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4
votes
1answer
237 views

Finite differences vs. elements: Accuracy and implementation

I am trying to solve the 2D Poisson equation numerically: $ \frac{\partial ^2 \phi}{\partial x^2} + \frac{\partial ^2 \phi}{\partial y^2} = 1 $ with the Dirichlet boundary condition $\phi = 0$. I ...
1
vote
0answers
82 views

boundary conditions with non-constant coefficients in cell centred finite volume method

Suppose am solving the heat conduction equation in 1d with Dirichlet boundary conditions. The thermal conductivity $k$ is a non constant function. So $-(k(x)u'(x))' = f(x)$ The value of $k$ enters ...
6
votes
0answers
105 views

Updating matrix diagonal with Woodbury matrix identity and maintaining numerical accuracy

I have a dense matrix A and its corresponding inverse $A^{-1}$. The Woodbury matrix identity states: $$ (A + UCV)^{-1} = A^{-1} - A^{-1}U(C^{-1} + VA^{-1}U)^{-1}VA^{-1} $$ I wish to perform small ...
4
votes
0answers
59 views

Order of convergence of Scrodinger eq. with CN scheme

I'm trying to solve numerically the 1-dim time dependent Schrodinger equation using the Crank Nicolson scheme and the Thomas algorithm to solve the tridiagonal matrix. The physical system consists of ...
3
votes
1answer
31 views

Known Algorithm to compute errors of given nature

I have three sets of data, measured by three different devices: A,B and C of air balloon whose fall is influenced by wind and ...
3
votes
0answers
131 views

How to accurately decompose positive semidefinite matrix and use the lower triangular part in linear equations

I have $n$ arbitrary $p\times 1$ vectors $x_i$, and $p\times k$ matrices $A_i$, and $n$ $p \times p$ positive semidefinite matrices $S_i$, where some (often most) of the $S_i$'s are same (for example ...
10
votes
1answer
187 views

Are there Improved ways of computing $p \log(p)$?

Most math libraries have a number of versions of logarithm functions. Most of the time we assume them to be perfect, but actually quite a lot of them just offer a certain number of digits of ...
5
votes
3answers
706 views

Fast and accurate double precision implementation of incomplete gamma function

What is the state of the art way of implementing double precision special functions? I need the following integral: $$ F_m(t) = \int_0^1 u^{2m} e^{-tu^2} d u = {\gamma(m+{1\over 2}, ...
7
votes
1answer
155 views

Demonstrating that the time step size is small enough in a code with automatic step size selection

I recently inherited a large body of legacy code that solves a very stiff, transient problem. I would like to demonstrate that the spatial and temporal step sizes are small enough that the ...
10
votes
2answers
311 views

How do you improve the accuracy of a finite difference method for finding the eigensystem of a singular linear ODE

I am attempting to solve an equation of the type: $ \left( -\tfrac{\partial^2}{\partial x^2} - f\left(x\right) \right) \psi(x) = \lambda \psi(x) $ Where $f(x)$ has a simple pole at $0$, for the ...
8
votes
2answers
521 views

Are 8 Gauss points required for second order hexahedral finite elements?

Is it possible to get second order accuracy for hexahedral finite elements with fewer than 8 Gauss points without introducing unphysical modes? A single central Gauss point introduces an unphysical ...
19
votes
5answers
514 views

Is there software that can autogenerate numerically-accurate floating point C routines from symbolic formulae?

Given a real function of real variables, is there software available that can automatically generate numerically-accurate code to calculate the function over all inputs on a machine equipped with IEEE ...
7
votes
2answers
343 views

numerical integration with possible division by 'zero'

I am trying to integrate $$\int^1_0 t^{2n+2}\exp\left({\frac{\alpha r_0}{t}}\right)dt$$ which is a simple transformation of $$\int^{\infty}_1 x^{2n}\exp(-\alpha r_0 x)dx$$ using $t = \frac1{x}$ ...
16
votes
4answers
431 views

When is a high order method useful for computational fluid dynamics simulations?

Many numerical approaches to CFD can be extended to arbitrarily high order (for instance, discontinuous Galerkin methods, WENO methods, spectral differencing, etc.). How should I choose an ...