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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11
votes
0answers
314 views

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},...
8
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0answers
184 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 ...
8
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0answers
435 views

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 ...
7
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0answers
68 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 ...
7
votes
1answer
516 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):...
6
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160 views

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 ...
5
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0answers
77 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 $b \in L^1((0,T), W^{1,p}(\mathbb R^N))$. ...
5
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0answers
61 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 ...
5
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0answers
457 views

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 ...
4
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0answers
168 views

Solving a PDE implicitly by iteration in python

Connected to this question here on Computational Science, I've posted a follow-up question on how to solve a PDE using an implicit scheme like Crank-Nicholson in general in this question on SO. But I ...
4
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0answers
153 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{\...
4
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0answers
139 views

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....
4
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0answers
110 views

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} - \...
4
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0answers
50 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 ...
4
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0answers
143 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{\...
4
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0answers
294 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 ...
4
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0answers
222 views

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: $$...
4
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0answers
497 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( \...
4
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0answers
167 views

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} ...
3
votes
1answer
52 views

Poisson image blending artifacts

I am trying to implement Poisson image blending as in the paper Poisson Image Editing. This is the task of filling in a masked region of an image by minimizing $$\min_f\int_\Omega \left | \nabla f - \...
3
votes
0answers
41 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^{...
3
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0answers
35 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 ...
3
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0answers
98 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 ...
3
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0answers
89 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 ...
3
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0answers
144 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, $$- \...
3
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0answers
95 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, ...
3
votes
0answers
184 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 ...
3
votes
0answers
77 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 ...
3
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0answers
175 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 $\...
3
votes
0answers
385 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 ...
3
votes
0answers
323 views

Solving PDE or eigenvalue problems without FEM

Do you know any methods/solvers for PDE or eigenvalue problems like $\begin{cases} \Delta u= 0\ (\text{ or }\lambda u) & \text{ in }\Omega \\ u =0 & \text{ on }\partial \Omega \end{cases}$ (...
3
votes
1answer
196 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 ...
2
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0answers
28 views

How to solve the Poisson equation with KINK aligned with mesh facet

I have a problem that solving the Poisson equation with kink ( discontinuous gradient but solution is continuous ) in the analytical solution, I want to solve this problem with FEM. To approximate ...
2
votes
0answers
63 views

Identify the components of the (weak form) PDE in structural mechanics

I am trying to identify the weak form of PDE in structural mechanics. I read a lot of papers where they are using the elliptic boundary value problem \begin{equation} \int\limits_{\Omega} \delta \...
2
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0answers
60 views

Neumann boundary conditions in the Maccormack scheme

I am trying to solve the viscous Burger equation $$ \frac{\partial u}{\partial t} + u\frac{\partial u}{\partial x} = \mu \frac{\partial^2 u}{\partial x^2} $$ with Neumann boundary conditions. I am ...
2
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0answers
149 views

Analysis and numerical methods for PDEs arising in industrial problems

Assume some basic knowledge of numerical methods for PDEs, acquired through A. Quarteroni's Numerical models for differential problems. I'm looking for a reference to get started on the analysis of ...
2
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0answers
97 views

What is Chebfun `eigs` doing

What is this doing? Looks like the original eigenvalue problem is converted into generalized eigenvalue problems with different dimensions of collocation points. Can someone explain more about this? ...
2
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0answers
210 views

Von Neumann analysis for coupled PDE's

I am interested in understanding how to perform stability analysis for coupled (to keep things do-able, lets say linear) PDE's In the case of a single PDE, i understand the logic behind the VN ...
2
votes
0answers
127 views

Some questions about fractional derivative

I have read some papers about time-fractional PDEs solved by finite element method. The time-fractional derivative is the Caputo derivative defined by $$ \frac{\partial^{\alpha}u}{\partial t^{\alpha}}...
2
votes
0answers
115 views

How one could choose the value of viscous coefficient for obtaining stable solution of Burgers' equation?

Burgers' equation is a fundamental PDE used in various fields such as number theory, gas dynamics, heat conduction, elasticity, etc. It is crucial especially for developing numerical models for ...
2
votes
0answers
256 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 ...
2
votes
0answers
60 views

Dynamic Successive Over/under Relaxation (SOR) with several variables

I am solving a partial differential algebraic equation (PDAE) system which has the following dependent variables: $f=f(X,T)$ and $g=g(T)$, along with a few others My current method for coupling is ...
2
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0answers
61 views

Convergence of KKT equations for discrete parameter estimation problems

Consider a discrete constrained optimization problem: $$ \mathbf{q}_*^h= \arg \min {\cal J}^h(\mathbf{x}^h[\mathbf{q}^h],\mathbf{q}^h) $$ subject to the (weak-form) constraint $$ F^h[\mathbf{x}^h(\...
2
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0answers
103 views

Symplectic integration of PDE

I consider ordinary wave equation $$ u_{tt} - u_{xx} = 0 $$ with initial conditions $$u(x, 0) = \exp (-2 x^2) \\ u_t(x, 0) = 0 $$ To solve this problem I approximate $u_{xx}$ with 4-th order ...
2
votes
0answers
171 views

Modeling First Order Parabolic PDE (Battery Storage Model)

I'm trying to solve the following first order parabolic partial differential equation, \begin{equation*} X \frac{\partial V}{ \partial Q} = -\frac{1}{2} \sigma^2 \frac{\partial^2 V}{\partial X^2} + ...
2
votes
0answers
592 views

Solving a system of 4 coupled PDEs representing variable diffusivity

I have four partial differential equations representing mass conservation of two compressible fluid phases (marked by subscripts $p1$ and $p2$) in two different continuum media (marked by subscripts $...
2
votes
0answers
216 views

1 D Diffusion equation FDM with different layers

I'm trying to solve this particular equation $\frac{\partial u}{\partial t} = \frac{\partial}{\partial x} \big[D_{i}(x)\frac{\partial u}{\partial x} \big] + S(x,t)$ where the $i$ index denotes ...
2
votes
0answers
318 views

Stationary 2D/3D Navier-Stokes source code

Trying to solve stationary Navier-Stokes problem for incompressible laminar Newtonian fluid. I've found a couple solutions for instationary Navier-Stokes equations (like FeniCS examples or CFD Python)...
2
votes
0answers
134 views

Solvers for stiff initial value ODEs with sparse Jacobian

What ODE solvers are optimized for solving stiff systems with sparse Jacobian? Such systems appear, for instance, when a parabolic PDE is discretized in space using typical finite difference or finite ...
2
votes
0answers
161 views

Segregated solving of a tightly coupled system of PDEs

To compute the evolution of a free surface between two incompressible, immiscible liquids, two tightly coupled equations have to be solved, the volume fraction advection and the Navier-Stokes ...