The process of representing a continuum space with a finite set of points/elements

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7 views

FVM - virtual node discretisation

I have come across the paper titled: A monolithic fluid structure interaction algorithm ... For a 1D grid, at the boundaries the paper uses virtual nodes $x_{0}$ and $x_{N+1}$ (page 372) and for ...
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2answers
76 views

Building minimization optimization problem for 2nd-order elliptic PDE

I am solving elliptic PDE problem, for which, Euler scheme looks as following: $$ \nabla [\gamma ( |\nabla u|^2) \nabla u] = 0,$$ where $$\gamma(|\nabla u|^2) = (1 + |\nabla u|^2)^{-1/2}. $$ I am ...
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0answers
84 views

Minimal surface finite differences problem - Matlab assemble

I face to the following problem: $$(1+u_x^2)u_{yy} - 2u_xu_yu_{xy} + (1+u_y^2)u_{xx}=0.$$ Problem needs to be discretized and assembled. Does anybody know how to proceed in Matlab?
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93 views

How to compute this double integral?

Let $$T=1, K=100, S_0=100, \sigma=0.05, r=0.15. $$ Define $\nu:=\frac{2r}{\sigma^2}-1$ and $$H(y,z)=\frac{z e^{\pi^2 /4y}}{\pi \sqrt{\pi y}}\int_0^{\infty} e^{-z \cosh(u) -u^2/(4y)} \sinh(u) ...
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0answers
299 views

Finite difference scheme for solving nonlinear least-squares problem

I am dealing with following problem: $$ \min_{u,\gamma}\Bigg\{ \frac{1}{1000} \iint_{S_2} {\gamma (x,y)^2 dxdy} + \iint_{S_2} {[u(x,y) - u_0 (x,y)]^2 dxdy} + \iint_{S_2} {[\Delta u(x,y) - \gamma ...
2
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1answer
124 views

Finite difference for nonlinear system of equation

\begin{equation} \frac{\partial C_i}{\partial t} = D_i \nabla^2 C_i - \frac{I \cdot \nabla t_i}{z_i F} - \sum_{i'} \frac{z_{i'}}{z_i} D_{i'}\nabla \cdot (t_i\nabla C_{i'}) \end{equation} ...
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1answer
64 views

Computer Build for Scientific Computing

I am currently a .NET software developer(SQL Server, ASP.NET, C#, MVC & Web Forms). In my spare time I'm researching different areas of environmental science. E.g.(Hydrology, Ecology, Atmospheric ...
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1answer
49 views

Estimating the local compression/expansion ratio for a transformation on a point cloud

Let's say we have an unorganized point cloud P1 with N points, each with coordinates {x,y,z}. We apply non-rigid transformation to P1 (translation + rotation + warping), to obtain point cloud P2. ...
6
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1answer
103 views

Space-time finite element discretization for time-dependent PDEs

In FEM literature, semi-variational methods are typically used in the solution of time-dependent PDEs. I have not seen a fully-variational approach i.e. where space and time are discretised by FEM, ...
2
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1answer
68 views

communication penalty when using wide stencils in parallel computations

When reading about discontinuous Galerkin methods one finds the argument that these methods allow higher-order accuracy while maintaining a compact stencil (a cell only communicates with its direct ...
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89 views

Equilateral triangle based mesh generation by intersection

In work I am currently working on I need to mesh some structure with equilateral triangles to study it using a kind of discrete element method known as spring networks or Lattice model. To mesh the ...
2
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1answer
162 views

Laplacian discretization for parametric curves

I know how to compute the discrete Laplacian of a graph and of a mesh (the Laplace-Beltrami operator). Is there an analogous definition for the computation of the Laplacian of a parametric curve ? ...
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0answers
73 views

How to compute convergence rate for FVM in matlab?

I have implemented a finite volume scheme using Lax-Friedrichs flux and using Roe's linearization. I want to compute the order of convergence vs. the space-step $h$. I have computed a solution with a ...
2
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0answers
46 views

2nd order differences for modelling a physically discrete phenomenon?

Consider the diffusion of some unknown $R$ on a physically discrete, 1-D ring: x---------x---------x---------x n = 0 1 2 3 We let ...
4
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2answers
96 views

Adaptive mesh refinement algorithms and the difference between AMR and moving mesh

I'm working on my thesis and a part of it has to do with adaptive mesh refinement. As a computer science major, I'm not too familiar with this field. The best way I can put my knowledge of AMR is: I ...
2
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0answers
235 views

What is numerical damping in the context of time-dependent FEM solvers?

Comsol Multiphysics (a popular FEM package) includes two time-stepping algorithms (IDA aka BDF, and Generalized-alpha), described in their documentation as follows (quoted here under Fair Use; ...
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1answer
29 views

Non linear system of equations with discretization on k-space

I want to numerically solve the following system of differential equations at the steady state: \begin{equation} \begin{aligned} \frac{\partial \rho_{11\mathbf{k}}}{\partial t} =& ...
4
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3answers
657 views

Discrete Poisson Equation with Pure Neumann Boundary Conditions

I'm trying to implement the Helmholtz-Hodge Decomposition in 2D, which states that a vector field is composed by a rotational free component, a divergence free component and a harmonic component. ...
3
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3answers
205 views

Surface integration over a portion of an ellipsoid

I would like to perform a surface integration over a portion $D$ of an ellipsoid. A plane arbitrarily intersects the ellipsoid forming two sections, of which one is $D$. I do not know how I can ...
2
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0answers
105 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 ...
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2answers
780 views

2nd order centered finite-difference approximation of $u_{xy}$

The problem is to find a 2nd order finite difference approximation of the partial derivative uxy, where u is a function of x and y. Page 5 of this pdf I found does a centered difference approximation ...
4
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1answer
240 views

Which finite-element framework allows the easy implementation of HDG methods?

I have tinkered around with the implementation of hybridizable Discontinuous Galerkin (HDG) methods in DUNE-PDELab and DUNE-FEM for my PhD but since then I have not had the time to work on these codes ...
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2answers
120 views

Discretization method for a reaction dominated elliptic PDE

I'm working with an elliptic reaction diffusion PDE of the form $$-k\nabla^2u+cu=0$$ I've noticed that when the reaction term dominates over the diffusion (i.e. $c>>k$), the true (exact) ...
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0answers
111 views

discretizing $\frac{d^2}{dx^2}$

I am trying to discretize the differential operator $\frac{d^2}{dx^2}$ acting on $S^1 = [0,1]$ using finitely many points around a circle at $0, \frac{1}{N}, \frac{2}{N}, \dots, \frac{N-1}{N}$. Here ...
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2answers
191 views

Spectral Methods in time

I was reading up on Spectral Methods for PDEs. In all the descriptions I read, while the position component is approximated via a Fourier series or other methods, the time component is still ...
6
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1answer
263 views

When is discrete Fourier transform a good approximation to the continuous one?

I am looking for help in understanding the use of discrete Fourier transform as an approximation to continuous Fourier transforms. As an exercise, I considered a Gaussian $$f(x) = ...
6
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2answers
414 views

Peculiar error when solving the Poisson equation on a non-uniform mesh (1D only) finite volume method

I have been trying to debug this error the last few days I wondered if anybody has advice on how to proceed. I am solving the Poisson equation for a step charge distribution (a common problem in ...
3
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3answers
178 views

Pseudo-inverse of a discretized operator with a null space?

Is there a way to understand what happens when a singular operator is discretized and inverted using the pseudoinverse (say using the SVD Moore-Penrose pseudoinverse)? For example, if we discretize ...
3
votes
1answer
210 views

Should the Jacobian of a system of PDEs be calculated from the main equations of the discretised equation?

I am solving a coupled system of non-linear PDEs in 1D. Something like, $$ u_t = F_1(u,v,w) \\ v_t = F_2(u,v,w) \\ w_t = F_3(u,v,w) $$ where each variable is a function of $x$ (the spatial ...
3
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2answers
4k views

Time stepping in comsol multiphysics

I would like to know which is the algorithm Comsol uses in order to correct the time step it uses. For example, when you try to solve an equation you've written in the PDE coefficient interface, and ...
5
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1answer
257 views

Implementing an adaptive discretisation (upwind/central hybrid) for the advection-diffusion equation on a non-uniform mesh

I am following the approach of Hundsdorfer from Numerical solution of time-dependent advection-diffusion-reaction equations in which they introduce adaptive upwinding. The method can adapt from pure ...
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3answers
502 views

How should non-constant coefficients be treated with finite-volume first order upwind scheme?

Starting with the advection equation in conservation form. $$ u_t = (a(x)u)_x $$ where $a(x)$ is a velocity which depend on space, and $u$ is a concentration of a species which is conserved. ...
4
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2answers
177 views

Improving the time integration of implicit discretized PDE with a non-linear source term

This might be a naive question, but when applying a implicit discretization to a PDE with a source term, should the source be averaged in time? For example if we take the diffusion equation with a ...
5
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1answer
244 views

Boundary value method for equation $u_{tt} = u_{xxx}$

I have this funny equation $$ \frac{\partial^2 u}{\partial t^2} = \frac{\partial^3 u}{\partial x^3}, \qquad x \in [0,1], \qquad t \in (0,T] $$ with initial conditions $u(x,0) = \sin(2\pi x)$, ...
2
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1answer
195 views

Explicit 4th order space wave equation not stable implementation?

The explicit 4th order discretization for the 2D scalar wave equation is given by: \begin{eqnarray} U_{jk}^{n+1} = \left( \frac{\Delta t V_{jk} }{\Delta s} \right) ^2 \left( \sum_{a=-N}^N w_a ...
11
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2answers
260 views

Oscillations in singularly perturbed reaction-diffusion problems with finite elements

When FEM-discretizing and solving a reaction-diffusion problem, e.g., $$ - \varepsilon \Delta u + u = 1 \text{ on } \Omega\\ u = 0 \text{ on } \partial\Omega $$ with $0 < \varepsilon \ll 1$ ...
4
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1answer
614 views

Von Newman stability analysis for 2D acoustic wave equation explicit

Von Newman stability analysis for acoustic wave equation explicit centered differences: 2nd order time and space (N 2)'th order: \begin{eqnarray} U_{jk}^{n+1} = \left( \frac{\Delta t V_{jk} ...
2
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1answer
889 views

Discrete 3D convolution of matrix valued functions

As stated in the title, I need to make a discrete 3D convolution of two matrix-valued functions. Or, actually, I need to convolve a matrix-valued function with a vector-valued function. That is, I ...
2
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1answer
132 views

Flux calculation - discretization of solid angle

I am currently tasked with calculating the total flux of photons or irradiance from a flat emitter ('pixel'). Previously we measured the Luminance head-on (90 degree from the emitting surface) and ...
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1answer
128 views

How can I quantify the error of FFT-based poisson solvers?

I have an FFT code that solves a particular case of the steady Euler equations where a Poisson equation is solved, what is a good way to quantify the error? Is what I am doing ok? Since I do not have ...
1
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1answer
326 views

Von Neumann Stability Analysis

I came across the following task recently: Use the von-Neumann stability analysis to investigate the stability of the discrete form of $\frac{\partial c}{\partial x} = \frac{\partial^2 c}{\partial ...
4
votes
1answer
207 views

Mehrstellenverfahren for Poisson?

I found this method in this book for solving the Poisson equation with error converging with $\mathcal{O}(h^4)$. However, when I try to implement it for the 1D equation $-u''(x)=f(x)$, it only ...
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1answer
45 views

Clarification on interpolation equalities given by Briggs

Briggs, "A Multigrid Tutorial" (pg. 35) has the following expressed as 2-D interpolation: \begin{align*} v^h_{2i,2j} &= v_{i,j}^{2h}\\ v^h_{2i+1,2j} &= 0.5\cdot(v_{i,j}^{2h} + ...
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2answers
2k views

Is Crank-Nicolson a stable discretization scheme for Reaction-Diffusion-Advection (convection) equation?

I am not very familiar with the common discretization schemes for PDEs. I know that Crank-Nicolson is popular scheme for discretizing the diffusion equation. Is also a good choice for the advection ...
2
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0answers
62 views

What are Implications of Commutative Diagrams?

This question may be too broad. But I really want to know some concrete explanations. I often find various commutations appear here and there, which concerns the application order of two operators. ...
2
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0answers
34 views

Lax equivalence theorem for integro-differential equation

Can the Lax equivalence theorem (http://en.wikipedia.org/wiki/Lax_equivalence_theorem) be applied to the discretization of integro-differential equations, or does a similar theorem exist for them?
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1answer
402 views

How to apply a Galerkin finite element method to a linear, one-dimensional boundary value problem

I have the following boundary value problem: $$-(\alpha u')' + \gamma u = f $$ in $\Omega = (a,b)$ with b.c. $u(a) = u(b) = 0$ and $\alpha > 0, \gamma ≥ 0$ and $f:(a,b) \to \Re $ The weak ...
5
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1answer
180 views

How far is a non-symmetric discretization of an elliptic operator from the continuous operator itself?

I am investigating the accuracy and stability properties of a non-symmetric discretization of a Poisson problem. The problem originates from a ghost fluid discretization of the projection step of a ...
20
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3answers
541 views

Why is the time dimension special?

Generally speaking, I've heard numerical analysts utter the opinion that "Of course, mathematically speaking, time is just another dimension, but still, time is special" How to justify this? ...
3
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1answer
169 views

Which discretization scheme to use for elliptic PDE?

While simulating motion of nonlinear inelastic wire one meets the following equations \begin{align} &{\partial^2\varphi\over\partial t^2}=2{\partial F\over\partial s}{\partial\varphi\over\partial ...