Questions tagged [nonlinear-equations]

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

Filter by
Sorted by
Tagged with
5
votes
0answers
49 views

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 $x_{j}=j\Delta x$ $$ \...
0
votes
1answer
69 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 ...
1
vote
0answers
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 = (...
2
votes
1answer
95 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)\...
1
vote
1answer
41 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 $Iv(P)=P \cdot \exp(P) \cdot E(P)$, $...
0
votes
0answers
68 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 ...
1
vote
2answers
282 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. ...
3
votes
1answer
87 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 ...
1
vote
1answer
58 views

Integrating a nonlinear ordinary differential equation

I am solving an equation of the form $(*)$ $0 = a(f) (\partial_rf)^2 + b(f) (\partial_rf) + c(f),$ where $f$ is a real function of $r\in \mathbb{R}$, and $a,b,c$ are real functions of $f$. The ...
1
vote
0answers
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 $\beta$ ...
13
votes
1answer
3k views

Comparing Jacobi and Gauss-Seidel methods for nonlinear iterations

It is well known that for certain linear systems Jacobi and Gauss-Seidel iterative methods have the same convergence behavior, e.g. Stein-Rosenberg Theorem. I am wondering if similar results exist for ...
1
vote
1answer
72 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 ...
0
votes
1answer
95 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} =...
2
votes
2answers
73 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 ...
0
votes
0answers
51 views

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 ...
3
votes
0answers
86 views

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 ...
0
votes
0answers
17 views

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' ...
0
votes
0answers
31 views

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} \...
2
votes
1answer
99 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 ...
3
votes
0answers
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 ...
1
vote
0answers
329 views

How to solve a nonlinear diffusion equation?

Consider a thin film with a perpendicular applied magnetic field $H_a$ in $z$-axis. The nonlocal relation between $H_a$, the self-field $H_\text{self}$ (generated by the eddy current $J$) and the ...
0
votes
1answer
67 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 ...
0
votes
1answer
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: ...
0
votes
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 ...
1
vote
0answers
62 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)...
3
votes
3answers
2k views

Solving a linear equation system with pure Neumann condition

I am trying to solve a linear equation system $\textbf{A}\textbf{x}=\textbf{b}$, e.g. a Poisson equation discretized in strong form, using biCGstab method. Since there are only natural Neumann ...
6
votes
4answers
750 views

Large-scale nonlinear optimization problem

I want to solve a nonlinear optimization problem of the following form \begin{equation} \min\left(\sum_i d^{x_i}c_{i}\right)\\ 0 \leq x_{i} \leq a\\ \sum_{i} x_{i} \leq b \end{equation} $a$, $b$, $...
4
votes
2answers
65 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}{...
1
vote
0answers
75 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 (...
1
vote
1answer
79 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 ...
0
votes
0answers
74 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 ...
0
votes
1answer
116 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 ...
0
votes
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}...
2
votes
2answers
591 views

Which SciPy nonlinear solver when Jacobian is analytically known and sparse?

I have a nonlinear function fun with n inputs and n outputs. I also have a function jac which calculates the Jacobian, which is ...
1
vote
0answers
64 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 ...
3
votes
1answer
42 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, $$ \...
1
vote
1answer
77 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 ...
1
vote
1answer
54 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 ...
2
votes
1answer
59 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 ...
3
votes
0answers
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^{\...
2
votes
1answer
438 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-...
2
votes
0answers
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 =...
3
votes
0answers
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_{...
2
votes
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 ...
7
votes
1answer
118 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 ...
4
votes
0answers
108 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 ...
3
votes
1answer
89 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 ...
2
votes
1answer
98 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)\...
0
votes
0answers
22 views

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. ...
1
vote
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?...

1
2 3 4 5 6