Questions tagged [error-estimation]

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91 views

Question about step in the proof of standard discrete trace inequality

I'm studying from Guermond lecture notes available at https://www.math.tamu.edu/~guermond/M661_FALL_2019/chap12.pdf (see Lemma 12.8( Discrete trace inequality).) Consider the simple case $p=r$, i.e. ...
4
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0answers
70 views

Global reconstruction defined elementwise in a-posteriori error estimator

This question is a follow-up of this previous one. In "Error Control for Discontinuous Galerkin Methods for First Order Hyperbolic Problems" by Georgoulis et al., an error estimator is ...
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1answer
85 views

How is the integral of a projection over an element $T$ computed in practice? (deal.II related)

I'm studying an error estimator for the equation $\nabla\cdot(\beta u) + cu = f$ and it contains the following term $$||f - cU_h - \Pi(f-c U_h) ||_T$$ where : $\Pi$ is the local orthogonal $L^2$ ...
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1answer
736 views

Error in Simpson's 3/8 rule is higher than that of Simpson's 1/3 rule

For a given function $f(x)$, I have tried to find its numerical integral using Simpson's 1/3 and Simpson's 3/8 rules. I then compare the solution from the numerical quadratures to the analytical ...
3
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0answers
55 views

Typo in a-priori error estimate in a Discontinuous Galerkin paper

I'm looking at this famous paper which is available in the link below: Franco Brezzi, LD Marini, Endre Süli, Discontinuous Galerkin methods for first-order hyperbolic problems, Mathematical Models ...
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1answer
90 views

Finding the source of numerical instability in a electrostatic problem solved by conformal mapping

I'm using conformal mapping to solve a 2D electrostatic problem (calculating the potential $u(x,y)$ in the plane). Let $C_1$ and $C_2$ be two circles at an electric potential $U_1$ and $U_2$, ...
3
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1answer
130 views

Proof of R. Verfürth paper on adaptive mesh and bubble functions

I'm studying adaptive meshes, and my professor wrote the following property for a bubble function ( see this scicomp post for the definition I'm using)$b_T$ defined on a triangle $T$. $$||b_T \phi ||_{...
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1answer
88 views

Classical global estimate for $H^1$ error

I'm having lots of troubles in understanding the proof the estimation of the classical $H^1$ error using finite elements of degree $r$. $$||u-u_h||_{H^1(\Omega)} \leq \frac{M}{\alpha} C h^r |u|_{H^{r+...
3
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1answer
101 views

How to find the optimum finite difference method for derivatives?

Related to: What are the negatives of using higher order finite diference schemes? Problem: I have some discrete data of a trajectory $x_t$ with errors $\delta x_t$ of a physical system sampled at ...
3
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1answer
92 views

Computing the residual in a Dual Weighted Residual (DWR) method

I am in the process if computing the Dual-Weighted Residual (DWR) for a linear PDE with a linear functional but I am struggling with the residual part of the calculation. For example suppose we want ...
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2answers
92 views

Stability condition FCTS method

The FTCS method comes from the discretization of a diffusion PDE like this: $$ a^{2} \frac{u_{i+1}^{k}-2 u_{i}^{k}+u_{i-1}^{k}}{\Delta x^{2}}=\frac{u_{i}^{k+1}-u_{i}^{k}}{\Delta t} $$ If I have the ...
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1answer
44 views

Round-off error step choice

In the Numerical Recipes in section 5.7.- Numerical derivatives the choice of the step size $h$ in the numerical derivative should lead to a difference between $x$ and $x+h$ representable by an exact ...
0
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1answer
52 views

Taylor expansion round-off error

In the Numerical Recipes in section 5.7.- Numerical derivatives it's introduced de roundoff error of: $$ f^{\prime}(x) \approx \frac{f(x+h)-f(x)}{h} $$ as (with $h$ an "exact" number): $$ \...
2
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1answer
59 views

Initial condition precision

Is there a way to have an estimate of the error propagated on an ode numerical solution by the error of the initial conditions? I suppose this depend on the numerical method used and on the problem ...
1
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1answer
137 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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1answer
152 views

Perturbation problem using Runge-Kutta 4

I'm trying to evaluate the perturbations magnitude between 2 body orbiting a central one in three dimensions. In order to do this I need to have an estimate of the error, which I did using Richardson ...
2
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1answer
203 views

Comparing numerical solutions with very different time grids

I've read an article (Long-term integrations and stability of planetary orbits in our Solar system) in which the authors solved the problem of the absence of an analytical solution for the solar ...
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1answer
89 views

Error too large in leapfrog method for solving the wave equation of a vibrating string

I have been trying to figure out what I did wrong for the last two days. I do not know if I actually did something wrong or if the error is supposed to be this large in usual leapfrog problems. I ...
0
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1answer
94 views

What are the advantages and disadvantages of using norm error control in the MATLAB ODE suit?

In MATLAB's ODE suit, there seem to be two basic methods of controlling the Local Truncation Error (LTE) of the ODE which the user can choose from, namely: The absolute error control (default), ...
4
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2answers
83 views

Dividing functions over a wide range-

I try to solve a system of coupled equations, where a very nasty division operation occurs. In fact, I need to compute a derivative of two exponential decaying functions. Let's illustrate this with ...
1
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1answer
83 views

How to compute the $L^{2}$ error of the gradient in the Finite Element Method

Let $\Omega\subset \mathbb{R}^{2}$ and $\tau_{h} = \{\Omega_{k}\}_{k=1}^{N}$ be a triangulation of $\Omega$. The $L^2$ error for a FEM approximation $u_{h}$ is given by: $ || u-u_{h} ||_{L^2} = \sqrt{ ...
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1answer
73 views

Cauchy Lorentzian simulation on FFT with oscillation

Recently I do simulation on Lorentzian Function with FFT Lorentzian Function is 2a/(x**2+a**2) ...
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0answers
57 views

Error in Monte Carlo integration

I am looking for a concise description to help me understand the error for Monte Carlo Integration using Uniform Sampling and Importance Sampling For Importance Sampling I have that the error is just ...
3
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1answer
282 views

Calculating Error for Poisson Equation using Successive Over-Relaxation technique, Python

I am trying to solve the Poisson Equation $\frac{\partial^2 T}{\partial x^2} + \frac{\partial^2 T}{\partial y^2} = 32(x(x-1) + y(y-1))$ for a 61x61 grid using Python3 with boundary conditions being $T=...
1
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1answer
54 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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0answers
157 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 ...
1
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1answer
65 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
138 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 . $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$...
3
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1answer
54 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, $$ \...
2
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1answer
260 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, $$||v||_{H^1}^2 = ||\nabla v||_{2}^2 + ||v||_2^2 $$ ...
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
196 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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0answers
82 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
121 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)=...
1
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1answer
70 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 $...
2
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1answer
106 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 ...
3
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2answers
242 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)....
1
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1answer
314 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(...
5
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0answers
214 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
61 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 ...
2
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1answer
45 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, ...
5
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2answers
178 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 ...
3
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2answers
95 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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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 = ...
4
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1answer
82 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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0answers
338 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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0answers
58 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 ...
1
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3answers
123 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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0answers
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 ...
3
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0answers
85 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 ...