Questions tagged [time-integration]

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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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44 views

How to calculate the average velocity over a surface through time using paraview?

My problem is a little more complex, but here is a simplified similar model. Let us consider a fire source inside a box and the hot gases (burnt or unburnt) from the combustion are going out of the ...
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1answer
40 views

Open source solver for continuous-time stochastic non-linear DAEs (SDAEs)

I am trying to solve a system of non-linear index-1 DAEs in which the derivatives of the state variables, $x(t)$ are corrupted by additive noise, $w(t)$ (whose co-variance matrix is known). $\dot x(t)...
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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. ...
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2answers
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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 ...
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58 views

Can we apply time-parallel methods in case of peridynamics?

Can we solve peridynamics in parallel for time-dimension using methods like MGRIT? This method can be applied for time dependent PDEs, however, since peridynamics is a non-local approach, can this ...
4
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1answer
329 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 ...
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2answers
141 views

Mass conservation for hyperbolic relaxation problem

I have solved numerically the following system: \begin{cases} \partial_t{u} + \partial_x{v} = 0 \\ \partial_t{v} + \frac{1}{\varepsilon^2}\partial_x{u} = -\frac{1}{\varepsilon^2}(v-f(u)) \end{cases} ...
4
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1answer
227 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 ...
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1answer
93 views

Lumped matrices in thermal analysis using finite elements

The governing equation of the transient heat transfer problem is $$C \frac{dT}{dt}+K T = Q$$ $C$ is the heat capacity matrix. $K$ is the thermal conductivity matrix. $T$ is the temperature vector. $...
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69 views

Lax-wendroff for stiff source terms

I am interested in problems of the form $$ u_t = F(u) + S(u) $$ where $F(u) = - div(f(u))$ and $S(u)$ is a stiff source term. I am looking for any existing works which develop Lax-Wendroff type ...
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2answers
53 views

Numerical integral with symbolic integral in exponent

Many times in fourier approximation we come across integrals such as $$\int_0^1 e^{-\gamma\int_0^xu_0(\eta)d\eta}dx$$ where $\gamma$ is a constant and the data for $u_0$ is provided as a discretely ...
5
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2answers
465 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 ...
3
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1answer
118 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,...
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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 ...
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32 views

What will PDE discretization matrix look like for time and space? [duplicate]

Please note: this question is not a duplicate of this question since, while the PDE is the same, the nature of this question is different, i.e. the other question treats a different aspect of this PDE....
3
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3answers
1k views

Time step size for transient simulations of vortex shedding

I am simulating unsteady flow around a circular cylinder (using FLUENT). I am facing the following problem. Kindly please help me. OBJECTIVE: To find out the Reynolds number at which vortex shedding ...
3
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0answers
3k views

Numerical integration and filtering of acceleration experimental data

I have a vector containing acceleration measurements and the corresponding vector of times in which measurements are taken. To obtain velocity and displacement I used the cumtrapz() function already ...
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1answer
99 views

Stability Criteria for Numerical Solution of Windkessel Ordinary Differential Equation

I'm trying to solve this equation (Windkessel equation) numerically as: $$C \frac{d P}{d t} + \frac{P}{R} = Q(t)$$ Where $C$ is compliance, $R$ is resistance, $P$ is pressure, and $Q(t)$ is a known ...
3
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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
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0answers
65 views

Should I expect computational gains using a second-order splitting method here?

I am trying to solve a three-dimensional baroclinic transport problem. The hydrodynamic (three-dimensional shallow water) equations are: \begin{align} \nabla \cdot \vec{v} = 0, \tag{1} \\ \frac{\...
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1answer
56 views

Wanted: smoothing time domain transform

Let $A$ be a finite (and small-ish) set of positive real numbers and 0. Let $B$ be a subset of $\mathbb N^0$, up to some (small-ish) bound. I have a function $f(t)$, $A \rightarrow B$ that is ...
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1answer
78 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 ...
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1answer
85 views

General questions regarding stability for time-integration of operator-split PDE systems

I am interested in solving ODE systems of the form \begin{align} \frac{\partial \vec{u}}{\partial t} = F(\vec{u}) \end{align} where $F$ is a nonlinear operator, $\vec{u}$ is a vector valued function ...
1
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1answer
59 views

How to isolate and test time discretization order of accuracy

I have a code that uses both spatial and time discretization/integration. For convergence analysis, I am wondering how one would test the order of accuracy of their ${time}$ integration scheme? I ...
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1answer
95 views

How to implement Galerkin Method of Lines / FEM with black box integrators in scipy

Suppose I have some time dependent PDE, which can be written in the strong form as $$ \frac{\partial u}{\partial t} + \mathcal{L}(u) = f $$ Where $\mathcal{L}$ is some differential operator. If I ...
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2answers
674 views

Schrödinger equation with time dependent Hamiltonian

I need to solve the Schrödinger equation with a time dependent Hamiltonian $$i\hbar \frac{\partial}{\partial t} \Psi = \left[-\frac{\hbar^2}{2m}\nabla^2 +\frac{1}{2} k(t)(x^2+y^2) + V(r)\right]\Psi $...
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1answer
43 views

Confirmation of FSAL property for IMEX methods by Kennedy and Carpenter

This question is a continuation of Fourth order IMEX Runge-Kutta method and Implementation details for high order IMEX methods by Kennedy and Carpenter. I need confirmation that ARK3(2)4L[2]SA by ...
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2answers
433 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 ...
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2answers
422 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, ...
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2answers
102 views

How do you apply boundary conditions in a time-stepping problem?

It looks to me like a very common problem, yet I haven't been able to find any practical guide on the subject despite many hours searching. Here is a clearer statement of my question: I have a ...
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0answers
142 views

Crank-Nicolson integrator: oscillations with complex matrix

I'm working on a Real-Time TDDFT implementation and I am currently comparing different propagation schemes for the propagation of the Kohn-Sham wave function, $$ \phi(t+\Delta t) = \hat{\mathcal{U}}\...
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0answers
69 views

Split-step-method for coupled equations

I have implemented a split-step-method for an equation of the shape $$\partial_z E = i\partial_x^2E+ic|E|^2E$$ resulting in a split into the linear part $$L=\partial_x^2$$ and the nonlinear part $$N=...
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0answers
144 views

Definition of CFL number in Arbitrary Lagrangian-Eulerian framework

In an Eulerian frame of reference, the CFL number is defined as $$\sigma=\frac{u \Delta t}{\Delta x}$$ with $u$ the magnitude of the fluid velocity. A restriction such as $\sigma<1$ for time ...
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2answers
143 views

implicit odes solution using fdm

I am solving a non linear second order implicit initial value problem using finite difference method, but my results do not converge. Please guide me with an example, how we can apply finite ...
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0answers
257 views

Double Integrating acceleration data to obtain position: 2 Problems

I have a data sample from an accelerometer from my phone (pretty bad accelerometer though). I'm trying to double integrate it in order to obtain the position as a function of time. I'm using a program ...
1
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0answers
52 views

Integrating the 2d vorticity equation on periodic boundaries

This question is a follow-up of https://stackoverflow.com/questions/44718160/solve-a-linear-system-for-fft-coefficients At some time (kt), the FT of the vorticity (omega) satisfies: ...
1
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1answer
179 views

Fully discrete finite element method for 1D dynamic euler-bernoulli beam problem

I am trying to solve a 1D initial boundary value problem in MATLAB using Finite Elements with time stepping, for the purpose of learning scientific computing and to build up to more difficult problems....
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0answers
62 views

FEM/FVM/FD for structural modeling and stability issues due to large structural constants?

I've read that in modeling structures problems, the finite element method (FEM) is typically used. I am unfamiliar with FEM, but I am wondering, in particular, if using FEM, as opposed to finite ...
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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. ...
1
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1answer
291 views

Higher-order Verlet integration

I'm using a simple version of Verlet integration for a particle–particle interaction system with collisions. At the end of each iteration, I integrate like this: ...
4
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2answers
543 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 ...
0
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1answer
129 views

Role of non-hermitian coefficient matrices in the discretization of self-adjoint operators

What is the role of non-symmetric coefficient matrices in the solution of partial differential equations with self-adjoint operators? Particularly, I'm thinking about time-propagation of a linear ...
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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 ...
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1answer
236 views

Solving a differential equation using numerical methods and matlab

(a) Consider the following differential Equation $$Y'(t)=\frac{1}{1+t^{2}}-2[Y(t)]^2$$ $$Y(0)=0$$ The exact solution is $$Y(t)=\frac{t}{1+t^2}$$ Using the Euler method to solve the following ...
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1answer
88 views

High order time splitting methods

There are lots of higher order time splitting method as shown by the list with real and complex coefficients $a_i, b_i, c_i$: $$ [e^{c_s \Delta t \hat C}] e^{b_s \Delta t \hat B} e^{a_s \Delta t \...
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2answers
1k views

Strang splitting

I have recently come across the Strang splitting and have some questions. For the differential equation of the form $$ dy/dt = (L_1 + L_2)y$$ Strang splitting implement the time splitting as $$ \...
1
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0answers
73 views

Time integration for elastodynamics

I'd like to solve the elastodynamics equation for a problem with fast scales from an impact (although no shocks). $\rho\ddot{\mathbf{u}} - \nabla \cdot \sigma(\mathbf{u}) = \mathbf{f}$ In structural ...
2
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1answer
260 views

Numerical Methods for Solving a Fully Nonlinear Time-Dependent PDE?

Are there numerical methods of solving the following fully nonlinear time-dependent PDE: $$\nabla^2u\left(\textbf{r}(t), \dot{r}(t), t\right)=f\left(\textbf{r}(t), \dot{r}(t), t\right),$$ for $\textbf{...