Questions tagged [reference-request]

This tag is for requests for books, papers, and citations.

43 questions with no upvoted or accepted answers
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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 ...
7
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0answers
97 views

“Geometry of ill-conditioning” for least-squares problems

It is an idea that dates back to Demmel, 1987 that the condition number of a problem is often related to the distance to the closest ill-posed problems. In Section 3 of the above paper, the author ...
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126 views

Do practice and theory differ substantially when implementing Neumann Boundary Conditions using a Mixed Method?

I have implemented a pretty straightforward finite element solver for the following Poisson equation. For the purposes of this question we can assume the source term and the Dirichlet data both ...
6
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98 views

Reference request for numerical variational method

I have a variational problem where the unknown function is a periodic path $\gamma:[0,1)\to\mathbb{R}^2$, and the functional is $$ \int_0^1\left( \tfrac12\|\dot\gamma(s)\|^2 + \mathcal{F}[\gamma]\...
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84 views

Interface Formulation at Finite Volume Boundaries when using the Dual Mesh

When using the dual mesh (vertex-centered) for finite volume methods, you end up with a cell center at the boundaries between materials. It is possible that the equations being solved in each ...
5
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114 views

How to choose a stable PML for pseudo-spectral method with strongly varying velocity

My friend was working on this, and he asked me about the stability of PML while applying on pseudo-spectral method, I believe his concern was how to choose the difference(if the difference should be ...
4
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0answers
87 views

Are there well-known methods for navigating on kd-trees?

When you have a mesh, there are many well-known methods to navigate it, as for example using a half-edge data structure, that allows easy circulation around faces and vertices. Are there similar ...
4
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0answers
184 views

Time-stepping for coupled nonlinear PDEs

What are good references for time-stepping of the coupled incompressible Navier-Stokes-heat equation (Boussinesq flow), $$ \begin{cases} \rho\left(\dot{\mathbf{u}} + \mathbf{u}\cdot\nabla \mathbf{u}\...
3
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46 views

Methods to approximate obective function gradients from point cloud

Problem statement: Assume that I have an objective function $f(x)$ which takes as input a $D$-dimensional vector $x\in\mathbb{R}^D$, and that $f(x)$ is sufficiently smooth. Assume further that I ...
3
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43 views

Is it Grid/Cluster/Cloud Computing? How are those terms defined?

There are three very connected and widely used terms: Grid and grid computing Cluster and cluster computing Cloud and cloud computing In many situations, it is not obvious which term to use, as I ...
3
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36 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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184 views

Rhie--Chow interpolation on PDE level

The Rhie--Chow [1] interpolation seems to be a standard tool in the Finite-Volume discretization of incompressible flows. It is commonly defined on the discrete level [2]. In the lecture notes [3] --...
3
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119 views

Floating-point arithmetic in scientific computations rules of thumb

I am looking for a nice reference (a review, tutorial, or maybe a book) that has tips and their explanations about general issues of floating-point arithmetic in scientific computations. Some that I'...
3
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80 views

Conservative field mapping between two topologically disconnected surface meshes

Some background: the Front-Tracking method uses a triangular surface mesh to describe the boundary between two immiscible fluids. To deal with the breakup and coalescence of the fluid interface, ...
2
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48 views

What is the fastest algorithm for computing log determinant?

I am diving into some literature to understand which is the best algorithm for computing the log-determinant of a PSD matrix. So far I have found the following two papers: Large-scale Log-...
2
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0answers
42 views

Classification of multiobjective optimization algorithms

I am looking for a good (canonical?) overview paper(s)/book(s) on the classification of multiobjective optimization algorithms. I am focused on obtaining a representative set of Pareto optimal ...
2
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0answers
44 views

References to solve system of differential equations which describe the evolution of sandpile surface using the finite element method

I want to solve the following nonlinear system in 1D \begin{cases} \dot{R} + v \frac{\partial R }{\partial x} - \frac{\partial }{\partial x}\left( D \frac{\partial R }{\partial x} \right) -\Gamma =...
2
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51 views

Reverse automatic differentiation and integration

In Symplectic Runge-Kutta schemes for adjoint equations, automatic differentiation, optimal control and more Sanz Serna writes: It is well known that the reverse mode of differentiation implies ...
2
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0answers
1k views

Good C++ optimization library for BFGS

To implement maximum likelihood estimators, I am looking for a good C++ optimization library that plays nicely with Eigen's matrix objects. Eigen has some capability of interfacing of its own but if ...
2
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37 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 $$ \...
2
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152 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
49 views

A test suite of large systems of nonlinear equations

I am looking for a kind of modern test set of large nonlinear problems. The only option I managed to find so far is rather dated: http://folk.uib.no/ssu029/Pdf_file/Testproblems/testprobRheinboldt03....
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236 views

Numerical methods for calculating the inverse CDF when closed form approximation not available

I need to calculate the inverse CDF for a probability distribution, however there is no closed form approximation available in the literature. The distribution I am working with is the Normal Inverse ...
2
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0answers
109 views

Resources for large-scale MILP optimization

With the advent of "big data" applications, different algorithms have to be used to efficiently solve optimization problems, even in the convex case (e.g. the recent success of stochastic gradient ...
2
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0answers
185 views

Good approximate solutions for a MILP problem

The company I work for has been developing an application for real-time control of sewer networks. Every 5 minutes, a MILP problem is built or updated, then solved using Gurobi. For mid-sized cities, ...
2
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183 views

Texture analysis methods modern survey paper

I want to study the methods of analyzing textured images. So i searched google scholor but only found very old papers statistical and structural approaches to texture 1979 haralick Image Texture ...
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62 views

How to approach geographic data interpolation by distance?

let's say I have a set of geographic locations (lat, lng) resulting from a query. Those locations have some kind of internal ranking, my set is sorted by this number in a descending order. Now I'm ...
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26 views

Book Recommendation: Analysis and design of mechanistic models - such as pharmacokinetics or hydrology models

I have been looking at an interesting book "Pharmacokinetic-Pharmacodynamic Modeling and Simulation" by Peter Bonate on pharmacokinetic models: the models of how medical drugs work their way through ...
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53 views

Has there been a comparison bewteen SIMPLE/SIMPLER and JFNK for steady CFD?

I'm looking for a comparison between the Jacobian-Free Newton-Krylov (JFNK) method performance compared to the conventional CFD nonlinear solution methodologies like SIMPLE. Does anyone know if such ...
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0answers
123 views

Reference request: free/open source books on intro numerical PDE

I'm interested in finding a free online textbook that is an introductory textbook on numerical PDE for engineers. It should cover the basics of finite differences, finite elements, and Fourier series ...
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38 views

Computing Direct Scattering Transform

I'm working on the Nonlinear Schrodinger equation (NLSE) in 1d: $$i\psi _t (t,x)+ \psi _{xx} + |\psi|^2\psi = 0 \, ,$$ for $t\geq 0$ and $x\in \mathbb{R}$. This equation is integrable, and so ...
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80 views

Discrete operator textbooks

This will be a vague question. When I was writing a finite element matrix assembly routine, a colleague noticed that I had a bug in my code because the sparsity pattern of the one of the blocks didn'...
1
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83 views

Kahan Summation for Three-Term Recurrences

Kahan summation applies to summation problems, but not to three-term recurrence relations. However, a three-term recurrence shares many of the features of a summation-albeit with a rescaling step at ...
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0answers
14 views

Optimizing estimator of composed functions when function is known

Note: This was cross-posted from comp-sci, as I didn't know this community existed! I have a problem which I'm looking to see if there is literature on: Consider three types of actors, a Director, ...
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0answers
54 views

convergence of a method

I want to show convergence of a finite element method for a higher order equation.I have a coupled equations that solved together and gives two variables as answer $[u, v]$. $$w+\Delta u=0$$ $$\...
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0answers
134 views

How to compute frank copula and its derivative accurately?

I need to fit a model using MLE with Frank copula by linking two discrete univate distribution function $u = F(x)$ and $v = F(y)$ together, and the joint distribution function is $$ \Phi(x,y) = C(F(x)...
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98 views

Lattice Boltzmann Method

I have done Molecular Dynamics Simulation and now want to venture into Lattice Boltzmann Method. What would be the best reference book/lecture notes/videos for a beginner?
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37 views

Optimal partition - variable number of parts

Suppose I have a box $D \subset \Bbb{R}^2$ (compact set). Denote $\mathcal{P}= \{ (\Omega_1,...,\Omega_n) : \bigcup_{i=1}^n \Omega_i = D,\ \Omega_i \cap \Omega_j =\emptyset\}$ the family of partitions ...
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38 views

Please correct my Explicit formula of Adam-Bashforth-Moulton Seventh Order

Well, actually my goal is solving ODEs with Explicit Adam-Bashforth-Moulton Seventh Order Steps with matlab code. I'm searching in the internet, and i can't find about the formula (Sadly). But if ...
0
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0answers
21 views

Truncated power series algebra implementation

1) I am looking for references for an efficient implementation and usage of TPSA. What sources exist besides Berz's 1989 original paper and the incomplete chapter in Dragt's book? 2) Are there ...
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0answers
29 views

Cardinal B-Splines with derivative information

Have Schoenberg's cardinal B-splines been extended to accept derivative information at each knot, similar to how Lagrange interpolation can be improved by Hermite interpolation?
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0answers
84 views

References on the topic of DEM and XDEM

DEM: discrete element method. XDEM: extended discrete element method. For my current project of furnace simulation with granular materials, I am interested in the methods mentioned above. I have not ...
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1answer
820 views

Any note on Immersed boundary finite difference method?

For parts of a talk, I need a note on "Immersed boundary finite difference method", mainly about the reason of appearing this branch in the finite difference methods, considering mathematical ...