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Questions tagged [numerics]

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3
votes
1answer
561 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
votes
0answers
21 views

Stability region of explicit midpoint method

Consider the explicit midpoint method, i.e $$y_{n+1}-y_{n-1} = 2hf(y_n).$$ I'm asked to apply this method to the linear test equation, $f(y_n) = \lambda y_n,$ in order to find the method's stability ...
4
votes
0answers
26 views

Numerical methods for the continuity equation with Sobolev vector field

Consider the continuity equation $$ \partial_t \rho(x,t) + \operatorname{div} (b(x,t) \rho(x,t)) = 0, \qquad t \in [0,T], \quad x \in \mathbb R^N, $$ with $b \in L^1((0,T), W^{1,p}(\mathbb R^N))$. ...
0
votes
0answers
32 views

Time sampling changes solution

I'm currently trying to solve a problem using numerical methods. The set-up is rather long, so I apologize in advance... TL;DR: My solutions change depending on how big my steps are and I don't know ...
0
votes
2answers
224 views

Boundary conditions for streamlines in enclosed flow

I am trying to solve Lid driven square cavity flow problem of Stokes equation using finite element method. I have boundary conditions for velocity as zeros on every boundary but u=1 on top boundary. ...
8
votes
1answer
511 views

Time discretization of the variational formulation of the Navier-Stokes equation

I've asked this question on mathoverflow too. Let $T>0$ $I:=(0,T]$ $d\in\mathbb N$ $\Lambda\subseteq\mathbb R^d$ be nonempty and open, $$\mathcal V:=\left\{\phi\in C_c^\infty(\Lambda,\mathbb R^d):...
9
votes
1answer
82 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 ...
3
votes
4answers
124 views

Numerical integration in Python with unknown constant

I’d like to solve the below equation for the unknown $T$: $$\int_0^\infty \frac{x^2}{\exp\left(\frac{x}{T}\right)-1}\kappa_x \mathrm{d}x = C,$$ where $C$ is a known constant and $\kappa_x$ is some ...
0
votes
0answers
54 views

Need help applying Implicit Eulers Method together with Newtons Method on Burgers' Equation

From the inviscid Burgers' equation: $\frac{\partial u}{\partial t}+u\frac{\partial u}{\partial x} = 0$, I get the discretization $\frac{u_i^{n+1}-u_i^n}{\Delta t}+\frac{(u_i^{n+1})^2-(u_{i-1}^n)^2}{\...
2
votes
1answer
83 views

Why the numerical solution of advection-dominant problem is challenging

In many CFD text books, usually there is a dedicated chapter for advection term discretization. Why discretization of such term in advection-dominated problems and near the discontinuities is ...
0
votes
1answer
60 views

Is there a better way to do run time analysis than this?

I currently have 2 different functions with options to vectorise them: acc_rej_sine(max_iter, algorithm=None) and ...
0
votes
1answer
43 views

How do I get power from gaussian beam numerically?

I would like to get the power from a Gaussian beam given a set of points at which electric field is evaluated. Please follow my reasoning and tell me what assumption maybe are wrong Power definition ...
13
votes
1answer
1k 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 ...
9
votes
5answers
3k views

Integral in log-log space

I'm working with functions which, in general, are much smoother and better behaved in log-log space --- so that's where I perform interpolation/extrapolation, etc, and that works very well. Is there ...
1
vote
1answer
61 views

Approximation Error in a Finite Difference Approximation of the Square of Derivative

First Part: (First-order derivative) Assuming $f$ is an infinitely differential function everywhere, the Taylor series of $f(x + h)$ at $x$ is \begin{align}\tag{1} f(x + h) = f(x) + hf'(x) + \frac{1}...
5
votes
1answer
3k views

What is numerical damping in the context of time-dependent FEM solvers?

Comsol Multiphysics (a popular FEM package) includes two time-stepping algorithms (IDA aka BDF, and Generalized-alpha), described in their documentation as follows (quoted here under Fair Use; ...
2
votes
1answer
147 views

Mass Matrix and how to handle it (ODEs) - References

I'm interested in a good reference/paper about how to handle numerically a mass-matrix system as \begin{align} \mathbf{M}(t,y)\dot{y} =F(y,t) \end{align} I know that such a problem can be solved by ...
0
votes
0answers
61 views

Analytic vs discrete understanding of PDE

The PDE I am working with: $$\partial_tu = \nabla \cdot (a(x)\nabla u)-\beta(x)u\\ \partial_nu=0, x \in \Omega \subset \mathbb{R}^2\\ \beta(x)>0$$ Integrate the PDE: $$\int_\Omega \partial_t u=\...
0
votes
0answers
40 views

Derive a relation between multiple parameters, given constraints

I have a mixture of 4 liquids (their percent volumes being: $a,b,c,d$). By varying their volumes I get different data for the boiling point of the mixture. I have a sufficient number of such data (12, ...
2
votes
1answer
121 views

What does the exponential function mean in numerical ODE solving formulas?

I'm trying to read papers on numerical ODE algorithms and I always seem to stumble upon huge amounts of exponentials multiplied by each other. For example in New families of symplectic splitting ...
10
votes
1answer
130 views

Are there shortcuts for numerically approximating systems of ordinary differential equations when autonomous?

Existing algorithms for solving ODEs handle functions $\frac{dy}{dt} = f(y, t)$, where $y \in \mathbb R^n$. But in many physical systems, the differential equation is autonomous, so $\frac{dy}{dt} = f(...
-1
votes
0answers
16 views

Attempting SOR and conjugate gradient with 2D BVP, is there something wrong with the problem? Or will matrix be ill-conditioned?

The goal is to use a Laplace equation to solve: $$a(x,y)(u_{xx} + u_{yy}) = f(x,y)$$ with boundary condition $u=0$ on the boundary $x:[-1,1] , y:[-1,1]$. The problem is that we are supposed to work ...
0
votes
1answer
75 views

Actual global error vs theoretical global error: How to combine theory with practice

I have implemented an Adams Bashforth 4 method to solve an Initial Value Problem for an ODE and I am testing it against the test equation: $y'=\lambda y$ with $y(0)=1$ with the exact solution: $y(t)=...
1
vote
2answers
120 views

How I could calculate L2 norm of an unstructured grid?

I want to calculate L2 norm of a 3D unstructured grid to compare my simulation results in two different mesh sizes as coarse and fine. I read this answer and it seems in three-dimensional space, I ...
7
votes
2answers
76 views

Algebraic multigrid for complex valued matrices

Assume one uses the classical AMG with Ruge-Stuben coarsening and direct interpolation for solving real valued problems. How can this approach be recycled to also solve complex valued problems like ...
0
votes
1answer
49 views

Adam Bashforth 4 method: how to determine starting values and stil keep the the order of accuracy

I am using an Adam Bashforth 4 method to solve an IVP problem so I need other numerical method to estimate the first 3 values. I am very much interested in finding a way to estimate the first 3 values ...
6
votes
2answers
237 views

Is Highams' computation of mean worth the price?

In Accuracy and Stability of Numerical Algorithms, equation 1.6a, Higham gives the following update formula for the mean: $$ M_{1} := x_1, \quad M_{k+1} := M_{k} + \frac{x_k - M_k}{k} $$ Ok, one ...
4
votes
2answers
98 views

SLATEC Routine Computes Givens Rotation in Unexpected Way

Some Background I am working on a C++ translation of a SLATEC routine, R1UPDT, which performs a Givens rotation: $$r = \frac{1.0}{\sqrt{a^2 + b^2}}$$ Usually, ...
8
votes
2answers
7k views

Use of machine learning in computational fluid dynamics

Background: I have only built one working numeric solution to 2d Navier-Stokes, for a course. It was a solution for lid-driven cavity flow. The course, however, discussed a number of schemas for ...
2
votes
3answers
200 views

How does a stiff equation solver work?

I am trying to understand how stiff differential equations are solved. For instance the equation, $$\frac{\partial y}{\partial t} = \alpha\frac{\partial ^2 y}{\partial z^2}$$ can be solved using ...
3
votes
1answer
126 views

Derivatives of Approximate Matrix inverses

I am cross posting this question to the mathermatics stack exchange. please find it either at this link, https://math.stackexchange.com/q/2952989/430980, or below: I have a question concerning the ...
0
votes
1answer
94 views

calculating integral for an ODE system

I have an ODE system defining a mathematical model of a biological system, say $$ \frac{da}{dt}=f_1(a,b,\ldots,z,p)\\ \frac{db}{dt}=f_2(a,b,\ldots,z,p)\\ \cdots\\ \frac{dz}{dt}=f_n(a,b,\ldots,z,p) $$ ...
2
votes
1answer
109 views

Poorly conditioned, easily evaluated sum for unit testing

I am looking for examples of poorly conditioned sums which can rapidly be evaluated, for the purposes of unit testing. I'm currently using the series representation for $\ln(2)$: $$ \sum_{n=1}^{\...
2
votes
2answers
142 views

Generate high n quantum harmonic oscillator states numerically

How can I generate the higher $n$ quantum harmonic oscillator wavefunction (in position space) numerically? Here, higher means around $n=500$, or say $n=2000$, where $n$ is the $n$th oscillator ...
1
vote
1answer
97 views

Relation between conjugate gradient method and finite elements method

What is difference beetwen this two method? Are these methods far from each other or are these methods complement each other? Could you take an example?
4
votes
1answer
86 views

Numerically find the nearest positive semi definite matrix to a symmetric matrix

I have a symmetric matrix $M$ which I want to numerically project onto the positive semi definite cone. To do so, I decompose it into $M = QDQ^T$ and transform all negative eigenvalues to zero. (...
0
votes
1answer
62 views

Approximation of ODE solution using Taylor series methods

This is my first post on here, so please excuse mistakes if any. I am trying to plot out the difference between two ODE solvers based on Taylor series: 1st order acccurate: $x(t_0 + h) = x(t_0) + ...
4
votes
2answers
91 views

Analytical convergent sequence and numerical divergent sequence

Is it possible to construct a sequence that converges in theory but when computed numerically with a computer program is diverging. I feel that today our computer programs doesn't allow such ...
3
votes
1answer
109 views

Derivation of backward differentiation formulas(BDF)

I have been reading upon numerical techniques that are used to solve stiff ordinary differential equations. From the description given here, I could follow the steps till equation (5). I am finding ...
0
votes
1answer
399 views

Proper boundary conditions for potential flow around cylinder

I am computing the stationary, incompressible, inviscid and irrotational flow around a circular cylinder using a discretization in general coordinates. I derived a PDE and proper boundary conditions ...
1
vote
1answer
168 views

Line integral along the edge of an isoparametrically mapped quadrilateral

I need to integrate a function along the edge of a quadrilateral (boundary integral). For example, the function is $f(x,y)=x^3+y^3$, the quadrilateral coordinates are $(0,0),(2,-1),(3,2),(1,3)$ and ...
3
votes
2answers
659 views

C# implementation of the gamma function that produces correct answers at positive integer inputs?

I need a C# implementation of the gamma function that produces correct exact answers at positive integer inputs. I took a look at MathNet.Numerics Meta.Numerics. In both cases, if you calculate ...
0
votes
1answer
44 views

Time iteration no longer smooth after using scaled units

I have a time iteration function looked on a 2D surface like this. Since the numbers wee very small i.e. hbar=6.6260700404e-34./(2*pi), my professor told me to use our own "scaled unites" during the ...
3
votes
0answers
64 views

Library for solving multidimensional (n > 3) hyperbolic PDE systems

Does there exist a library (in any programming language) for solving (numerically) systems of multidimensional first-order linear PDEs in the form $$\mathbf{u}_{t}+\hat{A}(\mathbf{x})\mathbf{u}_{\...
3
votes
1answer
124 views

Golub-Kahan-Lanczos Bidiagonalization Procedure implementation doesn't produce bidiagonal matrix

I'm trying to implement the aforementioned procedure using this website as a reference. At the end of the page the algorithm is described as follows: I think I've mapped the given algorithm to code ...
1
vote
0answers
62 views

Implementing boundary condition

I'm studying the transport of species A in the blood vessels, $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$ At x=0, I want to use the ...
1
vote
1answer
39 views

Wrong results for $2$ stage multistep method $y_{n+2} - y_n = h\left[(1/3)f_{n+2} + (4/3)f_{n+1} + (1/3)f_n\right]$

I need to fix a code to utilise the $2$ stage multistep method : $$y_{n+2} - y_n = h\left[(1/3)f_{n+2} + (4/3)f_{n+1} + (1/3)f_n\right]$$ Since this is an implicit method, I used a Newton-Raphson ...
0
votes
1answer
273 views

Crank-Nicolson method and mixed derivatives

I am curious if anyone had literature references or knowledge on how to apply the Crank-Nicolson (with approximate factorization) to the $$ \nabla \cdot (\nu (\nabla \mathbf{u} + \left(\nabla \mathbf{...
4
votes
0answers
65 views

Solution of constrained system of ODEs

Can someone point me in a direction to solve this kind of integral constrained system of ODEs. \begin{align} &\int_0^{1/2}\dot{y}^2(t)=p\\ &2\lambda_1\ddot{y}(t)+\pi cos(\pi y(t))=0\\ &y(...
1
vote
2answers
41 views

Determine conditions on parameters (for consistency) on RK method $y_{n+1} = y_n + ha_1f(t_n,y_n) + ha_2f(t_n + b_1h, y_n + b_2hf(t_n,y_n))$

I'm asked to find the conditions on the coefficients $a_1,a_2,b_1,b_2$ in the RK method $$y_{n+1} = y_n + ha_1f(t_n,y_n) + ha_2f(t_n + b_1h, y_n + b_2hf(t_n,y_n))$$ such that is consistent of (a) ...