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0
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0answers
27 views

Solving a nonlinear equation with a Markov process and RVs

Assume that we have the following equation and the following assumption. The scope is to solve for some particular variables expressed later. Update $$E_{t}\left[ b(A_{t+1})^{1-\gamma} ...
0
votes
0answers
35 views

Solvers for nonlinear parabolic PDEs

Could you please advise some programs or libraries for solving parabolic PDEs (or its systems) in 1D, 2D and 3D, for example, with the method of lines? The system of parabolic PDEs can be nonlinear in ...
2
votes
1answer
113 views

Solving a nonlinear equation with random variable

I would like to solve an equation that looks like this UPDATE $E[(R^{1-\gamma})(r_k+\theta-r_z)]=0$ , where $R=\phi r_z+(1-\phi)(r_k+\theta)$ and $\phi\in[0,1]$, $\theta$, is a random variable ...
2
votes
1answer
41 views

Solving large, non-linear systems of ODEs numerically: what do I need to consider in order to figure out which solver to use?

I would prefer recommendations that don't require the use of proprietary tools (such as Matlab). I know of two ODE solving options for the Python ecosystem: PyDSTool (Dopri, Radau, other Runge-Kutta ...
0
votes
1answer
24 views

Why might the time taken to compute the solution of an ODE system over some interval increase non-linearly with increasing size of interval?

Currently, my problem requires me to solve a system a large system of non-linear ODEs (up to ~5000). So far, I have been using scipy.integrate.odeint as my ...
1
vote
1answer
17 views

Possible to reduce effort needed to solve non-linear ODEs by taking some coefficients/parameters as constant over small time intervals?

So far, I have been using scipy.integrate.odeint as my "workhorse" ODE solver. My current problem requires that I solve a large system (up to ~5000) ODEs. Here's ...
1
vote
1answer
54 views

PETSc or Trilinos for GPU?

I have to choose between the PETSc and Trilinos libraries for a project that involves the solution of non-linear systems of equations. From their web sites they both mention support for GPUs, ...
0
votes
0answers
31 views

suggestion needed for solution algorithim non-linear differntial algebraic system

I have a nonlinear differential algebraic system in time arising from the weak formulation of coupled transient non-linear 1D problem. The system roughly looks like. ...
6
votes
1answer
72 views

Numerical methods for boundary-value ODEs with a jump condition

I want to solve a non linear system of equations of a particular kind. I find it hard to formulate clearly so I directly give a simple example. $ f''=A(f,g)\\ g''=B(f,g) $ with the boundary ...
6
votes
2answers
394 views

Is the shooting method the only general numerical method for solving nonlinear boundary value ODEs?

During my wandering in Mathematica.se, I gradually noticed that a certain kind of differential equation solving problem is "troubling" us all the time, that is, the boundary value problem (BVP) of ...
5
votes
2answers
152 views

Implementation of nonlinear term in FEM

Although there are similar questions, I am also struggling with the implementation of the following term in "my own code" by Finite Element Method, namely, $\nabla \phi \cdot \nabla \phi$. $\phi$ is ...
1
vote
1answer
91 views

Solving a system of nonlinear equations with an ODE solver is faster than with the Newton method?

This is somehow unexpected, but my recent experience with solving a system of nonlinear equations is that treating them as the right hand side of a system of ordinary equations and then evolve the ...
-1
votes
1answer
84 views

solving a non-linear equation with integrals involved

I would like to solve the following equation, wrt $n(e)$ $$f(n(e))=g(n(e)) + \int_{\alpha}^{e} w(n(x))dx $$ The integral there it confuses me. Any suggestion on how I can implement this on a the ...
5
votes
2answers
103 views

What are the numerical methods for huge polynomial systems?

Let a system of $n$ polynomial equations of degree $d$ with $m$ variables. I'm interested in a sparse system with $d = 3$, $n \sim 2000000$, $m \sim 50000$ and integer coefficients. What techniques ...
0
votes
1answer
22 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} =& ...
0
votes
1answer
64 views

Finding roots without knowing much about the function

Consider solving numerically for roots: $( x_0, y_0): f(x_0, y_0) = 0, g(x_0, y_0) = 0$ where you only know that f, g continuously differentiable but the theoretical differentiation is not a ...
3
votes
1answer
105 views

Time Integration of a nonlinear reaction-diffusion system

I want to solve the following system of nonlinear reaction-diffusion equations (Schnakenberg Turing) using FEM methods (such as deal.ii): $$ \partial_{t} u = \Delta u + \gamma\left(a-u+u²v\right)$$ ...
0
votes
0answers
18 views

Model actuators in non-linear beam element structure

I have written a non-linear finite element code using beam elements, and I'd like to represent hydraulic actuators in the model. In real terms, this would mean that the distance between two nodes at a ...
3
votes
2answers
86 views

Non-linear root finding with positive definite Jacobian

I am dealing with a system of non-linear equations: $$ f(\boldsymbol{x}) = \boldsymbol{y}, \;\;\; \boldsymbol{x}, \boldsymbol{y} \in \mathbb{R}^d. $$ And I know that the Jacobian $J(\boldsymbol{x})$ ...
2
votes
0answers
108 views

Integration of nonlinear PIDE via spectral methods

At the mean-field level, the dynamics of a polariton condensate can be described by a type of nonlinear Schrodinger equation (Gross-Pitaevskii-type), for a classical (complex-number) wavefunction ...
4
votes
1answer
259 views

Coupled nonlinear PDEs with time dependence on the RHS

I would like to numerically solve the following system of 2 coupled partial differential equations for the unknown functions $\psi_X(x,y,t)$ and $\psi_C(x,y,t)$: $\partial_t \psi_X = -i\psi_C - ...
0
votes
1answer
82 views

Solver for large non-linear system of equations

I am curently using R package nleqslv for solving a non-linear system of equations with 300 variables. I need to scale this to the system with ~50k variables and naturally this does not scale very ...
4
votes
1answer
98 views

Fast way to repeatedly solve a small nonlinear equation system

A small nonlinear equation system (sizes around 12 ✕ 12) needs to be solved repeatedly (millions of times); each time with some variation in parameters/coefficients (although the equation set is ...
0
votes
1answer
55 views

MATLAB Newton non-linear equation

I have the following non-linear equation: where $w0=0.25,w0=0.5,w0=0.75$. I have to prove that if $k$ is a root, then also $−k$ is a root and that there exists only one $k∈(0,1)$ root, but my ...
0
votes
2answers
137 views

Systems of nonlinear equations

Consider the nonlinear system of equations $$ (1) \quad qk^2a_1^2E^2+wna_0a_1AE+pnka_0^2a_1E+rn^2a_0^2A^2-rn^2a_0^3A^2+qk^2a_0a_1ABE-qk^2na_0^2E^2=0, $$ $$ (2) \quad ...
1
vote
1answer
96 views

System of nonlinear equations in MATLAB

I've got some problems solving (numerically) this system of equations. \begin{array}{l} 40 \cdot \cos (2t) + 105 \cdot \cos ({\theta _3}) - 75 \cdot \cos ({\theta _4}) - 91.924 \cdot \cos ({337.62}) ...
0
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0answers
69 views

Solving a non linear equation and iterating for various values in python

problem:Unable to solve a unknown for multiple known values in a non-linear equation ...
5
votes
2answers
128 views

Convergence issues for a non-linear system

I have a nasty system of coupled integral equations, which I managed to discretize and recast a non-linear system, i.e. something like: $$ \vec{w} = F \left( \vec{w} \right) \hspace{32pt} w \in ...
6
votes
1answer
131 views

Non-linear optimization using approximate gradient

I'm working with non-linear optimization for imaging, such as MRI and CT. Our problem is of the form $\|Ax-b \|_2^2+\lambda \|Wx\|_1$. $A$ is never formed explicitly, so we're limited to approaches ...
7
votes
2answers
122 views

For a non-linear PDEs should the source term be discretised at $u_j$ or averaged over $(u_{j+1} + u_{j-1})/2$?

The non-linear Poisson equation in one-dimension, $$ 0 = \frac{\partial^2u}{\partial x^2} - f(u) $$ can be discretised as to give, $$ u_{j-1} -2u_{j} + u_{j+1} = h^2 f(u_j) $$ where $h$ is the ...
3
votes
1answer
131 views

System of quadratic algebraic equations

I have this problem $H_i(x_1,x_2,\dots, x_N) = a_{ijk} x_j x_k + b_{ij} x_j + c_i = 0 \quad 1\leq i \leq N$ And I need to show that applying Newton-Raphson can fail to find even one real solution ...
2
votes
1answer
64 views

Methods to solve this equation on finite fields?

Is there any analytical (exact, closed-form solution) or numerical method to solve an equation such as $p(x) = r^x$ where $p(x)$ is a polynomial whose coefficients are drawn from a finite field, ...
1
vote
2answers
159 views

finding wave function for anharmonic oscillator

I'd like to find the normalized ground state wavefunction for the anharmonic oscillator (Duffing) whose potential for which there is no analytic solution; an oscillator with a quartic potential, in ...
3
votes
2answers
197 views

Slow convergence of Newton's method for finite elements

The application is a simple non-linear advection diffusion problem (steady state) using DGFEM. My error at each iteration is given by $$ e_{n+1} = ...
10
votes
1answer
481 views

When is Newton-Krylov not an appropriate solver?

Recently I have been comparing different non-linear solvers from scipy and was particularly impressed with the Newton-Krylov example in the Scipy Cookbook in which they solve a second order ...
3
votes
0answers
227 views

Finding roots of systems of equations with a Jacobian that is singular everywhere

Given $a\in\mathbb{R}^{mn\times n}$, find a $C\in\mathbb{R}^{n}$, $x\in\mathbb{R}^{m\times n}$ such that $$ 0 = f_{k}(\boldsymbol{C}, \boldsymbol{x}):=\sum_{i=1}^{m} C_{i} \left(\prod_{j=1}^{n} ...
2
votes
2answers
184 views

How can i solve this first order system of differential equations

Edit: I am trying to solve $$\frac{\partial u}{\partial t}+u\frac{\partial u}{\partial x}=\nu\frac{\partial^{2}u}{\partial x^{2}}\\ u(0,t)=0\nonumber \\ u(1,t)=0\nonumber \\ u(x,0)=\sin(\pi x)\\ ...
7
votes
1answer
114 views

F(x) = 0 vs. ||F(x)||^2->min

In many areas of application, one needs to solve a nonlinear system of equations $$ F(x) = 0. $$ Sometimes, the formulation $$ \|F(x)\|^2 \to\min $$ is used. Clearly, every solution $\hat{x}$ of ...
3
votes
1answer
94 views

Switch branch in bifurcation

I have a system of nonlinear equations $F(x,a) = 0$ and I know that at a specific point $a_c$ a bifurcation occurs, thus the Jacobian becomes singular. How can I switch branches and start following a ...
3
votes
0answers
108 views

Time-stepping for coupled nonlinear PDEs

What are good references for time-stepping of the coupled incompressible Navier-Stokes-heat equation (Boussinesq flow), $$ \begin{cases} \rho\left(\dot{\mathbf{u}} + \mathbf{u}\cdot\nabla ...
2
votes
0answers
39 views

Solving nonlinear wave equation in a dispersive infinite waveguide

I would like to solve a three-dimensional nonlinear wave equation in an infinite cylindrical waveguide numerically. Since the waveguide is dispersive, shocks are less likely to form. Both the ...
4
votes
1answer
357 views

Confusion regarding the Adam-Moulton and Backwards Differentiation Formula (BDF) of the VODE solver

I am exploring the Method of Lines as a way of time stepping semi-discretised PDEs with ODE time-integration solvers. For an excellent introduction to this technique see the scholarpedia.org article. ...
9
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2answers
618 views

Is it possible to solve nonlinear PDEs without using Newton-Raphson iteration?

I am trying to understand some results and would appreciate some general comments on tackling nonlinear problems. Fisher's equation (a nonlinear reaction-diffusion PDE), $$ u_t = du_{xx} + \beta u ...
10
votes
2answers
148 views

Numerical method for equation solving that works on stochastically computed functions

There are many well known numerical methods for solving equations of the type $$ f(x) = 0, \quad x \in \mathbb{R}^n,$$ e.g. bisection method, Newton's method, etc. In my application $f(x)$ is ...
3
votes
1answer
143 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
votes
1answer
699 views

Numerical solution of non-linear diffusion equation via finite-difference with the Crank-Nicolson method

I want to numerically solve the non-linear diffusion equation: $$ \frac{\partial}{\partial t} T(x,t)= \frac{\partial}{\partial x}\left(T^{5/2} \frac{\partial T}{\partial x} \right) $$ I want to use ...
2
votes
2answers
174 views

Nanoseconds vs. picoseconds in numerical quantum problems with Matlab ODEs

Hello there and thanks for taking a look at this problem. This problem is related to my previous question and I will therefore use a similar introduction from, Choice of step size using ODEs in ...
3
votes
1answer
238 views

Fenics: time-independent Sine-Gordon equation

Is there a code for the equation $$ \frac{\partial^2u}{\partial x^2}+\frac{\partial^2u}{\partial y^2} = \sin(u) $$ or for the sine gordon equation in two dimensions because I want to change some ...
0
votes
1answer
2k views

How do I extrapolate data from a NON-LINEAR (logarithmic) standard curve in Excel?

I have made a standard curve. The X-axis is logarithmic. The y-axis is linear. I have added a logarithmic trendline (y = -1.546ln(x) + 39.254; R² = 0.9906). How can I re-arrange the equation to ...
2
votes
2answers
82 views

Problems where SPD linear system arises

I know some of the places where SPD linar systems arises such as elliptic PDEs and normal equations. Can I have a more comprehensive list of scientific applications which require solving SPD linear ...