Questions tagged [stability]

The study of the propagation of errors in a numerical algorithm.

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2nd-order backward difference approximation for temporal terms of Euler–Bernoulli beam

I am trying to solve the Euler–Bernoulli beam numerically in structural dynamics analysis: $$\frac{\partial^2w(x,t)}{\partial t^2}= \frac {q(x,t)}{\mu(x)}-\frac {1}{\mu(x)}\frac {\partial^2}{\partial ...
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How to improve and stabilize this code simulating a damped mass-spring oscillator? Runge-Kutta?

I wrote the following function which is simulating a damped mass-spring oscillator. It is being driven by the audio sample input at 44.1 kHz sampling to create the same effect as a resonant bandpass ...
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When can I use finite differences for differentiation?

Finite differences are usually used to integrate ODE's and PDE's. However, sometimes they can be used for differentiation which I illustrated simply by using the Matlab code below to differentiate the ...
Nikola Ristic's user avatar
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Preventing an Overflow in Exponential Integrating Factor

The following is the Discrete Spectral Vorticity Evolution PDE for incompressible flow: $$ \frac{\partial \Omega_{pq}}{\partial t} = \nu \left( \frac{\partial^2 \Omega_{pq}}{\partial x^2} + \frac{\...
Jacob Ivanov's user avatar
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Which numerical method can I use to solve this system of hyperbolic PDEs?

Backround The mathematical model I am trying to numerically solve models wave propagation inside a cylinder with specific material properties suited for dynamic loading. The cylinder's upper base is ...
Nikola Ristic's user avatar
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Step size constraint in Euler backward

I am dealing with an assignment in MATLAB. It has to do with 'self-driving' cars which are driving in-front/behind eachother. Assuming M cars on a single-lane road, each car adjusts its speed based on ...
user46892's user avatar
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Stability of Euler forward method

I am trying to solve a linear system of ODEs of the form: $$ \frac{du}{dt} = A u, \quad u(0)=k$$ where $A$ is a 2x2 matrix and $u(t)$ is a 2x1 column vector. I want to solve this numerically, using ...
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Can this finite difference dispersion be eliminated somehow?

I am trying to solve the wave equation $$ {\partial ^2u(t,x) \over \partial x^2} = {\partial ^2u(t,x) \over \partial t^2} \tag1 $$ with the following boundary and initial conditions: $$ {\partial u \...
Nikola Ristic's user avatar
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optimization scaling techniques

Consider a convex QP of the form $$ \min_x \bigl\{\tfrac12 x^\top Q x + q^\top x : Ax\leq b\bigr\}\tag{P} $$ with dual $$ \min_y \bigl\{\tfrac12 (A^\top y + q)^\top Q^{\dagger} (A^\top y+q) + b^\top y ...
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Why is matrix inversion unstable when svd is stable?

I've heard that matrix is inversion is unstable whereas the SVD is stable. Now, if $A$ is an invertible matrix, then its SVD is $$ A = USV^T $$ Then wouldn't it's inverse just be $$ A^{-1} = (USV^T)^{...
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Stability for the 2d diffusion equation

I'm reading this set of notes on numerical stability of the diffusion equation. I can't seem to derive equation (7.17) from the previous equation. I've tried using $\sin^2(\theta)=\frac{1-\cos(2\theta)...
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Conditioning and Stability of generalized eigenvalue problem

The (generalized) eigenvalue problems with a multiple eigenvalue are the ill-posed ones. I have two questions that should be simple for experts: (1) Is the eigenvalue problem much more sensitive to ...
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Literature request for pinning the corner singularities in finite differences

Corner singularities cause instability of finite difference solutions. They occur at the intersection of boundary conditions. I was recently going through an online video course that was explaining ...
Nikola Ristic's user avatar
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computing Lyapunov exponents numerically

I am trying to compute numerically the Lyapunov exponents of an ODE. I follow the method described in Parker, Chua "Practical Numerical Algorithms for Chaotic systems" There is also relevant ...
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Improved euler on hybrid methods where both time and space are discretized?

I am trying to understand how to use the improved euler method on MPM simulations. In the kind of MPM simulation I am doing with forward euler the order of operations is as follows: Write particle ...
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Why do we use modified pressure in incompressible multiphase solvers with gravity?

The context of my question is two-phase incompressible solvers such as interFoam in OpenFOAM, but I have seen this trick used ...
Robert Manson-Sawko's user avatar
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RFEM: Tensile force in member in buckling analysis

Here is a simple T-shaped structure in RFEM. The structure is loaded from above, into the intersection of all members. I performed a buckling analysis, and obtained the buckling modes that I'm ...
S. Rotos's user avatar
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Ways to fix block Lanczos tridiagonalisation numerical instability for matrix with degenerate, closely spaced eigenvalues?

I want to run a block Lanczos block-tridiagonalization on a hermitian, sparse matrix (of relatively small size $\sim 10^2 \times 10^2$). However the matrix typically has many eigenvalues that are ...
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Numerical code to solve LLG is not preserving norm

I am new to this thread. I am trying to do a simple exercise on solving the LLG equation. The equation reads: $\frac{d\vec{m}}{dt} = -\gamma(\vec{m} \times\vec{H})$. Given a normalized input state ($...
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2D wave equation is numerically unstable using Finite Difference Method

I'm working with simulating both the heat and wave equation in 2D in a Python code. When simulating the heat equation, I learned about the CFL which I used to get a numerical stable solution. I found ...
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Instability due to different lumping dimensions in second-order linear system

I have a problem that consists of a linear hyperbolic differential equation with some boundary and initial conditions which leads after discretization in space using finite elements to the following ...
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Practical implementation of the discrete compatibility condtion

I've recently started looking into writing a finite-differences-based solver for the Poisson equation of the form $$\nabla\left(\varepsilon\nabla\varphi\right)=\rho$$ in 2D for arbitrary geometries (...
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Python bifurcation diagram of seasonally forced epidemiological models

TL:DR How can one implement a bifurcation diagram of a seasonally forced epidemiological model such as SEIR (susceptible, exposed, infected, recovered) in Python? I already know how to implement the ...
Jared Frazier's user avatar
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Numerical precision on tricky coupled nonlinear boundary value problem on infinite interval

I am trying to solve with high precision the following coupled system $(f,h)$ on $[0,\infty]$: $$-h''-\frac{1}{r}h'+\lambda_c h(f^2-1)+4\lambda_h h^3=0$$ $$-f''-\frac{1}{r}f'+\frac{1}{r^2}f+ f(-\...
phyphy's user avatar
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Boundary value problem solver fails on trivial case

I am trying to solve a boundary value problem on $[0, \infty]$, using scipy's scipy.integrate.solve_bvp and I am seeing that the solutions are not converging even ...
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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 ...
quantumflash's user avatar
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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 ...
Max_89's user avatar
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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 ...
NotaChoice's user avatar
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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-...
quantumflash's user avatar
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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. ...
Ali AlCapone's user avatar
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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 (...
eyejay's user avatar
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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)...
Endulum's user avatar
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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. ...
user56202's user avatar
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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: ...
Alnasc's user avatar
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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} = \...
user41226's user avatar
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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 ...
Max_89's user avatar
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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}...
CuteCompute's user avatar
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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^{-...
balborian's user avatar
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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 ...
LongJohn's user avatar
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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 ...
econmajorr's user avatar
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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 ...
Maxim Umansky's user avatar
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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 ...
Abdelrahman Mabrouk's user avatar
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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 ...
Abdelrahman Mabrouk's user avatar
2 votes
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141 views

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 ...
Zebx's user avatar
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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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