Widely used as a synonym for numerical-analysis, in particular in the German speaking community.

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51 views

Reference request: theory regarding time evolution of closed loop 2D elastic shapes?

I am interested in approximating the time evolution of 2D curves. Here's an illustration: An issue that arises when naively making this approximation as illustrated above, is that as one increases ...
4
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0answers
51 views
1
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1answer
38 views

Resources exploring the problem of “volume exclusion”?

Consider the following situation: There are two boundaries -- one is denoted using grey lines, and the other is denoted using black lines. The boundaries are numerically represented using ...
2
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0answers
42 views

Need a smart way to numerically take residues in a multidimensional integral

I'm trying to do an integral of the form $\int_C f(u,v) $, where $C$ is a set of contours in $u$ and $v$. In particular, each variable's contour starts at $-\infty+i \epsilon$, goes around a branch ...
7
votes
3answers
151 views

What is the fastest opensource implementation of Bessel functions computation?

I'm looking for an open-source (to use and learn from) software which computes Bessel functions of integer order of real argument to double precision the fastest among all such implementations. ...
1
vote
1answer
49 views

Numerical quadrature when locations of singularities are approximate

I'd like to numerically integrate $\frac{1}{\sqrt{f(x)}}$ on an interval between two consecutive zeros of the function $f(x)$, which makes the integrand singular at two endpoints. Standard practice ...
2
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1answer
52 views

Resource recommendations for numerical methods involved in dynamical systems analysis

I am interested in learning numerical methods that specifically have to do with analyzing dynamical systems. In particular: drawing phase plane diagrams drawing phase portraits analyzing ...
0
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0answers
44 views

Quick scheme for separable first-order ODE

I'm trying to integrate an incredibly simple ODE: $$ y'(x) = -f(y),\quad y(0) = y_0 \ , $$ from $x=0$ to $x=1$. This is a decay type of equation, $f$ is the (variable) decay rate and $y$ is the ...
1
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0answers
93 views

Tips on improving stability in numerical scheme for non-linear PDE

I am solving a non-linear second order system of PDEs in two variables. The equations are too complicated to write out here, but an essential feature is that there is a propagating wave which then ...
0
votes
1answer
72 views

Numerical integration of sharp peaked function (position of peak known)?

What methods are available to integrate a sharply peaked function (position of peak known) on a finite interval (the interval includes the peak)? Currently I am getting underflows using some of GSL's ...
1
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1answer
82 views

Shallow Water Equations Boundary Conditions

I am trying to solve shallow water equations using DG methods. Flow over a bump is a common problem that comes up in this context. For example ...
4
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1answer
221 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
1answer
95 views

What does “strongly conservative” mean in the context of numerical methods?

I have a homework problem that asks me to show that 1st order unwinding or central differencing can give a strongly conservative, consistent scheme for the 1-D Burger's Equation using a finite volume ...
0
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1answer
172 views

How to solve Energy Balance equation by numerical method

Good Day I am new to heat transfer technique please give me some suggestion on solving energy balance equation $$a \frac{\partial T_p}{\partial t}=\frac{\partial}{\partial x}\left(b\frac{\partial ...
3
votes
1answer
106 views

How to integrate numerically a function with error bars?

Typically, the function that one wants to integrate numerically, $f$, is given, i.e. its values for various points $\{x_i\}$ are known precisely. The resulting error is due to the fact that we chose a ...
2
votes
2answers
88 views

Expected computational time for DNS computation of fluid flow

Using an established criterion involving capturing eddies down to the Kolmogorov length scale it can be reasoned that the order of grid points in the computational mesh needs to be $N^3 \ge Re^{9/4}$ ...
1
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0answers
92 views

Plotting renormalization group flow diagram from recursion relation

How do I plot a flow diagram (given certain initial conditions, the trajectory in y-x space) for a RG (renormalization group) flow given by the following recursion relations? \begin{eqnarray} ...
-2
votes
1answer
892 views

Runge-Kutta 4th order for 4 coupled first order differential equation [closed]

I have to solve 4 coupled first order differential equations for $f(t)$ ,$g(t)$, $h(t)$ and $w(t)$ witch are only functions of $t$ , but for every reference link a function of 3 variables is assumed ...
1
vote
1answer
40 views

Modifying finite difference solution to Schrodinger eqn to account for fermion/boson effects

I have been playing with an implementation of Visscher's explicit method for solving the time dependent Schrodinger equation (Are there simple ways to numerically solve the time-dependent ...
0
votes
1answer
261 views

a circular plot from a vector which represents the temperature along the radius surface, which is the same for every radius

I have calculated the temperature of the section of a cylinder, which is subjected to a heat flow on its upper surface. Getting the temperature distribution in the 2D section. As shown in the ...
1
vote
1answer
57 views

Integer simplification of irrational inequality

I'm doing work in computational geometry where the robustness of the algorithm is important. On two separate occasions now have I come across a scenario where I compare the numerical size of two ...
5
votes
1answer
103 views

What spline functions are used in Section 13.9 of “Numerical Recipes in C”?

I asked a similar question on MathSE but with more added fluff, but didn't really get any straight answers, so I figured I'd ask here. Computing Fourier coefficients of a function using the FFT is ...
0
votes
1answer
67 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 ...
4
votes
1answer
288 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 - ...
1
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0answers
436 views

Self-consistent numerical solution of a set of equations

I am trying to solve an assignment on solving the Bogoliubov de Gennes equations self-consistently in Matlab. BdG equations in 1-Dimension are as follows:- $$\left(\begin{array}{cc} ...
5
votes
2answers
130 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
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2answers
265 views

Is there any numerical reason for not using repeated multiplication instead of integer powers?

I recently discovered that, in MATLAB 2013b at least, it is significantly faster to do repeated multiplication rather than integer powers. That is, ...
23
votes
5answers
533 views

Are there simple ways to numerically solve the time-dependent Schödinger equation?

I would like to run some simple simulations of scattering of wavepackets off of simple potentials in one dimension. Are there simple ways to numerically solve the one-dimensional TDSE for a single ...
7
votes
1answer
123 views

Implementation of convection scheme given by normalized variable diagram

In finite difference and finite volume methods, convection schemes (upwind, central, quick, ...) are usually shown in a normalized variable diagram. The diagram gives the normalized face variable as a ...
2
votes
1answer
113 views

Monte Carlo normalization of a wave function

I would like to normalize a quantum mechanical multi-particle wave function numerically, and since the result is a multidimensional integral I thought Monte Carlo methods might be appropriate. So, I'm ...
2
votes
1answer
111 views

Question about extending Tikhonov regularization

I know that the Tikhonov regularization of a linear system has an analytical solution given by: \begin{equation} \hat{\mathbf{x}} = \mathrm{arg\;min}\left( \left| \mathbf{Ax} - \mathbf{b} \right|^{2} ...
2
votes
2answers
85 views

Advice on the regularisation of a linear problem

I'm numerically inverting an integral transform using a method suggested by a scicomp user from an earlier question. The problem is as follows: I wish to estimate $f(x)$ for a given $F(y)$, both of ...
2
votes
0answers
22 views

Approximate convolution of independent Beta variates?

Is there a way to approximate the convolution of Beta variables? Specifically, I am trying to find an approximation to $g(x_0)$: $$g(x_0) = \int \delta(x_0-\sum_{i=1}^{n} a_i x_i) \prod_{i=1}^{n} ...
6
votes
3answers
195 views

What are projection methods

Quoting from Solenthaler et. al. Predictive-Corrective Incompressible SPH (ACM Transactions on Graphics, Vol. 28, No. 3, Article 40, Publication date: August 2009) (PDF link here) These ...
2
votes
1answer
68 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, ...
5
votes
3answers
222 views

A clean way to compute exp(-1/x^2) near x=0 in C?

I am looking for a clean way to compute preciseley, when $x$ is very close to zero: $$\exp(-1/x^2)$$ using C. What is the best way (speed, precision, etc.) ?
4
votes
3answers
206 views

Is there a general framework for solving PDEs on uniform grid in parallel

Hej, I want to simulate a partial differential equation (a modified Cahn-Hilliard equation, but the details do not matter much. The questions also applies to the diffusion equation). I'm looking for ...
3
votes
3answers
158 views

Numerical scheme with energy conservation?

I have a set of equations to integrate something in time $t$. At each time step I compute a scalar field $\phi(t)$ and a potential $V(\phi)$. I should also control the conservation of energy with an ...
2
votes
1answer
284 views

Split operator FFT quantum dynamics for a harmonic oscillator

I would like to do a numerical quantum dynamics of a displaced gaussian in harmonic oscillator using split-operator method (see bottom of these notes by Hal Evans for the algorithm). I have a problem ...
5
votes
1answer
133 views

Energy Conservation

I'm working on a time integration scheme for my research. As a result, I have come across an interesting phenomenon. Somehow, the total energy of the scheme oscillates. At any given time the total ...
4
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0answers
94 views

Why do I get “estimated error” -1.#IND when doing BICGSTAB linear solver using ILUT perconditioner in eigen

I'm using Eigen (a C++ library for numerical linear algebra) to solve a linear equation with the the bi-conjugate gradient BICGSTAB algorithm with Incomplete LU preconditioner. However, the result ...
5
votes
1answer
676 views

generalized eigenvalue problem

I need to solve a real generalized eigenvalue problem $Ax= \lambda Bx(*)$ A and B are calculated from equations below: $$A=\sum_{i,j=1}^{N}W_{ij}(K_{i}-K_{j})\beta\beta^{T}(K_{i}-K_{j})^{T}$$ ...
4
votes
1answer
110 views

Boundary value technique for heat equation

My heat equation is $$ \frac{\partial u}{\partial t} = \frac{\partial^2 u}{\partial x^2}, \quad x \in [0,1], \quad t \in (0,0.1] $$ with initial condition $u(x,0)=\sin(\pi x)$ and homogeneous ...
8
votes
2answers
426 views

Is the maximum/minimum principle of the heat equation maintained by the Crank-Nicolson discretization?

I'm using the Crank-Nicolson finite difference scheme to solve a 1D heat equation. I'm wondering if the maximum/minimum principle of the heat equation (i.e. that the maximum/minimum occurs at the ...
13
votes
2answers
2k views

What is pseudo time-stepping?

While reading some literature on PDE solvers I came across the term pseudo time-stepping today. It seems to be a common term, however I failed to find a good definition or an introductionary article ...
21
votes
3answers
596 views

How does one test a numerical ODE solver implementation?

I'm about to start working on a software library of numerical ODE solvers, and I'm struggling with how to formulate tests for the solver implementations. My ambition is that the library, eventually, ...
3
votes
3answers
806 views

Can anyone recommend a library in C++ which has the most efficiency in doing sparse matrix operations under Windows system

I have download sparselib++, but it seems that it can't be complied in Windows, only in Unix, I don't know. So can anyone recommend some which can be used in Visual Studio 2010? I want to do a large ...
4
votes
2answers
132 views

How does longer simulation time affect simulation results?

I have a transient flow and solute transport simulation running using a fortran code. The final solution time is 1 day. I need the output of hydraulic head for the output time of 0.5 day. I want to ...
7
votes
3answers
744 views

manufactured solutions for incompressible Navier-Stokes — how to find divergence-free velocity fields?

In the method of manufactured solutions (MMS) one postulates an exact solution, substitutes it in the equations and calculates the corresponding source term. The solution is then used for code ...
4
votes
2answers
155 views

Problem Condition and Algorithm Stability

Consider 2 mathematical problems: $$ f_1(x) = a - x \\ f_2(x) = e^x -1 $$ The condition number for a function is defined as follows: $$ k(f) = \left| x \cdot \frac{f'}{f} \right| $$ Lets analyze ...