Questions tagged [discretization]

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

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28
votes
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 ...
26
votes
3answers
1k views

Why is the time dimension special?

Generally speaking, I've heard numerical analysts utter the opinion that "Of course, mathematically speaking, time is just another dimension, but still, time is special" How to justify this? In ...
23
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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 $h \equiv x_{k+1} - x_k$...
12
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2answers
397 views

Oscillations in singularly perturbed reaction-diffusion problems with finite elements

When FEM-discretizing and solving a reaction-diffusion problem, e.g., $$ - \varepsilon \Delta u + u = 1 \text{ on } \Omega\\ u = 0 \text{ on } \partial\Omega $$ with $0 < \varepsilon \ll 1$ (...
11
votes
3answers
2k views

How should non-constant coefficients be treated with finite-volume first order upwind scheme?

Starting with the advection equation in conservation form. $$ u_t = (a(x)u)_x $$ where $a(x)$ is a velocity which depend on space, and $u$ is a concentration of a species which is conserved. ...
11
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2answers
931 views

Space-time finite element discretization for time-dependent PDEs

In FEM literature, semi-variational methods are typically used in the solution of time-dependent PDEs. I have not seen a fully-variational approach i.e. where space and time are discretised by FEM, ...
9
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2answers
979 views

Peculiar error when solving the Poisson equation on a non-uniform mesh (1D only) finite volume method

I have been trying to debug this error the last few days I wondered if anybody has advice on how to proceed. I am solving the Poisson equation for a step charge distribution (a common problem in ...
8
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2answers
204 views

Is there one general approach to build a projection methods for different problems?

My question is probably going to be too general to answer it with a couple words. Could you please suggest a good reading in that case. Projection methods are used to reduce size of the solution space ...
8
votes
2answers
4k views

structured grid and unstructured grid

I am new to the field of CFD. When should one go for structured grid and when should one go for unstructured? (Yes, it depends a lot on the geometry of the problem) More specifically, I want to know ...
8
votes
1answer
168 views

Eigenspace basis continuously depending on parameters

I have a Hermitian matrix $\mathbf{H}$ which depends on two parameters say $x$ and $y$. When I diagonalize it at two close points $(x_1,y_1)$ and $(x_2,y_2)$ I get two close eigenvalues ($\...
7
votes
2answers
325 views

Spectral Methods in time

I was reading up on Spectral Methods for PDEs. In all the descriptions I read, while the position component is approximated via a Fourier series or other methods, the time component is still ...
7
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1answer
747 views

Finite difference recursion and higher order

This may be a trivial question, but I've always wondered... For the classical, central finite difference schemes, if I'm interested in determining the second derivative, does applying the first ...
7
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2answers
8k views

2nd order centered finite-difference approximation of $u_{xy}$

The problem is to find a 2nd order finite difference approximation of the partial derivative uxy, where u is a function of x and y. Page 5 of this pdf I found does a centered difference approximation ...
7
votes
1answer
512 views

Discrete wave simulation - absorbing boundaries?

I wrote a simple 2D wave simulation using the following equations: $$\frac{\partial^2 u}{\partial t^2}=c^2\nabla^2u$$ Where $\nabla^2$ is the discrete laplace operator using a Von Neumann neighborhood ...
6
votes
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(\...
6
votes
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; ...
6
votes
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 ...
6
votes
1answer
325 views

Boundary value method for equation $u_{tt} = u_{xxx}$

I have this funny equation $$ \frac{\partial^2 u}{\partial t^2} = \frac{\partial^3 u}{\partial x^3}, \qquad x \in [0,1], \qquad t \in (0,T] $$ with initial conditions $u(x,0) = \sin(2\pi x)$, $\frac{...
6
votes
1answer
240 views

How far is a non-symmetric discretization of an elliptic operator from the continuous operator itself?

I am investigating the accuracy and stability properties of a non-symmetric discretization of a Poisson problem. The problem originates from a ghost fluid discretization of the projection step of a ...
5
votes
3answers
4k views

Discrete Poisson Equation with Pure Neumann Boundary Conditions

I'm trying to implement the Helmholtz-Hodge Decomposition in 2D, which states that a vector field is composed by a rotational free component, a divergence free component and a harmonic component. ...
5
votes
2answers
156 views

Discretization method for a reaction dominated elliptic PDE

I'm working with an elliptic reaction diffusion PDE of the form $$-k\nabla^2u+cu=0$$ I've noticed that when the reaction term dominates over the diffusion (i.e. $c>>k$), the true (exact) ...
5
votes
2answers
225 views

Improving the time integration of implicit discretized PDE with a non-linear source term

This might be a naive question, but when applying a implicit discretization to a PDE with a source term, should the source be averaged in time? For example if we take the diffusion equation with a non-...
5
votes
1answer
2k views

PDE - Conservative form, conservative methods and discrete conservation

I cannot find a reference explaining clearly and rigorously the links between the notions of conservative form for a PDE, a conservative numerical method and discrete conservation. I would be very ...
5
votes
1answer
1k views

Which finite-element framework allows the easy implementation of HDG methods?

I have tinkered around with the implementation of hybridizable Discontinuous Galerkin (HDG) methods in DUNE-PDELab and DUNE-FEM for my PhD but since then I have not had the time to work on these codes ...
5
votes
1answer
413 views

When is discrete Fourier transform a good approximation to the continuous one?

I am looking for help in understanding the use of discrete Fourier transform as an approximation to continuous Fourier transforms. As an exercise, I considered a Gaussian $$f(x) = \exp\left(-2x^2\...
5
votes
1answer
413 views

Implementing an adaptive discretisation (upwind/central hybrid) for the advection-diffusion equation on a non-uniform mesh

I am following the approach of Hundsdorfer from Numerical solution of time-dependent advection-diffusion-reaction equations in which they introduce adaptive upwinding. The method can adapt from pure ...
5
votes
2answers
358 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 $$ ...
5
votes
1answer
215 views

Discretization of Classical Density Functional Theory (CDFT) problems

I formulate questions about ion densities in biological and materials problems using Classical Density Functional Theory, as in this paper which is also on the arXiv. The discretization in that paper ...
5
votes
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. $$\frac{\partial u}{\partial t}+u(\nabla \cdot u)=-\frac{1}{\rho}\nabla p+\nabla ^2 u$$ ...
5
votes
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,...
5
votes
0answers
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 ...
5
votes
0answers
546 views

Order of accuracy of FVM discretization

I've recently got interested in CFD and started a small project by solving the radial Reynoldsequation. Why the Reynoldsequation? I recently encountered it through my studies and somehow got stuck :) ...
4
votes
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 ...
4
votes
2answers
245 views

Adaptive mesh refinement algorithms and the difference between AMR and moving mesh

I'm working on my thesis and a part of it has to do with adaptive mesh refinement. As a computer science major, I'm not too familiar with this field. The best way I can put my knowledge of AMR is: I ...
4
votes
1answer
765 views

Should the Jacobian of a system of PDEs be calculated from the main equations of the discretised equation?

I am solving a coupled system of non-linear PDEs in 1D. Something like, $$ u_t = F_1(u,v,w) \\ v_t = F_2(u,v,w) \\ w_t = F_3(u,v,w) $$ where each variable is a function of $x$ (the spatial dimension)...
4
votes
1answer
69 views

Estimating the local compression/expansion ratio for a transformation on a point cloud

Let's say we have an unorganized point cloud P1 with N points, each with coordinates {x,y,z}. We apply non-rigid transformation to P1 (translation + rotation + warping), to obtain point cloud P2. ...
4
votes
1answer
1k views

Python syntax for MATLAB/Octave colon operator a:dx:b

I am trying to rewrite some MATLAB/Octave code in Python, and I don't know what would be the nicest or most intuitive way of writing ...
4
votes
1answer
396 views

Mehrstellenverfahren for Poisson?

I found this method in this book for solving the Poisson equation with error converging with $\mathcal{O}(h^4)$. However, when I try to implement it for the 1D equation $-u''(x)=f(x)$, it only ...
4
votes
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(...
4
votes
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 ...
4
votes
1answer
2k 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} }{\...
3
votes
1answer
1k views

Computer Build for Scientific Computing

I am currently a .NET software developer(SQL Server, ASP.NET, C#, MVC & Web Forms). In my spare time I'm researching different areas of environmental science. E.g.(Hydrology, Ecology, Atmospheric ...
3
votes
2answers
264 views

How to separate text from the paper on a black and white page?

I tried to discretize an image into black and white and came into some difficult. The difference between the letters and paper is pretty clear to our eyes: However a simple thresholding trick doesn'...
3
votes
1answer
2k views

How to obtain an implicit finite difference scheme for the wave equation?

Suppose I had the following problem: $U_{tt}=U_{xx}+U_{yy}$ in $\Omega=[0,1]\times[0,1]$ $U(x,y,0)=f(x,y)$ $U_{t}(x,y,0)=g(x,y)$ $U=0$ on $\partial \Omega$ I know that there is an explicit ...
3
votes
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 ...
3
votes
1answer
4k views

what is the difference between non-conformal and conformal?

So far what I understand is that two neighbouring elements are conformal if their edges and faces match exactly, whereas with non-conformal elements this is not the case. For instance, h-refinement ...
3
votes
3answers
315 views

Pseudo-inverse of a discretized operator with a null space?

Is there a way to understand what happens when a singular operator is discretized and inverted using the pseudoinverse (say using the SVD Moore-Penrose pseudoinverse)? For example, if we discretize ...
3
votes
1answer
151 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 ...
3
votes
2answers
397 views

upwind schemes for solving inviscid euler equations

I'm new to the modelling of inviscid euler equations. I have come across few different upwind schemes that are used instead of central differencing schemes to model such flows, such as flux vector ...
3
votes
3answers
803 views

Surface integration over a portion of an ellipsoid

I would like to perform a surface integration over a portion $D$ of an ellipsoid. A plane arbitrarily intersects the ellipsoid forming two sections, of which one is $D$. I do not know how I can ...