Questions tagged [pde]

Partial differential equations (PDEs) are equations that relate the partial derivatives of a function of more than one variable. This tag is intended for questions on modeling phenomena with PDEs, solving PDEs, and other related aspects.

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Sequential approach to solving coupled PDEs

I'm dealing with a coupled system of three transient, non-linear convection-diffusion equations. Let's just say to simplify the problem that they take the following form: $$ -\nabla\cdot(D_{1}(u_{2},...
Justin Dong's user avatar
10 votes
0 answers
235 views

Time advance in Adaptive Mesh Refinement method

I am working on solving complex system of 2D PDEs governing the behaviour of plasma in a gas lamp during discharge. Recent tests have shown that because of steep gradients in temperature field and ...
Dantragof's user avatar
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9 votes
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What's a good numerical/optimization software package for solving the 2-D optimal stopping problem?

I am looking for a numerical software package to help me solve the 2-dimensional "free boundary" PDEs that arise in optimal stopping problems. In one dimension a standard optimal stopping problem in ...
Barney Hartman-Glaser's user avatar
8 votes
0 answers
111 views

How to construct an effective preconditioner for this particular problem

A quick introduction to my problem I am currently developing a method for simulation of water waves in three dimensions based on potential flow theory. The computational bottleneck of the method is ...
Mathias Klahn's user avatar
6 votes
0 answers
334 views

FEM : energy minimization VS PDE solving

Engineering FEM When I studied engineering, I learned the traditional approach for finite elements for elasticity. The point was to solve the PDE $-div(\sigma)=f$ as: Multiply your PDE with a test ...
Txnda's user avatar
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6 votes
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Strategy for solving a non-trivial differential equation

I would like to numerically solve an equation of a type as shown below. Does anyone of you have an idea how to approach such a problem? Any links to literature or for further reading would be greatly ...
asPlankBridge's user avatar
5 votes
0 answers
77 views

Why does the naive barycentric hodgestar fail?

The discrete exterior calculus is defined first using circumcentric dual cells, because the primal and dual edges are orthogonal and thus the dual cells are convex. This leads to a diagonal hodge star ...
allo's user avatar
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5 votes
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101 views

Evolutionary dynamics in vascularised tumors, PDE-ODE coupled system

I have to solve the following PDE-ODE system $$ \displaystyle{\partial_{t} n = \bigl[a(s) - b(s)(y - h(s))^{2} - d\int_{\mathbb{R}} n \, dy \; + \; \beta \, \partial^2_{yy} n \;} \\\\ \...
AleManara's user avatar
5 votes
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92 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 $b \in L^1((0,T), W^{1,p}(\mathbb R^N))$. ...
Riku's user avatar
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5 votes
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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 ...
Hannes's user avatar
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Using entropy functions for increasing numerical stability

Regarding the numerical stabilization of two-dimensional advection equation, \begin{equation} \dfrac{\partial f}{\partial t} + \Big(\dfrac{d\varepsilon_1(k)}{dk}\Big)\dfrac{\partial f}{\partial z} - \...
Maziar Noei's user avatar
5 votes
0 answers
161 views

numerical analysis of a partial integro-differential equation

I have to numerically solve a nonlinear partial integro-differential equation. This is my equation, $$\frac{\partial y(x,t)}{\partial t}=\int_{-1/2}^{1/2} \frac{\pi\cos u}{\sin\pi u-\sin\pi x} \frac{\...
Ahmad Sheikhzada's user avatar
5 votes
0 answers
412 views

Frozen coefficient method (von Neumann stability analysis)

Earlier it was considered that frozen coefficients method for Neumann stability analysis for finite difference scheme is more heuristic than rigorous. But I have read some information in a book by ...
cool's user avatar
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5 votes
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Negative viscosity stabilized by fourth order terms

I am trying to solve a "Navier-Stokes"-type problem where the viscosity is negative. Of course this renders the equation unstable and thus I add a fourth order term, so the entire equation becomes: $$...
Jesper's user avatar
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frozen coefficient vs. constant coefficient

This is a follow up to the question about the method of frozen coefficients. I think it deserves to be a separate question. The frozen coefficient problems are obtained by fixing the coefficients of ...
Kamil's user avatar
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Solving diffusion PDE using finite differences

I need some hints on how to solve this diffusion equation ($\alpha, k_1,k_2$ and $k_3$ are constants): $$ {\partial P \over \partial y} + k_1 {\partial P \over \partial t} + \alpha P = {1 \over k_2} ...
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4 votes
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124 views

FVM for non-regular domain with triangular mesh

Setup The 1D convection-diffusion equation is given by: \begin{equation}\tag{1} \frac{\partial u}{\partial t} + v \frac{\partial u}{\partial x} - \mu \frac{\partial^2 u}{\partial x^2} = 0, \end{...
VIVID's user avatar
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4 votes
0 answers
237 views

Spurious oscillations in solving diffusion problems using finite elements

I've been struggling with this problem for a while so I hope someone can help me here. I'm trying to solve the McNabb-Foster equations for hydrogen diffusion in metals using a simple 1D finite element ...
nickwinz's user avatar
4 votes
0 answers
277 views

How to apply an integrated constrain condition in FEM?

I'm running some simulation using FEM. In my model I need to apply a constraint condition to the governing equation. My governing equation similar to the diffusion equation as below: $$\frac{\...
walkandthinker's user avatar
4 votes
0 answers
419 views

Algorithm for face based data-structure - CFD

Good morning I'm trying to develop an unstructured CFD code to solve Euler equations in a finite-volume (cell-centered) context (learning purposes). I was able to build from a cgns file some basic ...
LM_O's user avatar
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4 votes
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Eigenvalues of a Laplacian operator on an irregular mesh

I have the following setting: An irregularly-shaped domain, expressed as a mesh of points A Laplacian operator, together with boundary conditions I am looking for the eigenvalues of that operator, i....
magiiique's user avatar
4 votes
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63 views

Phase dislocations and numerical accuracy

I am solving the nonlinear Schrodinger equation (NLSE), $$A_t+iA_{xx}+i|A|^2A=0$$ where $A$ is a complex valued function, which can be written as $A=ae^{i\theta}$ for $a,\theta$ real. Now, for ...
Nick P's user avatar
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216 views

Numerically solving a system of partial integro-differential equations in Matlab

Given the following system of partial integro-differential equations $$ \frac{dX(t)}{dt}=\Lambda-\mu X(t)-\beta X(t)Z(t),\\ \frac{\partial Y(t,\omega)}{\partial t}+\frac{\partial Y(t,\omega)}{\partial ...
squeak's user avatar
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4 votes
0 answers
543 views

Fenics: Result of Steady state dynamic linear elastic doesn't match with actual values

I solved the steady state dynamic linear elastic model in a solid. My equation is a function of frequency and the strong form is: $$\operatorname{div}(\operatorname{stress}(\vec x, w)) + w^2 \rho u( \...
Bahram's user avatar
  • 111
3 votes
0 answers
149 views

Form of nonlinear diffusion equation

Consider the following nonlinear diffusion problem, $$ \frac{\partial u}{\partial t} = x^{-2}\frac{\partial}{\partial x}\left(x^2 u^4 \frac{\partial u}{\partial x}\right), \quad 0 < x < 1 $$ We ...
IPribec's user avatar
  • 607
3 votes
0 answers
169 views

Numerically solving a 6th order non-linear differential equation in Matlab

I've posted yesterday a question about solving a non linear equation : it was not clear so I am reformulating my question. I am trying to solve a high-order non linear differential equation presented ...
Wiss's user avatar
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3 votes
0 answers
68 views

Change in Variables applied to biharmonic equation

Background I want to solve the following biharmonic equation: $$\frac{ \partial^4 s }{ {\partial \xi}^4 }+\frac{ \partial^4 s }{ {\partial \xi}^2{\partial t}^2 }+\frac{ \partial^4 s }{ {\partial t}^4 }...
Tom Tenor's user avatar
3 votes
0 answers
54 views

Appropiate Artificial Boundary Conditions for the radial part of the Klein Gordon equation?

I am trying to simulate the following equation using FDTD $ \left(- \partial^2_t + \partial^2_x + V(x) \right) \psi(x,t) =0 $ subjected to the initial conditions $\psi(x,0) = f(x),~ \partial_t \psi(x,...
noir1993's user avatar
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3 votes
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116 views

Strange Picard iteration

I am interested in solving the equation $$ \begin{aligned} \nabla \cdot\left(\nabla \phi-\frac{\nabla \phi}{|\nabla \phi|}\right) &=0 & & \text { in } \Omega \\ \phi &=0 & & \...
balborian's user avatar
  • 601
3 votes
0 answers
100 views

Solving PDEs: What is the best way to deal with non-banded/dense jacobians?

I have a system of PDEs describing atmospheric chemistry and transport. I use finite-differences to make my system of PDEs into a system of ~10,000 ODEs. I then integrate the ODEs forward in time with ...
nicholaswogan's user avatar
3 votes
0 answers
241 views

What are the practical differences between a Galerkin finite element method vs an orthogonal collocation method?

What are the practical differences between a Galerkin finite element method vs an orthogonal collocation method? The best reference I've found thus far as been a paper titled The Performance of the ...
wyer33's user avatar
  • 767
3 votes
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83 views

Use of non-typical values of $\theta$ in theta-methods

The theta-method is a popular solution for solving time-transient PDEs (or ODEs), which consists of solving the general equation for each time step: $$ \frac{u^{n+1} - u^{n}}{\Delta t} + (\theta f(u^{...
gazoh's user avatar
  • 153
3 votes
0 answers
48 views

Guide for finite-difference schemes for Hamilton-Jacobi-Bellman Equations

I need to solve a simple, low-dimensional Hamilton-Jacobi-Bellman equation. Is there a simple guide for doing this numerically using finite-difference schemes? I found a few research articles ...
Bananach's user avatar
  • 799
3 votes
0 answers
110 views

How to account for the interface between two different phases in a discretized diffusion model?

I have tried to set up a model for the diffusion of a gas into a liquid. The two media are next to each other and the geometry is spherical because the system should simulate the diffusion out of a ...
Sigils's user avatar
  • 91
3 votes
0 answers
137 views

Piecewise Constant Enrichment of the continuous galerkin method

I am interested to study crack propagation in a hyperelastic material in a variational setting. The crack surface exhibits a jump discontinuity. The function space for displacement field should ...
hari's user avatar
  • 95
3 votes
0 answers
223 views

Multigrid for Robin boundary conditions

I have a question regarding the treatment of Robin boundary conditions in a multigrid solver. I am solving the Poisson equation in $\Omega=(0,1)^2$ with Robin boundary conditions on the boundary, $$- \...
platypus's user avatar
  • 101
3 votes
0 answers
130 views

Spectral/hp-finite elements for 4th order PDEs

Does anyone know of references discussing the solution of 4th order PDEs by way of spectral/hp-finite element methods? Specifically, I'm interested in the extension of the spectral element method, ...
Nick C.'s user avatar
  • 188
3 votes
0 answers
89 views

How should I choose the knot sequence when using B-splines as a basis for solving a PDE?

I'm looking to solve the Schrödinger equation with a basis made of a tensor product of basis splines. A number of papers describe calculations made with a program designed this way, but they never ...
Dan's user avatar
  • 3,355
3 votes
0 answers
195 views

Integration of nonlinear PIDE via spectral methods

At the mean-field level, the dynamics of a polariton condensate can be described by a type of nonlinear Schrodinger equation (Gross-Pitaevskii-type), for a classical (complex-number) wavefunction $\...
Andrei's user avatar
  • 203
3 votes
0 answers
431 views

A Question About Weak Forms in Fenics

Is it possible to use test and trial functions from two different function spaces (defined over two different meshes) in a single weak form? Under what conditions can I do this (eg., each term in the ...
Aditya Kashi's user avatar
3 votes
0 answers
364 views

Solving PDE or eigenvalue problems without FEM

Do you know any methods/solvers for PDE or eigenvalue problems like $\begin{cases} \Delta u= 0\ (\text{ or }\lambda u) & \text{ in }\Omega \\ u =0 & \text{ on }\partial \Omega \end{cases}$ (...
Beni Bogosel's user avatar
  • 1,037
3 votes
1 answer
234 views

Which discretization scheme to use for elliptic PDE?

While simulating motion of nonlinear inelastic wire one meets the following equations \begin{align} &{\partial^2\varphi\over\partial t^2}=2{\partial F\over\partial s}{\partial\varphi\over\partial ...
liberias's user avatar
  • 213
2 votes
0 answers
57 views

Why the following discrete inequality are equal?

When reviewing papers on the numerical solutions of Partial Differential Equations (PDEs), I observed the following equation: $$ (1-C\tau)||\theta^n||^2 \leq ||\theta^{n-1}||^2 + C\tau (h^{2r+2}), $$ ...
Owen Jun's user avatar
  • 141
2 votes
0 answers
99 views

How can we symbolically working out $\phi^4$ theory green's function/propagator and consequences in python?

I am having some difficulty calculating Green's function symbolically in Python for $\phi^4$ theory. The specific rendition of the $\phi^4$ theory I have in mind can be written as follows. $\mathcal{L}...
kevin Tah N.'s user avatar
2 votes
0 answers
64 views

Centered finite volume scheme for an advective term on an unstructured/irregular/non-uniform grid

Consider the continuity equation $$\frac{\partial u}{\partial t} + \frac{\partial \Phi}{\partial x} = 0$$ $$\Phi = au + b\frac{\partial u}{\partial x}$$ Suppose I want to solve the above using ...
nicholaswogan's user avatar
2 votes
0 answers
86 views

Numerical scheme for the heat equation on the icosahedral hexagonal grid

I have a predefined grid(like this) that is spawned from a regular icosahedradron. It consists of many hexagons and 12 pentagons (corresponding to icosahedradron vertexes). I can tweak the granularity ...
FrogOfJuly's user avatar
2 votes
0 answers
213 views

solve Ax=b for outrigger A matrix python

I implement Crank-Nicolson 2D finite-difference method. I get a matrix A which is banded with 1 band above and below the main diagonal, but also contains 2 additional bands , further apart from the ...
velenos14's user avatar
  • 131
2 votes
0 answers
151 views

Divergence on wave equation simulation

I'm currenly working on my own PDE solver for non-linear simulations in python. I've done succesfully simulations for KdV and Fisher's equation, but now I'm playing with second order derivatives in ...
Rafael Riveros Ávila's user avatar
2 votes
0 answers
54 views

In sights into why higher order finite differencing method leads faster to instability

I was playing around with numerically solving the 1D wave equation with density and stiffness varying with position using central differencing methods and noticed that for certain discretization steps ...
fibonatic's user avatar
  • 450
2 votes
0 answers
84 views

How to increase the stability of a DAE solver?

I am trying to solve a set of linear PDEs of the form $$F\left(\vec{y},\frac{\partial \vec{y}}{\partial x},\frac{\partial^2 \vec{y}}{\partial x^2},\frac{\partial \vec{y}}{\partial t}\right)=0.$$ To ...
Peanutlex's user avatar
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