The study of the propagation of errors in a numerical algorithm.

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linear stability analysis using spectral radius

I am analysing the stability of a series of 1D linear equations of the form \begin{equation} \frac{d}{dt} x = A x \end{equation} discretised using upwind and central finite volume methods, etc, with ...
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1answer
63 views

stabilizing advection-diffusion with multi-grid?

If one chooses to discetize the advection-diffusion (AD) equation using the standard Galerkin finite element method, stability issues may arise in cases of high Peclet number (i.e., high advection to ...
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0answers
51 views

What is the source of the error in the Sherman-Morrison formula application?

The Sherman-Morrison formula $$ (A+uv^T)^{-1} = A^{-1} - \frac{A^{-1}uv^TA^{-1}}{1+v^TA^{-1}u} $$ results in small errors in relation to the standard matrix inverse operation after each application, ...
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62 views

Reducing oscillations a 3D Alternating direction explicit scheme for the diffusion equation?

Hi I have made a 3D alternating direction explicit scheme for solving the diffusion equation, which will eventually replace a FTCS scheme in model of bubble dynamics in tissue. I have been testing it ...
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1answer
83 views

Forcing an ODE solver to preserve the norm

I have an ODE of the form $$ \frac{dy}{dt} = -i H y \enspace .$$ where $y$ is a complex vector and $H$ is a time dependent Hermitian matrix. The norm of the solution $y(t)$ at any point in time ...
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49 views

Stability analysis for explicit time discretization in the Finite Element Method

I have been looking for stability analysis of general reaction-diffusion problems, of the form $\frac{\partial u}{\partial t}=\nabla\cdot D\nabla u-k\,u$ , to be solved using the standard Finite ...
7
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1answer
73 views

Stability analysis of Heun's method

I am using Heun's method with a third order upwind spatial scheme, which is suggested by Shao (2008) to be used for solving the horizontal advection part of the advection-diffusion equation. This is ...
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47 views

Order of operations, numerical algorithms

I have read that (1) Ill conditioned operations should be performed before well conditioned ones. As an example, one should calculate $xz-yz$ as $(x-y)z$ since subtraction is ill conditioned ...
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1answer
155 views

Numerically stable approach for calculating x in Ax=b

I have an equation $Ax=b$ for which I need to solve for numerous $x$ matrices given $b$. Both $x$ and $b$ are nx1 matrices. Unfortunately, $A$ is a 32x32 matrix and inversion gives highly unstable ...
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124 views

Can an approximated Jacobian with finite differences cause instability in the Newton method?

I have implemented a backward-Euler solver in python 3 (using numpy). For my own convenience and as an exercise, I also wrote a small function that computes a finite difference approximation of the ...
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42 views

Backwards Stability

Let $A$ be a nonsingular matrix, let $x_{k+1}$ be an approximation to the solution of $Ax=b$, and let $r^{k+1}=b-Ax^{k+1}$. Show that if $x^{k+1}$ is $\epsilon$-backward stable approximate of ...
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4answers
228 views

Why are upwind schemes stable in convection flow calculation?

It is well known that upwind schemes are stable when calculating convection flows with $|\text{Pe}|>2$, $\text{Pe}$ is the Peclet number. Why is that, and why is central difference unstable? Is ...
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98 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 ...
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3answers
115 views

Numerical solution of IVP for linear ODE with variable coefficient blows up

Cross posted in Mathematica.SE, I'll try to rephrase it in a more general way here. A friend of mine showed me this initial value problem (IVP) for a linear ordinary differential equation (ODE) with ...
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0answers
28 views

Locally evaluate nonlinear dynamic system's stability using eigenvalues

I'm working with Computational Neuroscience. I have a large Synaptic Matrix (x axis: presynaptic NeuronID, y axis: postsynaptic NeuronID) in a Modular network. This matrix is close to a random one and ...
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1answer
135 views

How to avoid negative values of numerical solution of transport equation using FEM scheme?

The transport equation is actually an advection-diffussion-reaction equation, which has the form as $$\frac{\partial C}{\partial t} + v_1 \frac{\partial C}{\partial x} + v_2 \frac{\partial ...
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1answer
60 views

Avoid arithmetic overflow in matrix multiplication

I am solving the following matrix equation for $\mathbf{x}$: $$(J^{\mathbf{T}}J)\mathbf{x}=J^{\mathbf{T}}\mathbf{r}$$ $J$ is $m\times n$ matrix $\mathbf{x}$ is vector of size $n$ $\mathbf{r}$ is ...
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70 views

Super time stepping and Crank Nicholson Method

I was wondering whether it is possible to combine the two to produce a very efficient code? Thanks,
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71 views

Frozen coefficient method (von Neumann stability analysis)

Earlier it was considered that frozen coefficients method for Neumann stability analysis for finite difference scheme is more heuristic than rigorous. But I have read some information in a book by ...
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1answer
50 views

Adjusting Keplerian orbits for thrust with numerical stability

I'm writing a mod for a game that models orbital physics (Kerbal Space Program, or KSP). I'm attempting to model the effects of thrust on spacecraft in certain states where the game only models them ...
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2answers
86 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 ...
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1answer
210 views

Puzzling remark about stability region of fifth-order Runge-Kutta method

I came across a puzzling remark in the paper P. J. van der Houwen, The development of Runge-Kutta methods for partial differential equations, Appl. Num. Math. 20:261, 1996 On lines 8ff on page 264, ...
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2answers
112 views

Lax-Richtmyer stability analysis

I would like to get to know more in details about Lax-Richtmyer stability analysis (esp in examples), but I didn't manage to find anything except a definition. Could you advice any sources for this ...
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3answers
271 views

Finite Difference Method Stability

The diffusion equation is: $ \frac{\partial T}{\partial t} = \alpha \left( \frac{\partial^2 T}{\partial x^2} \right) $ An explicit finite difference approach can be used to solve this, forward in ...
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30 views

Error analysis and the Model Problem [closed]

In numerical methods for ODE's, the model problem y' = cy where c is complex is regarded as sufficient in performing error analysis for different methods in ...
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1answer
204 views

Von Neumann stability analysis in 3d

I need to get a stability criterion for the numerical scheme for equation $$\frac{\partial u}{\partial t}-\frac{\partial^2 u}{\partial x^2}-\frac{\partial^2 u}{\partial y^2}-\frac{\partial^2 ...
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1answer
218 views

Courant Friedrichs Lewy condition - how to get it?

I am interested, how can we get CFL condition for every type of PDE? It's known that for 1st order linear equation $$\frac{\partial u}{\partial t}+a\frac{\partial u}{\partial x}=0 $$ CFL is get from ...
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2answers
222 views

In what regime do the continuous and discontinuous Galerkin method become unstable for advection-diffusion systems?

I know that the finite volume method (based around a central different stencil) is unstable for advection dominated advection-diffusion problems. This leads to different adaptive schemes to can be ...
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1answer
208 views

Von Neumann stability analysis of coupled equations

Given a forward-in-time approximation I have the coupled equations: $$ \frac{T^{(n+1)} - T^{(n)}}{\Delta t} = x T^{(n)} - y h^{(n)} \\ \frac{h^{(n+1)} - h^{(n)}}{\Delta t} = -z h^{(n)} - \alpha ...
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64 views

Stability question (finite difference): dealing with corner nodes

Consider one initial boundary value problem for sphere. $$\frac{\partial u}{\partial t}=\operatorname{div}A\nabla u +f$$ Here is explicit numerical scheme (we consider that it is stable): ...
5
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1answer
434 views

Stable time step limits for Velocity-Verlet integration

I'm implementing a mass-spring solid mechanics solver and I'd like to use the Velocity-Verlet time integration scheme. However, I cannot find anything about the maximum stable time step -- either ...
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2answers
167 views

Stability of the first-order exponential integrator method

The question is about the first-order exponential integration method described in this article. Consider a system of ordinary differential equations $$y'(t) = -A\,y(t) + \mathcal{N}(t, y), \qquad ...
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3answers
370 views

Caculating the mean of vector accurately

I am having trouble with calculating a mean of vector with sufficient accuracy. My current solution which works but it quite slow and has unpredictable performance: mean_sum = mean = ...
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1answer
664 views

Stability of numerical method for 1D Burger's equation

I am trying to solve 1D viscous Burger's equation numerically and I cannot apply von Neumann analysis because the equation is non-linear. How do I predict the stability criteria for my system? I also ...
4
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2answers
436 views

Numerical instability of spherical pendulum

Problem statement I am trying to simulate a spherical pendulum, with rod length $r$ south-polar angle $\theta$ and azimuthal angle $\phi$ initial values $(\theta_0,\phi_0)= (0,0)$ My particular ...
4
votes
1answer
465 views

Finite elements for Stokes with traction boundary conditions

Suppose we are given the Stokes equations with Neumann conditions on part of the boundary: $-\nabla\cdot\boldsymbol{\sigma} = \mathbf{f}, \quad \text{and} \quad \nabla\cdot \mathbf{u} = 0 \quad ...
2
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1answer
50 views

Model Spinup time

While I look up programming and technical stuff on Stack Overflow all the time, I figured that would probably be the wrong forum for a question like this. Some background: I'm a climate modeler ...
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2answers
296 views

How to decide stability of Runge-Kutta method for non-linear ODE?

I'm working on a parameter study of Duffing's equation $\ddot x + \delta \dot x + \alpha x + \beta x^3 = \gamma \cos{\omega t},$ where $\delta, \alpha, \beta, \gamma$ and $\omega$ are real ...
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1answer
153 views

Stabilization of solution to one-dimensional system of PDE

I am trying to solve numerically next PDE system: $$\frac{\partial c}{\partial t}=\epsilon\frac{\partial}{\partial x}(\frac{\partial c}{\partial x}+\rho\frac{\partial \varphi}{\partial ...
4
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1answer
85 views

Is stabilization of energy equation needed when momentum equation needs it?

When SUPG/PSPG stabilization is added to momentum equation of flow problem, is needed stabilization for energy equation also? I would guess that when stabilization for velocity works fine so one gets ...
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0answers
31 views

Simulation of asymmetric structures (occupancy = 0.5) unstable

I am trying to simulate a metal-organic framework in LAMMPS using the UFF potential. It's working quite well for some structures where all molecules have an occupancy of 1. However, when I have a ...
6
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1answer
180 views

Stabilization of convection-dominated flow and turbulence modeling

Are stabilization techniques for convection-dominated flows like SUPG+PSPG, interior penalty methods, etc. able to handle turbulent flows without tubulence model being employed, at least up to some ...
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} ...
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
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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 ...
5
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3answers
161 views

What are the negatives of using higher order finite diference schemes?

I was looking at this wikipedia page: http://en.wikipedia.org/wiki/Finite_difference_coefficient It is a lists of higher order finite difference approximations, is there any negatives in using these ...
3
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1answer
373 views

Stability of numerical schemes for non-linear equations with a Jacobian with negative eigenvalues

Let us assume I have an A-stable numerical scheme. I believe that given any linear equation $y' = Ay$, it means that the numerical scheme applied to this equation is stable (and therefore convergent ...
6
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2answers
192 views

numerical investigation of stability of motion (confinement)

I am trying to find the required specifications of a RF trap, in which a proton can be confined.(trap dimensions,voltage frequency and amplitude used, etc). I have to solve the equations of motion ...
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1answer
1k views

Meaning of CFL condition on parabolic problems

I've been studying this FEM theory and for the parabolic problems, there's the analysis of stability of the $\theta$-method. I followed the analysis and they get this CFL (Courant-Friedrich-Lewy) ...
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1answer
177 views

Stability of forward euler method

I am trying to understand the stability of the forward Euler method. I read there's a model problem to see the stability. $$y'(t) = \lambda y(t) \qquad t \in (0, \infty)$$ $$y(0) = 1$$ then the book ...