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5
votes
1answer
83 views

Mass matrix and BDF time integration

I have a system of nonlinear equations on the general form: \begin{align} \mathbf{M}(\bar{y})\dot{\bar{y}} =\bar{f}(\bar{y},t) \end{align} Where $\mathbf{M}(\bar{y})$ is a matrix and $\bar{f}$ is a ...
3
votes
0answers
83 views

Why the MIRACLE of Lanczos/CG-like?

Lanczos/Arnoldi/Rietz/CG-like algorithm share the same core strategy... In each, a little miracle appears, most of the Gram-Schmidt inner products are zeroes! In others words, new direction need only ...
3
votes
1answer
257 views

Computational complexity of Newton's method

the classical Newton's method for non-linear systems of equations is $x_{k+1} =x_k-J_F(x_n)^{-1} F(x_n)$. In pratice, rather than compute the inverse of the Jacobian matrix, one solves the systems $...
1
vote
0answers
39 views

Numerically solving a system of parabolic PDEs and 1st order ODEs

I'm trying to solve the following system of differential equations numerically. What are the available finite difference approaches and matlab solvers to solve such a system? Other approaches to solve ...
6
votes
1answer
113 views

How do I integrate a function defined over an arbitrary area?

Let's say, I have a compact area $S$ (for example a circle, a square or some arbitrary polygon) and a function $f: S \rightarrow \mathbb{R}$. I want to numerically calculate the Integral $$ \int_S f(\...
2
votes
0answers
36 views

Numerical stability while modeling wave equation in staggered grid

I have modeled a simple wave equation given by: \begin{align} & \begin{cases} u_t = v_x \\ v_t = u_x \end{cases} \end{align} Boundary conditions given on interval $M=[-1,1]$ by: \begin{align} u(...
-1
votes
1answer
74 views

Relation of Condition of a Matrix and Convergency

Can anybody explain me the relation between the condition of a Matrix and the convergency of a problem. For example how is the relation between the condition of the stiffness Matrix occuring in FEM ...
2
votes
1answer
183 views

Solve 3-D Heat equation with Neumann boundaries

I want to solve the Poisson PDE for heat flow in a 3-D solid cube with given dimensions $x$, $y$, and $z$: $$\rho C\frac{\partial T}{\partial t} = k \Delta T$$ The cube is irradiated with a constant ...
1
vote
2answers
76 views

Guaranteed equality between binary results with increasing MPI processes

Testing on an MPI scientific code for compressible flow dynamics I noticed that the results may depend on the number of processors used for the calculation. In fact, comparing the binary files they ...
0
votes
0answers
80 views

why I cannot find explicit finite difference for elliptic equation

Let us think on the Poisson equation $\nabla^2 u(\bf{x})=\rho(x)$ with Neumann boundary conditions, with $\bf{x}=\it (x,y)$ in 2D. Here is a stencil with central differences in both $x$ and $y$ (...
3
votes
2answers
231 views

Given x,y,z data of a periodic object, calculate the period of the object (if possible)

So the problem I am working on is as such. Given the x,y,z data of a periodic object over time (from the origin in 3d space) (need not be uniform), calculate the period of the object (if the data ...
2
votes
0answers
69 views

Efects from the boundary in advection equation [duplicate]

I am implementing the advection equation $u_x+(1/c)u_t=0$ following a Crank-Nicholson finite difference scheme. The equation for this is \begin{eqnarray*} -\frac{\gamma}{4} w_{n-3 j+1} + w_{n-2 j+1} ...
2
votes
1answer
79 views

PML boundary conditions

I set up two one-way wave equations for constant velocity $c$ in one-dimension. When I implement them I get a highly unstable (divergent) solution. I wonder if someone could give me a suggestion about ...
1
vote
0answers
91 views

How to solve an implicit ODE with forward Euler?

Consider the implicit ODE $$ M(y)\dot{y} = F(t,y) $$ If $M$ is non-singular for all $y$ How to use the forward-Euler method to numerically solve for $y$ without inverting $M(y)$? I only came out ...
2
votes
0answers
161 views

How to numerically optimize affine transformations?

I need to optimize affine transformations for of a set of triangles using energy function based on the connectivity. The energy of an edge $e_j$ between triangles $T_a, T_b$ is given by $$ E_j = \...
2
votes
1answer
100 views

Euler Method Instability. Why?

I am currently enjoying writing computational codes as a hobby. Right now I've worked out an Euler method and results are pretty good with up to $x=1$. Over $x=1$, instability starts to kick in. May I ...
0
votes
4answers
307 views

Which Linux OS for computer science and numerical analysis

I am switching from OSX to Linux, which I am familiar with but have no greater experience. There are several different alternatives: archlinux, gnome, ubuntu etc. Which would you recommend for a PhD ...
-2
votes
1answer
52 views

Calculate accuracy order/rate

I was doing error analysis of numerical scheme and I get $L_1$ error for each grid size with $N$ element. I was searching reference to compute accuracy order/rate from that error data but doesn't find ...
2
votes
0answers
40 views

Sensitivity Lagrangian solution general case

I have asked this question already on maths and mathoverflow. Just a question about a literature reference. I am writing a paper for engineers. Usually for the Lagrange multiplier problem $$ \...
1
vote
0answers
35 views

Efficient numerical optimization of an “almost separable” function

I have come across an optimization problem with the following objective function: $$f(x_0,y_0,z_0,x_1,y_1,z_1,...,x_N,y_N,z_N) = \sum_{i=0}^N f_i(x_i,y_i,z_i, \alpha(x_{i+1}-x_i) + \beta(y_{i+1}-y_i))...
3
votes
0answers
3k views

Numerical integration and filtering of acceleration experimental data

I have a vector containing acceleration measurements and the corresponding vector of times in which measurements are taken. To obtain velocity and displacement I used the cumtrapz() function already ...
4
votes
2answers
127 views

Estimating error at mid timesteps for Runge-Kutta methods

When a timestep $h$ is rejected using a Runge-Kutta pair, such as Dormand–Prince, the algorithm resumes from the same initial point $t$ with a smaller timestep. A different idea is to resume at an ...
5
votes
0answers
112 views

Compile-time error control vs. interval arithmetic?

I use interval arithmetic for reliable computing. Now, a procedure coded in a good implementation of interval arithmetic takes perhaps about eight times as much as the same procedure carried out ...
9
votes
2answers
4k views

Which Runge-Kutta method is more accurate: Dormand-Prince or Cash-Karp?

I simply want to know whether the Dormand-Prince Numerical Method or the Cash-Karp Numerical Method is more accurate.
1
vote
1answer
72 views

Defining dimensionless tempearture for Periodic flow systems

Given a flow inside a square duct with constant temperature at the walls $(T_{w1} = T_{w2} = T_w)$ the physical property in terms of temperature that repeats itself in a periodic fashion is the $\...
1
vote
1answer
146 views

Does a generic method for solving a system of PDEs exist?

There are generic methods for solving systems of ODEs numerically. Are there generic methods for PDEs? If so, what are they? If not, why not? To elaborate... Any set of ODEs can be written in ...
1
vote
0answers
116 views

What does the Jackson Kernel measure?

A certain filter I'm writing uses two different kernels. The Fejer kernel (which is common) and the Jackson kernel: $$ \Delta_T(x) = T \,\left( \frac{\sin \pi T x}{\pi T x}\right)^2 \quad\text{and}...
4
votes
1answer
1k views

How does fmincon in MATLAB calculate gradients?

I am trying to solve numerically a constrained optimisation problem in MATLAB, and I am wondering how the fmincon function calculates gradients when one isn't ...
5
votes
0answers
325 views

Cressman interpolation and objective analysis

I have read this question and answer – Interpolation of scattered data to a regular grid in python and I am doing something similar as I have temperature values of the atmosphere at different heights ...
3
votes
1answer
136 views

How can a CG solver solve a non positive definite sparse matrix

I am using the CUSP CG solver and I ran it on couple of sparse matrices from the University of Florida sparse matrix collection. The solver was able to solve non positive definite sparse matrices. My ...
1
vote
0answers
82 views

Basic approach for numerical solution of PDE

I'm looking for some guidance on how to write a program to numerically solve a PDE. As an example for comparison in 1D: $$\frac{d^2u}{dx^2} = f\;\;\;\;u(0) = 0\;\;\;\;u(1) = 0$$ We could try 6 ...
2
votes
1answer
53 views

Oscillation term in a posteriori error estimator

Assume that in the a (residual type) posteriori error estimator of some PDE is a term of the form $h_T\|g\|_{L^2(\Omega)}$ involved where $h_T$ is the diameter of an element and $g$ is some known data ...
39
votes
3answers
3k views

What's the state of the art in parallel ODE methods?

I'm currently looking into parallel methods for ODE integration. There is a lot of new and old literature out there describing a wide range of approaches, but I haven't found any recent surveys or ...
1
vote
1answer
99 views

Numerical solution for eigenvectors and eigenvalues of a Sturm-Liouville problem

I have to deal with the following problem in my research: $$\left[\frac{1}{D}F_{x}\right]_{x} + \frac{f D_{x}}{c D^{2}}F = 0$$ with boundary conditions $$F(0) = 0$$ $$F_{x}(L) = 0$$ where $f$ is ...
5
votes
2answers
134 views

Methods for precise solution of an ODE whose solution terminates at a singularity

I'm working on a fun open-source project to calculate the trajectories of objects near black holes. This is obviously not the first time anyone has done this sort of thing, but I have some design ...
6
votes
1answer
204 views

Is it possible to proof a-b+b = a for all double floating-point numbers?

I want to know whether the equation : a-b+b = a is always true for a, b belongs to double precision floating-point number and |a|>=|b|. If the equation is true, how can I proof it? If not, what ...
2
votes
1answer
409 views

Finite difference discretization on a circle

I am trying to discretize the differential operator $\frac{d^2}{dx^2}$ acting on $S^1 = [0,1]$ using finitely many points around a circle at $0, \frac{1}{N}, \frac{2}{N}, \dots, \frac{N-1}{N}$. Here ...
2
votes
1answer
124 views

How to deal with numerical errors in electrostatic field calculations

I want to trace electrostatic field lines emerging from 2D surfaces in 3D space. Eventually I want to find their intersection with an (uncharged) mesh. The charge distribution $\sigma(x), x \in \...
7
votes
2answers
179 views

Lanczos algorithms for Hermitian system with Toeplitz kernel

Basically, I am trying to compute the SVD of a large Hermitian matrix $H$ using Lanczos iteration, while $H$ consists if a Toeplitz kernel $K$, which should be able to help speed up the matrix-vector ...
7
votes
3answers
553 views

A problem in 1D linear finite element method

When applying Galerkin method, we have two conventions, i.e. multiply the test function $v$ at left/right, $(v,u)/(u,v)$. Both ways won't matter for a simple problem like Poisson's equation, since the ...
1
vote
0answers
62 views

Equal area algorithm to find shock location

I am looking to solve 1D burgers equation with various random initial conditions. What is the best algorithm to find the exact solution? One method that is covered in literature is the equal area ...
5
votes
0answers
70 views

Discrete sine and cosine transform for mixed derivatives

Using sine and cosine transforms to solve Poisson's equation with Dirichlet boundary conditions seem quite standard nowadays (see, e.g., here or Table 2 in this paper). In the case of Poisson's ...
2
votes
1answer
370 views

Von Neumann's stability analysis on non linear and coupled equations

I'd like to know if is possible to make a Von Neumann's stability analysis on an system of coupled equations, featuring quadratics: $$\begin{aligned} \frac{\partial u_1}{\partial t}&=D_1\Delta ...
2
votes
0answers
33 views

Computing Multivariate Cumulative Normal Distribution

I am trying to compute the CDF of a Multivariate Cumulative Normal Distribution in the 1000th dimension (I have a 1000 vectors and their covariance matrix). I haven't been able to find a fast way to ...
2
votes
0answers
165 views

How to prevent BFGS from getting stuck on astronomically large gradient?

I have implemented BFGS myself from scratch in order to solve minimization problems. Part of BFGS, as I understand it, is that the approximation to the Hessian is supposed to be positive definite, ...
7
votes
2answers
90 views

What good are hard-sphere event-driven molecular dynamics simulations in the face of chaos?

Simple hard-sphere dynamical systems can exhibit chaotic dynamics. Due to finite-precision arithmetic when implemented on a computer, the presence of chaos implies that for a given set of initial data,...
1
vote
1answer
104 views

Parallel integration of dynamical systems

I need to solve the following problem: $$ \begin{cases} \dot{\vec{x(t)}} = A\vec{x(t)} + u(t)D\vec{x(t)} + u(t)\vec{b}, & x \in (0, T), \\ \vec{x(0)} = \vec{0}, \end{cases}$$ where $u(t)$ is known ...
5
votes
2answers
739 views

A Question About the Rhie-Chow Interpolation Used for Solving the Incompressible Navier-Stokes Equations on Unstructured Grids

When using the SIMPLE method on a mesh with a collocated variable arrangement, the following interpolation is used for the advecting velocities: \begin{equation} u_f = \overline{u}_f - \overline{D}_f\...
2
votes
0answers
232 views

Numerical solution to Time-dependent Schrodinger equation with time dependent hamiltonian

Currently I am facing the problem to solve numerically the following equation for a double well harmonic potential: $iℏ\frac{\partial}{\partial t}ψ(x,t)=−\frac{ℏ}{2m}\frac{\partial ^2}{∂x^2}ψ(x,t)+V(...
1
vote
2answers
143 views

Numerical optimization algorithm with approximated derivatives

Suppose I have a energy functional E depending on X, where X is a N-dimensional real value vector and N could be very large (~=2000). I assume that there exists (at least) a (local) minimizer for E. ...