Questions tagged [error-estimation]

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Error analysis of Modified Lentz's method

In Numerical Recipes, the authors state: There is at present no rigorous analysis of error propagation in Lentz’s algorithm. This statement is now ~15 years old, so I wonder has this gap in the ...
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8 views

Recovery of smoothed continuous stresses using the Z^2 error estimator

I have trouble implementing the $Z^2$ error estimator (The superconvergent patch recovery and a posteriori error estimates. Part 1: the recovery technique by Zienkiewicz and Zhu). For this, I am ...
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37 views

Implementation of Z^2 error estimator in Abaqus for adaptive mesh refinement

Currently, I am working on a remeshing routine for my simulations (Abaqus 6.14-1) using python scripts. The simulation deals with the Brinell indentation test and as the remeshing software I use Gmsh ...
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1answer
54 views

Solving the pulse propagation using four different FDTD methods gives four different results - Which to trust?

I'd like to simulate the propagation of a pulse, and have different options for solving that. On the one hand, I can use the non-linear schrödinger equation $$\partial_zE=\frac{i}{2k_0}\nabla^2_\perp ...
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1answer
96 views

Question on comparing the accuracy of numerical schemes

This is a follow up to my previous post here I'm solving the following 1D transport equation . $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$...
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1answer
39 views

Nonlinear least squares resolution matrix

For a linear least squares problem, it is possible to define a resolution matrix, relating the estimated model parameters to the true model parameters. If we are solving a regularized problem, $$ \...
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1answer
79 views

About the discrete $H^1$ norm

I need to understand what is the right expression for the "discrete $H^1$-norm of a function v(which of course need to be in $H^1$). By definition, $$||v||_{H^1}^2 = ||\nabla v||_{2}^2 + ||v||_2^2 $$ ...
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1answer
52 views

Correct relative error for Comparison of levelsets outside a constrained region

I am working on the estimation of tumor extent outside of the region which is visible in MRT/CT/DTI images. I want to compare two methods, which approximate the tumor density profile. Lets say the ...
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1answer
77 views

The proper way to assess the error of Jacobi iteration (for 2D Poisson equation)?

Motivation: I'm using 2D regular grid (it's actually a quadtree but I can still treat it as a finite difference thing if I weight-average the solution over smaller scale cells for the purpose of ...
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71 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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1answer
86 views

Actual global error vs theoretical global error: How to combine theory with practice

I have implemented an Adams Bashforth 4 method to solve an Initial Value Problem for an ODE and I am testing it against the test equation: $y'=\lambda y$ with $y(0)=1$ with the exact solution: $y(t)=...
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1answer
65 views

Correct weighting in least squares fitting

I am trying to fit some data points $d_i$ to a non-linear model function $m_i$, which depends on a number of fit parameters $f_k$ (I want to determine these) and also on some known, constant values $...
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1answer
92 views

Step size updating scheme adaptive embedded RK methods

If I have a RK method $y$ of order $p$ and a RK method $z$ of order $p-1$ I have read I can estimate the local error as $r_{n+1} = y_{n+1} - z_{n+1}$. First of all I don't see how this estimates the ...
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2answers
182 views

Asymptotic error of forward Euler

I'm trying to understand the asymptotic error behaviour of forward Euler (finite difference method), as timesteps are decreased (refined), so I feel trust in the method of manufactured solutions (MMS)....
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1answer
200 views

Lower bound for bilinear form in FEM

I'm searching for lower bounds of bilinear forms arising in FEM for elliptic second order PDEs with mixed boundaries. I did some research and found: $$\max_{v_{h}\in\mathcal{V}_h(\mathcal{\Omega})}a(...
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134 views

$L^2$ norm error estimates of conforming FEM about Poisson’s equation with mixed boundary conditions

Consider Poisson’s equation $$- \Delta u = f{\rm\qquad{ in }}\;\Omega $$ with following mixed boundary cconditions $$u = g{\rm\qquad{ on }}\;\Gamma \subset \partial \Omega $$ $$\frac{{\...
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1answer
55 views

Calculate accuracy order/rate

I was doing error analysis of numerical scheme and I get $L_1$ error for each grid size with $N$ element. I was searching reference to compute accuracy order/rate from that error data but doesn't find ...
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1answer
38 views

Log-transformation of decision variables in parameter estimation

I am trying to find the diffusion coefficient ($D$) and the partition coefficient ($KLP$) using experimental data of desorption of a pollutant from a film into a liquid. This process can be modelled, ...
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2answers
164 views

Polynomial approximation spaces

I often see people using products of 1-D polynomials to do interpolation or projection of smooth multivariate functions over grids or cells because it is intuitive and simple to implement. What are ...
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2answers
94 views

Error control and sequence acceleration at the same time

In a posteriori error control for solving ODEs, one typically computes two different approximate solutions, one of which being "more accurate" and one of which being "less accurate". If $y_q^{n+1}$ is ...
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51 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 = ...
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1answer
80 views

Error on a integral quantity with noise

First of all sorry if this is the wrong place to ask this question, I went to a few stack sites and thought here it would be more suitable. My problem: I have a physical quantity $F$ that depends on ...
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162 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)...
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57 views

Numerical analysis: Chebyshev coefficient representation error

If $x_k$ are the Chebyshev nodes, that is for $n \in \mathbb{N}^*$, we have $x_k = \cos(\pi \frac{2k + 1}{n})$. Now suppose you have approximated values of $x_k$ and $x_{k'}$ for $k,k' \leq n$. In the ...
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3answers
101 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(\...
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16 views

Procedure to identify characteristic properties of unknown functions in a DAE model

I have a system of 1st order odes given by $$ \dot{x_1}(t) = \alpha_1 f_1(x_1,t) + \beta_1 u(t) \\ \dot{x_2}(t) = \alpha_2 f_2(x_2,t) + \beta_2 u(t) $$ They are constrained by an algebraic equation ...
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84 views

Stabilizing online average calculation

In Knuth, the following method for computing an average is presented: \begin{align*} M_{n} = M_{n-1} + (x_{n} - M_{n-1})/n \end{align*} (See here, if you don't have TAOCP.) Assuming the samples all ...
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1answer
91 views

Taylor expansion of error - Finite elements approximation

In some of my computations I calculate a scalar value $\lambda_h$ (in my case an eigenvalue) depending on a finite element discretization of the domain. Usually we can manage to find estimates of the ...
4
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1answer
99 views

Interpolation estimates for $H^1$ into $P_1$

As far as I can tell, nodal interpolation estimates proven with Bramble / Hilbert require higher regularity of the functions being interpolated. E.g. with linear elements in 2 dimensions, one needs $v ...
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2answers
554 views

Error propagation through an FFT

If I take the Fourier transform of data $x \pm \sigma$, is there a standard approach to what the error in the outputs will be? Would the best way be a direct evaluation of the upper and lower bounds?
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1answer
78 views

FEM problem: how to get a feeling for size of problem

The following problem is given: $$ - \bigtriangleup u = f, \quad \partial_n u = g \quad \text{on } \Gamma_N, \quad u = 0 \quad \text{on } \Gamma_D $$ with $\Gamma_N$ or $\Gamma_D$ denoting the ...
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1answer
63 views

Modulus (absolute) of a function, its quadrature, and relevance of zeros

Modulus of a (discretized) function, $|f_h(x)|$, where $h$ refers to the mesh spacing, would, in general, have zeros, and those zeros would not necessarily lie exactly at the mesh points. A naive <...
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100 views

Mesh error quantification using error norm for a sharp logistic function [closed]

Consider the following logistic function in 1D for the domain $0$ to $1$. $$ f(x) = \frac{1}{1 + \exp(-50(x-0.5))} $$ Let's say I resolve this on two meshes: first with 11 equispaced points (0.0, 0....
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1answer
30 views

Propagation of error in fitting two sets of data to each other

I have two sets of experimental data: $\phi(t)$ and $I(t)$. In theory they are related to each other as: $\phi(t) = nI(t) $. By fitting these curves together I can find the value of $n$ (which is a ...
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1answer
162 views

Error measure for a simple finite difference scheme

I am responsible for assisting with certain error measurements for an FE program. The idea is to set up some benchmark comparisons which we can use for future development of the program. To simplify ...
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33 views

Round-off errors in ratio of Gaussian functions

I would like to understand how division of round-off errors can lead to large errors??? I am using a method to measure the frequency dependent dissipation in simulations performed by Discontinuous ...
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2answers
1k views

What does optimal convergence rate mean? How to prove whether a numerical method, e.g. FEM, has an optimal convergence rate or not?

I searched online about the way optimal is defined mathematically,but without any information acquired? How to prove whether a numerical method, e.g. FEM, has an optimal convergence rate or not? ...
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2answers
297 views

error estimator VS error indicator in the context of FEM error estimation

Is an error indicator an index for size measurement of something? And how is the relationship between the error estimator and error indicator? Is the error indicator just used for the (e.g. derivative)...
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35 views

Deterministic method to compute “Process noise covariance matrix, Q” for a Kalman filter when parameter variations of the model is known apriori

I am implementing a Kalman filter (for a linear ODE system for now). My model represents a physical device that has 6 "parameters", i.e. those values of the device do not evolve over time (within a ...
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0answers
105 views

Precision not improving by decreasing step-size in nonlinear Schrödinger

I tried to simulate soliton propagation by solving the nonlinear Schrödinger equation using the split-step Fourier method. The following is an example of the Matlab code copied from a textbook. ...
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0answers
26 views

How group similar data in a single classes and reduce the error

I have vehicles gps information in my real time traffic application. Averaging that information I know the speed of every road at any time. The problem is that is too much data to send back to the ...
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0answers
46 views

Quick evaluation of floating point Absolute Error

I need to to find a quick and dirty way to estimate the absolute error introduced by a series of agebraic operations of IEEE single precision floating point numbers, a pessimistic result is ok. The ...
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1answer
69 views

Dirichlet term in error estimations

I am working on a method based on moving least square approximation where shape functions do not satisfy Kroneker Delta property. So Dirichlet boundary condition should be enforced. I usually used ...
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172 views

Estimate $L_2$ norm of a elliptic problem with unknown exact solution on finite element method

I have the elliptic problem $$-\Delta u = 1,\,\,\Omega\subset\mathbb{R}^2$$ with $u=0$ on $\partial\Omega,$ with $\Omega=[-1,1]^2\backslash([0,1]\times[-1,0])$ and I want to estimate the $L_2$ error ...
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2answers
94 views

Relationship between global and local error?

In some cases I have seen that if the local error is: $Err = O (\Delta t^{p+1})$ where the global error is p. So if local error is 3, global will be 2. Does somebody know where it comes? For ...
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2answers
323 views

How can I derive the a priori error estimate for a symmetric bilinear form using lagrange finite elements?

Suppose that I'm solving the poisson equation by the finite element method by lagrange elements. I know that the error can be measured in a variety of ways, depending on which norm you choose. For a ...
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1answer
455 views

matlab lsqcurvefit parameter estimation journey

The lsqcurvefit solution in matlab converges at different solutions depending upon the initial guess: Surface represents the error (SSE) between model and data at various combinations of parameters ...
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1answer
314 views

$L^2$-error in FEM: how to compute integral over reference element?

I have the following problem. The domain is $(0,1)$ and we consider a uniform triangulation on $\hat{\Omega}$ with elements $K_i = [i/N,(i+1)/N]$ and $X_h^1$ the linear finite element space. I wrote ...
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0answers
158 views

How to optimally choose points for multivariable Hermite interpolation?

I have a multi-variate, continuous function $f$ from $R^n$ to $R$, which I can query for its output for any input. I would like to create interpolation polynomial for it. In one-dimensional case ...
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1answer
5k views

What is “tolerance” in ODE45 in Matlab?

I have used ode45 in Matlab. And, it is my understanding that the 4 and the 5 are for the order of the global and local error, respectively. So, the global error ...