# Questions tagged [stability]

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

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### How to choose the relaxation time in the Lattice Boltzmann Method?

We know that the relaxation time is very important in LBM. I have searched lost of papers, but can't find some systematic introductions about the choice of relaxation time in SRT LBM. Could you give ...
138 views

### Stability of the explicit MacCormack Scheme to solve the Navier Stokes equations with Wilcox's K-Omega Turbulence Model

I am solving turbulent pipe flow with an explicit MacCormack scheme and Wilcox k-omega model. The laminar version of the code had three distinct stability criteria which worked fine after ...
269 views

### Runge-Kutta Stability Regions

Based on this link, in particular Figure 1, what is the exact meaning of the plot? To my understanding, it implies that for a given differential equation: $$\frac {dy}{dt} = \lambda y$$ that the ...
81 views

### Methods to approximate discretized derivatives in PDEs

When solving a general PDE such as $$\frac {\partial ^2 E}{\partial t ^2} = \frac {\partial ^2 E}{\partial z ^2} - \frac {\partial E}{\partial z}$$ this equation can be solved by the method of ...
110 views

### How to support or contradict a hypothesis on unconditional stability using numerical optimization

The main motivation behind my next question is that I think I derived a higher order numerical scheme for linear advection equation that is unconditionally stable using Von Neumann stability analysis. ...
187 views

### What does it mean for a finite difference scheme to be $L^1$-stable?

I am trying to answer a question about a finite difference scheme. I need to show that the method is stable in the L1-norm. I can't find a single definition of what that means, so does anyone have a ...
131 views

### Stability condition for explicit/implicit via non negative coefficients

To make stability proofs simpler, I can consider an explicit scheme written as $$V(n+1,i)=aV(n,i-1)+bV(n,i)+cV(n,i+1)$$ and one can show that if $a,b,c\ge 0$ and $a+b+c\le1$, then the explicit method ...
434 views

### More Smearing with decreasing timestep in advection problems

I find it kind of counter intuitive, that the result of an advection gets more smeared out at the borders when decreasing the timestep (which should make it more accurate). Let there be a equally ...
216 views

### Stability analysis for a hyperbolic PDE on staggered grid

I am trying to understand the stability of a finite difference equation on the staggered grid. I could understand the Von Neumann stability analysis for the collocated grid for a simple acoustic ...
375 views

### Stability of matrix equations in MATLAB

Is there a method to check for unconditional stability or positive-definiteness of large matrices in MATLAB? For example, I know that matrices with property M (positive main diagonal elements and ...
112 views

### Using entropy functions for increasing numerical stability

Regarding the numerical stabilization of two-dimensional advection equation, \dfrac{\partial f}{\partial t} + \Big(\dfrac{d\varepsilon_1(k)}{dk}\Big)\dfrac{\partial f}{\partial z} - \...
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### How to derive an Implicit Runge-Kutta method from Pade approximation

I was reading some work by Butcher and I came across Pade approximations and the correlation between them and stability functions for some Implicit Runge-Kutta methods. For example, in this Pade table ...
52 views

### How to classify chaotic systems from a stability perspective

I am wondering what chaotic systems are from the perspective of numerical analysis. I am talking about 'deterministic chaos' such as for instance the 'logistic map' exhibits it. That is, the solution ...
150 views

### what do zero real parts of eigenvalues mean? Any good references?

I am solving a 1D advection problem of the the form $$dQ/dt=[A]Q$$ where {Q} is the vector of unknowns and [A] is the matrix of coefficients of spatial discretisation. I have worked out the ...
46 views

### comparison of stability of two non-linear methods

I have solved a numerical problem using two different sets of non-linear governing equations. I want to get an understanding of the stability of the methods relative to each other. To do so, I solving ...
144 views

### what do positive real parts of eigenvalues mean?

I am solving a 1D advection problem of the the form $$d{Q}/dt = [A]{Q}$$ where {Q} is the vector of unknowns and [A] is the matrix of coefficients of spatial discretisation. I have worked out the ...
170 views

### Why have specialised upwind schemes been developed to solve hyperbolic equations?

Are upwind schemes such as Godunov type methods superior to central differencing schemes? Do the reasons include superiority in modelling hyperbolic problems with Dirichlet BC's?
458 views

### Difference between fast and normal Givens Rotations?

would someone be so kind as to explain me the difference between the ordinary givens-rotation and the fast givens-rotation? I know that the fast givens Rotation reduces the Count of operations to ...
314 views

### linear stability analysis using spectral radius

I am analysing the stability of a series of 1D linear equations of the form $$\frac{d}{dt} x = A x$$ discretised using upwind and central finite volume methods, etc, with ...
151 views

If one chooses to discetize the advection-diffusion (AD) equation using the standard Galerkin finite element method, stability issues may arise in cases of high Peclet number (i.e., high advection to ...
417 views

### What is the source of the error in the Sherman-Morrison formula application?

The Sherman-Morrison formula $$(A+uv^T)^{-1} = A^{-1} - \frac{A^{-1}uv^TA^{-1}}{1+v^TA^{-1}u}$$ results in small errors in relation to the standard matrix inverse operation after each application, ...
109 views

### Reducing oscillations a 3D Alternating direction explicit scheme for the diffusion equation?

Hi I have made a 3D alternating direction explicit scheme for solving the diffusion equation, which will eventually replace a FTCS scheme in model of bubble dynamics in tissue. I have been testing it ...
225 views

### Forcing an ODE solver to preserve the norm

I have an ODE of the form $$\frac{dy}{dt} = -i H y \enspace .$$ where $y$ is a complex vector and $H$ is a time dependent Hermitian matrix. The norm of the solution $y(t)$ at any point in time ...
170 views

### Stability analysis for explicit time discretization in the Finite Element Method

I have been looking for stability analysis of general reaction-diffusion problems, of the form $\frac{\partial u}{\partial t}=\nabla\cdot D\nabla u-k\,u$ , to be solved using the standard Finite ...
748 views

### Stability analysis of Heun's method

I am using Heun's method with a third order upwind spatial scheme, which is suggested by Shao (2008) to be used for solving the horizontal advection part of the advection-diffusion equation. This is ...
238 views

### Order of operations, numerical algorithms

I have read that (1) Ill conditioned operations should be performed before well conditioned ones. As an example, one should calculate $xz-yz$ as $(x-y)z$ since subtraction is ill conditioned while ...
522 views

### Numerically stable approach for calculating x in Ax=b

I have an equation $Ax=b$ for which I need to solve for numerous $x$ matrices given $b$. Both $x$ and $b$ are nx1 matrices. Unfortunately, $A$ is a 32x32 matrix and inversion gives highly unstable ...
1k views

### Can an approximated Jacobian with finite differences cause instability in the Newton method?

I have implemented a backward-Euler solver in python 3 (using numpy). For my own convenience and as an exercise, I also wrote a small function that computes a finite difference approximation of the ...
2k views

### Why are upwind schemes stable in convection flow calculation?

It is well known that upwind schemes are stable when calculating convection flows with $|\text{Pe}|>2$, $\text{Pe}$ is the Peclet number. Why is that, and why is central difference unstable? Is ...
167 views

### Tips on improving stability in numerical scheme for non-linear PDE

I am solving a non-linear second order system of PDEs in two variables. The equations are too complicated to write out here, but an essential feature is that there is a propagating wave which then ...
158 views

### Numerical solution of IVP for linear ODE with variable coefficient blows up

Cross posted in Mathematica.SE, I'll try to rephrase it in a more general way here. A friend of mine showed me this initial value problem (IVP) for a linear ordinary differential equation (ODE) with ...
61 views

### Locally evaluate nonlinear dynamic system's stability using eigenvalues

I'm working with Computational Neuroscience. I have a large Synaptic Matrix (x axis: presynaptic NeuronID, y axis: postsynaptic NeuronID) in a Modular network. This matrix is close to a random one and ...