Questions tagged [numerics]

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3
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1answer
2k views

Applying Neumann boundaries to Crank-Nicolson solution in python

Consider the heat equation $$u_t = \kappa u_{xx}$$ with boundary conditions of $$u(x,0)=0\\ u(0,t)=100\\ u(l,t)=0$$ Numerical analysis by pyton can be done with ...
4
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0answers
83 views
+200

About the condition $\ker(B_h) \subset \ker(B)$ in mixed finite elements formulation

I'm studying mixed finite elements. The problem is a classical saddle-point one: we seek for $(u,p)$ in $V \times Q$: $$A u + B^t p = f$$ $$Bu = g$$ where $A: V \rightarrow V', B:V \rightarrow Q'$ ...
1
vote
1answer
301 views

Robin Boundary Condition with Implicit Upwind - Finite Difference Method for 2D Convection-Diffusion Equation

I am trying to solve a problem with 2D Convection-Diffusion equation with U = Concentration ($mg/m^{2}$) using Implicit Upwind Finite Difference Method like this $$ \frac{\partial U}{\partial t} + ...
4
votes
1answer
156 views

Learning computational science through guided discovery

I am currently trying to get through Pattern Classification by Duda et al (for a course). However, the book seems too dense for me. Pattern recognition seems like a topic that could be better learned ...
1
vote
2answers
160 views

Sum of norms over elements is not equal to norm over the whole $\Omega$

In my finite element notes, after the proof of the global estimate for the interpolation error, assuming a regular triangulation with triangles $T_m$: $$\sum_m|v - \Pi_h^r v|_{s,p,T_m} \leq \sigma^{-s}...
4
votes
1answer
134 views

Discrete divergence free functions

I'm studying the weak formulation of NS equations. During the analysis, the book I'm using (Quarteroni-Valli, page 301-302), defined $$Z_h=\{v_h \in V_h: (\operatorname{div}(v_h),q_h)=0 \quad \forall ...
1
vote
1answer
81 views

Classical global estimate for $H^1$ error

I'm having lots of troubles in understanding the proof the estimation of the classical $H^1$ error using finite elements of degree $r$. $$||u-u_h||_{H^1(\Omega)} \leq \frac{M}{\alpha} C h^r |u|_{H^{r+...
7
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0answers
132 views

Is there a graphical interpretation or explanation of automatic differentiation compared to numerical differentiation

I have been looking at automatic differentiation for solving differential equations lately. I understand the basic ideas of using Dual numbers and such for finding derivatives, etc. However, I feel ...
4
votes
2answers
150 views

What is the difference between $u_h$ and $I_h(u)$ in finite element literature?

In finite element books, we have estimates for $$||u-u_h||$$ and also estimates for $$||u - I_h(u)||$$ where $I_h(u): V \mapsto V_h$ projects a function from the infinite dimensional space to the ...
1
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0answers
48 views

How to numerically solve PDE that governs the free vortex wake model?

Crossposted at Math SE I am reading a paper on the free vortex wake model for a helicopter rotor blade, which is described by the following PDE: $$\frac{\partial \vec{r}}{\partial \psi} (\psi, \zeta) ...
2
votes
1answer
594 views

1-D turbulent energy spectra in homogeneous direction (non-isotropic)

I am trying to compute the one-dimensional energy spectra for my channel-flow simulation. I have already written a post-processing script to achieve this; however, I need to validate my code before ...
2
votes
1answer
92 views

How to couple the vibro-acoustic equations by Mortar method for non-matching meshes?

Assume we have two domains $\Omega_a$ a acoustic domain with boundary $\Gamma_a$ and $\Omega_s$ a domain of a solid body with boundary $\Gamma_s$. $\Omega_a$ and $\Omega_s$ have the common interface $\...
0
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1answer
62 views

How do you find the Jacobian matrix of a coordinate transformation given only dynamical data points?

Suppose you have a record of coordinates X(t) for every s units of time from 0 to time T. Suppose in addition you have more data Q(T) that is supposed to be output from some complex numerical ...
0
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0answers
47 views

How to prove the stability of the interpolation?

From the book (Vidar Thomee, Galerkin finite element methods for parabolic problems), there holds (see Lemma 13.3) \begin{align}\label{eq} \|\nabla I_h u\|_{L_{\infty}}\leq C\|\nabla u\|_{L_{\infty}},\...
5
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0answers
346 views

Fast integration scheme for path integral of Gaussian over a cubic curve

I need to numerically compute an integral of the following form: $$\int_0^1 \frac{1}{2\pi\sigma^2}\exp\left(-\frac{\|(q_0t^3 + q_1t^2 + q_2t + q_3) - a\|^2}{2\sigma^2}\right)\|3q_0t^2 + 2q_1t + q_2\|\,...
0
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0answers
57 views

Ritz projection error estimate for bilinear Lagrange element?

For second order elliptic problem \begin{align} -\Delta u=f,\quad in ~~\Omega\\ u=0,\quad on~~ \partial\Omega, \end{align} we have for the Ritz projection for $P_1$ conforming element \begin{align} \|...
2
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0answers
39 views

Does the time-dependent 1D advection-diffusion with point sources have an analytical solution?

I am looking for the analytical solution of 1-dimensional advection-diffusion equation with several point sources, Q, along the axial length of a cylinder through which the fluid flow occurs. Neumann ...
2
votes
2answers
256 views

How to implement point source or volume source in finite element implementations

I'm trying to do a simple implementation to study the advection-diffusion-reaction dynamics in a straight pipe. I have points positioned along the length of the pipe (blue dots in the image above). I ...
2
votes
1answer
187 views

Another way to evaluate the gravitational force from a uniform cube?

Appendix A of Liu, Baoyin, and Ma (2011) Equilibria, periodic orbits around equilibria, and heteroclinic connections in the gravity field of a rotating homogeneous cube shows an analytic expression ...
5
votes
4answers
891 views

How important is learning hardware/architecture for scientific computing?

Apologies if this is a bit of a soft, unclear, or opinion-based question. I'm a relatively new PhD student in a (computational) quantum chemistry group. My group develops and maintains a few software ...
0
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1answer
33 views

Numerical algorithm to calculate stream of discounted cash flows

Is it possible to calculate the flow of cash in each period given a certain fixed net present value with a numerical algorithm? I would like to be able to apply a certain weighting that can be applied ...
0
votes
1answer
118 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
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0answers
57 views

For a hyperbolic PDE, is there any proof that the BDF2 method is stable for integrating them?

I would like to ask a question on the stability of BDF2 applied to hyperbolic PDEs. Say I have a hyperbolic equation as $\frac{\partial c}{\partial t} + {\bf U} \cdot {\bf \nabla}c=0$. This system is ...
0
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0answers
34 views

Expression for numerical amplification factor for Euler time integration and CD2 scheme for one degree hyperbolic function

This is the expression to be derived but I am not getting the exact expression as given in the image. Is the given expression given for the implicit Euler method? Here $N_c = c (\delta t)/h$ and $\tan(...
4
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0answers
78 views

Unstable Algorithms which become stable when hardware provides Kulisch exact dot product instruction

In John Gustaffson's book The End of Error, he discusses Ulrich Kulisch's exact dot product, which (in double precision) requires a 2100 bit fixed point register which rounds only once after the ...
0
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1answer
112 views

Error using scipy.integrate.solve_ivp: index error: the index 0 is out of bounds for axis 0 with size 0

I am recently working on the code based on the stick-slip phenomenon in Python. It's the stick-slip oscillator (chapter 3.4) in https://www.sciencedirect.com/science/article/pii/S0888327020301205. And ...
0
votes
1answer
45 views

How can the Lipschitz continuity be shown with power iteration method?

I know that the definition of the Lipschitz continuity is defines as $$||f(y) - f(x)|| \leq L ||y-x||$$ My professor told me that by knowing $f$ we can find constant $L$ using the power iteration ...
3
votes
2answers
205 views

How to solve second order coupled non linear differential equations

For a project I am doing, I have to solve the following system of differential equations numerically using my own code: $$ x^2K'' = KH^2 + K(K^2-1) $$ and, $$ x^2H'' = 2K^2H + \alpha H(H^2-x^2) $$ ...
2
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0answers
68 views

Errors in Integral Estimate of Gaussian using Trapezoidal Rule

I'm trying to estimate the percentage error in computing the integral of a Gaussian via composite trapezoidal rule versus via an exact formula. To do this I've generated a gaussian with mean 0, ...
2
votes
1answer
104 views

How to include negative number in the log-sum-exp?

I want to know summation of some small numbers, such as {e^-1000, -e^1001, e^1002...} If all numbers are positive, I can use log-sum-exp algorithm. But unfortunately, negative numbers are also ...
3
votes
1answer
70 views

Why do we have to resort to Higher order schemes for solving the 1-D advection equation/ continuity equation?

\begin{equation} \begin{aligned} \frac{\partial N}{\partial t} &+ \frac{\partial J}{\partial r} = 0, \\ \frac{\partial N}{\partial t} &+ \frac{\partial }{\partial r}(N \upsilon ...
-1
votes
1answer
59 views

Howo to implement complex step derivative for complex functions?

I have a complex analytic function of which I want to take the numerical derivative. \begin{align} f(z) &\equiv f(x,y) = u(x,y) + i v(x,y) \\ \frac{d f(z)}{d z} & = \lim_{h \to 0} \frac{f(z + ...
2
votes
1answer
134 views

Solving numerically the 1D Kuramoto-Sivashinsky Equation using spectral methods

Lately, I've been trying to solve numerically the 1D Kuramoto-Sivashinsky Equation using spectral methods. Let $\nu$ be the viscosity and $[0,L]$ the domain. The 1D equation is, $$ u_t + uu_x + u_{xx} ...
11
votes
2answers
202 views

Benchmark problems for eigenvalue reordering algorithms sought

Every real matrix $A$ can be reduce to real Schur form $T = U^T A U$ using an orthogonal similiary transform $U$. Here the matrix $T$ is quasi-triangular form with 1 by 1 or 2 by 2 blocks on the main ...
17
votes
1answer
2k views

How to Run MPI-3.0 in shared memory mode like OpenMP

I am parallelizing code to numerically solve a 5 Dimensional population balance model. Currently I have a very good MPICH2 parallelized code in FORTRAN but as we increase parameter values the arrays ...
2
votes
4answers
145 views

Eigenvalue decomposition for a very huge matrix of medical images (such as the pixel physical coordinates of CT images)

I am trying to do eigenvalue decomposition for a huge matrix larger than 788000×788000 for medical image analysis. The matrix is not sparse and every element in the matrix has a real value. And, for ...
3
votes
1answer
424 views

Time Reversibility of Velocity Verlet Algorithm

I'm very new to computational Physics and am finding conflicting statements on whether the velocity Verlet algorithm, defined as: $\begin{align} x_{n+1} &= x_n + v_n \Delta t + \frac{1}{2} a_n \...
1
vote
1answer
85 views

Numerical integrator for $a'(t)=e^{-a(t)}f(t)$

Suppose I know a function $f(t)$ and all its derivatives in $t$ in closed form. Given $a(0)$ and some $t_0>0$, I'm looking for an explicit integrator that can estimate $a(t_0)$, where $a(\cdot)$ ...
0
votes
1answer
97 views

interface value on the error equation

https://www.jstor.org/stable/pdf/2157482.pdf, here I have a problem in last equation of (2.6) in section (2.1). When they are considering error equation on the interface $\Gamma$ they get $e_v^{(n)} = ...
2
votes
1answer
928 views

Local truncation error of Dufort Frankel Scheme

The scheme is given by $$\frac{v_m^{n+1}-v_m^{n-1}}{2k} + b\frac{v_m^{n+1}+v_m^{n-1}-v_{m-1}^n-v_{m+1}^n}{h^2} = 0$$ where $v_m^n$ is the numerical solution at the $m^\text{th}$ spatial coordinate ...
0
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0answers
38 views

How to efficiently perform this 2D integral in Quadpy?

I need to integrate a function defined in 2Dims (z and radius r), for which I don't have an expression. I can just query the ...
1
vote
1answer
107 views

Accuracy gap for apparently stable solution

I was reasoning about the behaviour of the methods I'm using for my simulation and I noticed that, considering $h_s$ as the timestep over which I have unstable solutions and $h_a$ as the timestep ...
0
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0answers
39 views

Blown-up iterates in Gauss-Newton method

I am working on a non-linear least squares problem with standard form, in which I need to calibrate a parameter vector $\Theta$ to a set of inputs $\mathbf{x}$ and outputs $\mathbf{y}$: $$\begin{align}...
2
votes
3answers
158 views

Linear solver recommendation(s) for small problems

I am interested in solving many linear systems $Ax = b$, where $A$ is symmetric positive definite and small (i.e. less than 25,000 rows) --- $b$ will be changing. We can assume that $A$ arises from ...
2
votes
1answer
218 views

Solving Cahn-Hilliard equation using semi-implicit Fourier spectral methods

So, I have written both a C and python code to solve the 2D Cahn-Hilliard equation: \begin{equation} \frac{\partial c}{\partial t} = \nabla^2\left(c^3 - c - \kappa\nabla^2c\right) \end{equation} ...
1
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0answers
38 views

discretization of advection diffusion with variable coefficients

I am looking for help to find a somewhat stable FD numerical scheme for the advection diffusion equation posed on a curve $(x(r),y(r))$. The equation becomes $$u_t=\alpha(r) u_r +\beta(r) u_{rr}+f(r,t)...
0
votes
1answer
54 views

finding boundary conditions when transforming a higher order ode to system of first order ode

given the following ODE: $$\frac{d^{4}w}{dx^{4}} + B\frac{d^{2}w}{dx^{2}} = 1$$ with boundary conditions $w(0) =0 , w(1) = 0,w'(0) = 0,w'(1) = 0$ its possible to solve analytically but I am attempting ...
0
votes
1answer
66 views

High Running Time and Suboptimal Accuracy of 2D Wave Equation Solver with Finite Differences

Im trying to solve the following 2D wave equation: $$u_{tt} = u_{xx} + u_{yy}, \hspace{3mm} u(x,y,0) = \cos(4 \pi x) \sin(4 \pi y), \hspace{3mm} u_t(x,y,0) = 0$$ with the periodic boundary condition ...
2
votes
1answer
58 views

Initial condition precision

Is there a way to have an estimate of the error propagated on an ode numerical solution by the error of the initial conditions? I suppose this depend on the numerical method used and on the problem ...

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