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Questions tagged [numerics]

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4
votes
1answer
173 views

Why do I get “estimated error” -1.#IND when doing BICGSTAB linear solver using ILUT perconditioner in eigen

I'm using Eigen (a C++ library for numerical linear algebra) to solve a linear equation with the the bi-conjugate gradient BICGSTAB algorithm with Incomplete LU preconditioner. However, the result <...
4
votes
1answer
515 views

Solving Coupled ODE eigenvalue problem

I've been trying to find some resources that would help me figure out how to numerically solve a coupled system of ODEs which is also an eigenvalue problem. The system is something like: $ \tag{1} ...
5
votes
1answer
171 views

Local truncation error and transformation of coordinates

I am given the advection equation $$ u_t=u_x $$ and then the transformation of coordinates $$ x=x(\xi,\theta), \qquad t=\theta $$ which leads us to the transformed equation $$ x_{\xi} u_{\theta} - u_{\...
3
votes
1answer
266 views

Closed form for singular values of 2D Laplacian?

Does anyone know where to find an analytic form for the singular values of the finite-difference approximation to the 2D Laplacian, expressed in matrix form for a square grid? This would be for the ...
8
votes
2answers
263 views

Astoundingly large difference when evaulating trigonometric identity with NumPy

According to Wolfram Alpha and the Sage computer algebra system, the following identity holds: $$ \cos\left(\arctan\left(\frac{l_1-l_2}{d}\right)\right) = \frac{1}{\sqrt{1 + \frac{(l_1-l_2)^2}{d^2}}} $...
10
votes
4answers
616 views

Relevance of fixed-point and arbitrary precision computations

I see very few non-floating point computing libraries/packages around. Given the various inaccuracies of floating point representation, the question arises why there aren't at least some fields where ...
2
votes
0answers
108 views

How to compute the sum of a power series in a more robust way? [closed]

In order to compute the sum of a power series, we can use for loop, while loop or the analytic formula. I am wondering what is difference between those algorithms and how to improve the robustness of ...
5
votes
2answers
189 views

Imposing invertibility on a Matrix

I have a symmetric positive semidefinite covariance matrix $A$, which is approximately computed as the output of a quadratic regression. I then need to invert $A$, but often it is close to singular. I'...
10
votes
3answers
482 views

Regression testing of chaotic numerical models

When we have a numerical model that represents a real physical system, and that exhibits chaos (e.g. fluid dynamics models, climate models), how can we know that the model is performing as it should? ...
4
votes
1answer
99 views

Bounded Variation Spaces

Could someone explain me (roughly) the interest of Bounded Variation (BV) Spaces for PDEs ? Is there any numerical application of those space to real problems or is it just a theoretic way to ...
6
votes
1answer
157 views

Computing flux of vector field numerically with regular grids

I would like to compute the flow rate (mL/s) of a pipe flow given the 3D velocity field $\mathbf{v} = (v_x, v_y, v_z)$ over the computational domain (a curved pipe). The field is represented in the ...
18
votes
1answer
336 views

Catastrophic cancellation in logsum

I'm trying to implement the following function in double-precision floating point with low relative error: $$\mathrm{logsum}(x,y) = \log(\exp(x) + \exp(y))$$ This is used extensively in statistical ...
40
votes
4answers
1k views

Scientific standards for numerical errors

In my field of research the specification of experimental errors is commonly accepted and publications which fail to provide them are highly criticized. At the same time I often find that results of ...
13
votes
2answers
1k views

Alternatives to von neumann stability analysis for finite difference methods

I'm working on solving the coupled one-dimensional poroelasticity equations (biot's model), given as: $$-(\lambda+ 2\mu) \frac{\partial^2 u}{\partial x^2} + \frac{\partial p}{\partial x} = 0$$ $$\...
23
votes
3answers
3k views

What's the state-of-the-art in highly oscillatory integral computation?

What's the state-of-the-art in the approximation of highly oscillatory integrals in both one dimension and higher dimensions to arbitrary precision?