Questions tagged [stability]
The study of the propagation of errors in a numerical algorithm.
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Linear stability in gravity driven Flow numerical solution
I am trying to solve a gravity driven flow problem for thin films and I am having some difficulties solving the PDE resulting from the linear stability analysis for the steady state solution. This has ...
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How to classify ODE equilibria that are stable but slowly changing in value with time?
I'm numerically solving a system of coupled ODEs where time is the independent variable. At each time, I can solve for the equilibrium values of my state variables where their respective derivatives ...
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Should reaction be taken into account in the CFL condition when solving advection-diffusion-reaction equations numerically?
I'm dealing with the numerical resolution of advection-diffusion-reaction equations.
I've encountered references on CFL conditions for conservation laws as well as advection-diffusion equations.
I'm ...
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stability of a numercial scheme for a hyperbolic system?
This is related to my question here https://math.stackexchange.com/questions/4447383/lax-wendroff-scheme-stability-analysis-for-a-linear-system-of-conservation-laws .
Consider the numerical scheme ...
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Numerical algorithms made stable by unums which are unstable on IEEE floats
For unums, there is good evidence (see figure 5) that accuracy is better than IEEE floats. (Note: I use the term "unum" broadly to refer to any of the various iterations and revisions to the ...
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How to estimate stability and stiffness of a system of coupled ODEs?
I'm running into issues with Python/Julia ODE solvers requiring prohibitively small timesteps to evolve a system of 4 coupled ODEs (the order of magnitude of the state variables and time unit span ~40-...
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Numerical instability in the inverse Laplace transform
I have a problem with Laplace inversion and my function is not numerically stable for the Laplace inverse, but I do not understand the cause of this problem.
Here is my code and graph of this problem. ...
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Generate numerically stable equation automatically
I remember there is a software (and its website interface) that can generate numerically stable equation from an expression automatically.
To see the problem it tries to solve, let’s take a look at a ...
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robust numerical calculation with large (almost) offsetting terms
I am attempting to evaluate an expression that defines a probability of a particular event. With 3 different events, I can (under some statistical assumptions) characterize the probability of event 1 (...
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Stepping over a rapid oscillation in advection
As a model of a more complex problem, I am studying a linear advection equation with a rapidly oscillating velocity
$$
\partial_t u + a \cos(\omega t) \partial_x u = 0
$$
with initial condition $u(x,0)...
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How to interpret if $\displaystyle \sum_{j = 0}^{n} \frac {1}{j!}$ is a stable algorithm for computing $e$?
I am trying to solve problem $15.1$ from Numerical Linear Algebra by Trefethen and Bau, which reads
Determine whether the algorithm is backward stable, stable but not backward stable, or unstable.
...
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Why is subtraction a stable operation?
In Numerical Linear Algebra by Trefethen & Bau, it is claimed that subtraction is backward stable. Here is the proof:
Let $f(x, y) = x-y$ and let $\tilde f(x,y)$ be the answer you get when doing $...
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Floquet theory for periodic delay differential equations: current numerical routines
I would like to determine the stability of a system of periodic delay differential equations (a seasonal host-parasite model). I've tried to implement the method described in Lemma 2.5 in this paper:
...
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Computing second derivatives with Neumann boundary condition
I am implementing a finite difference method for a PDE with a Neumann boundary condition. I will simplify my question to a single dimension.
Suppose I have a PDE
$$\frac{\partial u}{\partial t} = \...
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2d advection-diffusion: cell Péclet number and numerical stability
I am studying the numerical resolution of 2d advection-diffusion problems with finite element methods.
$$\frac{\partial u}{\partial t} + \beta\cdot\nabla u = \nabla\cdot(\nabla u) \, .$$
It is said in ...
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About the the stability of using an explicit scheme on the heat equation
Before I get to the heat equation I'd like to talk about the advection equation.
Descritize that with FD in time and BD in space:
\begin{equation}
\dfrac{u^{n+1}_i - u^{n}_i}{\Delta t} + v \dfrac{u^{n}...
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Stability analysis simplification for PDE
I have the nonlinear PDE
$$\frac{\partial U(z,t)}{\partial t} + A(U)\frac{\partial U(z,t)}{\partial z} + B(U)U(z,t) + C(z,t) = 0,$$
where $A(U)$ and $B(U)$ are guaranteed to be real and positive.
I ...
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Transient advection equation with stabilized FEM
I am interested in solving the transient advection equation
$\left\{\begin{array}{ll}\partial_{t} u+\beta \cdot \nabla u=f & \text { in } \Omega, t>0 \\ u=0 & \text { on } \partial \Omega^{-...
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Stability condition FCTS method
The FTCS method comes from the discretization of a diffusion PDE like this:
$$
a^{2} \frac{u_{i+1}^{k}-2 u_{i}^{k}+u_{i-1}^{k}}{\Delta x^{2}}=\frac{u_{i}^{k+1}-u_{i}^{k}}{\Delta t}
$$
If I have the ...
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Free Electron Schrödinger Equation (Energy Method)
For the simplest atom, its wave function is described by the PDE of Schrodinger equation:
$$
-i h \frac{\partial u}{\partial t }=\frac{h^{2}}{2m} \Delta u + \frac{e^{2}}{r}u$$
The potential $\frac{e^{...
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Stability of the Forward-Time Central Space method, section 9.3 in LeVeque
I am reading section 9.3 in Leveque about stability. The explanations are very short and brief so I am asking for some help to understand and elaborations. The result of the section is that for FTCS ...
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Positive feedback instability
I have two black boxes (representing some multi-physics but that does not matter), where box #1 takes some quantity T as input and produces some quantity P as output; and box #2 takes P as input and ...
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Comparison between stability and accuracy of various Finite Difference schemes
I`m Analyzing the 1D convection equation (PDE) for stability, consistency, and accuracy.
I know Both upwind schemes (explicit and implicit) show better stability with a higher number of waves for ...
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Stability plot of upward difference implicit time
I am analyzing the stability of 1D convection (advection) equation as shown in the picture. When I derive the equations as shown I want to get rid of the complex number.
I`m asking if those stability ...
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Accuracy gap for apparently stable solution
I was reasoning about the behaviour of the methods I'm using for my simulation and I noticed that, considering $h_s$ as the timestep over which I have unstable solutions and $h_a$ as the timestep ...
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Exponent log to compute reciprocal power?
A MATLAB library seems to overcomplicate a computation:
exp( (log(a) - log(b))/b )
which is mathematically equivalent (assuming real & positive ...
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Technique to find the CFL condition using the Galerkin method in space and finite-difference in time?
I am using the Galerkin method (Discontinuous to be precise) to discretize in space the scalar linear wave equation and the explicit second order centered finite difference scheme to discretize in ...
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Using the BDF and RK4 methods to solve this coupled system of ODEs in C++
I'm trying to solve a system of ODEs using the BDF order 4 method. I find the first 3 points using RK4, then for the implicit part of the BDF, I use Newton-Raphson iteration. Unfortunately my solution ...
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Numerical stability of taking the `mean` of outputs from the simulation of a discrete stochastic dynamical system
I am writing a simulation for a discrete stochastic dynamical system. Since the simulation is stochastic, I need to run the simulation multiple times and then average the values of each timestep. I ...
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How to include negative number in the log-sum-exp?
I want to know summation of some small numbers, such as {e^-1000, -e^1001, e^1002...}
If all numbers are positive, I can use log-sum-exp algorithm. But unfortunately, negative numbers are also ...
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Advantage of diagonal "jitter" for numerical stability?
In a machine learning code, that computes optimum parameters $\theta _{MLE}$ of a linear regression model, by maximum likelihood estimation:
$$ \boldsymbol \theta^\text{ML} = (\boldsymbol\Phi^T\...
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Finite Difference for Advection Equation With Source
I'm trying to find a convergent finite difference scheme for the PDE
\begin{equation}
\begin{split}
u_t + (x-1) u_x &= (x-1)u, \hspace{.5cm} x \in [0,1] \\
u(x,0) &= 1 \\
u(1,t) &= 1. \\
\...
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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 ...
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discretizing advection equation with variable wave speed + stability
I currently have a code that solves $u_t+ cu_x=0$ with periodic boundary conditions, and constant $c$ (using an upwind method). I'm wondering how I would alter this code to solve something of the form
...
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How do I apply BDF2 in a STRANG splitting
I have a 3D diffusion equation that I want to solve using a time splitting (2D+1D). Assume that $A$ is the 2D discrete diffusion operator and $B$ is the 1D discrete diffusion operator.
I want to use a ...
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How to use numerical integration to calculate the surface area of a superellipsoid?
I am working in an application in which I need to calculate the surface area of a superellipsoid. I have read that there is no closed form solution (see here), so I am trying to compute it using ...
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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 ...
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Method of Lines Runge-Kutta nonlinear stability and behavior
I have a system of 4 nonlinear 1st-order PDEs. I want to solve them numerically by method of lines, first discretizing space. This leads to the system of $N\times 4$ coupled ODEs.
$$
\mathbf{u}_{i} =...
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Why is my numerical solution to a set of ODEs infinite?
I am trying to solve the following linear PDEs
$$\frac{\partial u_x}{\partial x}=-[i\omega b_{||}+\nabla_\perp u_\perp],$$
$$\frac{\partial b_{||}}{\partial x}=-\frac{i}{\omega}\mathcal{L}u_x,$$
$$\...
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Compute the sum of probabilities when they are given as logits
Say I have a set of numerous probabilities given by their logarithm : $\{\ln p_i, 1 \leq i \leq N\}$.
I want to compute $\sum p_i$, if possible without exponentiating $\ln p_i$, since some of those ...
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von Neumann analysis: computation of maximum value of amplification factor
In this question I adress the stability property of a numerical scheme (a FDM described below) to the problem
$$
\begin{align}
u_{t} &= \alpha u_{xx}+\beta u_{xxxx}, & &x\in\mathbb{R},\;t&...
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Reinch's modification to the Clenshaw recurrence gives no improvement
The classical Clenshaw recurrence (see Algorithm 3.1 here) is less accurate as $x\to \pm 1$. So Reich proposed a modification to it, which is discussed as Algorithm 3.2 as well as by Oliver.
While ...
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Convergent Finite Difference Scheme for Parabolic Equation
Consider the PDE $$u_t = b_{11}u_{xx} + 2b_{12}u_{xy} + b_{22}u_{yy},$$
where $b_{11}, b_{22} > 0$, and $b_{12}^2 < b_1b_2$.
In Strikwerda's book, the ADI scehme \begin{align*}
\left( 1 - \frac{...
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Unconditionally stable numerical method for 1st order non-linear coupled ODEs?
I am attempting to numerically solve the following system of ODEs:
$$\begin{gather}\frac{dT_1}{dt} = f_1(T_1,T_2), \quad T_1(t=0)=T_{1,0} \\[3pt]
\frac{dT_2}{dt} = f_2(T_1,T_2), \quad T_2(t=0)=T_{2,0}...
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Showing stability of numerical scheme: Decaying norm implies stability?
I have a little trouble formulating my question since I am not really sure what conclusions I am supposed to draw from the results I have obtained. I am sorry for the long problem formulation below, ...
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Determine stability of an algorithm?
This is related to a question I answered on Stack Overflow regarding calculating the square root of a number. I was thinking about it and realized that the formula is just the first in a family of ...
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log-sum-exp trick for signed/complex numbers
I need to evaluate a sum of values that are on many different orders of magnitude in scale but might be signed. I’ve had great luck with the “log-sum-exp” trick for an unsigned version of my problem, ...
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Numerical stability in the product of many matrices
I have to calculate in numpy the matrix-product of many matrices (~400). Are there common practices to increase numerical stability?
If this is relevant, the matrices are $300\times 300$ orthogonal ...
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Modified Equation and Stability for Centred Finite Differences for Wave Equation
I am trying to use the modified equation to derive the stability condition for the finite difference approximation
$$
\frac{u(x,t+\Delta t) - 2 u(x, t) + u(x, t -\Delta t)}{\Delta t^2} = c^2 \frac{...
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Step size and stability of Euler forward method
I'm trying to calculate the maximum step size that provides stability for the following nonlinear IVP using the Euler forward method:
$u'(t) = -200tu(t)^2,\qquad u_0 = 1, \qquad t\in [0,3]$,
with ...
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