. ..
// . -
. . -. . 1, , , .
1995. 2. . 4145.
,
* * *

. , , - , -
, , .
-
( ). - . -
( .
) . 150 -
- , .

(1997. 4. . 99104) -
:
1) . 102, , 8- , -
: ;
2) . . 1997 ,
[5], 1996-.
..

.. 127

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