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6k views

Numerically determining convergence order of Euler's method

I need to numerically determine the convergence order of Euler's method for various step-sizes. I am unsure how to go about doing this. Here is the question: Problem statement: $\frac{dy}{dt}=\alpha ...
1
vote
2answers
160 views

Grid mapping from Tchebyshev

I am using Tchebyshev discretization to solve a system of PDEs. Usually, I map the Tchebyshev space($\xi$, from -1 to 1) to physical space ($x$, from 0 to L) using $$x = (\xi +1)*L/2$$ Now, I also ...
1
vote
2answers
3k views

Python implementation for Frechet Distance

I am working on a trajectory analysis project using python and its data science related libraries. I am planning to implement Frechet Distance algorithm for trajectory analysis, each trajectory has ...
1
vote
1answer
217 views

Efficient evaluation of $BQ^{-1}B^T$ (Domain Decomposition Implementation)

I have implemented a schur complement domain decomposition method for solving large scale problems in Matlab. It works well but I think there should be some alternative approaches to implement some ...
1
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0answers
10k views

Using scipy.quad to calculate difficult integral

When evaluating the integral below in python using scipy.quad I get the following warning: UserWarning: The maximum number of subdivisions (50) has been achieved. If increasing the limit yields no ...
0
votes
1answer
2k views

Solving Time dependent Schrodinger equation using MATLAB ode45 [closed]

The Schrodinger equation for time-dependent Hamiltonian is $$i\hbar\frac{d}{dt}\psi(t) = H(t)\psi(t) \, .$$ I try to implement solve the Schrodinger equation for time-dependent Hamiltonian in ODE ...
0
votes
1answer
235 views

Nice plot of f(x)

A user has this nice graph of f(x) on his profile and I want to learn how to do it in matlab or Gnu octave. ...
0
votes
1answer
57 views

(2) Trying to model a simple second order ODE: Why time-step smaller is not better

This question is related with this other question: Trying to model a simple second order ODE. On this other question, I get some useful comments on why the simulations are so terrible. However, I have ...
0
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1answer
63 views

Analytic formula for $\arg\max_{\|z\|_\infty \le 1}z^T A z$, where $A=uu^T+vv^T$

Let $u$ and $v$ be column vectors of size $n \gg 1$ (not both zero), and consider the matrix $A:=uu^T+vv^T$ Question What is an analytic formula for $\arg\max_{\|z\|_\infty \le 1}z^TAz=\arg\max_{\|z\...
0
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1answer
2k views

FEM Stiffness Matrix is always close to Singular or Badly Scaled

I am making a code for an 18-node (3x3x2) 3D element FEM. However, even though I am (pretty) sure that all the shape functions are correct and whatnot, whenever I try and invert the stiffness matrix ...
0
votes
1answer
220 views

Well-posedness of Elasticity Boundary Conditions

For geotechnical engineering problems, it is common to fix a single component of displacement along a boundary as a Dirichlet boundary condition (roller boundary condition). However, I'm having ...
0
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1answer
147 views

Scattering of waves in a symmetrical potential (using python)

I'm looking at scattering of waves in a symmetrical potential as part of a research project. If a plane wave $e^{(ikr)}$ is incident on a spherically symmetric potential $V(r)$ the scattered wave is ...
0
votes
1answer
341 views

How to simulate thermal expansion in a 2D plane using FEA?

I am trying to model 2D thermal expansion of a square area inside another square using FEATool. I have simulated plane strain by incorporating forces pointing along the $[1 \,\,\, -1]^T$ direction ...
14
votes
3answers
2k views

How to express this complicated expression using numpy slices

I wish to implement the following expression in Python: $$ x_i = \sum_{j=1}^{i-1}k_{i-j,j}a_{i-j}a_j, $$ where $x$ and $y$ are numpy arrays of size $n$, and $k$ is a numpy array of size $n\times n$. ...
12
votes
3answers
4k views

Choice of step size using ODEs in matlab

Hey there and thanks for giving time to look at my question. This is a updated version of my question which I posted earlier in physics.stackexchange.com I'm currently studying a 2D exciton spinor ...
11
votes
1answer
966 views

Numerical methods for inverting integral transforms?

I'm trying to numerically invert the following integral transform: $$F(y) = \int_{0}^{\infty} y\exp{\left[-\frac{1}{2}(y^2 + x^2)\right]} I_0\left(xy\right)f(x)\;\mathrm{d}x$$ So for a given $F(y)$ ...
11
votes
4answers
2k views

Finding the square root of a Laplacian matrix

Suppose the following matrix $A$ is given $$ \left[\begin{array}{ccc} 0.500 & -0.333 & -0.167\\ -0.500 & 0.667 & -0.167\\ -0.500 & -0.333 & 0.833\end{array}\right]$$ with ...
10
votes
1answer
190 views

Polynomials that are orthogonal over curves in the complex plane

Various important sets of polynomials (Legendre, Chebyshev, etc.) are orthogonal over some real interval with some weighting. Are there known families of polynomials that are orthogonal over other ...
10
votes
2answers
1k views

Is the maximum/minimum principle of the heat equation maintained by the Crank-Nicolson discretization?

I'm using the Crank-Nicolson finite difference scheme to solve a 1D heat equation. I'm wondering if the maximum/minimum principle of the heat equation (i.e. that the maximum/minimum occurs at the ...
10
votes
3answers
348 views

Integrating Lagrange polynomials with many nodes, round-off

Given a set of points $\{x_j\}_{j=1}^n$ in $[-1, 1]$, I would like to compute $$ \int_{-1}^{1} L_i(x)\,\text{d} x $$ exactly. $L_i$ is the Lagrange polynomial with respect to the points $x_j$ with $...
9
votes
1answer
382 views

Solving a system with a small rank diagonal update

Suppose I have the original large, sparse linear system: $A\textbf{x}_0=\textbf{b}_0$. Now, I do not have $A^{-1}$ as A is too large to factor or any sort of decomposition of $A$, but assume that I ...
9
votes
1answer
600 views

Matrix Balancing Algorithm

I have been writing a control system toolbox from scratch and purely in Python3 (shameless plug : harold ). From my past research, I have always complaints about ...
9
votes
1answer
2k views

Schrodinger equation with periodic boundary conditions

I have a couple of questions regarding the following: I am trying to solve the Schrodinger equation in 1D using the crank nicolson discretization followed by inverting the resulting tridiagonal ...
9
votes
0answers
190 views

Imbalance of variables in Mixing Newton's method and Linear solver for a Non-linear system

Problem Solving a non-linear system of equations. The number of variables is the same as the number of equations. When I fix a set of variables (say $\vec{y}$) and keep another set free (say $\vec{...
9
votes
1answer
666 views

What numerical quadrature to choose to integrate a function with singularities?

For example, I would like to numerically compute the $L^2$-norm of $\displaystyle u = \frac{1}{(x^2+y^2+z^2)^{1/3}}$ in some domain that includes zero, I tried Gauss quadrature and it fails, it is ...
8
votes
4answers
410 views

Prolonging PBS job

It is quite painful to discover that a few-day long job is going to be prematurely killed due to an error in setting walltime limit for it. Is there a way to change it for a running PBS job?
8
votes
1answer
887 views

Which numerical methods preserve time reversal symmetry?

If I have a physical system which contains a time reversal symmetry (for example a Hamiltonian $H(x,p)=p^2/2m + V(x)$ with $V(x)$ real) and I want to solve the differential equations which describe ...
8
votes
2answers
860 views

How to solve the stiff equation in this Restricted Three Body Problem numerically?

I've come across a stiff equation in solving the Circular Restricted Three Body Problem. [An object is moving considering the effect of the gravitational forces caused by two gravitational sources ...
7
votes
2answers
5k views

FEniCS: how to specify boundary conditions on a circle inside 2D mesh

I would like to numerically find a mutual capacitance of two stripes of metal on the opposites sides of a cylinder. The problem is obviously a 2D Laplace equation. I would like to find the potential ...
7
votes
1answer
549 views

Which preconditioning for large linear elasticity problem?

The problem I want to solve is the displacement formulation of the linear elasticity : $$ \nabla \cdot \sigma = 0 \quad \text{in} \quad \Omega \\ \sigma = \lambda ( \nabla \cdot u ) I + \mu (\nabla \...
7
votes
5answers
303 views

External hardware resources for running long and computationally intensive simulations

I've written code for an obstructed random walker simulation and I want to run long simulations (6 hours or more on my computer). I don't want to run this simulation on my computer because I will want ...
7
votes
4answers
2k views

Finite Difference Method Stability

The diffusion equation is: $ \frac{\partial T}{\partial t} = \alpha \left( \frac{\partial^2 T}{\partial x^2} \right) $ An explicit finite difference approach can be used to solve this, forward in ...
7
votes
1answer
575 views

full rank update to cholesky decomposition for multivariate normal distribution

This question is a specialization of full rank update to cholesky decomposition, to which I hope to get a more positive answer. When calculating the minus log of the multivariate normal distribution, ...
6
votes
2answers
564 views

Applying matrix square root inverse in matrix-free regime

Let $A$ be a large symmetric positive definite matrix, and suppose that we can efficiently apply $A$ and have a fast solver to apply $A^{-1}$, but we do not have access to the matrix entries for ...
6
votes
2answers
424 views

Implementing the pressure correction method using finite elements

Ok so I am nearing the completion of my finite element Navier-Stokes solver that uses the $\theta$-method for time stepping and the pressure correction method for the pressure. I am following the ...
6
votes
2answers
271 views

Is it possible to ignore/discard part of a matrix when finding eigenvalues?

I have have multiple large matrices for which I need to find the largest absolute eigenvalue. I know that there is a large submatrix that does not vary. Is it possible to ignore/discard the submatrix? ...
6
votes
2answers
2k views

Sparse Incomplete Cholesky

I'm looking for an efficient, multicore, library to do incomplete cholesky (possibly modified). Many ILU code exists, but I can't find much about IC except in PETSC or Pastix. Could some of you drop ...
6
votes
1answer
174 views

A simple PDE solution question

I need to ask a question about partial derivatives. I want to solve this equation (steady state, one dimensional continuity equation): $$\frac{\partial (\rho u)}{\partial z}=0$$ which is equivalent to:...
6
votes
2answers
216 views

Continuation procedure to solve for a 2D curve that satisfies f(x,y) = 0

I have some function of $R^2$, that must be numerically computed. For instance, I might be interested in a real-valued contour integral that begins from (x,y) = 0. $$ f(x,y) = \Re\left[\int_0^{x + iy}...
6
votes
1answer
1k views

generalized eigenvalue problem

I need to solve a real generalized eigenvalue problem $Ax= \lambda Bx(*)$ A and B are calculated from equations below: $$A=\sum_{i,j=1}^{N}W_{ij}(K_{i}-K_{j})\beta\beta^{T}(K_{i}-K_{j})^{T}$$ $$B=\...
6
votes
4answers
1k views

Need Fortran 77 compiler

Does anyone know a compiler for Fortran 77 available as a free download? I have pre-written 77 code from a source published in the early 90's that I just need to compile, build, and run. But I don't ...
6
votes
2answers
1k views

matlab eigs: wrong eigenvalues for tridiagonal matrix

I try to compute eigenvalues of the tridiagonal matrix coming from finite difference scheme. For small mesh size, eigs works well. But for large size it fails. Here is an example where eigs fails. Is ...
6
votes
1answer
627 views

Estimate extreme eigenvalues with CG

CG may be used to estimate the extremal eigenvalues of a SPD matrix (by computing eigenvalues of tridiagonal matrix associated with the Lanczos algorithm). After a few iterations the largest ...
6
votes
1answer
378 views

Caveats of Hessian free method

Hessian free iterative optimization techniques like Newton-CG, do not explicitly compute the Hessian but instead approximate the product of the Hessian with a vector through finite difference. The ...
6
votes
2answers
897 views

Python package for (adaptive) function plotting

Are there any mature Python packages that can plot functions, and possibly use adaptive sampling? I am looking to pass only a function (can be a numerical black box) and a range, and expect a plot as ...
6
votes
1answer
168 views

Can heat distribution in an optical element irradiated by laser be oscillating?

I am modelling a heat distribution in optical element irradiated by laser. System is radially symmetric, and element is thin, i.e. heat value depends only on distance from center. Heat is received via ...
6
votes
0answers
268 views

Integrating highly oscillatory functions

I have a logarithmic grid, upon which i have two functions that are similar to this one (this is only the last 100 points): These are essentially very similar to a Sin function at this point. I need ...
6
votes
3answers
2k views

Efficient eigen-decomposition of covariance matrix

I am looking for an C/C++/Python algorithm implementation that calculates eigenvalues and eigenvectors of a symmetric, positive semidefinite covariance matrix. A general-purpose eigen-decomposition ...
6
votes
1answer
2k views

Why does std::complex<> initialize its value to 0 upon default construction?

Doing so strikes me as a waste of time. Consider std::complex<double> *a = new std::complex<double>[1<<28]; This could be near-instantaneous ...
6
votes
1answer
790 views

Inverse iteration to find the null singular vector of a rank-deficient matrix

I have an $n \times n$ unsymmetric matrix $A$ that results from the discretization of an ill-posed Poisson problem, and thus is rank-deficient with null space of dimension one. I want to compute just ...

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