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

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70 views

The condition for stability using the leapfrog method

I have the ODE below $$\frac{d}{dt}\pmatrix{x\\ y} = \pmatrix{0 &1\\-a &0}\pmatrix{x\\ y} \enspace .$$ The $m=1$ leapfrog method is defined as: $$y_{n+1} = y_{n-1} + 2f_nh \enspace .$$ For ...
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1answer
52 views

How do we find the condition?

Suppose that we are given a numerical scheme. In order to find the CFL condition , we set $U_j^n= \lambda ^ne^{ik x_j}$ and put it into the numerical scheme. I have shown that the given method is ...
3
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0answers
74 views

CFL Condition and Convection Diffusion Equation in 2D

I am solving the convection-diffusion equation in 2D using Finite Differences with the $\theta$ scheme. The velocity of the fluid and the diffusion coefficient is low in my case (in the range of ...
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0answers
88 views

von Neumann stability analysis system of equations

How can I apply von Neumann stability analysis for the following system of equations? Discritization method: Lax method \begin{align} &\frac{\partial u}{\partial t} + a \frac{\partial v}{\partial ...
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2answers
96 views

significance of energy equation and its conservation

I am interested to know the significance of the energy conservation laws when modelling fluids (or other materials). Am I correct in saying that if energy is conserved then stability is achieved. In ...
2
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1answer
45 views

How can I analyze the stability of a PDE discretization at a boundary?

I have a numerical discretization of a partial differential equation that seems to be unstable or stable at a boundary point, depending on what finite difference scheme I am using. Are there standard ...
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0answers
77 views

Computing solutions with singularities using MATLAB ODE45

I am new to solving numerically ODES and thus it is difficult for me to judge the reliability/trustworthiness of the results that I have produced for the following problem: I am dealing with a 2nd ...
3
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2answers
176 views

Does artifical dissipation term makes scheme inconsistent?

Central schemes like JST uses artificial dissipation for the stabilization. This modification is an artificial one. Does this additional term makes system inconsistent? Can we expect this term to be ...
1
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1answer
56 views

How do I add some floating point numbers, keeping numerical accuracy in mind?

I am solving a problem involving the line with the set of points $(x_3,y_3)$ that are equidistant to two given points $(x_1,y_1)$ and $(x_2,y_2)$. The equation for this line is $$(x_3 - x_1)^2 + (y_3 ...
6
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1answer
88 views

How to derive an Implicit Runge-Kutta method from Pade approximation

I was reading some work by Butcher and I came across Pade approximations and the correlation between them and stability functions for some Implicit Runge-Kutta methods. For example, in this Pade table ...
2
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0answers
29 views

How to classify chaotic systems from a stability perspective

I am wondering what chaotic systems are from the perspective of numerical analysis. I am talking about 'deterministic chaos' such as for instance the 'logistic map' exhibits it. That is, the solution ...
3
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2answers
140 views

what do zero real parts of eigenvalues mean? Any good references?

I am solving a 1D advection problem of the the form $$dQ/dt=[A]Q$$ where {Q} is the vector of unknowns and [A] is the matrix of coefficients of spatial discretisation. I have worked out the ...
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0answers
37 views

comparison of stability of two non-linear methods

I have solved a numerical problem using two different sets of non-linear governing equations. I want to get an understanding of the stability of the methods relative to each other. To do so, I solving ...
2
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0answers
105 views

what do positive real parts of eigenvalues mean?

I am solving a 1D advection problem of the the form $$d{Q}/dt = [A]{Q}$$ where {Q} is the vector of unknowns and [A] is the matrix of coefficients of spatial discretisation. I have worked out the ...
2
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2answers
108 views

Why have specialised upwind schemes been developed to solve hyperbolic equations?

Are upwind schemes such as Godunov type methods superior to central differencing schemes? Do the reasons include superiority in modelling hyperbolic problems with Dirichlet BC's?
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0answers
52 views

Difference between fast and normal Givens Rotations?

would someone be so kind as to explain me the difference between the ordinary givens-rotation and the fast givens-rotation? I know that the fast givens Rotation reduces the Count of operations to ...
3
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1answer
62 views

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 ...
3
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1answer
77 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
62 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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0answers
69 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 ...
7
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1answer
97 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 ...
3
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0answers
64 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
97 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 ...
6
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0answers
52 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 ...
3
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1answer
180 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 ...
10
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1answer
168 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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47 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
306 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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0answers
108 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 ...
4
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3answers
129 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
31 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 ...
6
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1answer
187 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 ...
0
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1answer
84 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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0answers
81 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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0answers
92 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 ...
1
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1answer
54 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 ...
3
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2answers
90 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 ...
14
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1answer
223 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, ...
3
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2answers
167 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 ...
6
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3answers
319 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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0answers
34 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 ...
3
votes
1answer
246 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 ...
3
votes
1answer
333 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 ...
2
votes
2answers
261 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 ...
4
votes
1answer
275 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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0answers
68 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): ...
6
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1answer
580 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 ...
5
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2answers
186 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 ...
3
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3answers
447 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 = ...
3
votes
1answer
855 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 ...