Questions tagged [jacobian]

Questions related to the calculation or use of the Jacobian matrix or its determinant. Not to be confused with the Jacobi iterative method for solving systems of linear equations. For those, use [iterative-method] instead.

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Computing Jacobian in WENO scheme for advection in a porous media

I am trying to implement an advection equation for a coupled system of a two-phase flow in a porous media using a WENO scheme [1]. My equation is of the form: \begin{align} \frac{\partial (\phi(x,t) C(...
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Calculating Lyapunov exponent (LE) for pendulum using ellipsoid growth - code yields negative LEs

I was redirected here from physics stack exchange where hopefully my question is more appropriate. Per my advisor, I have read the textbook Chaos, an introduction to dynamical systems by Alligood, ...
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Solving stiff ODEs: Dealing with Jacobian terms which take too long to compute with finite differences

I have a system of PDEs describing atmospheric chemistry and transport. I use finite-differences to make my system of PDEs into a system of ~10,000 ODEs. I then integrate the ODEs forward in time with ...
168 views

Why can bad jacobians sometimes works better for implicit ODE method?

I'm solving a system of stiff ODEs describing atmospheric chemistry and transport. I am using CVODE BDF from Sundials Computing. I have two ways to approximate the jacobian: Allow CVODE to ...
136 views

How do I calculate the Jacobian of this function?

I have two vectors $r$ and $m$. Both vectors are $N\times1$. A function is calculated as - $F(1:N) = \phi r + (r^3 + rm^2)$ $F(N+1:2N) = \phi m + (m^3+mr^2)$ ...
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Calculating the Jacobian for a function containing a derivative

I have the equation $F(t) = \phi u + \frac{1}{2}\frac{d^2u}{dt^2} + u^3$ and broadly speaking, my task is to calculate the $\phi$ and $u(t)$ such that $F(t) = 0$. I am testing out a new algorithm to ...
• 131
590 views

Specifying ode solver options to speed up compute time

I'm specifying the 'JPattern', sparsity_pattern in the ode options to speed up the compute time of my actual system. I am sharing a sample code below to show how I ...
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Jacobian matrix cutoff in ODE solver

I am studying an implementation of a 3rd semi-implicit Runge Kutta method (siRK3) from the book by Villadsen & Michelsen (1978), Solution of differential equation models by polynomial ...
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Solving differential equation by specifying jacobian pattern

This is a follow up to my previous question posted here I'm trying to construct the sparsity pattern of the jacobian matrix to speed up the computation of a large system of odes. The following is the ...
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1 vote
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solving differential equations with jacobian pattern

I'm trying to compare the simulation time for solving a system of differential equations with and without jacobian pattern for a toy model using ode15s in MATLAB. ...
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156 views

Method of Lines: How to simplify Jacobian with periodic BCs?

Consider the advection equation $$\frac{\partial u}{\partial t}+c(x)\frac{\partial u}{\partial x}=0.$$ With periodic boundary condtitions in $x$ with period $L$, i.e. $u(x,t)=u(x+L,t)$ and initial ...
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