Questions tagged [convergence]

Questions related to whether the sequence of iterates generated by an iterative method has one or more limit points, and if those limit points have the correct properties.

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Convergence of Evolutionary Algorithms

When it comes to Evolutionary Algorithms (e.g. Genetic Algorithm), I have often heard people make the following broad statement: "Evolutionary Algorithms Do Not Converge." I was curious ...
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6 votes
3 answers
165 views

Why in scientific papers convergence of finite difference and finite volume schemes is tested using multiple norms ($l_1$, $l_2$ and $l_{\infty}$)?

In peer reviewed numerical papers, the order of accuracy of finite difference and finite volume for PDEs is computed in multiple norms, usually $l_1$, $l_2$ and $l_{\infty}$, and other times $l_{\...
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"Unspoken Tradeoff" in Convergence Rates for "Quasi-Newton vs. Gradient Descent"

Is there an "Unspoken Tradeoff" in Convergence Rates for "Quasi-Newton Methods vs. Gradient Descent"? As a quick summary: Gradient Descent based algorithms try to find the minimum ...
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1 vote
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Solution fails to converge with different collocation point selection

I'm trying to learn about collocation. As an example, I am using Numerical Recipes, 20.7.12, but changing the basis. To wit, I'm trying to solve $$y'' + y' - 2y + 2 = 0, -1 \le x \le 1, y(-1) = y(1) = ...
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4 votes
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Computationnal Mechanics : Three Bodies contact problem with ALM

I am facing an issue with convergence of a contact problem consisting of three successive bars, as presented below. A force is applied on the right hand of the first bar so there is contact between ...
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6 votes
2 answers
141 views

Integrating exponential of second degree polynomials

I'm looking to compute the value of the following integral, for small values of $|a|$. $$u_n(a,b)=\frac{1}{2}\int_{-1}^1 x^ne^{ax^2+bx}\mathrm{d}x$$ In this equation, $a,b \in \mathbb{R}$ and $n \in \...
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Discontinuous Galerkin order of convergence on arbirary refined mesh: step-12 deal.ii tutorial

I'm learning DG methods and in order to practice a little bit I'm using the deal.ii library. In particular, I'm looking at step-12, where they solve $$\operatorname{div}(\beta u) = 0$$ $$u = g_D \text{...
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Getting euclidean distance between vector A and C without anyway of retrieving them when their distances with a common vector B is known

Motivation: My plan is to get the overall euclidean distance matrix for all the vectors in N number of dataset. Each dataset is basically an array of n-dimensional points. For e.g: A dataset can be ...
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1 vote
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69 views

Confused on how Method of Manufactured solutions works?

I am new to computational science and I am trying to wrap my head around how MMS works. I am solving the time independent Helmholtz equation as a simple test of the technique so my starting equation ...
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2 votes
2 answers
166 views

Manufactured solution for $-\operatorname{div}(a(x) \nabla{u}) = f$ when $\alpha(x)$ is discontinuous

I'm studying the dealii tutorial number 4,5 and I understand the workflow. I've also been able to find the EOC by using manufactured solution where $f$ is a smooth r.h.s. and $\alpha(x)$ smooth too. ...
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1 answer
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Step3 in deal.II - Convergence of the mean

I'm trying to understand the Convergence of the mean part of the Step-3 tutorial in deal.II. The authors say that $\frac{1}{|\Omega|}\int_{\Omega} u_h(x)dx$ converges with $\mathcal{O}(h^2)$, but I ...
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1 answer
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2 point BVP solver: how to compute errors

Background I am working with chapter 2 in LeVeque's book: https://faculty.washington.edu/rjl/fdmbook/ I have build my own solver in Python to solve the 2 point BVP: $$ \epsilon u''+u(u'-1) =0 , \\ u(0)...
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Convergence of the Roothaan-Hall equations

Suppose that we are given a time-independent quantum mechanical system whose wavefunction depends on three space coordinates. Let $F$ be the Fock operator of the system. Suppose also that we have a ...
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Solving Cahn-Hilliard equation using semi-implicit Fourier spectral methods

So, I have written both a C and python code to solve the 2D Cahn-Hilliard equation: \begin{equation} \frac{\partial c}{\partial t} = \nabla^2\left(c^3 - c - \kappa\nabla^2c\right) \end{equation} ...
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1 vote
1 answer
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Rate of convergence - Stochastic Euler Method

The absolute error criterion of the pathwise approximation of an Ito process $X$ by an Euler approximation $Y$ is: $$ \epsilon=E\left(\left|X_{T}-Y(T)\right|\right) $$ We shall say that a time-...
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4 votes
3 answers
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Which absolute and/or relative stopping criteria do use for Newton's method?

I saw many stopping criteria for Newton's method all around Web and books. Some are defined from the residuals: of either current iteration only: $$ \|f(\mathbf{x}^{(k)})\| \leq \epsilon $$ (https://...
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1 vote
1 answer
174 views

FEM solution for Poisson is not exact at nodes

Let's consider the usual Poisson problem for FEM $$-u''(x)=1 \quad x \in [0,1]$$ with homogeneous Dirichlet boundary conditions. The solution is $u(x)=-\frac{1}{2}x(x-1)$ I know that the FEM solution (...
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0 answers
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L2 norm optimization problem

I have an optimization problem where i need to find an image x, that is very close to x' such that: monitor(x') is valid but monitor(x) is invalid. (output is valid when the neural network output is ...
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1 answer
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Finite elements with CFL condition - How to obtain correct order of convergence

I have discretized a PDE with continuous finite element method in spatial variable and with implicit Euler or Crank-Nicolson in temporal variable. In both cases, I have error estimates in $L_2$ norm ...
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9 votes
3 answers
514 views

Accuracy issues with Arpack in Julia for eigenvalues of smallest magnitude

Following the documentation of Julia's Arpack package (Cf. https://julialinearalgebra.github.io/Arpack.jl/stable/eigs/) I have computed some largest and smallest magnitude eigenvalues of sparse ...
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Devising Convergent Numerical Scheme for PDE

I'm currently looking at the PDE \begin{align*} u_t + \left[x(1-y) - (1-x)\right]u_x - (1-y) u_y + (z-xy) u_z = (z-xy) u_{xy} - (1-x)u& \\ \end{align*} with \begin{align*} u(x,y,z,0) = 1& \\ ...
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1 answer
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Finite Difference for Advection Equation With Source

I'm trying to find a convergent finite difference scheme for the PDE \begin{equation} \begin{split} u_t + (x-1) u_x &= (x-1)u, \hspace{.5cm} x \in [0,1] \\ u(x,0) &= 1 \\ u(1,t) &= 1. \\ \...
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1 answer
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Where could error terms that blow up in SWE come from?

I have been working on a solver for shallow water equations with reflective boundary conditions. I have found that it diverges very fast. As a workaround I noticed yesterday that if I smooth the ...
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4 votes
1 answer
222 views

When does L-BFGS outperform GD?

In practice, L-BFGS is frequently held comparably to other inexact QN methods, and it provides a middle ground of sorts between Hestenes–Stiefel CG and BFGS as memory goes from zero to infinity (...
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1 vote
0 answers
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Multigrid Reduction In Time Convergence

I am trying to solve a 2D dynamic linear elasticity model parallel in time using Xbraid. The spatial domain is [0,1]x[0,1] and time domain [0,1]. For time integration I am using a backward Euler ...
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  • 471
3 votes
1 answer
87 views

Numerical integration in time for finite elements

I am trying to solve $M\ddot{u}=-Ku+F_\text{ext}$ for a 2D linear elastic model with $M$ be the mass matrix,$K$ the stiffness matrix and $F_\text{ext}$ the external load vector coming from a uniformly ...
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  • 471
1 vote
0 answers
76 views

Convergence of Conjugate Gradient Algorithm

I am trying to solve a linear elasticity model using finite element discretization in a rectangle domain [0,1]x[0,1]. For the solution of the the linear system $Ku=F$ I am using the CG algorithm. ...
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3 votes
1 answer
203 views

Choosing an appropriate time step for a discrete & continuous dynamics simulation

I have inherited of a flight dynamics simulation in C++ which represents a small drone with it's autopilot, actuator dynamics and a solid state IMU. Hence, it is composed of a few models, some ...
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1 answer
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interface value on the error equation

https://www.jstor.org/stable/pdf/2157482.pdf, here I have a problem in last equation of (2.6) in section (2.1). When they are considering error equation on the interface $\Gamma$ they get $e_v^{(n)} = ...
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1 vote
1 answer
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Issue solving nonlinear equation containing a quotient

I have a coupled set of PDEs that need to be solved as part of a larger problem. I am currently approaching this by computing spatial derivatives with finite differences and using PETSc's nonlinear ...
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2 votes
2 answers
164 views

Accelerating convergence of a generalized continued fraction

I wish to compute $$ \frac{1}{1 + \frac{1^3}{1 + \frac{2^3}{1 + \frac{3^3}{1+\cdots} } } } $$ to high accuracy. To start, I tried computing $$ \frac{1}{1 + \frac{1^2}{1 + \frac{2^2}{1 + \frac{3^2}{1+\...
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5 votes
1 answer
154 views

Accurate computation of Gauss-Kuzmin entropy

The Gauss-Kuzmin distribution gives the probability of an integer appearing as a partial denominator in the continued fraction of a real number $x$ as $$ P(a_k = k) = -\log_2\left(1 - \frac{1}{(k+1)^2}...
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  • 2,001
1 vote
0 answers
45 views

Effect of reducing flux consistency order at boundary on convergence order

Consider the 1D nonstationary convection-diffusion PDE $$ \begin{alignat}{2} \partial_t u &= -a \partial_x u + D \partial_{xx}u, &\qquad x \in (0,1), t \in (0,T), \\ f(t) &= \left.\left( a ...
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  • 391
1 vote
1 answer
999 views

what is non-asymptotic convergence?

I guess convergence in general means it is in asymptotic sense but what does non-asymptotic convergence mean?. Can someone please explain with an example?
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2 votes
0 answers
35 views

Convergent Finite Difference Scheme for Parabolic Equation

Consider the PDE $$u_t = b_{11}u_{xx} + 2b_{12}u_{xy} + b_{22}u_{yy},$$ where $b_{11}, b_{22} > 0$, and $b_{12}^2 < b_1b_2$. In Strikwerda's book, the ADI scehme \begin{align*} \left( 1 - \frac{...
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  • 141
5 votes
1 answer
113 views

Non-conforming bi-linear finite element

The four-noded bi-linear rectangle element, which sometimes goes under the name Melosh element, is non-conforming unless the element sides are aligned. Out of curiosity I have implemented this element ...
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2 votes
1 answer
177 views

Best way to check if SOR solution has converged for 2d matrix

I have written a SOR algorithm to solve the Laplace equation on a 2d grid. The outside of the grid is fixed at 0 and the central square is fixed at 10. I can obtain the fully converged solution for ...
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3 votes
1 answer
112 views

Determine stability of an algorithm?

This is related to a question I answered on Stack Overflow regarding calculating the square root of a number. I was thinking about it and realized that the formula is just the first in a family of ...
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2 votes
4 answers
201 views

Testing the time dependent Schrodinger Equation with an analytical solution?

I am numerically solving the Schrodinger Equation in 1D first and in higher dimension later, but I want to know the convergence rate of my numerical solver in different grid size and numerical methods....
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1 vote
1 answer
111 views

Unexpectedly Slow Convergence Implicit Euler

I'm solving the coupled ODE $$ \left[\begin{array}{c}x^\prime(z)\\p_x^\prime(z)\end{array}\right] = C(z)\cdot\left[\begin{array}{c}x(z)\\p_x(z)\end{array}\right] = \left[\begin{array}{cc}0& A(z)\\...
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2 votes
1 answer
103 views

How the number of pre-smoothing and post-smoothing steps affect the asymtotic convergence rate of geometrical Multigrid?

Does the convergence rate of multigrid depend on the total number of smoothing steps or on the number of pre and post smoothing steps seperately?
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  • 471
3 votes
1 answer
159 views

A name for a numerical phenomena when using numerical methods

I have a nonlinear solver for equation $$g= c_1f(x_1,y_1)+c_2f(x_2,y_2)$$ Note that $c_1$ is much bigger than $c_2$. After using Levenberg–Marquardt algorithm, it seemed to only optimize $x_1$ and $...
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2 votes
2 answers
1k views

Implementing Gelfand’s formula for the spectral radius in Python - lack of convergence

For context: Gelfand's formula for the spectral radius is $\lim_{k\rightarrow \infty}|A^k|^{1/k}$ where $|\cdot|$ is any well-defined operator norm. I naively coded a function to calculate the $k$th ...
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3 votes
0 answers
74 views

Why GA convergence curves continue as two parallel lines?

I'm working on a optimization problem and using GA algorithm (in MATLAB, ga function). As you know MATLAB plots GA result with two curves, one for the best values and other to show the mean values ...
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11 votes
1 answer
204 views

Implications of thermodynamic inconsistency in CFD calculations

During my PhD work, I had to use tabulated values of thermodynamic properties of gases in some Computational Fluid Dynamics (CFD in short) simulations. My tables are discretized in temperature and ...
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  • 111
3 votes
4 answers
452 views

How does gmres method iteration behave for this non-diagonalizable matrix?

Recently, I have been studied my lessons about gmres iteration, probably the most popular iteration method for general large sparse linear system of equations Ax=b. And the convergence is obtained ...
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  • 961
3 votes
1 answer
245 views

Conjugate Gradient for singular 2D poisson finite element with Neumann Boundary Conditions

Heavily edited question after I realised partly what the problem was I have programmed a simple 2D square finite element solution to the Poisson equation $-\Delta u = f$ The source function ...
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2 votes
1 answer
341 views

Number of GMRES iterations increase when stepping forward in time, using the Newton method

I am solving a system of nonlinear time-dependent equations using the Newton method in a finite-element-setting, i.e. first I create the jacobian matrix for the current time, and afterwards I try to ...
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8 votes
0 answers
126 views

Why not use the preconditioned residual as termination criterion for preconditioned CG?

I have a Poisson equation with wildly varying material parameters (1 .. 1000), wildly varying element sizes (5 nm .. 100 um) and some quite anisotropic (tetrahedral) elements (100 nm x 100 um). I use (...
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0 votes
0 answers
151 views

Why does GMRES converge much slower for large Dirichlet boundary conditions?

I'm trying to numerically solve a simple Laplace equation in 2D, with a nonlinear source term: $\nabla^2 u = u^2$ with boundary conditions as $u=0$ everywhere except for $y=1$ where $u=u_0$. I'm ...
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