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3
votes
1answer
750 views

Comparing Algorithmic complexity, ODE Solvers (Big O)

I am currently using the following three methods to solve differential equations: 4th order Runge Kutta Method Euler Method Internal scipy methods: ...
16
votes
2answers
4k views

Options for solving ODE systems on GPUs?

I would like to farm out solving systems of ODEs onto GPUs, in a 'trivially parallelisable' setting. For example, doing a sensitivity analysis with 512 different parameter sets. Ideally I want to do ...
1
vote
1answer
472 views

What is the state of the art in solving stiff initial value problems?

I'm looking for current references on solving stiff ODEs. Most of what I know (say, BDF methods) apparently date back to the 1980's, and I feel like a lot of progress should have been made in that ...
11
votes
3answers
5k views

How much more work is it to code math models in Python, compared to working with Matlab?

If one had to code up a new dynamical system for a research group at a university, and the university has a Matlab total headcount license so that one could code in Matlab, are there any benefits to ...
14
votes
1answer
1k views

Conserving Energy in Physics Simulation with imperfect Numerical Solver

I am creating a C++ Physics Simulation where I need to move an rigid body through an acting force field. Problem: simulation does not conserve energy. Quesiton: abstractly, how is conservation of ...
17
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. ...
57
votes
4answers
9k views

How mature is the “Julia” scientific computing language project?

I'm considering learning a new language to use for numerical/simulation modelling projects, as a (partial) replacement for the C++ and Python that I currently use. I came across Julia, which sounds ...
30
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 ...
0
votes
2answers
61 views

Uniaxial stretching solution not uniform in FEM code

I am trapped here for a long time. I wrote a toy Matlab FEM code. I want to run the follow simulation. Mesh Suppose we have a cube, and we divide it into subcube along $x,y,z$ axis, then each subcube ...
0
votes
0answers
20 views

Hawkes Process : recursive formula for : $R'_{m,n} (k) = \sum_{ \{i : t_i^n < t_k^m \} } (t_k^m - t_i^n) \exp ( - \beta_{m,n} ( t_k^m - t_i^n ) ) $

Following the advice of a fellow mathematician, I am asking my question here from (https://mathoverflow.net/questions/365554/hawkes-process-recursive-formula-for-r-m-n-k-sum-i-t-in-t) I need to use a ...
2
votes
2answers
67 views

ODE Event detection for calculating multiple roots of continuous sinusoidal equation

Hey everyone I have a paper that has a method for computing rise and set times of a satellite given a closed form solution. It is a complicated sinusoidal function and the paper has a method to ...
0
votes
1answer
58 views

Plotting the difference between an exponential and its Taylor expansion as a function of number of terms?

I'm terribly green, please forgive me. I need to plot the difference between a chosen calculated Taylor expansion $e^x=1+x+\frac {x^2}{2!}+\frac {x^3}{3!}+\frac {x^4}{4!}+\frac {x^5}{5!}$... and the ...
1
vote
0answers
66 views

Computation of a functional for large values

Consider the following function : $$f(x) = \sin^2(\frac{π\Gamma(x)}{2x})$$ Now consider the following functional : $$I(x)=\int_0^\infty \frac{f(x + iy) − f(x − iy)}{e^{2πy}-1} dy$$ I need values for ...
6
votes
1answer
152 views

Why lattice Boltzmann despite its huge number of mesh points still has worse accuracy in comparison to FEM for calculating wall shear stress?

I'm just doing a very simple experiment. I'm calculating wall shear stress based on Poiseuille flow for a pipe by using lattice Boltzmann method (LBM) and FEM to compare their values with the ...
1
vote
1answer
53 views

Which are the right configurations in the Markov chain of a Hamiltonian Monte Carlo algorithm?

I have a question about the Markov Chain Hamiltonian Monte Carlo (MCHMC). Hamiltonian Monte Carlo is known as Hybrid Monte Carlo too. I'll describe the steps of the algorithm. We have at the ...
1
vote
0answers
69 views

RK4-method starts oscillating above certain input parameters

I am trying to solve an equation of the following type $$\partial_zE(z)=-c_0J$$ with $$J=c_1\beta E^3(z)$$ using the boost::odeint-framework and a fixed time stepper, with $c_0$, $c_1$ and $\beta$ ...
-1
votes
0answers
28 views

How to generate a symmetric matrix that will produce a pos-def matrix after application of a pos-def kernel function?

Note in advance that I'm not trying to sample symmetric, positive-definite matrices - that, at least, I know how to do. What I'd like to sample, is symmetric matrices (ideally with diagonal 0, ...
3
votes
0answers
46 views

Choosing good modelling method for solving Boltzmann equation

I'm writing a solver for Boltzmann Equations (BE) including a force term in rarefied plasma, for my PhD. The aim is to see if an instability occurs inside an electric streamer (theoretically it should,...
0
votes
0answers
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 ...
3
votes
1answer
90 views

FEM with elastic inhomogeneous properties leads to mesh-induced anisotropy

I'm solving an elastic homogenization problem and I'm having problems with mesh artifacts. I would like to first give a brief summary of what I do: I have a system with inhomogeneous (but isotropic) ...
13
votes
1answer
3k views

Comparing Jacobi and Gauss-Seidel methods for nonlinear iterations

It is well known that for certain linear systems Jacobi and Gauss-Seidel iterative methods have the same convergence behavior, e.g. Stein-Rosenberg Theorem. I am wondering if similar results exist for ...
0
votes
1answer
61 views

interface value on the error equation

https://www.jstor.org/stable/pdf/2157482.pdf, here I have a problem in last equation of (2.6) in section (2.1). When they are considering error equation on the interface $\Gamma$ they get $e_v^{(n)} = ...
3
votes
2answers
172 views

Deep learning using Distributed linear algebra

Is there any deep learning library based on Trillinos or Petsc linear algebra?
0
votes
1answer
82 views

Which scheme for inhomogeneous convection-diffusion equation with highly variable coefficients?

I have a 1D convection-diffusion equation $\sigma_t = a(x,t) \sigma_{xx}+b(x,t)\sigma_x+f(x,t)$ defined on the unit interval, with nonzero Neumann boundary conditions at both ends. It should be noted ...
0
votes
0answers
11 views

Using spline or piece wise function as input (intermediate) in Gekko

Simple paraphrase of my question is what is the best way to use a table or curve as an input for an optimization problem in Gekko (and/or AP Monitor)? For example, I have simplified atmospheric ...
18
votes
3answers
841 views

Strategies for unit testing and test-driven development

I'm a huge advocate of test-driven development in scientific computing. It's utility in practice is just staggering, and really alleviates the classic troubles that code developers know. However, ...
1
vote
2answers
115 views

How to begin writing scientific codes in C++ in Trilinos or PETSC style?

My background: I have taken some courses on numerical analysis during my PhD and read a few books on the topic as well. I mostly work on low Reynolds number fluid mechanics and use boundary element ...
2
votes
2answers
83 views

Solution of symmeric/non-symmetric linear system

I would like to understand what happens in the following: I have a really simple Poisson problem, in 1D, with $u_0 = u_N = 0$. I assembled the stiffness matrix and the right-hand side, and I applied ...
0
votes
1answer
28 views

Getting streamline for a lid driven cavity flow in openFoam/ParaView

I have installed openFoam on Debian GNU/Linux and learning from official user guide. I have a problem with generating streamlines. I am trying to generate streamlines as explained in the post ...
0
votes
0answers
18 views

Benchmark instances for directed 3-Cycle cover

The directed 3-Cycle cover asks for a vertex-covering set of oriented cycles with at least three vertices per cycle such that every vertex is covered by exactly one cycle. I have scrutinzed the ...
9
votes
1answer
1k views

How to document math formulations in scientific computing codes?

I am writing the code relate to math. There is some complicated math formulation in the project. Directly writing the calculation code leads to hard understanding; thus I want to comment on the ...
8
votes
2answers
3k views

Quality of eigenvalue approximation in Lanczos method

I try to familiarize myself with iterative eigenvalue solvers such as Lanczos. So I tried rewrite it to python directly according to wiki. But it doesn't seem to work. The problem: it approximates ...
2
votes
1answer
87 views

Calculate stable time step DG method for advection-diffusion

For stable time steps for the RKDG method for transport equations we require that $$ \Delta t \le \frac{\Delta x CFL}{(2k + 1)|\lambda|}, $$ where $\lambda$ is the eigenvalue of our conservation law ...
0
votes
0answers
41 views

Adaptive quadrature methods for Fourier Optics

In Fourier Optics one often needs to compute approximations to bivariate integrals like $$ \int_{-\frac{l}{2}}^{\frac{l}{2}}\int_{-\frac{l}{2}}^{\frac{l}{2}} {\rm e}^{i\phi(\xi,\eta)}\mathrm{exp}\left[...
3
votes
1answer
122 views

Scipy Spline Interpolation Parameter

Documentation in scipy.interpolate (found at https://docs.scipy.org/doc/scipy/reference/tutorial/interpolate.html) states: "The parameter variable is given with the keyword argument, u, which ...
8
votes
2answers
270 views

Compute powers close to zero

What is a simple way to compute $10^x - 1$, where $x$ is close to zero? Using exponentiation and then subtraction isn't good enough, because the fractional part is very small compared to the one that ...
1
vote
1answer
113 views

Efficient way to solve a set of linear equations $Ax=b$ when $A$ is sparse and some elements of $b$ are equal to zero

I have a set of linear equations, $Ax=b$. And about half of the elements in the right-hand side (vector $b$) are equal to zero. My system matrix $A$ is a sparse complex matrix. And $A$ is in the size ...
0
votes
1answer
91 views

Solving large sparse system

I am working on a problem with very large sparse matrices. I'd like to compute $A^{-1} B$, that is a crucial part of converting DAE to ODE (and there is no workaround). Here size of $A$ is 2E+5 x 2E+5 ...
4
votes
1answer
130 views

How to define a dimensionless Objective function for determining how peaked a curve is?

I have attached 2 plots for FFT spectra. One is considered good and one is bad. The good one is classified on the basis of how closely spaced the frequencies and the bad is based on how multiple ...
2
votes
1answer
80 views

Efficient projection of a vector onto matrix kernel

Given an $m \times n$ matrix $A$ and a vector $x\in\mathbb R^n$, with $m<n$, what's an efficient way of computing the projection of $x$ onto the kernel of $A$?
0
votes
0answers
44 views

Surface mesh from labeled 3D points

I'm trying to figure out how to create a surface mesh from a set of labeled 3D points. The 3D object could be something like part of a cave system or asteroid where there would be parts of the surface ...
3
votes
1answer
405 views

How to implement flexible gmres in matlab?

About the flexible GMRES (fgmres), we know that it is a variant of right preconditioned gmres. And the robust command gmres in matlab as follows: ...
0
votes
0answers
11 views

Sufficient conditions to ensure divergence of a sequence in Maxima

I am using Maxima to check whether a given sequence is diverging to $+\infty$. I know that this problem is undecidable and we note that Maxima is throwing an error: ...
1
vote
1answer
49 views

Linear system with an l1-norm constraint

I have a saddle-point system of the form \begin{equation} \begin{bmatrix} A & B \\ B^T & O \end{bmatrix}\begin{bmatrix} x\\ y \end{bmatrix} = \begin{bmatrix} f \\ \vec{0} \end{bmatrix}, \end{...
4
votes
1answer
128 views

Differences between Discrete Fourier Transform and Continuous Fourier Transform?

I am trying to visualize the time dependence of a free particle given an initial wave-function using Python and I just wanted to know if I could use the in built FFT implementation from NumPy to find ...
0
votes
0answers
27 views

How to create a simulated federated learning network to study sybil attacks?

I'm trying to study the relationship, if any, between the accuracy of a federated learning network and the number of attacking sybils. In order to do this, I need to create a simulated FL network and ...
1
vote
0answers
79 views

Is Romberg integration method implemented as weighted function values numerically correct?

I have to integrate expression f(x) * g(x) for many different functions f but just one g. I ...
3
votes
1answer
379 views

General case Kutta condition

I'm working on a 2D inviscid fluid simulation using a "panel method", with Potential being used to enforce the no-through boundary condition. I'm trying to incorporate the Kutta condition, which says ...
0
votes
1answer
48 views

Solving an ODE using odeint in Python and continuing the integration

The following relates to the linked question: Scattering of waves in a symmetrical potential (using python) I have attempted to solve the problem for $U(r)$ using ...
1
vote
0answers
73 views

Plot of ratio of two integrals:

Consider the following integrals $$ I_1(x) =\int_0^\infty\mathrm dy \frac{F(x + \mathrm iy) − F(x −\mathrm iy)}{\mathrm e^{2πy}-1}, $$ And $$I_2(x) =\int_1^x F(t)dt$$ Where, $ F(z) = \sin^2[π\Gamma(z)/...

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