All Questions

Filter by
Sorted by
Tagged with
3
votes
2answers
1k views

How Do I solve large systems given UMFPACK memory limitations?

I am trying to solve a system of equations (A x = b) for 3D heat diffusion (i.e. each equation has at most 7 terms not including the constant "b" term) using UMFPACK with boost numeric bindings to C++....
3
votes
1answer
144 views

Stable method for solving a HJB equation

I am considering finite difference methods and their error analysis for solving HJB equation of the following form: $$ v_t=|\sigma(x)v_x|,\quad x\in \mathbb{R}, $$ where $\sigma$ is a given function ...
3
votes
1answer
160 views

Numerical computation of the velocity in the steady Navier-Stokes equation

I've asked this question on Math.SE too. Let $d\in\left\{1,\ldots,4\right\}$ $\Lambda\subseteq\mathbb R^d$ be bounded, nonempty and open and $\partial\Lambda$ be Lipschitz $V:=\left\{u\in H_0^1(\...
3
votes
2answers
680 views

Low-rank updates in BFGS

I have read this and other threads on this site on BFGS, but I still don't have a clear understanding of what it's meant by low-rank updates. For example, I read the following in this book: The ...
2
votes
2answers
223 views

Solve a very large linear system (question about a library linear algebra to do this)

I need to solve a very large linear system (coming from finite element method). I'm currently using the Intel MKL library, but the system has been delayed more than 20 hours. The matrix of the system ...
2
votes
1answer
4k views

Plot a surface from data sets in MATLAB

I tried to plot a surface in MATLAB but, since it is the first time I had to do something like this, I need a confirmation on the process I followed because it is important for my project to plot the ...
2
votes
3answers
2k views

How to avoid the round-off errors in the larger calculations?

Now I need to sum up more than one thousands of terms and then make the four-dimmensional integral in my Fortran program. I found that there are some numerical errors. Can you give me some suggestions ...
2
votes
1answer
280 views

Numerical integration of a function whose expression is unknown

I want to compute the value of an integral of a function. This function, however, is not given by a formula, say $f(x) \: \forall x \in [0,1]$, but is only known through its values on some given ...
2
votes
2answers
113 views

General Lagrange basis formula (usual problem in finite element context)

It is easy to prove that, $$\{p_1(x,y)=1-x-y\;,\;p_2(x,y)=x\;,\;p_3(x,y)=y\}$$ is a Lagrangian basis of $\mathbb{P}_1(\hat{T})$ (polynomials of total degree less that 1 living on $\hat T$), where $\...
2
votes
1answer
79 views

How to add extra constraints to a linear system for probabilities?

Background: I have an equation which looks like as follows: $W \times P = R$ $$\left[\begin{array} &{1}&{0}&{0}&-\frac{w_{1}}{w_{o1}} &\dots &{0} &-\frac{w_{1}}{w_{0} } \...
2
votes
2answers
1k views

visualization of 3D probability flow

I have a master equation for $P(N_A^+,N_B^+,N_C^+,t)$, with $N_A^+,N_B^+,N_C^+$ all discrete. The numerical integration is done by this Matlab program using Euler's method. Despite the crude Euler's ...
2
votes
3answers
1k views

stop condition in scipy.integrate.ode for stiff system

I'm using Python scipy.integrate.ode, and I want to stop my integration at a certain condition. So I use the integrator "dopri5" and use the method "set_solout" to specify a function for my stop ...
2
votes
1answer
2k views

2D cross section from 3D surface

I am trying to apply the "restoring force surface" method to a dynamic linear system. The idea behind this method is that, knowing acceleration, displacement, velocity and input force it is possible ...
2
votes
0answers
95 views

C++: How to find the roots of polynomial modulus N [duplicate]

I need to know what library, given a vector of coefficients and modulus N return the roots of polynomial modulus N. The library should support big integer. I'm coding in C++.
2
votes
1answer
133 views

Question on how MATLAB's pdepe solver works

I'm solving the following 1D transport equation in MATLAB's pdepe solver. $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$ At the inlet (left ...
2
votes
1answer
68 views

Computation of equivalent thermal resistance and thermal capacitance from FE model

I need to compute the equivalent thermal resistance and thermal capacitance of a structure used for heat transfer. For illustration purpose let’s say it’s the 2D problem of the following figure. In ...
2
votes
2answers
366 views

2d Euler manufactured solutions

Where can I find manufactured solutions for the 2d Euler equations, with the complete analytical terms, including the Jacobian of the source term ?
2
votes
1answer
2k views

Parallel vs Serial Thomas Algorithm

I am currently writing a code that solves a large tridiagonal matrix every iteration and runs for 1,000's of iterations. I am currently using a Thomas algorithm to solve the matrix serially. I found a ...
2
votes
1answer
127 views

Boundary conditions in a finite element eigenvalue problem

I've been reading multiple papers and related posts for a while now, but I can't seem to find a specific answer to the issues I'm having so I hope someone can clarify things here. I'll provide some ...
2
votes
0answers
65 views

Solving a nonlinear equation with a Markov process and RVs

Assume that we have the following equation and the following assumption. The scope is to solve for some particular variables expressed later. Update $$E_{t}\left[ b(A_{t+1})^{1-\gamma} *R_{t+1}^{-\...
2
votes
2answers
151 views

Preconditioner for scalar laplacian system

Suppose that I have a large (on the order of 10^6 unknowns) 3D scalar Poisson system which I would like to precondition. The boundary conditions have been treated so that the system is SPD. I.e., $$\...
2
votes
0answers
61 views

How can I numerically solve a saddle point problem with repeated constraints?

I am interested in numerically solving the following constrained minimization problem; Find the value of $x\in \mathbb{R}^n$ that minimizes $f$ where $f\colon \mathbb{R}^n\to \mathbb{R}$ is defined ...
2
votes
1answer
120 views

Prevent single node spikes in a FEM-simulation (using continuous Galerkin)

I am trying to solve a non-linear time-dependent heat equation $$\partial_tT=\nabla \left(k_T(T)\nabla T\right) + f$$ (similar to question Solving a non-linear heat equation with the galerkin method ...
2
votes
2answers
664 views

Schrödinger equation with time dependent Hamiltonian

I need to solve the Schrödinger equation with a time dependent Hamiltonian $$i\hbar \frac{\partial}{\partial t} \Psi = \left[-\frac{\hbar^2}{2m}\nabla^2 +\frac{1}{2} k(t)(x^2+y^2) + V(r)\right]\Psi $...
2
votes
2answers
353 views

computing Newton-Cotes weights

For the closed Newton-Cotes quadrature over $[x_1, x_n]$, the coefficients $H_{n,i}$ for $$ \int_{x_1}^{x_n} f(x)\:\text{d}x = h \sum_{i=1}^n H_{n,i} \; f(x_i) $$ are given explicitly by $$ H_{n,r+1} =...
2
votes
0answers
70 views

Efects from the boundary in advection equation [duplicate]

I am implementing the advection equation $u_x+(1/c)u_t=0$ following a Crank-Nicholson finite difference scheme. The equation for this is \begin{eqnarray*} -\frac{\gamma}{4} w_{n-3 j+1} + w_{n-2 j+1} ...
2
votes
1answer
994 views

Derivatives Approximation on non uniform grid

I was trying to approximate 1st derivative of a function $\phi$ on a non uniform grids: basically my aim is to do this on a uniform grid on the same domain, so I can calculate it on the "new" grid. ...
2
votes
2answers
237 views

Automatic Differentiation - reverse accumulation of linear system solve

I am studying the reverse mode of automatic differentiation. The reverse mode of automatic differentiation allows the efficient computation of a the derivative of a single dependent variable $y$ with ...
2
votes
1answer
323 views

Analytical Solution of Transport Equation

I'm looking at the analytical solution of the convection-diffusion equation $$\frac{\partial C}{\partial t} = D\frac{\partial ^2 C}{\partial x^2}-v\frac{\partial C}{\partial x}$$ with initial ...
1
vote
1answer
55 views

Isotropic thermal expansion

I frequently see the equation $$ \sigma_t = E\alpha \Delta T $$ as the equation for thermal stress. Where $E$ is Young's modulus, $\alpha$ is the CTE, and $\Delta T$ is the change in temperature. ...
1
vote
2answers
228 views

Numpy FFT gives me a pulse shorter than it should be. Not sure what I am doing wrong

I've created a code (Python, numpy) that defines an ultrashort laser pulse in the frequency domain (pulse duration should be 4 fs), but when I perform the Fourier Transform using DFT, my pulse in the ...
1
vote
1answer
155 views

Where can an undergraduate go to find cores on a budget?

I've may have reached a point in my neural network research that I cannot continue without significant financial investment. I am using neuroevolution to evolve a network on the EMNIST data set. It ...
1
vote
3answers
175 views

Optimization of a blackbox function

Let's say that we have an objective function $f(\mathbf x,\mathbf y)$ which has the parameters $\mathbf x=[x_1\ldots x_n]$ and $\mathbf y=[y_1\ldots y_n]$. Here, $\mathbf y$ is a blackbox variable ...
1
vote
0answers
1k views

Crank-Nicolson for 2nd- and 4th-order finite differences

I modeled the heat equation, $$ u_t = au_{xx} $$ using the common 2nd-order Crank-Nicolson scheme, $$ \frac{u^{n+1}_i-u^{n}_i}{dt} = \frac{a}{2\,dx}\left(u_{i-1}^{n+1}+u_{i+1}^{n+1}-2u_i^{n+1} + u_{i-...
1
vote
0answers
9k 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 ...
1
vote
1answer
204 views

Converge rate analysis: issue with time convergence

I have written a code which solves the incompressible formulation of the Navier-Stokes equations. It uses high-order methods both for time and spatial derivatives. I have been conducting convergence ...
1
vote
1answer
408 views

Feasibility checking

Consider the following optimization problem: $Min\;\;\; CX$ $AX\geq b$ $x_ix_j= x_s x_t\;\;\; i\neq j \neq s\neq t$ $x_j\geq 0;$ Where $A$ is the adjacency matrix and $C$ is a constant vector. ...
1
vote
0answers
470 views

Looking for C++ function for performing optimization of parameters for multivariable function

I am adapting a Java program from C++ and need a C++ function to perform the same task as the Java BOBYQAOptimizer() function. Can anyone recommend a C/C++ library with equivalent or similar functions ...
1
vote
0answers
62 views

Roe Riemann solver for perfect gas mixture

I have working program for solving one-component 1D Euler equations with Roe's approximate Riemann solver constructed according to this pdf. My implementation of the algorithm is as follows ($\rho$ is ...
1
vote
2answers
166 views

Effective way to build the neighbor's list in MD

I'm trying to implement the following form of the cell/neighbor list method in my MD code. I have divided my simulation box into a fixed number of cells, and according to its positions, I have ...
1
vote
1answer
108 views

How to compute turbulent energy cascade

I need to compute the kinetic energy cascade using a finite volume solution in an equally spaced grid. I wonder if it is more correct to first compute the kinetic energy in the space (or time) domain, ...
1
vote
0answers
297 views

Structural mechanics traction boundary condition question

In structural mechanics, are the boundary conditions "free surface," "Traction free", "stress free" all equivalent Neumann boundary conditions?
1
vote
2answers
307 views

Mass conservation in 1d diffusion by method of lines

I am solving the 1D diffusion equation by discretization using the method of lines. My problem is that I don't manage to ensure mass conservation. I have read many similar questions about the topic ...
1
vote
1answer
949 views

Improper Numerical integral

I am self teaching myself python and computational physics via Mark Newmans book Computational Physics the exercise is 5.17 of Computational Physics. I have to shift the limits of integration for an ...
1
vote
0answers
42 views

When numerically computing eigenstates during a coupled-mode-space NEGF calculation, do phases matter?

The coupled mode space NEGF method for computing transistor characteristics involves expanding the electronic wavefunction in a mode space basis $$\Psi(x,y,z) = \sum_n\phi_n(x)\xi_n(y,z;x)$$ where $\...
1
vote
1answer
29 views

Four-noded rectangular element shape functions

I works on a project where I need to compute a modal analysis of an acoustic cavity. The cavity is rigid which translates the problem to the following equation $$\frac{\partial^2p}{\partial{}x^2}+\...
1
vote
1answer
95 views

Crank-Nicholson for diffusion-advection vs diffusion equation

Let's consider the following 1D diffusion equation: $\frac{\partial u}{\partial t} = xk \frac{\partial}{\partial x}(\frac{1}{x}\frac{\partial u}{\partial x})$ where we assume that the diffusion ...
1
vote
0answers
59 views

Discretization used for steady linear elasticity - followup to previous question

This is a follow-up of my previous scicomp question (https://scicomp.stackexchange.com/posts/28863/edit). I figured I'd start a new thread on this as the question is a bit different from my previous ...
1
vote
1answer
51 views

Initial condition for Kuramoto-Sivashinsky

For a project in my advanced numerical method class I have to solve the 1D Kuramoto-Sivashinsky equation of which I know little. I just know that it was derived the equation to model the diffusive ...
1
vote
0answers
36 views

Comparison of convection time - theoretical value vs computed

This is a follow up to my previous post here, I'm solving for convection in 1D $$\frac{\partial C}{\partial t} = - v\frac{\partial C}{\partial x}$$ The discretization of the above equation is ...

15 30 50 per page