Questions tagged [discretization]
The process of representing a continuum space with a finite set of points/elements
150
questions
1
vote
1answer
28 views
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-...
1
vote
1answer
68 views
Discretization of a nonlinear boundary value problem
I am trying to use finite element method to discretize the following problem
\begin{align}
\min_{u \in H^1_0(\Omega)} \int \| \Delta u(x) - 0.5*[u(x) + \langle e, x \rangle + 1]^3 \|^2_2 \ d\Omega,
\...
2
votes
1answer
41 views
FV Discretization of source term in 2D Poisson Equation
I am learning Finite Volume method using the textbook "An Introduction to CFD: Finite Volume Method" by Veersteg and Malalasekera.
I would like to solve a heat conduction problem over a ...
2
votes
0answers
39 views
In sights into why higher order finite differencing method leads faster to instability
I was playing around with numerically solving the 1D wave equation with density and stiffness varying with position using central differencing methods and noticed that for certain discretization steps ...
3
votes
1answer
51 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 ...
0
votes
0answers
43 views
How to solve for underlying function from discrete data set containing integral of that function
New to Computational Science, I hope I'm on the right exchange network for this question.
I have a time series data set that contains the sum of a source data set representing an exponential decay ...
2
votes
3answers
167 views
Flux sign and face normal confusion in finite volume method
I implemented a solver for the 2D steady-state heat equation (without heat generation and homogeneous material) $\nabla. (k\nabla T) = 0$, using finite volume method, however, I am having some ...
3
votes
1answer
135 views
FEM with elastic inhomogeneous properties leads to mesh-induced anisotropy
I'm solving an elastic homogenization problem and I'm having problems with mesh artifacts.
I would like to first give a brief summary of what I do: I have a system with inhomogeneous (but isotropic) ...
5
votes
0answers
58 views
Why does the naive barycentric hodgestar fail?
The discrete exterior calculus is defined first using circumcentric dual cells, because the primal and dual edges are orthogonal and thus the dual cells are convex. This leads to a diagonal hodge star ...
0
votes
0answers
63 views
The relation between PDE order and discretization order
In Jasak's Ph.D. thesis (2000), a notion is given about discretization of a transport equation:
For good accuracy, it is necessary for the order of the discretization to
be equal to or higher than the ...
6
votes
2answers
238 views
Numerical flux and source term in FVM (Burger's like equation)
I'm trying to solve the following equation with FVM
$$u_t + f(u)_x = g(u)$$
where $g$ is some smooth function of $u$ and $f(u) = \frac{u^2}{2}$. This is really similar to Burger's equation, except ...
0
votes
1answer
211 views
Solving differential equation in Python with discretized variable coefficients
I am trying to solve a differential equation with discretized variable coefficients which are calculated from a time serie.
In this case the Runge-Kutta step size is fixed by the frequency in the time ...
1
vote
0answers
59 views
Can the standard multigrid performance be used for time-dependent PDEs?
Consider a time dependent pde(i.e u(x,t)).I know when only space-coarsening is used the standard multigrid performance can be applied but what if instead we use only time-coarsening?Can we apply the ...
4
votes
1answer
145 views
Differences between Discrete Fourier Transform and Continuous Fourier Transform?
I am trying to visualize the time dependence of a free particle given an initial wave-function using Python and I just wanted to know if I could use the in built FFT implementation from NumPy to find ...
1
vote
0answers
99 views
FDM discretization of equation on the boundary
In order to simulate the following equation using FDM
$$u_t(t,x)-u_{xx}(t,x)=0, \quad (t,x) \in (0,1)\times (0,1)$$
$$(u_t(t,x)-u_{x}(t,x))\rvert_{x=0}=0, \quad t \in (0,1)$$
$$(u_t(t,x)+u_{x}(t,x))\...
1
vote
1answer
123 views
How to do Weierstrass-transform in MATLAB?
I have a diagonalization problem. I have the eigenstates correctly, and I want to do a Gaussian-smearing (Weierstrass-transform) on them. So I have the wave functions ($\Psi$), and the continuous ...
0
votes
1answer
83 views
Is “Gradient Computation” in Finite Volume Discretization Really 2nd order accurate?
Based on this, pp 245, we go through these steps to discretize a gradient statement, namely $\nabla\phi$:
1- Gauss theorem reads,
$$
\int_V\nabla \phi dV = \oint_{\partial V}\phi dS
$$
2- Integral ...
2
votes
1answer
44 views
Discretization with non-constant matrix containg entries form unknown vector
Consider a system of PDEs
$$
\begin{cases}
u_t = \nabla \cdot (D(u)\nabla u) + \frac{c}{K_U+c}u-ku\\
c_t = d_c\Delta c -\frac{\nu_U c}{K_U + c}u
\end{cases}
$$
with some boundary conditions. Here, $D(...
1
vote
1answer
146 views
Approximation Error in a Finite Difference Approximation of the Square of Derivative
First Part: (First-order derivative)
Assuming $f$ is an infinitely differential function everywhere, the Taylor series of $f(x + h)$ at $x$ is
\begin{align}\tag{1}
f(x + h) = f(x) + hf'(x) + \frac{1}...
0
votes
0answers
72 views
Analytic vs discrete understanding of PDE
The PDE I am working with:
$$\partial_tu = \nabla \cdot (a(x)\nabla u)-\beta(x)u\\
\partial_nu=0, x \in \Omega \subset \mathbb{R}^2\\
\beta(x)>0$$
Integrate the PDE:
$$\int_\Omega \partial_t u=\...
0
votes
0answers
33 views
What will PDE discretization matrix look like for time and space? [duplicate]
Please note: this question is not a duplicate of this question since, while the PDE is the same, the nature of this question is different, i.e. the other question treats a different aspect of this PDE....
1
vote
0answers
56 views
Discretizing a parabolic PDE with finite volume method
I want to discretize the following parabolic PDE:
$$u_t = \nabla\cdot(\alpha(x)\nabla u)- \beta u\\
x\in\Omega \subset \mathbb{R}^2\\
\partial_n u = 0\\
u(t,0) = u_0(x)\ge 0, \alpha(x)>0$$
Given ...
1
vote
0answers
77 views
Determine truncation error of PDE discretization
The equation is $$\frac{\partial}{\partial x}\left(u\frac{\partial u}{\partial x}\right)=f(x)\\ 0<x<1, u(0)=u(1)=0$$
I'm discretizing this PDE using FVM as follows:
$0=x_0=x_{1/2}<x_1<x_{...
0
votes
0answers
52 views
Existence and uniquness of solution of FVM for Poisson equation
I'm discretizing the following Poisson equation using FVM where the domain $\Omega$ of the solution is a regular hexagon of side $1$ centered about the origin.
$$\Delta u =k,\text{ $k$ constant}\\
\...
0
votes
1answer
224 views
Elliptic PDE finite volume method with Dirichlet boundary condition
I want to discretize the following equation using a Finite Volume Method
$$\nabla \cdot (a(x)\nabla u)=f(x)\\x\in \Omega \subset \mathbb{R}^2
\\u_{|\partial\Omega}=g$$
I'm using Voronoi cells here: ...
3
votes
2answers
183 views
Finite volume discretization of non-conservative linear hyperbolic equation
Problem. Consider the one-dimensional adjoint Euler equations for $(x,t) \in \Omega \times [0,T]$ with $\Omega \subset \mathbb{R}$ and $T > 0$
$$ \varphi_t + \Big(\frac{\mathrm{d}F}{\mathrm{d} U}(x)...
1
vote
0answers
106 views
PDE discretization on triangular domain
Given the 2D Poisson equation
$$\Delta u = f\\ u(x,0) = g_1(x), 0<x<1\\u(0,y) = g_2(y), 0<y<1\\
\partial_n u (x, 1-x) =0, 0<x<1$$
defined on the domain $\Omega := \{(x,y) \in \...
0
votes
1answer
704 views
Discretization Neumann boundary condition
I'm currently working with the following Poisson equation with mixed boundary conditions, including a Neumann boundary condition.
$$\Delta u = f\\ u(x,0) = g_1(x), 0<x<1\\u(0,y) = g_2(y), 0<...
0
votes
1answer
66 views
Changing the domain of a 3D Finite Difference code from cube to sphere
I have an explicit FD (Finite Difference) code for diffusion/heat on a PDE in a cuboid domain, and it works fine. I would like to update the discretized equations and change the code so as to solve ...
4
votes
1answer
124 views
Matrix Representation of a Discretization for a Partial Differential Equation
I want to discretize the following problem
\begin{cases}
\mu \nabla^2u+(\lambda+\mu)\nabla \nabla\cdot u = \rho \frac{\partial^2u }{\partial t^2 } + \beta \frac{\partial u}{\partial t}\\
u(...
6
votes
1answer
115 views
How do I integrate a function defined over an arbitrary area?
Let's say, I have a compact area $S$ (for example a circle, a square or some arbitrary polygon) and a function $f: S \rightarrow \mathbb{R}$. I want to numerically calculate the Integral
$$ \int_S f(\...
2
votes
1answer
94 views
Stability Analysis
The partial differential equation,
\begin{align}
\dfrac{\partial f}{\partial x} + a(x)\dfrac{\partial f}{\partial y} = 0
\qquad & f(0,y) = f(L_1,y) = c_0e^{-y} \\
& f(x,0) = c_0 \;,\; f(x,L_2) ...
5
votes
1answer
381 views
Finite Differencing schemes for Convection-Diffusion equation
I'm using the Convection(/advection)-Diffusion(-Reaction) equation to calculate the temperature over time in different hydraulic parts like a pipe or a heat exchanger.
The flow/convection is always 1D,...
2
votes
1answer
149 views
Is there Von Neumann stability analysis for 9-point laplacian like we have for the 5-point Laplacian?
For spatial accuracy in 2-D Laplace equation, a 9-point stencil is better than a 5-point one.
$$\partial_tq= r\left(\partial^2_x q + \partial^2_y q\right)$$
for FTCS (forward-time, central-space) ...
1
vote
1answer
72 views
How to isolate and test time discretization order of accuracy
I have a code that uses both spatial and time discretization/integration. For convergence analysis, I am wondering how one would test the order of accuracy of their ${time}$ integration scheme? I ...
0
votes
1answer
26 views
Calculating volume of a discretised diffuse interface object
Suppose I have a spherical object projected onto a discrete square mesh. The dicretised circle can be represented by filling a logical matrix such that voxels in the interior of the sphere are filled ...
2
votes
1answer
62 views
Discretisation of logarithmic derivative: Deriving the formula
I'm reading a paper where they use a discrete approximation of a logarithmic mass growth rate as follows:
$$ \frac{d \log M}{d \log t} \approx \frac{(t_B + t_A)(M_B - M_A)}{(t_B - t_A)(M_B + M_A)}$$
...
1
vote
0answers
52 views
Decrease in slope during convergence analysis
I am using the method of manufactured solutions to perform the order of accuracy testing. I am using a cube for the testing. The cube is size 1m on all sides.
I used 5 refinements:
$dx = dy = dz = ...
1
vote
0answers
41 views
Limit to volume change in a discretized mathematical model?
I have set up a mathematical model describing the diffusion of ozone out of a gas bubble. The bubble is surrounded by a thin gas film. So actually, the model describes the diffusion of ozone through ...
2
votes
1answer
110 views
FEM-Laplace with Dirichlet in only a few points: Nonsingular operator?
Let's consider the FEM discretization of the Laplace operator without boundary conditions, i.e.,
$$
a(u,v) = \int_\Omega \nabla u \cdot \nabla v - \int_\Gamma (n\cdot \nabla u) v.
$$
For one-...
5
votes
2answers
321 views
Residual norm of PDE discretization: correspondence in the continuous problem?
Solving a linear PDE like
$$
\Delta u = f \quad\text{on } \Omega,\\
n\cdot \nabla u = 0 \quad\text{on } \Gamma,
$$
with Finite Elements usually goes like this:
Create the discretization $Au=b$ via
$$
...
1
vote
0answers
255 views
Global truncation error behavior at fixed time step
I am trying to solve the following diffusion equation problem:
$\frac{\partial f}{\partial t}=\frac{\partial (D\frac{\partial f}{\partial x})}{\partial x}+S$
$D=1+x^{2}+\sin(x)$
$f(x,0)=1 , f(0,t)...
1
vote
3answers
120 views
Discretization Error amplification instead of stagnation to machine precision
I wrote a code on Python 2.7.5 to solve numerically the following differential equation.
$\frac{\partial^2f}{\partial x^2}=-S$
$S=\pi^{2}\sin(\pi x)$
S is chosen that way in order to have $f= \sin(\...
1
vote
1answer
55 views
Problems with deriving an equation for a finite-difference scheme given in the journal paper
I'm reading this paper and trying to follow everything that the author has done.
A Comparative Study of Finite Volume Method and Finite Difference Method for Convection-Diffusion Problem
But there ...
2
votes
0answers
111 views
Monotone, monotonicity preserving, LED, TVD, NVD, bounded, stable and stability preserving discretization schemes [closed]
When it comes to discretization schemes for finite volume method, the following terms can be found in literature:
monotone schemes
monotonicity preserving schemes
local extremum diminishing schemes
...
1
vote
5answers
781 views
Don't we care about the numerical diffusion in the diffusion term?
In the context of the solution of advection-diffusion equations by finite volume method, many numerical schemes, papers and book chapters are dedicated to address the numerical diffusion and/or ...
3
votes
0answers
108 views
How to account for the interface between two different phases in a discretized diffusion model?
I have tried to set up a model for the diffusion of a gas into a liquid. The two media are next to each other and the geometry is spherical because the system should simulate the diffusion out of a ...
3
votes
1answer
142 views
Discontinuous Galerkin FEM : Control points are mid-points of edges instead of nodes
I am thinking to use discontinuous galerkin FEM (DGFEM) method to estimate discontinuous displacement field $u: \Omega \rightarrow \mathbb{R}^2$ at the crack surface of a material.
The domain is ...
0
votes
1answer
44 views
Implementation of stochastic cellular automata
In my problem, I have a lattice with a stochastic cellular automaton. In order to simplify a bit, let's say it is 1D. In my system, each node can be type A, B or C. A way to represent the system and ...
1
vote
1answer
159 views
Can this nonlinear advection-diffusion equation be discretized as to only have to solve SPD systems?
Consider a nonlinear advection-diffusion equation of the form
$$
\frac{\partial u}{\partial t} = \nabla \cdot (a(u) \nabla b(u) - \vec{c}(u)u) \tag{1}
$$
on a rectangular domain with Dirichlet ...
