# All Questions

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### 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: ...
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 ...
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 ...
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 ...
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 ...
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. ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 $\beta$ ...
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, ...
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,...
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 ...
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) ...