Questions tagged [stability]

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

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6
votes
2answers
192 views

Is there a backward stable $\tilde{O}(n \log(1/\epsilon))$ algorithm to factor a complex polynomial?

Finding the roots of a complex polynomial is in general extremely numerically unstable, as discussed in (1). According to Pan ((2), (3)), this produces a cubic complexity lower bound, and he presents ...
3
votes
4answers
10k views

Estimating the Courant number for the Navier-Stokes Equations under differing Reynolds number regimes

I am familiar with the Courant-Friedrich-Lewy Condition in as far as it applies to the stability of explicit finite difference schemes for standard parabolic and hyperbolic PDEs. However, when ...
7
votes
3answers
828 views

analyze stability on a nonuniform grid

Assume you have a stability constraint between the space distance in time and space, for example, with an explicit Euler method for $u_t=u_{xx}$ we know $\tau\leq h^2/2$. That is, one can do stability ...
3
votes
1answer
108 views

Numerically stable real solution(s) to a system of bivariate quadratics

I have a a system of bivariate polynomials as follows: $ E(u,v): e_2(u) v^2 + e_1(u) v + e_0(v) = 0 \\ F(u,v): f_2(u) v^2 + f_1(u) v + f_0(v) = 0$ where $e_n(u) = e_{n_2}u^2 + e_{n_1} u + e_{n_0}$ ...
4
votes
2answers
1k views

Solution oscillations with a small timestep in backward Euler

I am using backward Euler in a FEM scheme for a convection-diffusion problem. On a given mesh, I can take arbitrarily large time steps, as expected. But if I decrease time step, at some point it will ...
10
votes
2answers
394 views

Where can I find a good reference for the stability properties of several methods of solving parabolic PDEs?

Right now I have a code that uses the Crank-Nicholson algorithm, but I think that I would like to move to a higher-order algorithm for timestepping. I know that the Crank-Nicholson algorithm is stable ...
4
votes
2answers
193 views

Looking for a mathematical proof of stability in floating point arithmetic of CG - any reference?

I am looking for a reference - paper, book, discussion, anything that has a mathematical proof for stability of the conjugate gradient method in floating point arithmetic. Something similar for ...
5
votes
1answer
206 views

Discretization of Classical Density Functional Theory (CDFT) problems

I formulate questions about ion densities in biological and materials problems using Classical Density Functional Theory, as in this paper which is also on the arXiv. The discretization in that paper ...
19
votes
2answers
2k views

How to determine if a numerical solution to a PDE is converging to a continuum solution?

The Lax equivalence theorem states that consistency and stability of a numerical scheme for a linear initial value problem is a necessary and sufficient condition for convergence. But for nonlinear ...
12
votes
1answer
422 views

What spatial discretizations work for incompressible flow with anisotropic boundary meshes?

High Reynolds number flows produce very thin boundary layers. If wall resolution is used in Large Eddy Simulation, the aspect ratio may be on the order of $10^6$. Many methods become unstable in this ...
16
votes
1answer
1k views

When should implicit methods be used in the integration of hyperbolic PDEs?

Numerical methods for solving PDEs (or ODEs) fall into two broad categories: explicit and implicit methods. Implicit methods allow larger stable timesteps but require more work per step. For ...

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