Questions related to whether the sequence of iterates generated by an iterative method has one or more limit points, and if those limit points have the correct properties.

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5
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1answer
70 views

Finite element error for second order ODE at nodes equal to zero

I coded a finite element method with linear basis elements for the problem $$-u'' = f(x), x\in[0,1], u(0) = u(1) = 0$$ The nodes are uniformly spaced and I will denote them as $x_i$. I initially ...
0
votes
1answer
64 views

Linear stationary iteration method

Suppose you are attempting to solve $Ax = b$ using linear stationary iteration method defined by $$x_k = G x_{k-1} + f$$ that is consistent with $Ax = b$, i.e., for which $f = (I - G)A^{-1}b$. Suppose ...
3
votes
1answer
60 views

Efficient solution of large systems of non linear algebraic equations

I have quite simple problem of FEM solution of 1D differential non-linear equation. Altough the problem itself is simple, the numerical solution of the arising system of non-linear algebraic equations ...
1
vote
0answers
39 views

Manufacturing a solution for non-smooth coefficients in elliptic problems

This question is a continuation of this answer (I can't comment) If we were going to manufacture a solution for a problem with discontinuous coefficients, I understand that the solution should have ...
0
votes
0answers
63 views

slow convergence in displacement using newton method in nonlinear FEM

I have been running a code on crack propagation using phase-field, and viscosity is considered. My code works okay for low viscosity but runs into some converging issue when viscosity becomes high. ...
5
votes
0answers
48 views

Nonlinear conjugate gradient restart threshold 1/10

Nocedal and Wright on Conjugate Gradient Methods, p. 123, describe a restart strategy ... whenever two consecutive gradients are far from orthogonal $\qquad {{| \nabla f_k^T \ \nabla f_{k-1} |} \...
0
votes
1answer
90 views

What should I put on the paper to show the correctness and convergence of my solution?

I am using FEM to do an assignment on a heat conduction problem on a complex domain, which needs me to get the variation of the temparature distribution subject to the variation of boundary conditions,...
3
votes
1answer
57 views

Problem with Richardson extrapolation method for weak convergence in SDE

I have implemented the Richardson extrapolation of the Euler-Maruyama method to 4th order, to estimate the moments of SDE. The Euler-Maruyama works, and I would expect the Richardson extrapolation to ...
5
votes
0answers
96 views

Are there any benefits of computable analysis to numerical algorithms

Computers can work only with computable numbers, while most of the algorithms are based on analysis of real numbers (real analysis). When I heard of the existence of computable analysis I ...
4
votes
1answer
143 views

Newton's method goes to zero determinant Jacobian

I am using the Newton's method to solve $3\times3$ systems. For some particular cases, it turns out that at a given iteration, the Jacobian matrix cannot be inverted and that its determinant is very ...
5
votes
1answer
90 views

Are self-convergence tests reliable?

I'm developing a solver for solving linear hyperbolic equations of first order with respect to time and spatial derivatives. The formal order of accuracy of the solver must be 5 because I use 5th-...
1
vote
1answer
47 views

Expected number of steps before a global optimum is found with Simulated Annealing

I'm reading a technical report on Simulated Annealing: On the Convergence Time of Simulated Annealing, by Sanguthevar Rajasekaran. You may find it following this link. Given $G=(V, E)$ is the graph ...
4
votes
1answer
157 views

convergence of unconstrained convex optimization

I encounter an optimization problem. The simplified version is like following: Denote function $F(x):\mathbf{R}^n\rightarrow\mathbf{R}$, where $F(x)$ is a smooth lower bounded convex function (i.e. $...
7
votes
0answers
78 views

DIIS method to accelerate SCF convergence for stretched geometries

I am implementing from scratch an Hartree-Fock calculation in the STO-3G basis set to perform Born-Oppenheimer molecular dynamics. I have a Restricted Hartree-Fock procedure that can reproduce very ...
0
votes
0answers
33 views

maltab ode solver- user defined criteria to stop calculations

is there a way to add a user defined convergence criteria to an ode solver so that the solution is stopped? I know that Matlab uses absolute and relative tolerances but would that suffice in solving ...
2
votes
2answers
110 views

How to choose the number of random points in Monte Carlo simulations?

I am struggling with convergence criteria when performing a Monte carlo simulation on a uniform distribution. Any help would be much appreciated ! Say I want to sample uniformly a 1D interval (for ...
1
vote
2answers
176 views

Finding rate of convergence by curve fitting in Matlab

I have some data: number of nodes $N$ and error in energy norm corresponing to it. I have seen in some references that the rate of convergence is reported by $$\| u-u_h\| _E=CN^{\alpha} $$ How can ...
1
vote
0answers
25 views

Application of vector extrapolation methods to convergence to a steady state solution

I'm working on a fluid solver using dual-time stepping and everything works really well, except the convergence in pseudo-time is slow. I'd like to accelerate the convergence. I know multigrid methods ...
6
votes
0answers
65 views

Accelerated convergence for Sparse NMF

In the Non-Negative Matrix factorization (NMF), you basically compute an approximation of a given matrix $V \in \mathbb{R}_{+}^{n \times m}$ into matrices $W$ and $H$ such that $W \in \mathbb{R}_{+}^{...
4
votes
0answers
64 views

What causes periodic humps in residual plots?

When using many iterative methods, whether for solving linear systems, looking for steady-state convergence in CFD, etc., the semilog plot of the residual often shows "humps" as the residual decays. ...
1
vote
1answer
73 views

Convergence problem in iterative method

I am trying to solve two non-linear equations self-consistently in a Gummel loop. Sometimes (every once in a while), I get to a situation when the loop repeats itself with wrong solutions and a ...
0
votes
0answers
69 views

Oscillating convergence in my Resilient BackPropagation (RPROP) implementation

I have implemented in matlab a neural network that uses rprop's algorithm to update its weights. Strangely the error on the training set does not converge to a local minimum, but oscillates. Here is ...
3
votes
1answer
125 views

CFL condition for variable coefficients

I understand that the constant in the Courant-Friedrichs-Lewy condition is defined as $\mathrm{CFL} = \frac{u \Delta t}{\Delta x}$, where $u$ is the principal coefficient. I came across this post: ...
3
votes
2answers
266 views

Error in result of finite-difference approximation when refining

I have calculated the first derivative of following equation using Euler method (first order), Three point Finite Difference method (second order) and Four point Finite Difference method (third order)....
9
votes
2answers
197 views

How does weak convergence feel, numerically?

Consider, you have a problem in an infinite dimensional Hilbert or Banach space (think of a PDE or an optimization problem in such a space) and you have an algorithm that converges weakly to a ...
0
votes
1answer
339 views
1
vote
1answer
87 views

CFD: Doubt with time convergence in advection fully implicit upwind scheme

I'm trying to solve an advection - convection problem using an implicit upwind scheme - you can see here the finite difference discretization used. I start the model (built from scratch on Scilab) ...
6
votes
2answers
223 views

Strong coupling of a non-linear multiphysic problem: failure with Newton Raphson method

I am trying to solve a multiphysic problem using finite elements and a Newton Raphson solution scheme. I have two non-linear subsystems that are coupled bi-directionally. The first subsystem includes ...
4
votes
1answer
243 views

When and why is `r./sum(r)` not a good way to renormalize a vector in PageRank computation?

I experimented with the PageRank algorithm. When the number of pages is large, I encountered a situation when one formula for re-normalizing a vector (so that sum of its components is equal to 1; ...
1
vote
0answers
75 views

Am I using the incorrect implementation of the fast Chebyshev transform?

I was told that the fast Chebyshev transform has superior spectral convergence, but I am unable to verify its rumored convergence. I was given plots of its spectral convergence, where the signal's ...
1
vote
0answers
33 views

What is the Radius of Convergence for analytic functions? [closed]

The radius of convergence of any power series can be found by simply using the root test, ratio test etc. I am confused as to how to find the radius of convergence for an analytic $f$ such as $f(z)...
0
votes
1answer
200 views

Temperature dependent 1-d conduction in Python?

I'm trying to write a Python code that is a numerical solver for 1-d heat conduction (using FVM) with a temperature dependent thermal conductivity. The solver has three functions I need to iterate ...
0
votes
0answers
99 views

Convergence of a DASPK depending on DAE formulation

I have a system of non-linear DAE and I noticed that the system does not converge if some of the equations are not differentiated. For example, if the control volume equation is represented as this: $...
3
votes
2answers
905 views

The rate of convergence for finite difference methods for Poisson's equation with piecewise constant data

I am solving the following PDE; $$ \nabla^2 u = \frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = \rho, $$ where $\rho(0.5,0.5) = 2$ (zero elsewhere), $0\leq x,y\leq1$ and the ...
0
votes
1answer
63 views

Actually calculating the rate of convergence of iteratvie methods when exact solution is unknown

When solving a system of nonlinear equations using iterative methods, the rate of convergence usually is defined by the following formula: (1) where x* is the exact solution. However usually we ...
1
vote
0answers
69 views

Iterative algorithm prove precise conditions for convergence

Question: Consider the iterative improvement algorithm below. Starting with $Az_i = r_i$ and $(A + E)\hat{z}_i = r_i$ derive a formula showing how the absolute error in the $(i + 1)^{st}$ iterate $\...
3
votes
3answers
329 views

Beale's function and newton iteration

I am trying to find the minimum of the so called Beale’s function given by $f(x_1,x_2) = (1.5-x_1+x_1x_2)^2 + (2.25-x_1+x_1x_2^2)^2 + (2.625-x_1+x_1x_2^3)^2$ Using Newton iteration $x^{(k+1)} = x^{...
3
votes
2answers
92 views

How does constraint resolution affect the stability/accuracy of numerical integration?

I understand some basic analysis techniques (local truncation error, global error, zero-stable, absolute stable, etc.) of numerical integration. But I find it hard to apply these techniques in ...
3
votes
1answer
2k views

The definition of asymptotic convergence?

What is the difference between convergence and asymptotic convergence? Why say the convergence is asymptotic?
3
votes
2answers
261 views

How many generations does it typically take for a differential evolution method to reach a global optimum?

For differential evolution methods in optimization, how many generations does it typically take to reach a global optimum? How do we know if the values are never going to converge?
3
votes
1answer
175 views

steady state solution from parabolic problem vs solution of elliptic problem

My question is related, but not a duplicate of Asymptotic convergence of the solution to a parabolic pde to the solution of an elliptic pde Suppose I solve the parabolic PDE: $u_t = \Delta u + f(x,t)...
3
votes
2answers
531 views

What are some reasons that Conjugate Gradient iteration does not converge?

I would greatly appreciate it if you could share some reasons the Conjugate Gradient iteration for Ax = b does not converge? My matrix A is symmetric positive definite. Thank you so much! Edit with ...
2
votes
1answer
790 views

How to test convergence of an algorithm for constrained optimization

I am applying an iterative method (projected newton) to an optimization problem. Theoretically, the method should converge linearly. I would greatly appreciate it if you could share how should I test ...
7
votes
1answer
221 views

Finite element convergence rates for mixed problems

I've coded up a Stokes Flow problem using finite elements and am in the process of verifying that it works. I'm just not sure what convergence rate I should be expecting as I globally refine the mesh. ...
1
vote
0answers
82 views

Stationary phase approximation for an integral with infinity saddle points?

I need a hand with the numerical evaluation, in Mathematica, for this integral: $$f(t)=\int_{-\infty}^\infty Exp\{it(\omega_H-\omega_l-\omega_k) - \sum _{j\neq(l,k)} S_j [1-e^{-it\omega_j}]\}\, dt$$ ...
1
vote
0answers
271 views

BFGS Fails to Converge

The model I'm working on is a multinomial logit choice model. It's a very specific dataset so other existing MNLogit libraries don't fit with my data. So basically, it's a very complex function ...
3
votes
0answers
37 views

Solving ODE boundary problem with additional conditions

I need to solve two point bondary problem for ODE. The solution of the problem itself is very easy. The real issue is that when solving arising non linear system of equations it always converges to ...
1
vote
1answer
132 views

Problem with convergence of Jacobi iterative algorithm

I'm dealing with Jacobi iterative method for solving sparse system of linear equations. For small matrices it works well and gives right answers even if matrix is not strictly diagonal dominant, ...
4
votes
0answers
149 views

Conjugate residual/gradient convergence checking in practice

Let's say we want to solve $Ax=b$ ($A$ symmetric positive /semi/definite) with the conjugate residual/gradient method. $A$ comes from FEM where the mesh is being refined. The exact solution is $x_*$ ...
11
votes
0answers
1k views

Comparing Jacobi and Gauss-Seidel methods for nonlinear iterations

It is well known that for certain linear systems Jacobi and Gauss-Seidel iterative methods have the same convergence behavior, e.g. Stein-Rosenberg Theorem. I am wondering if similar results exist for ...