Questions tagged [error-estimation]

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5
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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? ...
2
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2answers
373 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)...
2
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0answers
39 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 ...
2
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0answers
127 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. ...
1
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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 ...
2
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0answers
49 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 ...
2
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1answer
71 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 ...
1
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0answers
199 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 ...
1
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2answers
106 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 ...
7
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2answers
383 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 ...
1
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1answer
517 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 ...
4
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1answer
435 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 ...
5
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0answers
170 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 ...
1
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1answer
7k 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 ...
2
votes
1answer
227 views

What is the error associated with Fornberg's algorithm?

Bengt Fornberg derived a general way to compute the weights for arbitrary finite difference schemes in two papers: his 1988 paper and (better) his 1998 paper. What are the numerical errors ...
0
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2answers
87 views

how to estimate convergence orders? what about this formula?

I have solved a PDE with an analytical equation. Through operator splitting I divided the PDE into one PDE and one ODE, using a sequential approach. Finally for different $dt$, I got euclidian norm ...
1
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1answer
56 views

How can I compute the difference between shape function and dual solution in dwr?

I am trying to find error estimation based on weighted residual technique: $$Q(e_h)=\sum_{k \in {\cal T}}\eta_k, $$ where $$\eta_k=\int_kR(z-v_h)d\Omega+\int_{\partial k}J(z-v_h)ds,$$ or in the weak ...
4
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0answers
134 views

Stable computation of $\log\sum x_i$ from $\log x_i$, with many terms

Kahan's summation algorithm is a method to compute sums: $$\sum x_i$$ with many terms, without significant error. I want to do this with very large numbers, and instead of the numbers themselves, I ...
3
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2answers
147 views

Adaptive tolerance for nested quadrature

I am doing a nested integral via quadrature. To give a definite example, lets say: $$ \int_0^2dx \left[x + \int_0^x dy \, 2y\right] $$ So effectively I'm integrating $x + x^2$ from 0 to 2 (although ...
1
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0answers
54 views

Square error estimate for adaptive mesh refinement

In a particular implementation(Finite volume advection using upwind) of adaptive mesh refinement the error square estimate for a cell C is given as $$ \sum_{i = x,y,z} vol * \frac{1}{12} * h^{2} * (\...
6
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1answer
353 views

Is resampling more accurate than block average for statistical analysis of data?

I'm working in laboratories where molecular dynamics data are almost always analysed usign block average as stated in the famous Allen and Tildesley book. We divide the datas in blocks of size $M$ on ...
1
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2answers
52 views

MATLABs double arithmetic

this is a classical problem, but I need help to pinpoint what I am missing. Problem: In MATLAB (exp(1) + 10^12) - 10^12 gives you a double which equal to e, up to 5 correct digits. But I thought ...
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0answers
33 views

Gradient convergence on a checkerboard domain in finite element

I've got an elliptic problem in a domain with two materials in a checkerboard arrangement. Both materials are highly dissimilar, being one much more compliant than the other. If I use classic linear ...
0
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1answer
111 views

What should I put on the paper to show the correctness and convergence of my solution?

I am using FEM to do an assignment on a heat conduction problem on a complex domain, which needs me to get the variation of the temparature distribution subject to the variation of boundary conditions,...
19
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1answer
7k views

What are differences between 'a priori' and 'posteriori' error estimate in numerical analysis?

I have learnt about Finite Element Method (also a little on other numerical methods) but I don't know what are exactly definition of these two errors and differences between them?
2
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1answer
331 views

Convergence of the second derivative of the finite element solution

Let $u_h$ be the finite element solution of a fourth order equation (like biharmonic equation), using polynomial degree two. If the convergence rate of $u_h$ is $2$, what is the convergence rate of ...
7
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2answers
3k views

discrete definitions of curl $\nabla \times F$?

I have some data defined in an array (an image) and I need to find the curl of a certain function. Wikipedia has an integral definition of curl that I like, maybe it can be discrete. $$ \nabla \...
2
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1answer
104 views

Using kalman filter when samples don't have time index

Assume $X$ and $N$ are two sets of observations from two different normal distribution, where $X$ represents clean data and $N$ represents noise; and $A$ a projection matrix of a filter and the ...
9
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2answers
6k views

Difference between l2 norm and L2 norm

What is the difference between the $l^2$ norm and the $L^2$ norm. I can not find a definitive reference. Wikipedia uses them interchangeably.
3
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3answers
4k views

How to avoid the round-off errors in the larger calculations?

Now I need to sum up more than one thousands of terms and then make the four-dimmensional integral in my Fortran program. I found that there are some numerical errors. Can you give me some suggestions ...
0
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1answer
132 views

Calculation of error

I have written a code in which I find the approximation of the solution of this elliptic problem. I calculated the error using the following part of code: http://pastebin.com/7b5mmuRW but I get the ...
1
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2answers
2k views

How can one describe the accuracy of a Runge-Kutta method?

I am solving a nonlinear ODE with a regular singularity using MATLAB ODE45 or ODE113. I am wondering what precision and accuracy they have and what one can say about the numerical error. The idea ...
3
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1answer
467 views

GSL linear algebra LU/determinant precision

I am working with symmetric matrices of order $n \times n$ where $n \leq 50$. The diagonal elements of my matrices are a fixed number $d$ and the off diagonal elements are limited to two small numbers ...
1
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1answer
52 views

problem about simulating recurrence relation

We have the recurrence relation: $5x_{n+1}-x_n=\frac{1}{3}$ $x_0=\frac{1}{12}$ solution: $y_h=(\frac{1}{5})^nC$ $y_p: 5A-A=\frac{1}{3} $ $ A=\frac{1}{12}$ $y=(\frac{1}{5})^nC+\frac{1}{12}$ ...
1
vote
1answer
159 views

Evaluate numerical error estimates

I am developing a finite element simulation and want to evaluate the errors in $H^1$ and $L_2$ norms. The problem is the classical Poisson equation, with Dirichlet B.C.: $$-\Delta u=f\mbox{ in }\...
0
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1answer
335 views

Using numerical integration to calculate Fourier series' coefficients

I am using Fourier series to find the analytical solution to the 2D heat equation. The problem is that the integrals which are used to calculate the coefficients of the series cannot be solved ...
0
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0answers
20 views

Assigning new values based on original guesstimates and ranking / ordering?

Lets say we have two things as input, $N$ scalars (measurements) that we know are erroneous to some degree (i.e. the correct values are somewhat similar). In addition, we also have a roughly more ...
2
votes
1answer
4k views

Correct way of computing norm $L_2$ for a finite difference scheme

I am computing the rate of convergence of my finite difference scheme in norm $L_2$. Which is the correct way to compute it? This: \begin{align} L_2 &= \frac{1}{N}\sqrt{\sum_{j=1}^N(u^{...
3
votes
1answer
5k views

Why a finite difference scheme would give second order of accuracy in norm L2 but 1.5 with L1 (while 1 with Linf)?

My finite difference scheme for the 2D Euler equations is second order accurate in theory, since all the terms are second order accurate, with the advective terms being third order. So I expect a rate ...
0
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1answer
59 views

Best path for estimation

I have a Cartesian grid (100x100) in which some of the points are known (30 out of 10,000) and the rest are unknown. I want to use the known points and estimate the other cells. Is there any ...
5
votes
1answer
345 views

Quantify integration error of scipy ode / ODEPACK

I am trying to integrate a 2nd order ODE with potential several singularities using the lsoda solver wrapped in scipy.integrate.ode(). I would like to put an error bar on the solution or at least ...
10
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2answers
268 views

Finite elements $W^{1,\infty}$ error estimates

Are there finite element method setups that provide error estimates in the $W^{1,\infty}$ norm (i.e., bounds on $\|u'_h - u'\|_\infty$)? Which families of elements can be used for implementing them? (...
3
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1answer
310 views

Error of interpolating polynomial

$f(x)= \frac{1}{1+x^2}$ and when I computed the interpolating polynomial of 5 equally spaced points in [-5,5] I got $ p(x)= 0.0053x^4 -0.1711x^2 +1$ Now I need to estimate the error in the ...
8
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2answers
191 views

diagonalization of matrix - omitting small matrix elements

I was wondering whether there is some theorem that allows me to put an upper bound on the error introduced by omitting small matrix elements from a matrix before diagonalization. Let's assume we ...
2
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3answers
213 views

Compute accuracy order as mesh gets refined?

I have implemented a FVM code and now I need to plot the accuracy of the method as the mesh gets refined. Having a very fine mesh, my idea is to compare what is the error between the coarser and fine ...
0
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1answer
158 views

How to give a simple estimation of errors for results obtained from 4th order Runge-Kutta

This question is a follow up of another one I have asked a while ago. I have successfully implemented my problem using odeint library and I get the results I expect. However I would like to give an ...
0
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0answers
184 views

Iterative algorithm prove precise conditions for convergence

Question: Consider the iterative improvement algorithm below. Starting with $Az_i = r_i$ and $(A + E)\hat{z}_i = r_i$ derive a formula showing how the absolute error in the $(i + 1)^{st}$ iterate $\...
1
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2answers
122 views

When are two vectors considered “close”?

I want to check numerically if a certain vector relation like $$ \alpha_1v_1+...+\alpha_kv_k=c \ (1)$$ holds (where $v_i,c$ are vectors of $100$ or more components). For this, I use least squares ...
5
votes
2answers
598 views

Machine precision and local error

I'm working with an RKF45 integrator that I have programmed using CUDA C++ on my GPU and am pondering a few questions as I'm trying to track down some issues with my code. I'm using double ...
5
votes
4answers
786 views

Measurement error library

Is there a python library that would keep track of uncertainty in measured data? i.e. if I put in a figure of a±b is there an easy way to track the propagation of error through calculations.