# Questions tagged [numerics]

The tag has no usage guidance.

974 questions
Filter by
Sorted by
Tagged with
2k views

### Why does scipy's odeint function give a non-monotonic solution for a problem whose solution should be monotone?

The solution to the ode below looks like it is monotonically increasing: However on closer inspection we see that it is not: How can I ensure that the numerical solution is monotonically increasing?...
• 873
1 vote
348 views

### How to deal with indeterminate function limit?

How do I ensure that my function below is well conditioned as $s$ approaches $\infty$? The problem I get is that for large $s$ the function returns an indeterminate form $\frac{0}{0}$. I would ...
• 873
5k 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; ...
593 views

### Evaluating 6D Gaussian Integral in Matlab

I have to compute the accuracy of a new Gaussian mixture fitting algorithm. One of the tests include computing the probabilities in certain intervals in a 6D hyperspace. Also, the integral of the ...
2k views

### Partial differential equations with octave [closed]

I need to find a numerical solution for $-\Delta U = f$, on the $\Omega = [0,1]^2$, with $U|_{\partial \Omega} = 0$. I found a method: POISSONFD in ...
328 views

### Books and references on implementing finite difference codes for PDEs

Are there any good books or references on implementing finite difference methods for PDEs? Specifically, I'm looking for something comparable to Gockenbach's book Understanding and Implementing the ...
• 707
2k views

### Choosing epsilons

Most numerical algorithms require an epsilon to be chosen in order to be robust and provide meaningful results. Choosing machine epsilon is usually too aggressive. Barring any special knowledge ...
• 563
647 views

### Solving a system of nonlinear equations with an ODE solver is faster than with the Newton method?

This is somehow unexpected, but my recent experience with solving a system of nonlinear equations is that treating them as the right hand side of a system of ordinary equations and then evolve the ...
• 133
240 views

### What are the numerical methods for huge polynomial systems?

Let a system of $n$ polynomial equations of degree $d$ with $m$ variables. I'm interested in a sparse system with $d = 3$, $n \sim 2000000$, $m \sim 50000$ and integer coefficients. What techniques ...
1 vote
73 views

### eigenvalue of small symmetric matrices

If I am to solve a symmetric eigenvalue system $A=QDQ^T$, where $A\in\mathcal{R}^{n\times n}$ and $n$ is small (in the range 4 - 64); I want all the eigenvectors and eigenvalues; There are two major ...
150 views

### State-of-the-art for active set optimization algorithms?

Given a problem like this: $$\text{min } ||Ex-f|| \text{ s.t.}$$ $$Gx \ge 0$$ $$Cx = d$$ And assuming that the matrices are medium sized (dimensions in the low thousands) and dense, what's the ...
• 563
1 vote
41 views

### replace non-smooth discrete values with analytical function

I do have a Diffusion coefficient in a convection diffusion PDE which is discontinuous and looks like (concentration on the x-Axis): For numerical reasons i use the integrated form: I calculate the ...
• 333
3k views

### Fortran 90/95: Deallocating variables

I understand the crucial importance of freeing memory when certain variables or arrays need to be reused later in the program, or may not be in use for a while. However, in my experience with ...
• 165
254 views

• 103
800 views

### Accurate implementation of the logarithm of the incomplete Beta function in C++?

I need an accurate implementation (for use in C/C++) of the logarithm of the incomplete Beta function: $$\log \mathrm{B}(x,y;\alpha,\beta) = \log \int_x^y t^{\alpha-1}(1-t)^{\beta-1}\mathrm{d}t$$ ...
• 1,629
6k views

### How to get ODE solution at specified time points?

The code below basically illustrates my problem. It is a test code for a pendulum. I solve it using a method suggested on https://stackoverflow.com/questions/12926393/using-adaptive-step-sizes-with-...
• 873
199 views

### boundary conditions with non-constant coefficients in cell centred finite volume method

Suppose am solving the heat conduction equation in 1d with Dirichlet boundary conditions. The thermal conductivity $k$ is a non constant function. So $-(k(x)u'(x))' = f(x)$ The value of $k$ enters the ...
• 435
315 views

• 603
155 views

### Imposing symmetry plane boundary condtition

I want to impose symmetry plane boundary condition for a solid mechanics problem. I googled around and found out that in many places people say to "forbid displacemnts out of symmentry plane and ...
• 325
16k views

### plotting discontinuous functions

I need help plotting the Heaviside function: Real analysis often involves constructing bizarre functions which are intuitively correct, but ultimately wrong. See the great book Counterexamples in ...
• 937
1 vote
571 views

### Convolution of two radially symmetric functions for double logarithmic plot

Question: I have problems with sidelobes when computing the convolution of two radially symmetric functions. I wonder whether I should just switch from second order to fourth order and refine the grid ...
• 2,131
156 views

### Scheme to alleviate (numerical?) instability in system of coupled nonlinear ODEs

I'm solving a system of nonlinear ODEs that take the form $Q_{nm} \ddot{y}_m + S_{nkl}\dot{y}_k\dot{y}_l +V_n = 0$ where Einstein summation is assumed, $y_i$ are the dependent (complex) variables, ...
• 385
1 vote
43 views

### Error analysis and the Model Problem [closed]

In numerical methods for ODE's, the model problem y' = cy where c is complex is regarded as sufficient in performing error analysis for different methods in ...
• 121
438 views

### LSA, SVD and the Frobenius norm

In Latent Semantic Analysis one uses the SVD to perform a dimensional reduction of the term-document matrix, via the Eckart-Young theorem. Now, the rank $k$ approximation obtained by E-Y is proven to ...
• 141
144 views

### Lanczos algorithm with thick restart on a dynamic matrix

According to a recommendation, this is a re-post of that. currently, I'm working on a way to compute the 2 biggest eigenvalues of a real, symmetric, huge and sparse matrix that changes a few entries ...
• 21
191 views

• 81
956 views

• 121
909 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 ...
967 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 ...
• 937
303 views

### Solving system of differential equations with interconnected boundary conditions

I am trying to solve the following system of differential equations numerically over the domain $x=0$ to $x=D$. The main difficulty is that the boundary conditions are interconnected and depend on the ...
• 5,299
2k views

### Numerical gradient in spherical coordinates

Assume that we have a function $u$ defined in a ball in a discrete way: we know only the values of $u$ in the nodes $(i,j,k)$ of spherical grid, where $i$ is a radius coordinate, $j$ is a coordinate ...
• 501
1 vote
1k views

### "boundary" vs "interface"?

I am working with biofilm and there are many documents talking about boudary conditions while others talks about interface or both of boundary and interface. So, boundary and interface are the same (...
• 751
169 views

### Extended finite element method vs $P_k$-bubble element

Can you show me the main differences between 2 methods? I find out 2 reasons but I don't know they are right or not. XFEM is constructed base on enrichment functions whereas P1-bubble is constructed ...
• 751
3k views

### Finite Element Method vs Extended Finite Element Method (FEM vs XFEM)

What are main differences between FEM and XFEM? When should we (not) use XFEM intead of FEM and vice versa? In other words, when I meet a new problem, how I can know to use which one of them?
• 751
371 views

### Methods for solving BVP for DAE

I look for a numerical method to solve boundary value problems for systems of differential and algebraic equations of the form F(x,y,y') = 0, G(x,y) = 0, y(a) = ya, y(b) = yb, where y = (y1, y2, ... ...
• 43
175 views

### For a non-linear PDEs should the source term be discretised at $u_j$ or averaged over $(u_{j+1} + u_{j-1})/2$?

The non-linear Poisson equation in one-dimension, $$0 = \frac{\partial^2u}{\partial x^2} - f(u)$$ can be discretised as to give, $$u_{j-1} -2u_{j} + u_{j+1} = h^2 f(u_j)$$ where $h$ is the ...
• 5,299
I am looking at a few reaction-diffusion equations of the form $\frac{dP}{dt} = D\left(\frac{d^2P}{dr^2} + \frac{2}{r}\frac{dP}{dr}\right) - a(P)$ I know the initial conditions and the boundary ...