Questions tagged [discretization]

The process of representing a continuum space with a finite set of points/elements

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27 views

Quantify difference between two discrete 1D solutions

I have an ordinary differential equation that is solved as an initial value problem using different numerical schemes. I end up with several discrete time signals that should display a reasonably ...
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32 views

Procedure to convert continuous equations of motion to discrete version

Let's take a mobile robot and suppose we know its continuous equations of motion, for example this car-like simple model. Now if I am simulating this robot in a continuous 2D plane, then coding the ...
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46 views

Discretizing Multi-species Ion Exchange Equations by Finite Volume Method

I'm solving a system of multispecies ion exchange equations (diffusion+drift fluxes) in 1-d spherical domain using finite volume method to obtain the ion concentrations at the next time step. After ...
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1answer
99 views

Tensor product representation for the 9-point finite difference approximations for the Poisson equation

If we use 5-point finite difference approximations in a uniform rectangular grid to solve the Poisson PDE \begin{align} -\Delta u &= f \ \ \text{en} \ \ (0,1)\times (0,1) \label{P1} \\ u &= ...
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50 views

What is the rationale of second-order finite volume discretization?

When it comes to a second-order accurate finite volume discretization of Navier-Stokes equations, which one of the two following rationales is adopted? 1- Second-order accuracy is a direct consequence ...
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1answer
70 views

Why do we have to resort to Higher order schemes for solving the 1-D advection equation/ continuity equation?

\begin{equation} \begin{aligned} \frac{\partial N}{\partial t} &+ \frac{\partial J}{\partial r} = 0, \\ \frac{\partial N}{\partial t} &+ \frac{\partial }{\partial r}(N \upsilon ...
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1answer
260 views

Minimal surface finite differences problem - Matlab assemble

I face to the following problem: $$(1+u_x^2)u_{yy} - 2u_xu_yu_{xy} + (1+u_y^2)u_{xx}=0.$$ Problem needs to be discretized and assembled. Does anybody know how to proceed in Matlab?
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1answer
138 views

Projection method FVM poisson part, adding source term

The idea of the method is to decompose the Navier-Stokes equation into the solenoidal and irrotational parts. $$\frac{\partial u}{\partial t}+u(\nabla \cdot u)=-\frac{1}{\rho}\nabla p+\nabla ^2 u$$ ...
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1answer
262 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: ...
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1answer
106 views

Discretization of a non-linear ODE using FDM isn't grid indepenent

I am trying to solve the ODE : $\frac{d^2T}{dx^2} = \omega_1 T+\omega_2 T^2$ + using different numerical methods. I have tried the following discretizations so far and none of them seem to be grid ...
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38 views

discretization of advection diffusion with variable coefficients

I am looking for help to find a somewhat stable FD numerical scheme for the advection diffusion equation posed on a curve $(x(r),y(r))$. The equation becomes $$u_t=\alpha(r) u_r +\beta(r) u_{rr}+f(r,t)...
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1answer
63 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-...
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1answer
82 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, \...
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1answer
71 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 ...
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1answer
143 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) ...
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41 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 ...
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1answer
84 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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44 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 ...
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3answers
216 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 ...
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1answer
153 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 ...
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61 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 ...
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65 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 ...
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2answers
263 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 ...
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6answers
17k views

How can I numerically differentiate an unevenly sampled function?

Standard finite difference formulas are usable to numerically compute a derivative under the expectation that you have function values $f(x_k)$ at evenly spaced points, so that $h \equiv x_{k+1} - x_k$...
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2answers
273 views

Motivation behind Collocation Method

In the previous question "Motivation behind Galerkin method", Paul gives a good and easy-to-understand explanation indicating that the Galerkin method is a kind of projection method. Can anyone ...
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1answer
313 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 ...
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0answers
60 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 ...
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108 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))\...
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1answer
150 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 ...
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1answer
90 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 ...
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1answer
46 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(...
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1answer
187 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}...
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1answer
4k views

What is numerical damping in the context of time-dependent FEM solvers?

Comsol Multiphysics (a popular FEM package) includes two time-stepping algorithms (IDA aka BDF, and Generalized-alpha), described in their documentation as follows (quoted here under Fair Use; ...
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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....
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75 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=\...
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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 ...
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0answers
80 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_{...
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53 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}\\ \...
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2answers
192 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)...
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1answer
883 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<...
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0answers
114 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 \...
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1answer
75 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 ...
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1answer
132 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(...
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1answer
117 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(\...
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1answer
101 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) ...
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1answer
431 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,...
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2answers
187 views

Is it possible to show global conservative properties FEM as it is done in FVM?

I know that in FVM, it is possible to show that a discretisation scheme is conservative by adding the discrete terms over a few control volumes and showing that all terms cancel apart from those ...
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1answer
159 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) ...
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2answers
5k views

Is Crank-Nicolson a stable discretization scheme for Reaction-Diffusion-Advection (convection) equation?

I am not very familiar with the common discretization schemes for PDEs. I know that Crank-Nicolson is popular scheme for discretizing the diffusion equation. Is also a good choice for the advection ...
2
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1answer
712 views

Finite difference discretization on a circle

I am trying to discretize the differential operator $\frac{d^2}{dx^2}$ acting on $S^1 = [0,1]$ using finitely many points around a circle at $0, \frac{1}{N}, \frac{2}{N}, \dots, \frac{N-1}{N}$. Here ...