Questions tagged [time-integration]

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32
votes
2answers
4k views

What does “symplectic” mean in reference to numerical integrators, and does SciPy's odeint use them?

In this comment I wrote: ...default SciPy integrator, which I'm assuming only uses symplectic methods. in which I am refering to SciPy's odeint, which uses ...
19
votes
1answer
2k views

BDF vs implicit Runge Kutta time stepping

Are there any reasons for why one should choose high order implicit Runge Kutta (IMRK) over BDF time stepping? BDF seems much easier to me as $q$ stage IMRK needs $q$ linear solves per time step. ...
19
votes
3answers
794 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} \...
19
votes
2answers
12k views

What is pseudo time-stepping?

While reading some literature on PDE solvers I came across the term pseudo time-stepping today. It seems to be a common term, however I failed to find a good definition or an introductionary article ...
15
votes
1answer
803 views

What is the correct way of integrating in astronomy simulations?

I'm creating a simple astronomy simulator that should use Newtonian physics to simulate movement of planets in a system (or any objects, for that matter). All the bodies are circles in an Euclidean ...
14
votes
5answers
564 views

Examples of PDE computations using parallelism in both space and time

In the numerical solution of initial boundary value PDEs, it is very common to employ parallelism in space. It is much less common to employ some form of parallelism in the time discretization, and ...
13
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1answer
1k views

Why is leapfrog integration symplectic and RK4 not, if the latter is more accurate?

In a system where energy theoretically should be conserved, the most accurate simulation would conserve energy (as well as giving accurate positions, velocities and etc). RK4 is more accurate than ...
12
votes
1answer
16k views

How to formulate lumped mass matrix in FEM

When solving time dependent PDE's using the finite element method, for example say the heat equation, if we use explicit time stepping then we have to solve a linear system because of the mass matrix. ...
11
votes
2answers
782 views

Space-time finite element discretization for time-dependent PDEs

In FEM literature, semi-variational methods are typically used in the solution of time-dependent PDEs. I have not seen a fully-variational approach i.e. where space and time are discretised by FEM, ...
10
votes
3answers
877 views

Can I use an explicit time stepping scheme to determine numerically whether an ODE is stiff?

I have an ODE: $u'=-1000u+sin(t)$ $u(0)=-\frac{1}{1000001}$ I know that this particular ODE is stiff, analytically. I also know that if we use an explicit (forward) time stepping method (...
10
votes
2answers
2k views

Test of 3rd-order vs 4th-order symplectic integrator with strange result

In my answer to a question on MSE regarding a 2D Hamiltonian physics simulation, I have suggested using a higher-order symplectic integrator. Then I thought it might be a good idea to demonstrate the ...
10
votes
1answer
787 views

What are the differences between Parareal, PITA, and PFASST?

The Parareal, PITA, and PFASST algorithms are all across-the-domain techniques for parallelizing the solution of time-dependent problems in time. What are the guiding principles behind these methods?...
9
votes
4answers
42k views

Why are Runge-Kutta and Euler's method so different?

I am solving a system of linear equations, $\underline {\dot x}=\underline A\cdot \underline x$, numerically. I have done this using the popular of methods of Euler and Runge-Kutta (RK). I have ...
9
votes
1answer
462 views

Algorithm to calculate the exponential of an Hessenberg matrix

I am interested in computing the solution of a lage system of ODEs using a krylov method as in [1]. Such method involve functions related to the exponential (the so-called $\varphi$-functions). It ...
8
votes
1answer
812 views

Which numerical methods preserve time reversal symmetry?

If I have a physical system which contains a time reversal symmetry (for example a Hamiltonian $H(x,p)=p^2/2m + V(x)$ with $V(x)$ real) and I want to solve the differential equations which describe ...
8
votes
1answer
1k views

Why am I getting so much error for my Runge Kutta Fehlberg solver?

My current project is a reprogramming of a protein folding model involving the solution of thousands of ODEs in C++. I've been making some stop and start progress as I'm writing the solver to run ...
8
votes
1answer
758 views

Newton iteration applied to nonlinear PDE

I'm having difficulty understanding how to apply Newton iteration to nonlinear PDEs and then use a fully implicit scheme to time step. For example, I want to solve Burgers equation $$u_{t} + u u_{x} -...
8
votes
1answer
543 views

Demonstrating that the time step size is small enough in a code with automatic step size selection

I recently inherited a large body of legacy code that solves a very stiff, transient problem. I would like to demonstrate that the spatial and temporal step sizes are small enough that the ...
7
votes
2answers
304 views

Spectral Methods in time

I was reading up on Spectral Methods for PDEs. In all the descriptions I read, while the position component is approximated via a Fourier series or other methods, the time component is still ...
7
votes
1answer
467 views

Fourth order IMEX Runge-Kutta method

I am looking for the Butcher tableau of a fourth order accurate Runge-Kutta method with IMEX splitting. I have been reading the ''classical'' paper on the subject by Ascher, Ruuth and Spiteri as well ...
7
votes
1answer
2k views

Stable time step limits for Velocity-Verlet integration

I'm implementing a mass-spring solid mechanics solver and I'd like to use the Velocity-Verlet time integration scheme. However, I cannot find anything about the maximum stable time step -- either ...
7
votes
1answer
582 views

Navier-Stokes solver: How to adjust the time step based on non-linear terms?

My code solves the incompressible Navier-Stokes equation in a conducting fluid, together with the induction equation: $ \partial_t u + u \nabla u + 2\Omega \times u = -\nabla p + \nu \Delta u + (\...
7
votes
1answer
610 views

Linearized implicit time stepping

Consider the general FD implicit time stepping scheme $\frac{x_{t+1} - x_t}{\Delta t} = f(x_{t+1})$, where $x$ is the vector variable of interest and $f$ is some function, generally non-linear. ...
6
votes
2answers
422 views

How does the L-stability or A-stability of a scheme relate to its ability to preserve a quadratic invariant?

I am working with the simple example of an oscillator: $$(1) \; \; \ddot{u} + u = 0, \; \; u(0) = u_0$$ I know that Forward Euler does not preserve an invariant of the above system: $$(2) \; \; \dot{...
6
votes
4answers
2k views

Numerical integration of non-uniform acceleration samples

I'm given a stream of acceleration data with timestamps. The sampling is non-uniform. Apart from Euler, is there a way to integrate the acceleration into velocity? Something more accurate or of ...
6
votes
1answer
106 views

How do you change the desired accuracy of a TS object in PETSc?

I'm currently getting very long propagation times when attempting to use the Time Stepping propagators in Petsc 3.2, and in the interest of speeding things up, I'm curious how I can reduce the ...
5
votes
2answers
453 views

Do there exist low-storage Runge–Kutta methods with an order larger than four?

I’m trying to find a Runge–Kutta integrator that only requires the absolute minimum of storage, i.e. it fulfills one of the following three, presumably equivalent criteria: Each evaluation of the ...
5
votes
2answers
225 views

Improving the time integration of implicit discretized PDE with a non-linear source term

This might be a naive question, but when applying a implicit discretization to a PDE with a source term, should the source be averaged in time? For example if we take the diffusion equation with a non-...
5
votes
2answers
582 views

Machine precision and local error

I'm working with an RKF45 integrator that I have programmed using CUDA C++ on my GPU and am pondering a few questions as I'm trying to track down some issues with my code. I'm using double ...
5
votes
2answers
578 views

Stability of the first-order exponential integrator method

The question is about the first-order exponential integration method described in this article. Consider a system of ordinary differential equations $$y'(t) = -A\,y(t) + \mathcal{N}(t, y), \qquad y(...
5
votes
1answer
302 views

Energy Conservation

I'm working on a time integration scheme for my research. As a result, I have come across an interesting phenomenon. Somehow, the total energy of the scheme oscillates. At any given time the total ...
5
votes
2answers
475 views

Boundary condtions on nonlinear FEM time integration

I'm using the finite element method to obtain the time response of a structure harmonically excited. I'm using a linear displacement function to obtain the stiffness matrix and the consistent mass ...
5
votes
0answers
187 views

Time-stepping for coupled nonlinear PDEs

What are good references for time-stepping of the coupled incompressible Navier-Stokes-heat equation (Boussinesq flow), $$ \begin{cases} \rho\left(\dot{\mathbf{u}} + \mathbf{u}\cdot\nabla \mathbf{u}\...
4
votes
1answer
276 views

Non-conservative implementation implicit Euler

In Matlab R2013a I have implemented the Implicit Euler (time) integration scheme. To find the $x^{n+1}$ value I use fixed point iterations: $x^{n+1} = \Delta t f(x^{n+1}) + x^n$ To test this, I use ...
4
votes
1answer
221 views

Solve an ODE with positivity-preserving property unconditionally

I have an ODE for a scalar function $u=u(t)$ of the form: $$ \frac{du}{dt}=L(u). $$ Here the function $L=L(u)$ satisfies: $$ L(0)=0, \quad L'(u)\le0. $$ Then it is easy to see that the solution $u=u(t)...
4
votes
3answers
161 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 ...
4
votes
2answers
2k views

Numerical instability of spherical pendulum

Problem statement I am trying to simulate a spherical pendulum, with rod length $r$ south-polar angle $\theta$ and azimuthal angle $\phi$ initial values $(\theta_0,\phi_0)= (0,0)$ My particular ...
4
votes
1answer
80 views

Symplectic Algorithms for Hamilton’s Equations as opposed to just Volume-Preserving

this might be a silly question, but if we’re trying to numerically solve Hamilton’s equations with some discrete scheme, sometimes when the scheme preserves phase space volume (Hamilton’s eqns are ...
4
votes
1answer
402 views

Coupled nonlinear PDEs with time dependence on the RHS

I would like to numerically solve the following system of 2 coupled partial differential equations for the unknown functions $\psi_X(x,y,t)$ and $\psi_C(x,y,t)$: $\partial_t \psi_X = -i\psi_C - i\...
4
votes
1answer
347 views

How to physically understand time dependent boundary conditions?

I am a beginner in Computational science and FEM. I came across some PDEs which implement time dependent boundary conditions. I am not able to visualize exactly a physical scenario of how that would ...
4
votes
2answers
120 views

Dissipative time-stepping scheme for first order in time system

When solving semi-discrete equations (originating from finite element models, for example), which are second-order in time of the form \begin{equation} M\ddot d + C\dot d + Kd = F, \end{equation} ...
4
votes
2answers
550 views

Time discretization: Runge-Kutta methods vs. standard backward difference

I've recently written a code that solves the incompressible/low-Mach number formulation of the Navier-Stokes equation with high-order methods for both time and space. My advisor insisted that I use ...
4
votes
1answer
332 views

Behavior of integration method

I was playing with N-body simulations of a game called Kerbal Space Program, which itself uses the patched conics approximation. I have read that for long term stability it is best to use symplectic ...
4
votes
0answers
148 views

numerical analysis of a partial integro-differential equation

I have to numerically solve a nonlinear partial integro-differential equation. This is my equation, $$\frac{\partial y(x,t)}{\partial t}=\int_{-1/2}^{1/2} \frac{\pi\cos u}{\sin\pi u-\sin\pi x} \frac{\...
3
votes
1answer
129 views

Why do planets move at the wrong speed in my solar system model?

Not 100% sure where this question belongs, since I'm not sure if the problem is code related or not. I've written a program to model the solar system. I am now testing its accuracy. I've checked ...
3
votes
2answers
444 views

Developping PDE with Python symbolically and numericaly

I feel like publishing some previous works from my PhD thesis. I was using Mathematica to build a system of 2N partial differential equations for 2N functions by symbolic spatial Taylor expansion, ...
3
votes
1answer
310 views

Computational time not proportional to integration interval in ODE-solver?

I am running octave and i have been trying ode45, ode54, ode23 etc to integrate the equation ` $$Q''(t) = B\cos(Q)\sin(\omega t)$$ $$Q(t=0)=0.$$ When the time interval to be integrated increases, the ...
3
votes
2answers
94 views

Error control and sequence acceleration at the same time

In a posteriori error control for solving ODEs, one typically computes two different approximate solutions, one of which being "more accurate" and one of which being "less accurate". If $y_q^{n+1}$ is ...
3
votes
1answer
275 views

The velocity Verlet method and variable time steps

Does the velocity Verlet handle variable time steps? I found controversial statements about it. In the paper Skeel, R. D., "Variable Step Size Destabilizes the Stömer/Leapfrog/Verlet Method", BIT ...
3
votes
1answer
123 views

Time integration of wave equation

My question is: how come that certain formulations of the wave equation can be time integrated more efficiently then others? Le me expand a bit on that. Consider the wave equation: $$ \frac{d^2 p(t,...