Questions tagged [nonlinear-equations]

Solution of nonlinear systems of equations. The equations might be algebraic or differential equations.

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How to choose between compact finite differences and spectral methods

For a project in my advanced numerical method class I have to solve the 1D Kuramoto-Sivashinsky equation. $$ u_t + u u_x + \lambda u_{xx} + \eta u_{xxxx} = 0. $$ As explained here I will solve it ...
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1answer
40 views

Initial condition for Kuramoto-Sivashinsky

For a project in my advanced numerical method class I have to solve the 1D Kuramoto-Sivashinsky equation of which I know little. I just know that it was derived the equation to model the diffusive ...
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1answer
52 views

Solution method of nonlinear heat transfer analysis

The governing equation of transient heat transfer analysis is described as follows: $$C \frac{dT}{dt}+K T = Q$$ When using backward difference scheme for the discretization of the time we get the ...
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79 views

Solve a nonlinear system of equations with condition symbolically

Consider the following system of nonlinear non-dimensional ODE : \begin{align*} \frac{d\bar{x}(\tau)}{d\tau}=\quad&\bar{x}\left[1-\bar{x}-\frac{\bar {y}_{1}}{\bar{m}_{1}\bar {y}_{1}+\bar{x}}-\...
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60 views

Computation of Troullier-Martins pseudowavefunctions

The computation of Troullier-Martins pseudowavefunctions has been described in [1]. The pseudowavefunction $R^{\textrm{PP}}_l$ is defined by $$ R^{\textrm{PP}}_l(r) = \left\{ \begin{array}{ll} R^{\...
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1answer
52 views

Numerical Solution to Rayleigh Plesset Equation in Python

I have been trying to numerically solve the Rayleigh-Plesset equation for a sonoluminescence bubble in Python. You can read about this phenomenon here: https://iopscience.iop.org/article/10.1088/0143-...
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66 views

Large-scale optimization of nonlinear equations

I'm looking to find a computationally efficient solution to a large system of nonlinear equations. I'm trying to maximize the following function: $$ f(\vec{x}) = \sum_i^N C_i (x_i-A_i)x_i^{\epsilon_{...
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54 views

Multilevel minimization - boundary conditions

I am interested in minimizing $$min_{x \in R^{n^l}} f^l(x),$$ where $f^l(x)$ is nonlinear objective function arising from discretization of PDE. I would like to use nonlinear multilevel minimization ...
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88 views

Understanding the Eisenstat-Walker method for choosing the tolerance of a linear solver when solving a non-linear PDE

We are working on the solution of large non-linear PDE (say the Navier-Stokes equation) which we solve using Newton's method with an analytical formulation of the jacobian. For very large systems, we ...
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1answer
66 views

Calculate Transformation Matrix between two sensors

My question is if I can calculate the transformation matrix between two sensors. Each sensor provides a $4\times 4$ matrix for every timestep recorded. The sensors are moving and have some noise in ...
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41 views

Imposing decaying boundary conditions on a non linear ode

I am trying to solve $a^{2}y''=y+y^3$ numerically. This equation models a potential and goes to $\infty $ for $x\to0$ hence I get the singularity to be of order $\frac{1}{x}$ by keeping only the y^{3} ...
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Efficient Alternatives to Operator Splitting in NLSE

Lately i've been trying to decide my thesis theme and i've become interested in adaptive finite elements and finite volumes algorithms. However, I need my thesis to fit into a physics related theme. ...
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1answer
71 views

Numerical methods for non-linear diffusion

I have the following non-linear diffusion equation, for $\ z(x,t)$: $\ z_t = -C(\sin(\omega t))^m x^{hm}(hm x^{-1}(z_x)^n + n z_{xx} (z_x)^{n-1}) $ Any advice for numerical (or analytical) solutions?...
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55 views

Understanding MP-PIC implementation in OpenFOAM

The multiphase particle-in-cell (MP-PIC) method is characterized by mapping particle properties from the Lagrangian coordinates to the Eulerian grid. However, the implementation of this method in ...
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341 views

Limitations with dynamical systems vs. PDEs?

As a computational scientist, are there limitations to studying dynamical systems — systems of odes in which each state variable evolves with time — compared to studying PDEs? For instance, it seems ...
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1answer
90 views

Reference request: Riks method (Nonlinear FEM)

I'm struggling to find a good detailed reference explaining the Arc-length method or, more generally, Riks method and its derivations. I looked for the classical books in nonlinear mechanics (the ones ...
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1answer
78 views

Preconditionning for solving a non-linear system of equations with least squares

I am trying to solve a large system of non-linear equations (about a few hundred equations and variable but with less variable than equations). Given that the system is really sparse and large I am ...
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1answer
58 views

Using Kutta Merson on NLS

I'm trying to use the Kutta-Merson to get the same results as in the book Solitons, Nonlinear Evolution Equations and Inverse Scattering - M. J. Ablowitz - pg 140 The author propose using the Kutta-...
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49 views

A non linear ode with boundary conditions at infinity

I want to solve the non-linear ODE $$\frac{d^2}{dx^2}y=a(y+y^3)$$ With the boundary conditions that $$\lim_{x\to \pm \infty} y(x) =0$$ I am not aware of any analytical method for solving this kind ...
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137 views

How to use Newton-Raphson method to handle nonlinear terms in coupled system of PDEs?

I'm trying to solve the Nonlinear Schrodinger's Equation (NLSE) in 2D using Finite Elements, but I don't know how to handle the nonlinear term. I suppose I have to apply the Newton-Raphson algortihm ...
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100 views

Integrators for Nonlinear/Stiff PDE

It was suggested I ask this question in this section. Anyway: I have a particular nonlinear PDE of the form $$ u_t(x,t)=iu_{xx}(x,t)+f(x,u(x,t)) \tag{1} $$ Where f is some nonlinear function. With ...
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55 views

References to solve system of differential equations which describe the evolution of sandpile surface using the finite element method

I want to solve the following nonlinear system in 1D \begin{cases} \dot{R} + v \frac{\partial R }{\partial x} - \frac{\partial }{\partial x}\left( D \frac{\partial R }{\partial x} \right) -\Gamma =...
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67 views

How to solve $y(x) y'''(x)=f(x)$

I have a PDE of the form $\partial_t y(x,t)+\partial_x(y(x) y'''(x)-f(x))=0$, where $f(x)=\cos(x)$. Suppose a stable equilibrium exists, and I want to find the steady-state solution $y(x) y'''(x)=f(x)...
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1answer
114 views

References for the nonlinear reaction-diffusion equation using Finite Element Methods

I want to study how to solve the following PDE \begin{cases} -\nabla \cdot(\ k(x,y) \ \nabla u \ ) + \beta(x,y)\ u^2 = f(x,y), \ (x,y) \in \Omega \subset \mathbb{R^2} \\ \hspace{0.5cm} u = ...
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95 views

What are systematic ways of approximating a non-smooth (non-continuously differentiable) system dynamic to be n-smooth?

I have a system dynamic that is non-smooth because it has several signum and absolute value functions in it (three-tank level control). I can obviously choose different sigmoid functions to ...
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1answer
123 views

GMRES vs Newton-GMRES for Solving nonlinear PDE's

Often when numerically solving nonlinear PDE's using method of lines approach with an implicit integrator a system of nonlinear equations have to be solved. To be more specific, let's say we have ...
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1answer
83 views

Pivoted Cholesky vs Modified Cholesky

I am solving nonlinear least squares problems with the normal equations approach, so on each iteration, I need to solve: $$ J^T J \delta = -J^T f $$ for the step $\delta$, where $J$ is a large (...
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1answer
90 views

Residual value goes to NaN while solving a system of nonlinear equations

I am solving a system of coupled nonlinear equations using Newton's method, similar to $$\begin{split} c_A(A, B)\partial_tA&=\nabla\left(k_A(A, B)\nabla A\right) + f_A(A, B, t)\\ c_B(A, B)\...
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2answers
108 views

Finite difference for a highly nonlinear equation - The wind within the forest

Based on the Navier-Stokes equations and a few parameterizations, the horizontal steady-state wind $u(z)$ within a forest of height H satisfies: $$ a\left(\frac{du}{dz}\right)^2 + b\frac{du}{dz} \...
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1answer
147 views

Solving $n$ coupled equations numerically in Matlab

I would like to solve the following equations simultaneously and numerically for all $X, Y, Z, W$ where i = 1:Nw, j = 1:Nl, k = 1:K. $W_\text{net1}$, $W_\text{net2}...
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1answer
130 views

Numerically solving a non-linear PDE

I have this non-linear partial differential equation. $$ \frac{\partial C}{\partial t}=\left(\frac{\partial C}{\partial x}\right)^2+C\frac{\partial^2 C}{\partial x^2} $$ I want to use the finite ...
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45 views

Oscillations when solving parabolic heat equation with FTCS

I'm wondering if someone could help me out, or point me in a direction of how I can understand the following oscillations that occur when I solve the Porous Medium Equation $$u_t = u_{xx}^{m+1}$$ ...
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31 views

Detecting blocks in non-linear system of equations

When solving systems of non-linear equations using Newton's method, it is often observed that the system has an independent sub-system, e.g. : $$ f(x,y) = 0 $$ $$ g(x,y) = 0 $$ $$ h(x,y,z) = 0 $$ If ...
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26 views

Non linear Parametric BVP with inequalities

Consider a non linear ode in dimension $10$: $\dot x = f(t,x,\lambda)$ where $\lambda$ is a vector of $p$ parameters. Consider a boundary value problem of the form : $\dot x(t) = f(t,x(t),\lambda)$ ...
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1answer
91 views

Combining multiple coupled 1st order equations in python

I'm having serious troubles with solving translating 3 coupled differential equations into python. The 3 DE's stem from a 4th order DE used to calculate the bending moment of an underwater pipeline ...
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1answer
62 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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347 views

Speeding up the solution of a large set of nonlinear algebraic equations in `sympy`

I have a quite large algebraic equation system to solve, the system is so large, I can't post the example here, so I am posting it to pastebin. The sympy.solve is ...
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63 views

Nonlinear system with diagonal nonlinearity

Consider a nonlinear system of the form $\boldsymbol{f}(\boldsymbol{x}) = \boldsymbol{0}_{\mathbb{R}^n}$ for $\boldsymbol{x} \in \mathbb{R}^n$, where the function $\boldsymbol{f}$ is given by \begin{...
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122 views

Nonlinear least squares and regularization

Consider the nonlinear least-squares minimization of a vector of $n$ residuals $\mathbf{f}$ in $p$ parameters $\mathbf{x}$: $$ \min_{\mathbf{x}} || \mathbf{f}(\mathbf{x}) ||^2 $$ This can be done with ...
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1answer
64 views

Numerical solution of non-linear first order partial differential equation (HJB)

I am trying to solve a simple optimal control problem using the Hamilton-Jacobi-Bellman equation, numerically in Python. This is proving to be rather difficult as I end up having to solve the ...
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836 views

Solve system of polynomial equations with Python

I have 5 at most 4th order polynomials in 5 variables, $$p_i(x_1,x_2,x_3,x_4,x_5) \qquad i = 1, \ldots, 5$$ where all coefficients are either rational or floating point. I'd would like to get the ...
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1answer
45 views

Improve optimization speed for a set of similar problems: Quadratic programming with a warm start

I am repeatedly solving quadratic program, $x^T Q x$ with time dependent linear constraints $Ax=b_t$. Dimension of $x$ is around 10000 and there are around 50 constraints. I want to solve the ...
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1answer
84 views

Grid dependence of a numerical model

Statement of the problem Suppose, we consider the following model $$ \begin{array}{l} (1)~\mathbf{u}_t + \mathbf{F(u)}_x = \mathbf{S}(\mathbf{u},\mathbf{w}), \\ (2)~\mathbf{w}_x = \mathbf{P}(\mathbf{...
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Semi-Definite relaxation of non-linear constraint?

I am implementing an optimization problem using semi-definite approach. One of my constraints is of following form $ trace(A∗X)−(k∗trace(A∗X))+(k∗\sqrt {(trace(B∗X)} )==0$ where k is a constant, A ...
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1answer
83 views

Nonlinear least squares when some parameters are linear

Consider the least squares problem, $$ \min_{\mathbf{a},\mathbf{b}} || \mathbf{f}(\mathbf{a},\mathbf{b})||^2 $$ where $\mathbf{a},\mathbf{b}$ represent the unknown parameters to be found. In my ...
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53 views

Has there been a comparison bewteen SIMPLE/SIMPLER and JFNK for steady CFD?

I'm looking for a comparison between the Jacobian-Free Newton-Krylov (JFNK) method performance compared to the conventional CFD nonlinear solution methodologies like SIMPLE. Does anyone know if such ...
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182 views

Imbalance of variables in Mixing Newton's method and Linear solver for a Non-linear system

Problem Solving a non-linear system of equations. The number of variables is the same as the number of equations. When I fix a set of variables (say $\vec{y}$) and keep another set free (say $\vec{...
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1answer
116 views

Prevent single node spikes in a FEM-simulation (using continuous Galerkin)

I am trying to solve a non-linear time-dependent heat equation $$\partial_tT=\nabla \left(k_T(T)\nabla T\right) + f$$ (similar to question Solving a non-linear heat equation with the galerkin method ...
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79 views

Neumann boundary conditions in the Maccormack scheme

I am trying to solve the viscous Burger equation $$ \frac{\partial u}{\partial t} + u\frac{\partial u}{\partial x} = \mu \frac{\partial^2 u}{\partial x^2} $$ with Neumann boundary conditions. I am ...
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1answer
82 views

Multi-steps method for Navier-stokes equations with strongly nonlinear diffusion

I am trying to solve a particular form of the Euler / Navier-Stokes equations in 1D, with very strong and non-linear diffusion coefficients. My system of equations is \begin{cases} \...