Questions tagged [time-integration]

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208 views

How to write a function-generating code in Python/MATLAB?

I want to write a code that generates a function I(t) that satisfies the following condition: $\frac{\big<I(t)^2\big>}{\big<I(t)\big>^2} > 2$ In other words, $\frac{\lim_{T \to \...
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0answers
39 views

N-body correct scaling

I realized an usual way to scale an N-body problem for an N-body simulation is by choosing units such that gravitational constant $G = 1$, but I'm probably doing it the wrong way. Suppose I simply ...
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0answers
51 views

Multigrid Reduction In Time Convergence

I am trying to solve a 2D dynamic linear elasticity model parallel in time using Xbraid. The spatial domain is [0,1]x[0,1] and time domain [0,1]. For time integration I am using a backward Euler ...
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1answer
134 views

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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0answers
83 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
167 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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0answers
274 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 ...
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0answers
56 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: ...
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1answer
218 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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63 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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0answers
76 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 ...
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55 views

Second and Higher Order Order Corrector in Spectral Deferred Correction

I am trying to work out a second order or higher order correction for the method of Spectral deferred Correction (SDC). Specifically using as a corrector a second order or third order multi-step. In ...
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483 views

scipy.integrate.ode ignores boundary conditions [closed]

I am trying to solve the 1-dimensional diffusion problem numerically using method of lines: $$ \frac{\partial c}{\partial t} =D \frac{\partial^2 c}{\partial z^2},$$ where the right hand side is ...
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0answers
2k views

How to solve an ode with stochastic time-dependent input

I am trying to repeat an example I found in a paper. I have to solve this ODE: $25 \ddot{x} + 15 \dot{x} + 330000 x = p(t)$ where $p(t)$ is a white noise sequence band-limited into the 10-25 Hz ...
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158 views

Stationary phase approximation for an integral with infinity saddle points?

I need a hand with the numerical evaluation, in Mathematica, for this integral: $$f(t)=\int_{-\infty}^\infty Exp\{it(\omega_H-\omega_l-\omega_k) - \sum _{j\neq(l,k)} S_j [1-e^{-it\omega_j}]\}\, dt$$ ...
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2answers
132 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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2answers
120 views

Looking for a particular algorithm for numerical integration

Consider the following differential equation \begin{equation} p(t) = \frac{\partial q(t)}{\partial t} \end{equation} where $t \in (0,\infty)$. I have a build a code that spits out values of the ...
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1answer
41 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
63 views

Handling time derivative as source term in SDIRK methods

I am currently facing some challenge implementing a less traditional PDE which take a form similar to the Navier-Stokes equation, except that the continuity equation is modified such that: $$\epsilon \...
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2answers
154 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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1answer
143 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
2k views

`scipy`: what does `scipy.integrate.odeint`'s Repeated convergence failures (perhaps bad Jacobian or tolerances)." error mean?

What does the following scipy.integrate.odeint error mean numerically? ...
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1answer
79 views

Solving Initial Value problem ignoring the time-derivative

I am looking at a heat initial value problem \begin{align} \frac{\partial u}{\partial t}-\nabla^2u = f\quad&\text{in}\quad \Omega\times(0,T)\\ u = g \quad&\text{on}\quad \partial\Omega\times(0,...
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70 views

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^{-...
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33 views

Expression for numerical amplification factor for Euler time integration and CD2 scheme for one degree hyperbolic function

This is the expression to be derived but I am not getting the exact expression as given in the image. Is the given expression given for the implicit Euler method? Here $N_c = c (\delta t)/h$ and $\tan(...
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123 views

Conservation of energy test for 2-body problem

I'm trying to implement a C++ code for the evaluation of the solution of an N-body system of ODE. I've started with a 2-body problem just to set the methods ...
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0answers
143 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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80 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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33 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....
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1answer
51 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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47 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 ...
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116 views

How to keep velocities in check in molecular dynamics simulation?

I am trying to make a very simple molecular dynamics simulator with Reflective Boundary Conditions. I am assigning the initial positions in a cube randomly while making sure they are not too close to ...
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0answers
66 views

approximation of nonlinear time-dependent system with history

I have two time-dependent coupled equations. One of which is several orders of magnitude more computationally demanding than the other. I am trying to use machine learning to reproduce the behavior of ...
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1answer
74 views

Numerical solution of the advection equation with Crank–Nicolson finite difference method

I need to implement a numerical scheme for the solution of the one-dimensional advection equation $$\\\frac{\partial u}{\partial t} + C(x, t) \frac{\partial u}{\partial x} = 0 \\\\$$ $$ \\ C(x,t) = \...
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1answer
255 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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