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Solving a Nonlinear BVP using Finite Difference Method

I am trying to write a code to solve a nonlinear BVP using the Finite Difference Method. The BVP is: $(T^2)\frac{\partial^2 T}{\partial x^2} + T \left( \frac{\partial T}{\partial x}\right)^2 + Q = 0$ ...
3
votes
1answer
924 views

Is a checkerboard block decomposition of a matrix useful when solving a linear system with a parallel conjugate gradient method?

According to these lecture notes, a checkerboard block decomposition should exhibit better scalability when applied to parallel matrix-vector multiplication (presumably because of greater cache hit ...
3
votes
1answer
773 views

Add User-defined/custom differential equations in OpenFoam (CFD)

I am new to OpenFoam. And I am trying to add a set (user defined) of differential equations to OpenFoam. I want to solve this user defined set of equations at each time point in addition to standard ...
3
votes
1answer
162 views

Derivatives of Approximate Matrix inverses

I am cross posting this question to the mathermatics stack exchange. please find it either at this link, https://math.stackexchange.com/q/2952989/430980, or below: I have a question concerning the ...
3
votes
2answers
424 views

Energy Conservation in Conservation Laws with Source Terms

I'm wondering if anyone can help me understand energy conservation when using conservation law methods (i.e. Riemann solver, High-Resolution Wave-Propagation Methods) with the addition of source terms:...
3
votes
1answer
700 views

How can I make velocity verlet algorithm more stable?

The answer to this question implies that reducing the time step would make it more stable. However I have tried reducing the time step but the system is still unstable(the total energy increases to a ...
3
votes
3answers
312 views

$H^1$-convergence rate of finite element method for Poisson equation, depending on element order

I wanted to verify my FEM-program by applying the method of manufactured solutions, while solving the Poisson equation in two dimensions using the continuous Galerkin method $$-\nabla^2u=f$$ with $$u=...
3
votes
1answer
65 views

Shall I use global, heap allocated array or local, stack allocated one if references to its elements are made too many times?

I actually have this data locality as a possible problem for why my fortran program runs somewhat slow. In one part of this program, I have nested loops and throughout these loops, a given section of ...
3
votes
2answers
236 views

Find $\min x^TAy$ subject to $1^Tx=1^Ty=1,x\ge 0,y\ge 0$

In the following problem, $A$ is a given $\mathbb{R}^{m\times n}$ matrix: \begin{align} \mbox{minimize}\quad & x^TAy \\ \mbox{subject to}\quad & 1^Tx=1^Ty=1, \\ & x\ge 0,y\ge 0. \end{...
3
votes
1answer
493 views

Setting up optimization problem in GEKKO

I have the following dynamical system, $\frac{d \phi}{dt} = -M^TDM\phi \tag{1}\label{1}$ $\frac{d \hat\phi}{dt} = -M^T\tilde{D}M\hat \phi \tag{2} \label{2}$ $\eqref{1}$ represents the exact ...
3
votes
2answers
1k views

Graphing electric potential of a ring of charge using MATLAB help

Here is a summary of what I am trying to do: Use MATLAB to compute the potential $V$ at any point $(x, y, z)$ in space due to a uniform ring of charge. Use a Riemann sum to compute the integral ...
3
votes
1answer
590 views

Solving the heat diffusion equation with source term

I am trying to solve the 1-D heat equation numerically with a variable source term. The system is basically a tank containing styrene in which it polymerizes to liberate heat. I have assumed that the ...
3
votes
1answer
399 views

singular value decomposition of a 2 x 2 complex matrix

This should be easy, but... I would like to express the singular value decomposition of a 2 x 2 complex matrix $A$ as function of its coefficients $A_{ij}$. In "closed form", no intermediate values, ...
3
votes
1answer
207 views

Bubnov-Galerkin method in 1D: how to handle convective-type nonlinearity?

Consider the BVP: find $u = u(x)$, for $x \in (0,1)$ that satisfies \begin{align} u'' + u u' = f, \\ u'(0) = g_n, u(1) = g_d. \end{align} To derive the weak form for this BVP, we multiply the first ...
3
votes
2answers
187 views

polynomial time solvability

Consider the following optimization problem: $Min \qquad C^TX$ S.t.: $\qquad AX=0;$ $x_ix_j=x_kx_t$$\quad $for some $i\neq j\neq k\neq t$ $X=(x_1,x_2,...x_n)$ and $\quad x_j\geq 0\;\; j=1,2,......
3
votes
0answers
65 views

Kronecker-factored least-squares?

Suppose $a_i,b_i$ are $d\times 1$ matrices, $y_i$ is scalar, and I need to find least-squares solution $w$ of the following system of $n$ equations: $$y_i=(a_i^T\otimes b_i^T)w$$ Is there a ...
3
votes
1answer
2k views

Intel MKL - Difference between mkl_intel_lp64 and mkl_gf_lp64

I am currently trying to link a program against the Intel MKL 11.0 library instead of using NetLIB or OpenBLAS. Doing this I recognized the following error which I can not explain to my self at the ...
3
votes
1answer
998 views

Non-linear root finding when the Jacobian is almost singular

I'm trying to solve a system non linear-equations: $$ \frac{\partial K(\mathbf{\lambda})}{\partial \lambda_i} - c_i = 0 $$ for $i = 1, \dots, 15$, using Newton's method: $$ \lambda^{k + 1} = \lambda^k ...
3
votes
3answers
4k 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 ...
3
votes
1answer
350 views

Designing a preconditioner for a very Ill-conditionned matrix

I am a physicist with limited numerical methods knowledge and I am trying to speed up the inversion of a very ill-conditioned problem ($rcond>10^{30}$). The same sparse square matrix is used ...
3
votes
0answers
389 views

On solution of a class of discrete-time Lyapunov equation for systems with multiplicaitve noise

Let's consider the following equation $$X=F_{1}XF_{1}^{T}+...+F_{p}XF_{p}^{T}+C$$ where $p$ is an positive integer and $C$ is a known positive semidefinite matrix. If we augment $F=[F_{1}...F_{p}]$ ...
3
votes
1answer
142 views

Efficient Triangularisation of $\mathbf{S} = \operatorname{triag}\left(\mathbf{A}\right)$ ; $\mathbf{S}\mathbf{S}^T = \mathbf{A} \mathbf{A}^T$

The most computationally intensive part of my application is the triangularisation of a matrix, $\mathbf{S} = \operatorname{triag}\left(\mathbf{A}\right)$, such that $\mathbf{S}\mathbf{S}^T = \mathbf{...
3
votes
1answer
164 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
1answer
1k views

Solving system of 7 nonlinear algebraic equations symbolically

I have a system of seven nonlinear equations that I want to find their symbolic solutions. The solution will depend on the parameter K, and I should have different solutions by varying the parameter. ...
3
votes
1answer
134 views

Quick way to find a common basis of eigenvectors between 2 matrices : valid or not?

Following the advise of @Federico Polonion a previous post, one suggested, to find a basis of common eigen vectors between 2 matrices, to simply do : Generate 2 ...
3
votes
1answer
182 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
2answers
2k 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
2answers
190 views

Optimization of known function with respect to two unknown function arguments

I have a data set, composed of points $(x_i, y_i)$ for $i=1,N$. I also have a known function $F$, which maps these points $x_i$ to $y_i$ as such $F(x_i, a(x_i),b(x_i)) = y_i$, where $a(x_i)$ and $b(...
3
votes
3answers
522 views

Numerical approximation for a known exact solution of advection-dispersion equation

My goal is to create a numerical solution of 1D-solute transport (Convective-dispersion equation, CDE) to match it's analytical solution based on experimental data. The CDE can be written as (where, C=...
3
votes
2answers
4k views

Octave 3D mesh, data from file

I have a big file with 3 columns: density, dimension, value. example: 10 0.3 200 10 0.4 300 20 0.3 250 20 0.4 320 ... I am trying to draw a 3d plot - ...
3
votes
1answer
1k views

How can I minimize the number of non-zero elements in the solution vector subject to linear constraints (MATLAB)?

all, I've tried to find an answer to this question and have come across some related threads but nothing I was able to apply to my problem given my relative lack of experience in this arena. I ...
3
votes
2answers
335 views

Nanoseconds vs. picoseconds in numerical quantum problems with Matlab ODEs

Hello there and thanks for taking a look at this problem. This problem is related to my previous question and I will therefore use a similar introduction from, Choice of step size using ODEs in ...
3
votes
1answer
329 views

Finite volume with cell averages vs cell totals for conservation equations

What implementation details need to change if I use a cell average approach rather than a cell total approach for the finite-volume method? For example, consider the conservation law, $$ u_t + \...
3
votes
1answer
967 views

Similarity of two CSV files (or more?)

A CSV file is characterized by a header, describing the n datarows to come. The header is a text string separated by a separator. A CSV header might look like (C1) ...
3
votes
2answers
2k views

Subgradients of non-convex functions

In these notes (section 2.3), it is stated that: A point $x^*$ is a minimizer of a function $f$ (not necessarily convex) if and only if $f$ is subdifferentiable at $x^*$ and $0 \in\partial f(x^*).$ ...
3
votes
2answers
228 views

Determine numerical infinity for Schrodinger equation $−\psi''(x) + x^ 2 \psi(x) = E\psi(x)$

Consider the following Schrodinger equation for the harmonic oscillator with real $x$: $$ −ψ''(x) + x^ 2 ψ(x) = Eψ(x). $$ I solve the last equation using shooting method and implicit Runge-Kutta ...
3
votes
2answers
443 views

Finite Difference and Finite Volume as special cases of Finite Element

I have heard this many times that "FD is a special case of FE" and separately, that "FV is a special case of FE". However I have never come across a brief document that substantiates that claim, ...
3
votes
1answer
497 views

How can I avoid roundoff error when calculating the difference $\textrm{erfc}(a) - \textrm{erfc}(b)$?

In this excellent answer, it is recommended that one make use of the $\textrm{erfcx}$ function to avoid roundoff error in calculating dealing with $x < 25$ (approximately). So, one scales their ...
3
votes
2answers
190 views

Generate Random Number outside Bounds:

Say I have a random number generator that generates a number within [0, RAND_MAX], and RAND_MAX < UINT_MAX. How do I ...
3
votes
0answers
114 views

Backward stable algorithm to get orthogonal projection onto the column space of a matrix

I have to find the orthogonal projection of a vector $b$ onto the matrix $A$ of size $m \times n$. In my application, I don't have the luxury of calculating the QR factorization. All I have are ...
3
votes
2answers
391 views

Knapsack problem with fixed number of elements?

I am looking at an optimization problem that looks like this: $$ \text{minimize}\;\; \mathbf{x}^TQ\mathbf x \;\;, \; \mathbf x \in \mathbb R^n, x_i \in \lbrace 0, 1 \rbrace\\ \text{subject to}\;\; ||...
3
votes
1answer
886 views

Finite difference method basic implementation on Octave

Trying to study the error of FDM for a second order derivative versus step size I calculated the coefficients and validated them, but the output has errors for small step sizes. The function in ...
3
votes
2answers
2k views

What is the difference between "Newton-type" and "Newton-like" iteration?

Is there any clear classification between different iterative methods? What is the difference between Newton-type and ...
3
votes
3answers
1k views

Mathematical programming formulation of triangle intersection

Given variables $a_1$, $b_1$, $c_1$ and $a_2$, $b_2$, $c_2$ representing the vertices of two plane triangles, how might one specify the requirement for the two triangles to intersect as an objective ...
2
votes
0answers
99 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
231 views

Weak formulation for advection diffusion reaction

I need a check on the following exercise about weak formulations and finite elements. Consider the advection diffusion system $$ \begin{cases} -(\mu u')' + \beta u' + \gamma u = f \\ u(a)=0 \\ u(b) = ...
2
votes
1answer
1k 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
361 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
0answers
43 views

Does the time-dependent 1D advection-diffusion with point sources have an analytical solution?

I am looking for the analytical solution of 1-dimensional advection-diffusion equation with several point sources, Q, along the axial length of a cylinder through which the fluid flow occurs. Neumann ...
2
votes
1answer
108 views

Is this a valid way to implement Neumann BCs in finite differences?

I'm trying to solve the 1D heat equation with Neumann boundry conditions numerically using finite differences: $$u_t = \alpha u_{xx}$$ $$u_{x}(0, t) = u_{x}(L, t) = k$$ $$u(x, 0) = u_0(x)$$ The main ...

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