All Questions

1
vote
1answer
40 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
68 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
65 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
35 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
56 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
113 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
170 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
44 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
65 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
78 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
65 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
53 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
131 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
48 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
37 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
75 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
93 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
63 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 ...
2
votes
0answers
52 views

Identify the components of the (weak form) PDE in structural mechanics

I am trying to identify the weak form of PDE in structural mechanics. I read a lot of papers where they are using the elliptic boundary value problem \begin{equation} \int\limits_{\Omega} \delta \...
0
votes
1answer
34 views

Given co-ordinates of 8 vertices, how to calculate the outward normal and surface area for each face of a irregular hexahedron?

I am working on an FEA mesh of hexahedron elements. The elemental level calculations involve finding the surface normals and area for each surface of a hex element. I preferred the vector cross ...
1
vote
1answer
52 views

Mapping derivative information in uniform to non-uniform grid

I'm having two sets of grids. One is uniform and another one is not uniform. I will calculate the derivative in uniform grid points and I like to transfer(map) the derivative to the non-uniform grid ...
-1
votes
1answer
47 views

Scipy Two-point Boundary value Problem

Nonlinear ODE Statement I would like to use scipy to solve the following: u'' + (u')^2 = sin(x) u(0)=0, u(1)=1 where u = u(x). Approach I am looking at the ...
0
votes
1answer
49 views

What's a time centered Riemann problem?

I am trying to understand the meshless methods as described in https://arxiv.org/pdf/1409.7395.pdf. I'm having trouble understanding the following step: (Page 7, just after equation 17) Now, rather ...
3
votes
0answers
74 views

Gmsh for 3D volume with inclusions [closed]

In an attempt to create three-dimensional volumes with inclusions in Gmsh I stumble upon a problem which was non-existent in the two-dimensional case. I'm using the OpenCASCADE geometry kernel ...
2
votes
1answer
80 views

Is steady linear elasticity inherently ill-conditioned?

Compared to the transient PDE for linear elasticity, the steady equations appear to less well-conditioned. Are they inherently ill-conditioned without the transient term? The condition number for ...
0
votes
1answer
17 views

Numpy: How to permute array into indices of larger array? [closed]

I have an array of length L with N zeros, and L-N non-zero values. I have another array of length N. I would like to put the values of the shorter array into the positions of the longer array which ...
3
votes
1answer
114 views

Is there any open-source code for a hybrid 2D mesh (triangles and quadrilaterals)?

The question is pretty much the title. Note that I have lots of experience using open-source meshing tool, e.g. Gmsh and OpenFoam blockMesh & snappyHexMesh. Nevertheless, I have no idea on how to ...
2
votes
0answers
54 views

Where does the seemingly official number of certain algorithms come from?

There are a lot of algorithms which seem to have been supplied an official number, such as Algorithm 76, Hierarchical clustering using the minimum spanning tree. Another example is Algorithm 123, ...
0
votes
0answers
15 views

Finite Group (Non-)Isomorphism

I am poking at reproducing some fundamental research in group-theory. In particular, I want to reproduce the OEIS sequence #1. The crux of the problem is not generating potential groups, this can be ...
0
votes
1answer
109 views

Solving advection equation - periodic conditions - using roll python function [closed]

The original post was on stackoverflow : I transfert it here. I have to solve numerically the advection equation with periodic boundaries conditions : u(t,0) = u(t,L) with L the length of system to ...
3
votes
1answer
92 views

How to find the nearest/a near positive definite from a given matrix?

I'm given a matrix. How do I find the nearest (or a near) positive definite from it? The matrix can have complex eigenvalues, not be symmetric, etc. However, all its entries are real valued. The ...
-1
votes
1answer
46 views

Finite element convergence rate and possion's ratio

I am running simulations of a cantilever beam where it is fixed on one end and negative force applied to the other end. The first simulation is with 4-node linear quadrilateral elements and the other ...
2
votes
0answers
62 views

2d wave equation with finite differences blowing up

I am (naively) trying to solve the 2d wave equation with finite differences. But the system blows up instantly. For simplicity I set the constant $c=1$, then I am left with $$\Delta u =u_{tt}.$$ I ...
2
votes
0answers
64 views

Are there known accuracy issues between 2D axisymmetric and 3D solutions?

In my full 3D solutions I am solving for the potential throughout a $100\times 200\times 200$ grid. Inside is a ring electrode set to -5V via a Dirichlet boundary condition, and surrounded on all ...
3
votes
2answers
76 views

1+x not backwards stable?

If you compute 1+x for x less than the machine precision, the answer will be 1 which is the ...
1
vote
1answer
42 views

Strain from FEM simulations to strain gauge measurements

I am looking for some intuition in making comparisons of FEM simulations to experimental measurements. In particular, I am interested in comparisons to strain gauge readings, and perhaps even LVDTs. ...
0
votes
1answer
57 views

tea bag flavors mixing algorithm [closed]

I bought three boxes of tea bags with different flavors (A, B, C). I wish to mix them in such a way that - there is never two consecutive bags of the same flavor (ABCCAB is avoided) ; - the mixing ...
3
votes
1answer
38 views

Improve optimization speed for a set of similar problems: Quadratic programming with a warm start

I am repeatedly solving quadratic program, $x^T Q x$ with time dependent linear constraints $Ax=b_t$. Dimension of $x$ is around 10000 and there are around 50 constraints. I want to solve the ...
4
votes
0answers
60 views

Improving convergence of Jacobi iteration to Schur form

I'm using SIMD processor arrays to compute the eigen-decomposition for large numbers of small (up to $32\times 32$) matrices. For assorted technical reasons, Jacobi iteration maps well to the SIMD ...
0
votes
1answer
101 views

Impose Neumann Boundary Condition in advection-diffusion equation 1D

when solving the advection equation in 1D that is: $$ \frac{\partial u}{\partial t} + c\frac{\partial u}{\partial x} = 0 $$ with $ u'(t,0) = 0$ and $u(t,L) = 0$ , $u(0,x) = u_{0} $ one numerical ...
0
votes
1answer
56 views

Writing parallel code for molecular computation [duplicate]

I recently moved towards computational biophysics from an experimental science background. As of now, I am learning the fundamentals and doing some basic monte carlo simulations of LJ fluid on my ...
3
votes
1answer
71 views

Condition number of matrix and effects of round off errors

In my numerical linear algebra class, I learned that for some matrices, it could have an element that is a very small number that is approximately 0 (and many orders of magnitude different from all ...
0
votes
1answer
136 views

Applying neumann boundary conditions to diffusion equation solution in python [duplicate]

For the diffusion equation $$ \frac{\partial u(x,t)}{\partial t} = D \frac{\partial ^2 u(x,t)}{\partial x^2} + Cu(x,t) $$ with the boundary conditions $u(-\frac{L}{2},t)=u(\frac{L}{2},t)=0$ I've ...
0
votes
1answer
62 views

Minimize cost with Levenberg-Marquart method

I want to minimize a cost function of the form, $$ \min_{q,t}\left(q^T\left(\mathcal A + \mathcal B\right)q + t^T\mathcal C t+\delta t+\varepsilon Q(q)^TW(q)t+\lambda\left(1-q^Tq\right)^2\right) $$ ...
6
votes
1answer
138 views

Defining a condition number and termination criteria for Newton's method

The condition number of function evaluation $$ \mathrm{cond}(f,x) := \left| \frac{x f'(x)}{f(x)} \right| $$ is infinite at a root of $f$. Hence it is useless for rescaling a tolerance which defines an ...
1
vote
0answers
30 views

Is it possible to obtain a 'relaxing lengths' for 8 node hexaedral element

I am using 3D FEM with 8-node brick elements to model a certain type of growth/expansion, which is not a plastic deformation. First, I apply a pressure/load and I get displacement and the new position ...
3
votes
0answers
32 views

Guide for finite-difference schemes for Hamilton-Jacobi-Bellman Equations

I need to solve a simple, low-dimensional Hamilton-Jacobi-Bellman equation. Is there a simple guide for doing this numerically using finite-difference schemes? I found a few research articles ...
1
vote
1answer
80 views

Grid dependence of a numerical model

Statement of the problem Suppose, we consider the following model $$ \begin{array}{l} (1)~\mathbf{u}_t + \mathbf{F(u)}_x = \mathbf{S}(\mathbf{u},\mathbf{w}), \\ (2)~\mathbf{w}_x = \mathbf{P}(\mathbf{...
0
votes
1answer
60 views

How to derive the optimal bayesian solution to a model of two normal distributed populations

In the "Introduction" section of the paper Support-Vector Networks, it mentioned Fisher's solution to a model of two normal distributed populations: My questions are: How to derive equation (1)? I ...
2
votes
0answers
80 views

A Bound for the inverse of the sum of identity and triangular matrix

I wonder if there are any theorems which can help me to calculate an upper bound for the spectral norm of: $$\left\| \left[ I + \sum_{i=1}^{\overline{n}\in\mathbb{N}} \big( C_i - I\big)\right]^{-1}\...

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