All Questions

0
votes
1answer
41 views

Solving Vectorial Poisson Equation in FENICS

I am trying to solve the following, "test problem" involving a vectorial Poisson equation: $$-\nabla^2 \vec{A}=\vec{J} \quad \forall x\in\Omega=[-1,1]^3$$ $$ \vec{A}=\vec{0} \quad \forall x\in\...
-3
votes
1answer
60 views

Stuck in infinite loop [closed]

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2
votes
2answers
145 views

Best software to do big number calculations quickly

I am trying to do some work on some math conjecture. I am testing the conjecture numbers using very large math numbers (100+ digits ). I am currently using python to test these numbers. In the ...
-1
votes
0answers
27 views

Non-Linear Optimization Using NLOPT library in C++

NLOPT (Non-linear optimisation library) clearly mentions that non-linear constraints may not be satisfied at an intermediate step of optimisation, but if one uses maxeval() function as stopping ...
-1
votes
0answers
42 views

How to discretize continuity equation with velocity calculated using Darcy's law?

$$ \partial_t(\epsilon_g\rho_g)+\partial_x\cdot(\epsilon_g\rho_g\mathbf{v}_g)=\Pi $$ I want to program normal continuity equation and Darcy's law to calculate velocity. $$ \mathbf{v}_g=-\frac{1}{\...
1
vote
1answer
37 views

Step size updating scheme adaptive embedded RK methods

If I have a RK method $y$ of order $p$ and a RK method $z$ of order $p-1$ I have read I can estimate the local error as $r_{n+1} = y_{n+1} - z_{n+1}$. First of all I don't see how this estimates the ...
0
votes
2answers
56 views

TVD for temporal dicretisation

I have come across schemes where TVD (with flux limiters) is used for spatial discretisation along with Runge-kutta for Temporal discretisation. Can TVD be used for Temporal discretisation? If so ...
1
vote
0answers
50 views

Implementing boundary condition

I'm studying the transport of species A in the blood vessels, $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$ At x=0, I want to use the ...
3
votes
1answer
81 views

Golub-Kahan-Lanczos Bidiagonalization Procedure implementation doesn't produce bidiagonal matrix

I'm trying to implement the aforementioned procedure using this website as a reference. At the end of the page the algorithm is described as follows: I think I've mapped the given algorithm to code ...
1
vote
1answer
42 views

Memory and time requirements of the scipy sparse spsolve

I have a system of fairly large set of linear equations (approximately 30K equations). I am using scipy.sparse.spsolve to solve these equations. Initially, I tried ...
-1
votes
0answers
33 views

Non-intuitive FEM simulation of a 4 point bend

I am conducting some finite element analyses of beams under 4 point bend mechanisms. The boundary conditions are set up such that there are 2 fixed locations, 2 displacement driven locations, and the ...
-1
votes
0answers
38 views

Finite difference coupled PDE solution to 1D heat-reaction equation

I am trying to solve a coupled PDE for a thermal runaway reaction using finite difference method. I have 2 variables, temperature (T) and concentration (c) that vary as a function of time (t) and ...
1
vote
1answer
34 views

Radiation heat transfer between surfaces

I'm trying to model the temperature distribution over a curved surface. Apart from the heat equation, I need to take into account the energy emission/absorption through electromagnetic radiation. The ...
-1
votes
0answers
40 views

Choice of initial condition

I am trying to simulate the following system. $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$ with initial condition $$c(x,0) = C_o$$ and ...
-1
votes
0answers
88 views

Navier Stokes numerical simulations

Where would be a good place to learn 2D numerical simulations of the Navier Stokes equations for a rigid body falling in a fluid? I typically use Matlab, so a reference to a Matlab solver / ...
2
votes
1answer
41 views

Question about strange outputs from the CVXPY solver

I am familiarizing myself with CVXPY, and encountered a strange problem. I have the following simple toy optimization problem: ...
3
votes
0answers
61 views

Library for solving multidimensional (n > 3) hyperbolic PDE systems

Does there exist a library (in any programming language) for solving (numerically) systems of multidimensional first-order linear PDEs in the form $$\mathbf{u}_{t}+\hat{A}(\mathbf{x})\mathbf{u}_{\...
2
votes
0answers
71 views

Find points that form curve segments in a point cloud

I have an ultrasonic image represented by a point cloud as shown below: I need to extract features from this image. These features can be easily recognised by a human brain since they form continuous ...
-1
votes
0answers
33 views

Numerically solving 2D “time-dependent Schrödinger equation” in MATLAB

I need to numerically solve the following second-order ODE in MATLAB $$ 2ik\frac{\partial U(\vec{\rho},z)}{\partial z}+\left[\frac{\partial^2}{\partial x^2}+\frac{\partial^2}{\partial y^2}\right]U(\...
1
vote
1answer
35 views

Wrong results for $2$ stage multistep method $y_{n+2} - y_n = h\left[(1/3)f_{n+2} + (4/3)f_{n+1} + (1/3)f_n\right]$

I need to fix a code to utilise the $2$ stage multistep method : $$y_{n+2} - y_n = h\left[(1/3)f_{n+2} + (4/3)f_{n+1} + (1/3)f_n\right]$$ Since this is an implicit method, I used a Newton-Raphson ...
0
votes
3answers
72 views

Rudin lecture — if f(x) is not integrable on some interval, does it not have a Fourier Series expansion on that interval?

I found an old lecture on YouTube given by Walter Rudin (1990, in Wisconsin), and towards the beginning he mentions that if $f(x)$ were not integrable, on some interval, it would be obvious that it ...
3
votes
0answers
56 views

Given a list of intervals, find region that is contained by the largest number of those intervals

Start with 1d case. Say I have lots of 1d intervals $[s_i, e_i]$ and I want to find an interval $[s^*, e^*]$ to maximise the count of interval $i$ such that $[s_i, e_i]\supseteq [s^*, e^*]$. 1d case ...
2
votes
0answers
48 views

How to implement register blocking for 3D finite-difference stencil computations

I am in need to optimize the performance of the 3D solver that integrates a system of equations for seismic wave propagation. Unsurprisingly, the function that implements the finite-difference stencil ...
2
votes
0answers
40 views

Discrete-time Algebraic Riccati Equation (DARE) solver in C++

I need to use a Discrete-time Algebraic Riccati Equation (DARE) solver for an embedded controller (with limited processing power) in a research project and sadly, I can't find any implementation of it ...
2
votes
0answers
46 views

How to find two points within defined region in this constrained optimization problem?

I am doing a project related to robotics where I am using fmincon function from matlab to minimize the distance between the points ...
0
votes
1answer
102 views

Analytical solution of 1D advection -diffusion equation

I am looking for the analytical solution of 1-dimensional advection-diffusion equation with Neumann boundary condition at both the inlet and outlet of a cylinder through which the fluid flow occurs. $$...
2
votes
0answers
47 views

Nonlinear system with diagonal nonlinearity

Consider a nonlinear system of the form $\boldsymbol{f}(\boldsymbol{x}) = \boldsymbol{0}_{\mathbb{R}^n}$ for $\boldsymbol{x} \in \mathbb{R}^n$, where the function $\boldsymbol{f}$ is given by \begin{...
1
vote
1answer
39 views

Why is it assumed that $c_i = \sum_{j=1}^sa_{i,j}$ in the butcher tableau of a RK-method?

In my textbook it is stated that we make a "simplifying assumption" $$c_i = \sum_{j=1}^sa_{i,j}, $$ where $c_i, a_{i,j}$ are the constants in the butcher tableau. What's the relevancy of this ...
4
votes
0answers
63 views

Solution of constrained system of ODEs

Can someone point me in a direction to solve this kind of integral constrained system of ODEs. \begin{align} &\int_0^{1/2}\dot{y}^2(t)=p\\ &2\lambda_1\ddot{y}(t)+\pi cos(\pi y(t))=0\\ &y(...
1
vote
2answers
37 views

Determine conditions on parameters (for consistency) on RK method $y_{n+1} = y_n + ha_1f(t_n,y_n) + ha_2f(t_n + b_1h, y_n + b_2hf(t_n,y_n))$

I'm asked to find the conditions on the coefficients $a_1,a_2,b_1,b_2$ in the RK method $$y_{n+1} = y_n + ha_1f(t_n,y_n) + ha_2f(t_n + b_1h, y_n + b_2hf(t_n,y_n))$$ such that is consistent of (a) ...
3
votes
2answers
119 views

Parallel assembly of matrix

I have a matrix which I want to assembly quickly, which is in block form: $$ A = \pmatrix{ A_{11} & A_{12} & A_{13} \\ A_{21} & A_{22} & A_{23} \\ A_{31} & A_{32} & A_{33}} $$ ...
1
vote
1answer
39 views

Condition number of two perburbation matrix regarding limit and quadtrature integration rules

I have a question regarding the condition number of two different perturbation matrices. To start with let $A$ be a spd matrix with elements defined by $a_{i,j} = \int\limits_{\Omega\subset \mathbb{R}^...
5
votes
0answers
67 views

Is there a numerically stable way to take $\epsilon \rightarrow 0$ in integrals of the form $\int \frac{f(x)dx}{x+i\epsilon}$?

The Sokhotski-Plemelj theorem states, $$\lim_{\epsilon\rightarrow 0^+}\int_a^b\frac{f(x)dx}{x+i\epsilon} = \mathcal P \int_a^b \frac{f(x)dx}{x} - i\pi f(0). $$ Is there a numerically stable way to ...
0
votes
1answer
61 views

How to cope with the following singularity

I have the following integral: $\int_{1}^{Xd} \dfrac{(X^{z_i}-1)}{[X^2 \sum_{l=1}^{N}c_l(X^{z_l}-1)]^{1/2}}dX = \int_{1}^{Xd} h(X) dX$ where: Xd is a real that can be either negative, positive or ...
0
votes
1answer
34 views

Can LINCS algorithm be used for colliding molecules?

Supposing that one molecule is static and one is dynamic, can the dynamic one be solved with LINCS for its shape (angle, bond length) constraints and also keep collisions with static molecule off, ...
0
votes
0answers
46 views

How to compute large condition number of a matrix in Python?

I have a matrix that is extremely singular, but I am still interested in computing the exact condition number, which is the ratio between the largest and smallest singular values. Is it possible to ...
5
votes
0answers
106 views

Any way to avoid catastrophic cancellation when computing the discriminant of a quadratic function?

Homework disclaimer... The task: We are using the following algorithm to solve the quadratic equation $x^2+2px+q=0$: $x_1=|p|+\sqrt{p^2-q}\mathtt{;}$ $\mathtt{if}\,p>0\,\mathtt{then}\,...
9
votes
2answers
160 views

Numerical stability of higher order Zernike polynomials

I'm trying to calculate higher order (e.g., m=0, n=46) Zernike moments for some image. However, I'm running into a problem ...
1
vote
1answer
42 views

Average value divergence in spectral method for Poisson equation

I'd like to know how to deal with a divergence when trying to solve the Poisson equation for electrostatics with a simple spectral method. I'm not sure how to best state my problem, so I'll explain ...
0
votes
1answer
64 views

Implementation of the jacobian-free newton method

In my calculation (of a simple heat equation, for testing) using the newton method I tried to replace the full jacobian matrix with an approximation vector, i.e. replacing $J$ in $$J(u)\delta u=-F(u)$...
2
votes
1answer
73 views

Checking positive definiteness on a hyperplane

Is there a faster way to check whether $A\in\mathbb{R}^{n\times n}$ is positive definite on $b^{\bot}:=\{x\in \mathbb{R}^{n}: x\cdot b=0\}$ than ...
3
votes
0answers
58 views

Nonlinear least squares and regularization

Consider the nonlinear least-squares minimization of a vector of $n$ residuals $\mathbf{f}$ in $p$ parameters $\mathbf{x}$: $$ \min_{\mathbf{x}} || \mathbf{f}(\mathbf{x}) ||^2 $$ This can be done with ...
0
votes
1answer
49 views

Numerical solution of non-linear first order partial differential equation (HJB)

I am trying to solve a simple optimal control problem using the Hamilton-Jacobi-Bellman equation, numerically in Python. This is proving to be rather difficult as I end up having to solve the ...
1
vote
0answers
59 views

Solve system of polynomial equations with Python

I have 5 at most 4th order polynomials in 5 variables, $$p_i(x_1,x_2,x_3,x_4,x_5) \qquad i = 1, \ldots, 5$$ where all coefficients are either rational or floating point. I'd would like to get the ...
0
votes
1answer
46 views

Changing the domain of a 3D Finite Difference code from cube to sphere

I have an explicit FD (Finite Difference) code for diffusion/heat on a PDE in a cuboid domain, and it works fine. I would like to update the discretized equations and change the code so as to solve ...
1
vote
0answers
33 views

Algebraic recursion of Hermite polynomials in SymPy [closed]

I want to obtain the algebraic values of, for example, Hermite polynomials using SciPy but in a recursive manner. Using Maple, for example, these can be defined as ...
4
votes
0answers
74 views

Comparing sum of floating points

I am currently working on a numerical algorithm involving a lot of floating point arithmetic, involving some badly conditioned problem sets. I am using the relation $|x - y| / (\max(|x|, |y|, 1)) \...
1
vote
1answer
78 views

Operation count for GMRES

One can use GMRES as it is, but there is also a version of GMRES called k-step restarted GMRES, which is used for large matrices, where $k$ is some fixed number of steps after which we take a new $x_0$...
0
votes
1answer
62 views

Is this a knapsack problem?

I have a set of $K$ keywords. Each of this keywords can have set of bids from $1\$,\dots,N\$$. For each bid for a keyword, it will get a specific amount of clicks and a specific cost. Clicks and Cost ...

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