Questions tagged [nonlinear-equations]

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

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Solve non-linear equation in R

I need to solve the following equation for $x$ in [0, 1]. Assume $0<\alpha<1$ and $0<\lambda$. $$(1 - x)^{\alpha+1} - \lambda (x+1)^{\alpha+1} = -2\lambda (\alpha + 1) x^\alpha$$ Would very ...
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57 views

How to derive the simplified Newton iteration in the TR-BDF2 ODE integration scheme

The Problem The TR-BDF2 explained in this paper [1], is quite a popular numerical scheme used to integrate $\dot{y} = f(t,y)$, consistent of the following two stages: \begin{align} y_{n+\gamma} &...
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64 views

Optimize speed for calculating the approximate inverse of a large matrix

I am searching for a faster method to calculate an approximate inverse of a large matrix (up to 32000x32000) resulting from a discrete non-linear system of partial differential equations. I'm using C++...
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121 views

Numerical Methods of solving a non-linear ODE?

I want to solve the nonlinear equation $\frac{d^2x}{dt^2} + k\sin x = 0$, numerically. I found that solving this elliptic integral would be cumbersome, so is there a numerical method i could use to ...
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2nd-order TVD criteria for flux-limiter

Consider a nonlinear hyperbolic conservation equation: $$ \partial_{t}u = -\partial_{x}f(u) $$ The spatial derivative of $f(u)$ may approximated after a spatial discretization by $x_{j}=j\Delta x$ $$ \...
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26 views

Numerically estimate the Jacobian from a scalar time-series

I'm trying to numerically estimate the Jacobian from a time-series. Following the paper, https://journals.aps.org/pra/abstract/10.1103/PhysRevA.43.2787. Consider that I have a scalar time series $x = (...
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71 views

Interpreting multivariable root-finding results from Matlab's fsolve algorithm

Edit: So I was able to get the same value of r that's given, when coding up the sum of squares of function values directly in the script file, rather than on the Command Window. So, maybe there's a ...
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1answer
102 views

Solving system of nonlinear vector functions

I am trying to figure out how to implement a solver for a system of nonlinear equations of the form \begin{align*} u_1 &= y_n + h\left(a_{1,1}f(t_n + c_1 h, u_1) + a_{1,2}f(t_n + c_2 h, u_2)\...
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1answer
43 views

How to effectively find a starting point solving a non-linear equation?

I have the following equation (the Kurz-Giovanola-Trivedi model [1]) $$ v^2 \frac{\pi^2 \Gamma}{P^2 D^2} + v \frac{mC_0(1-k)\xi}{D[1-(1-k)Iv(P)]} + G = 0, $$ where $Iv(P)=P \cdot \exp(P) \cdot E(P)$, $...
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69 views

Derivative-free ill-conditioned non-linear least squares

I am looking for a package which can solve (non-linear) least squares problems without the use of derivatives (because of an expensive model), but which also deals with ill-conditioning well (such as ...
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303 views

Jacobians with automatic differentiation

I have an objective function F: Nx1 -> Nx1, where N>30000. There are many sparse matrix/tensor multiplications in this function, so taking an analytic Jacobian by paper and pen is cumbersome. ...
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88 views

How avoid square shape with Laplacian operator in reaction diffusion calculations?

I have used different variants of the Laplacian operator (div grad) using 4, 8, 12, 20 and 24 of the closest points. I get problems due to the chosen coordinate system and the discretization of the ...
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71 views

RK4-method starts oscillating above certain input parameters

I am trying to solve an equation of the following type $$\partial_zE(z)=-c_0J$$ with $$J=c_1\beta E^3(z)$$ using the boost::odeint-framework and a fixed time stepper, with $c_0$, $c_1$ and $\beta$ ...
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1answer
73 views

Issue solving nonlinear equation containing a quotient

I have a coupled set of PDEs that need to be solved as part of a larger problem. I am currently approaching this by computing spatial derivatives with finite differences and using PETSc's nonlinear ...
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2answers
74 views

Methods for solving discrete PDEs using algorithmic differentiation results

I'm looking for a method to solve a 20000 variable, 20000 residual non-linear PDE with a Galerkin method. I have Fortran subroutines for: The residuals: $\vec{r}(\vec{x})$; Their Jacobian multiplied ...
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98 views

Method of Lines Runge-Kutta nonlinear stability and behavior

I have a system of 4 nonlinear 1st-order PDEs. I want to solve them numerically by method of lines, first discretizing space. This leads to the system of $N\times 4$ coupled ODEs. $$ \mathbf{u}_{i} =...
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Non-linear differential equation

I have this equation $$y\left(\dot y^2+1\right)=m + \Lambda y^3,$$ where $\Lambda=1.1\cdot 10^{-52} $ (Cosmological constant). I want to get the graph of the solution of this equation (2-parametric ...
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Is the matrix exponential and the Jordan canonical form actually useful for solving differential equations?

All of my yearlong graduate-level Linear Algebra course notes from my professor—an algebraist/representation theorist—shows his love for the exponential map $e^A$ and the Jordan canonical form—and one ...
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Estimating the dimension of a solution space in nonlinear least squares

Suppose I have a nonlinear least squares problem, $$ \min_{\mathbf{x}} || \mathbf{f}(\mathbf{x}) ||^2 $$ with $n$ residuals and $m$ parameters, so that $\mathbf{x} \in \mathbb{R}^m$, and $\mathbf{f} \...
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How to multiply 2 decision variables and a matrix using python

So, basically our agenda is to assign tour guides to tour groups based on this equation and that will be done by these 2 decision variables z(u,g) and y(g,p) where z(u,g) will be 1 if tour guide 'u' ...
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1answer
109 views

Numerical methods that can be written in flux conservative form

I have a system of non-linear PDEs that I expect to have shocks as well as the appearance of Gibbs phenomena (spurious oscillations that form near the shock) for 2nd-order methods or higher. I have ...
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62 views

Conjugate Gradient for nonlinear equation system

Is it possible to apply adaptions of the conjugate gradient algorithm i.e. Fletcher-Reeves, Polak-Ribere or others to systems of nonlinear equations? How should the equation system be adjusted so one ...
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1answer
72 views

FDM on nonlinear PDEs

I'm working with a 2D Navier Stokes PDE in the unstabilized version - the equation is a linear equation of the type $\frac{∂u}{∂t} = F(u,t)$. In order to perform time discretization with FDM (finite ...
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21 views

Python: Getting second output variable from minimizing a computationally intensive function on first outputs

I have a function in python that is quite computationally expensive to evaluate, of the form: ...
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1answer
36 views

Coupled pdes of the first order

May question is about possible approaches to solve the following system $$ \begin{array}{rcl} \nabla{n}&=&n\,\mathbf{E},\\ \nabla\cdot\mathbf{E}&=&1-n, \end{array} $$ in general with ...
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64 views

Bifurcation points on homotopy path by numerical continuation?

I am trying to implement an algorithm that finds (possibly) all solutions of a system of nonlinear polynomial equations $$F(X) = 0$$ I thought about using the (convex) homotopy $$H(X,T) = TF(X) + (1-T)...
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2answers
67 views

MInimizing cost function using iterative search for a minimum method

I want to estimated the parameters $\ \hat{\theta} $ of a model using an iterative search for the minimum of a cost function. The cost function is defined as follows: $$ V_N(\hat{\theta}) = \frac{1}{...
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76 views

Linearize non-linear PDE with BCs to hyperbolic problem: How does linearization affect BCs?

I am working with the Shallow Water equations that is a system of non-linear PDEs that simulate water waves propagation on some domain, in my cases the $x$-axis. I have here a GIF showing the results (...
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1answer
82 views

Full approximation scheme - smoothers - literature recomendation

I would like to use full approximation scheme(FAS) for solving nonlinear PDE. I am looking into practical implementation of FAS in parallel(MPI) settings. I noticed the most common/effective smoother ...
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75 views

Solving a nonlinear problem with a very small components with finite element method

In solving nonlinear hyperelastic solid mechanics problems, to converge to the correct solution we need to do step-by-step loading which makes the deformation at each step very small (for my ...
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1answer
61 views

Solve convection-diffusion equation with a non-linear source term

I would like to solve this equation (which is adapted in my case, a plug flow reactor when a reaction occurs): $ \frac{df}{dt} = D \frac{d²f}{dz²} - u \frac{df}{dz} + r(z,t) $ with $r(z,t)= - k f^{n}...
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67 views

Incorporating radiation boundary condition at the edge in finite difference

I am trying to solve the 2-d heat equation on a rectangle using finite difference method. I am confused as to how to incorporate non linear radiation boundary condition at the edge. $-k\frac{\partial ...
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1answer
117 views

Numerically solving nonlinear parabolic stochastic PDEs

For a project I'm doing, I have to numerically solve a nonlinear parabolic stochastic partial differential equation, of the form $$ u_t = u_{xx} + f(u)(u_x)^2 + a(u) + b(u)W(t, x), $$ where primes ...
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1answer
44 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

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
57 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
60 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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68 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
496 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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73 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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0answers
57 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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1answer
123 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 ...
3
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1answer
94 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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1answer
77 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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0answers
151 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 ...
3
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1answer
375 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
148 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
212 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
63 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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57 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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