Questions tagged [reference-request]

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

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31
votes
9answers
4k views

Modern resources for learning FEM

I need to get started using Finite Element Methods. I am about to start reading Numerical solutions of partial differential equations by the finite element method by Claes Johnson, but it's dated 1987....
26
votes
10answers
7k views

Robust algorithm for $2 \times 2$ SVD

What is a simple algorithm for computing the SVD of $2 \times 2$ matrices? Ideally, I'd like a numerically robust algorithm, but I'll like to see both simple and not-so-simple implementations. C code ...
22
votes
8answers
3k views

Modern C++ in scientific computing?

I am looking for books or articles, or blog-posts, or any published material in general, that address specifically the uses of C++ modern features (move semantics, the STL, iterators, lazy evaluation, ...
22
votes
4answers
3k views

When do orthogonal transformations outperform Gaussian elimination?

As we know, orthogonal transformations methods (Givens rotations and Housholder reflections) for systems of linear equations are more expensive than Gaussian elimination, but theoretically have nicer ...
20
votes
3answers
12k views

Recommendation for Finite Difference Method in Scientific Python

For a project I am working on (in hyperbolic PDEs) I would like to get some rough handle on the behavior by looking at some numerics. I am, however, not a very good programmer. Can you recommend ...
19
votes
3answers
701 views

Is it well known that some optimization problems are equivalent to time-stepping?

Given a desired state $y_0$ and a regularization parameter $\beta \in \mathbb R$, consider the problem of finding a state $y$ and a control $u$ to minimize a functional \begin{equation} \frac{1}{2} \...
17
votes
1answer
3k views

Drawbacks of Newton-Raphson approximation with approximate numerical derivative

Suppose I have some function $f$ and I want to find $x$ such that $f(x)\approx 0$. I might use the Newton-Raphson method. But this requires that I know the derivative function $f'(x)$. An analytic ...
15
votes
4answers
590 views

What are some applications which require interval arithmetic?

I have a very basic notion about interval arithmetic (IA), but it seems to be a very interesting branch of computational science both theoretically and practically. It is clear that the obvious ...
15
votes
4answers
1k views

Book reference for Numerical Analysis

I've had a glimpse of Numerical Analysis (majorly, Numerical Methods like root finding, quadratic equations and other preliminary stuff) in my Calculus class but now, I find myself wanting more ...
15
votes
1answer
438 views

How effective is the 'tendrils of knowledge' approach to Comp. Sci?

I was reading this on Math SE. The basic question is : Assume that someone wishes to study something advanced; one way to do this would be to start off from basics and build up. But the "bigger ...
14
votes
3answers
340 views

Citable references for software best practices

I'm currently writing up my PhD thesis. I spent a significant fraction of my PhD cleaning up and extending existing scientific code, applying software engineering best practices which were previously ...
12
votes
3answers
1k views

Blaze linear algebra library?

The paper "Expression Templates Revisited: A Performance Analysis of Current Methodologies" in SIAM Journal of Scientific Computing references the "Blaze" linear algebra library. I haven't heard of it ...
12
votes
2answers
880 views

Automatic generation of integration points and weights for triangles and tetrahedra

Usually one would consult a paper or book to find integration points and weights for unit triangle and tetrahedra. I am looking for a method to automatically compute such points and weights. The ...
12
votes
2answers
355 views

For noisy or fine-structured data, are there better quadratures than the midpoint rule?

Only the first two sections of this long question are essential. The others are just for illustration. Background Advanced quadratures such as higher-degree composite Newton–Cotes, Gauß–Legendre, ...
11
votes
3answers
666 views

Finite elements on manifold

I'd like to solve some PDEs on manifolds, say for example an elliptic equation on a sphere. Where do I start? I'd like to find something that use preexisting code/libraries in 2d , nothing so fancy (...
11
votes
3answers
924 views

Which linear algebra texts should I read before learning numerical linear algebra?

Assuming one wishes to study numerical linear algebra in depth (and follow journals on numerical linear algebra and matrix theory), which would be a better course/better book to take up at first: ...
11
votes
1answer
2k views

weighted SVD problem?

Given two matrices $A$ and $B$, I'd like to find vectors $x$ and $y$, such that, $$ \min \sum_{ij} (A_{ij} - x_i y_j B_{ij})^2. $$ In matrix form, I'm trying to minimize the Frobenius norm of $A - \...
10
votes
4answers
2k views

Looking for Runge-Kutta 8th order in C/C++

I would like to use Runge-Kutta 8th order method (89) in a celestial mechanics / astrodynamics application, written in C++, using a Windows machine. Therefore I wonder if anyone knows a good library / ...
10
votes
3answers
781 views

Benchmarks for Gröbner bases and polynomial system solution

In the recent question Solving system of 7 nonlinear algebraic equations symbolically, Brian Borchers experimentally confirmed that Maple can solve a polynomial system that Matlab/Mupad cannot handle. ...
10
votes
4answers
3k views

Memory efficient implementations of partial Singular Value Decompositions (SVD)

For model reduction, I want to compute the left singular vectors associated to the - say 20 - largest singular values of a matrix $A \in \mathbb R^{N,k}$, where $N\approx 10^6$ and $k\approx 10^3$. ...
10
votes
2answers
710 views

Finite difference scheme for “wave equation”, method of characteristics

Consider the following problem $$ W_{uv} = F $$ where the forcing term can depend on $u,v$ (see Edit 1 below for the formulation), and $W$ and its first derivatives. This is a 1+1 dimensional wave ...
10
votes
3answers
2k views

Volume of 3D convex hull of small point sets all on the hull

I have a question that is similar to this one asked before except in 3D, and I only need the volume, not the actual shape of the hull. More precisely, I'm given a small set of points (say, 10-15) in ...
10
votes
1answer
442 views

First appearance of the phrase “inverse crime”

In research on inverse problems, it's common to construct a synthetic data set from a known set of parameters and then test whether the inversion technique can reconstruct those parameters. In doing ...
9
votes
4answers
340 views

Fast explicit solution for $\mathbf{A}\mathbf{x} = \mathbf{b}$, $ \mathbf{b} \in \mathbf{R}^3$, low condition number

I am looking for a fast (dare I say optimal?) explicit solution the 3x3 linear real problem, $\mathbf{A}\mathbf{x} = \mathbf{b}$, $\mathbf{A} \in \mathbf{R}^{3 \times 3}, \mathbf{b} \in \mathbf{R}^{3}$...
9
votes
2answers
719 views

Higher precision floating-point arithmetic in numerical PDE

I have the impression, from very different resources and talks with researches, that there is a growing demand for high precision computations in numerical partial differential equations. Here, high ...
9
votes
4answers
359 views

Reference request: Rigorous analysis of algorithms for PDE and ODE

I'm interested in suggestions for book references on the subject of numerical PDE and ODE, in particular, a rigorous analysis of such methods in a manner written for professional mathematicians. It ...
9
votes
2answers
753 views

Initially Bracketing Minimum for Line Search

Leafing through a few textbooks, I've noticed that the problem of initially bracketing a minimum during a line search tends be an afterthought (at least in my undergraduate texts). Are there well-...
9
votes
1answer
382 views

$L^2$-convergence of finite element method when right hand side is only in $H^{-1}$ (Poisson eqn)

I know that the piecewise linear finite element approximation $u_h$ of $$ \Delta u(x)=f(x)\quad\text{in }U\\ u(x)=0\quad\text{on }\partial U $$ satisfies $$ \|u-u_h\|_{H^1_0(U)}\leq Ch\|f\|_{L^2(U)} $...
9
votes
3answers
840 views

Construction of $C^1$/$H^2$-conforming finite element basis for triangular or tetrahedral mesh

In the paper Hierarchical Conforming Finite Element Methods for the Biharmonic Equation, P. Oswald claimed Clough-Tocher type elements has $C^1$-continuity while being a cubic polynomial on each ...
9
votes
1answer
108 views

Numerically stable algorithms for computing remainder of polynomials

Let $f, g \in \mathbb{R}[x]$ and $\deg f > \deg g$. I am looking for asymptotically fast and numerically stable algorithms for computing $f \bmod g$. In the applications intended, both $f, g$ are ...
9
votes
1answer
405 views

Is there some good mailing list for `Computational Science`?

I am wondering whether there is some very good mailing list or google groups for Computational Science, where we can discuss questions instead of only asking and replying questions. In fact, I am ...
8
votes
5answers
755 views

Some good reading on polygon algorithms

What are some good resources (books, articles, sites) about polygon intersection and union algorithms?
8
votes
3answers
239 views

Reference Request for Profiling High Performance Computing Codes

I write codes in Fortran and C for various matrix algorithms. However, when I profile my codes using VTune, I usually run into some terminology that I cannot fully appreciate. Is there a good resource ...
8
votes
1answer
239 views

Resources on mesh generation for finite element methods

I know that this is not really apart of the rules as this is a recommendation question and these don't really have an answer per say. But, like this forum posting: https://stackoverflow.com/questions/...
8
votes
3answers
660 views

Good introduction to numerical methods for magnetohydrodynamics (MHD)

I very recently started to read up about magnetohydrodynamics (MHD). While I have experience in the fluid part (both theory and numerics), my knowledge about the magneto part is very limited. At the ...
8
votes
2answers
552 views

Helmholtz and Biharmonic equation examples with exact solution

I'm looking for examples of Helmholtz and Biharmonic equations in Cartesian co-ordinates with exact solutions, in order to compare my numerical solutions with it. I was able to find quite a few ...
8
votes
1answer
223 views

When is it advantageous to iterate integrals numerically?

If there is an $(n+1)$-dimensional integral of the form $$ \int_{[0,1]^{n+1}} f(x, y)\,\mathrm{d}^n x \,\mathrm{d}y,$$ normally one would evaluate this using a multi-dimensional integration library ...
8
votes
2answers
346 views

The effect of decoupling a coupled system of PDEs

I asked a somewhat similar question previously but perhaps it might have been too specific for anyone to really answer. Here is a bit more general of a question that I am struggling with. Consider the ...
8
votes
1answer
137 views

F(x) = 0 vs. ||F(x)||^2->min

In many areas of application, one needs to solve a nonlinear system of equations $$ F(x) = 0. $$ Sometimes, the formulation $$ \|F(x)\|^2 \to\min $$ is used. Clearly, every solution $\hat{x}$ of $F(x)=...
8
votes
1answer
1k views

What are the strategies for local Adaptive Mesh Refinement (local AMR) on unstructured meshes?

I am interested in local AMR on unstructured meshes. Currently, I'm working with the OpenFOAM library - it supports completely unstructured local AMR: cell refinement criteria determine a list of ...
8
votes
1answer
295 views

Good tutorials on how to use Butcher tables?

I tried to go to the primary sources in order to understand how to use Butcher tables to simplify the algebra I need to do when using Taylor series to find the order of accuracy of a scheme, for ...
8
votes
0answers
438 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
votes
3answers
25k views

Difference between Nodes and CPUs when running software on a cluster?

I'm looking into moving some computations of mine to a data center to get more computation power. In the context of this process, I am getting confused by the differentiation of a computation node and ...
7
votes
4answers
534 views

Introductory book on computational physics [duplicate]

I'm currently working on my MS in CS and have developed an interest in astrophysics. Luckily one of my professors is a astrophysicist and is currently doing research through computational physics and ...
7
votes
3answers
245 views

Wanting to learn about matrix solvers

Edit: I was advised to replace the question with a more specific one. Coming from a very theoretical background, I'm pretty ignorant about what practical matrix solvers exist. (I have been, and will ...
7
votes
1answer
351 views

How to directly compute the inverse of an ill-conditioned dense matrix

I know that it is generally a bad idea to compute the inverse matrix directly. However, if it is necessary to compute the inverse of an ill-conditioned invertible dense matrix, then what can I try? ...
7
votes
2answers
88 views

What good are hard-sphere event-driven molecular dynamics simulations in the face of chaos?

Simple hard-sphere dynamical systems can exhibit chaotic dynamics. Due to finite-precision arithmetic when implemented on a computer, the presence of chaos implies that for a given set of initial data,...
7
votes
2answers
465 views

Adjoint method for optimization problem

I am interested in the adjoint method for shape optimization problems. However, I couldn't find a helpful introduction. So I come here and look forward to some enlightening advices. Could you direct ...
7
votes
1answer
894 views

Integer vs float multiplication performance, modern CPUs

Are there benchmarks for how many multiplications of various integer types compared to floating point types can be achieved per second on modern CPUs? I'm trying to get some hint if it would be ...
7
votes
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 ...