All Questions

Filter by
Sorted by
Tagged with
7
votes
2answers
7k views

Least Squares and Fourier Series

I have a little bit of problem figuring out the relation between Fourier series and Least Squares. As far as I understand, LS is a way of minimizing the quadratic error between a measured value $y_i$ ...
6
votes
1answer
3k views

FEniCS: separate boundary conditions in normal and tangential direction of mesh boundary

Given a vector-valued PDE, I'd like to enforce the boundary conditions $$ \vec{n}\cdot u = g\\ \vec{n}\cdot \nabla (\vec{t}\cdot u) = 0 $$ on the solution $\vec{u}$. If the boundary happens to align ...
26
votes
11answers
8k views

Robust algorithm for $2 \times 2$ SVD

What is a simple algorithm for computing the SVD of $2 \times 2$ matrices? Ideally, I'd like a numerically robust algorithm, but I'll like to see both simple and not-so-simple implementations. C code ...
21
votes
10answers
14k views

Fast, lightweight C++ tensor library for dimension-agnostic code

I am looking for a C++ tensor library that supports dimension-agnostic code. Specifically, I need to perform operations along each dimension (up to 3), e.g. calculating a weighted sum. The dimensions ...
21
votes
3answers
2k views

Parallel I/O options, in particular parallel HDF5

I have an application that can be trivially parallelized but its performance is to a large extent I/O bound. The application reads a single input array stored in a file that is typically 2-5 GB in ...
16
votes
6answers
2k views

Example of a continuous function that is difficult to approximate with polynomials

For teaching purposes I'd need a continuous function of a single variable that is "difficult" to approximate with polynomials, i.e. one would need very high powers in a power series to "fit" this ...
11
votes
2answers
2k views

Efficiency of using petsc4py vs. c/c++/fortran

How much slower is petsc4py vs c/c++/fortran? I realize it will depend significantly on the code being executed, but what about something simple like a matrix-vector product?
10
votes
3answers
1k views

manufactured solutions for incompressible Navier-Stokes — how to find divergence-free velocity fields?

In the method of manufactured solutions (MMS) one postulates an exact solution, substitutes it in the equations and calculates the corresponding source term. The solution is then used for code ...
10
votes
1answer
3k views

Raviart-Thomas elements on reference square

I'd like to learn how the Raviart-Thomas (RT) element works. To that end I'd like to analytically describe how the basis functions look on the reference square. The goal here is not to implement it ...
9
votes
1answer
494 views

$L^2$-convergence of finite element method when right hand side is only in $H^{-1}$ (Poisson eqn)

I know that the piecewise linear finite element approximation $u_h$ of $$ \Delta u(x)=f(x)\quad\text{in }U\\ u(x)=0\quad\text{on }\partial U $$ satisfies $$ \|u-u_h\|_{H^1_0(U)}\leq Ch\|f\|_{L^2(U)} $...
9
votes
5answers
697 views

How can I derive a bound on the spurious oscillations in the numerical solution of the 1D advection equation?

Suppose I had the following periodic 1D advection problem: $\frac{\partial u}{\partial t} + c\frac{\partial u}{\partial x} = 0$ in $\Omega=[0,1]$ $u(0,t)=u(1,t)$ $u(x,0)=g(x)$ where $g(x)$ has a ...
24
votes
5answers
6k views

What language should I use when teaching an undergraduate course in computer programming?

Going to teach students of undergraduate level a course titled Introduction to Computer Programming. I am confused a bit. In Computational Physics scientists use C/C++ or Python or Fortran,CUDA etc.......
20
votes
3answers
8k views

Why should non-convexity be a problem in optimization?

I was very surprised when I started to read something about non-convex optimization in general and I saw statements like this: Many practical problems of importance are non-convex, and most non-...
15
votes
3answers
1k views

Is variable scaling essential when solving some PDE problems numerically?

In semiconductor simulation, it is common that the equations are scaled so they have normalised values. For example, in extreme cases electron density in semiconductors can vary over 18 order of ...
12
votes
2answers
2k views

Which preconditioners (and solver) in PETSc for indefinite symmetric systems should I use?

My system is a symmetric FE problem with lagrange multipliers (e.g. incompressible Stokes' flow): \begin{pmatrix}A & B^T \\ B & C\end{pmatrix} where $C = 0$ is the typical case (I have even ...
11
votes
1answer
7k views

Applying the Runge-Kutta method to second order ODEs

How can I replace the Euler method by Runge-Kutta 4th order to determine the free fall motion in not constant gravitional magnitude (eg. free fall from 10 000 km above ground)? So far I wrote simple ...
10
votes
2answers
4k views

How to efficiently implement Dirichlet boundary conditions in global sparse finite element stiffnes matrices

I am wondering how Dirichlet boundary conditions in global sparse finite element matrices are actually implemented efficiently. For example lets say that our global finite element matrix was: $$K = \...
8
votes
2answers
5k views

simple MHD simulation code for (self) education and play with

I would like some super simple computational code for solving magnetohydrodynamics problems. High accuracy nor performance is not my concern. I wan't it just to visually explore qualitative behavior ...
7
votes
2answers
2k views

How to compute the wavelet approximation of a function?

For the function $f(x)=x$, how to compute the wavelet approximation using Haar basis? I'm new to wavelet, I'm looking for a package which will do something like this ...
7
votes
1answer
414 views

CFL condition in polar coordinates

In this question, I suggested that the Couran-Friedrichs-Lewy (CFL) condition for the wave equation in polar coordinates reads $$C = 2c\frac{\Delta t}{\Delta r \Delta \phi} \leq C_\max \enspace ,$$ ...
6
votes
1answer
167 views

Support Vector Machines as Neural Nets?

This is more of a conceptual question. I have learned about Neural Nets, and I have some clue as to how Support Vector Machines work. I read somewhere however that given the appropriate kernel (is ...
6
votes
1answer
1k views

Appropriate space for weak solutions to an elliptical pde with mixed inhomogeneous boundary conditions

I'm working with the following mixed inhomogeneous boundary value problem: $\nabla(\kappa\nabla u)=f$ in $\Omega$ with $\partial\Omega = \Omega_1 \bigcup\Omega_2$ such that $u=g$ on $\partial\...
3
votes
3answers
2k views

What modern OOP features should a computational scientist use? [closed]

Many computational scientists that I know of, including myself for example, are not computer scientists. As such they are often not very well aware more advanced techniques in OOP. On the other hand, ...
17
votes
5answers
2k views

Finding a global minimum of a smooth, bounded, non-convex 2D function that is costly to evaluate

I have a bounded non-convex 2-D function which I'd like to find the minimum of. The function is quite smooth. Evaluating it is costly. An acceptable error is about 3% of the function's domain in each ...
16
votes
3answers
3k views

Python OSS alternatives for Matlab Neural Network Toolbox. Any intercomparisons?

I'd like to be independent of commercial software for my scientific work. I find a dependence an commercial packages such as Matlab and its toolboxes unsatisfactory, because I do not know if I will ...
16
votes
1answer
238 views

Usefulness of elements with mesh-dependent stability

After doing some mathematics related to the stability of elements in 3D Stokes problem I was slightly shocked to realize that $P_2-P_1$ is not stable for an arbitrary tetrahedral mesh. More precisely, ...
15
votes
1answer
2k views

Intuitive motivation for BFGS update

I am teaching a numerical analysis survey class and am seeking motivation for the BFGS method for students with limited background/intuition in optimization! While I don't have time to prove ...
14
votes
3answers
362 views

Citable references for software best practices

I'm currently writing up my PhD thesis. I spent a significant fraction of my PhD cleaning up and extending existing scientific code, applying software engineering best practices which were previously ...
13
votes
5answers
4k views

How can I approximate an improper integral?

I have a function $f(x,y,z)$ such that $\int_{R^3} f(x,y,z)dV$ is finite, and I want to approximate this integral. I'm familiar with quadrature rules and monte carlo approximations of integrals, ...
13
votes
2answers
13k views

Confusion about Armijo rule

I have this confusion about Armijo rule used in line search. I was reading back tracking line search but didn't get what this Armijo rule is all about. Can anyone elaborate what Armijo rule is? The ...
13
votes
1answer
425 views

What spatial discretizations work for incompressible flow with anisotropic boundary meshes?

High Reynolds number flows produce very thin boundary layers. If wall resolution is used in Large Eddy Simulation, the aspect ratio may be on the order of $10^6$. Many methods become unstable in this ...
12
votes
1answer
747 views

Are direct solvers affect by the condition number of a matrix?

If I were to solve a relatively small problem, that is, a problem that can be handled by a direct method like LU, then does the condition number of the linear operator affect the accuracy of the ...
12
votes
2answers
8k views

What is the fastest way to compute all eigenvalues of a very big and sparse adjacency matrix in python?

I'm trying to figure out if there is a faster way to compute all the eigenvalues and eigenvectors of a very big and sparse adjacency matrix than using scipy.sparse.linalg.eigsh As far as I know, this ...
12
votes
2answers
370 views

Oscillations in singularly perturbed reaction-diffusion problems with finite elements

When FEM-discretizing and solving a reaction-diffusion problem, e.g., $$ - \varepsilon \Delta u + u = 1 \text{ on } \Omega\\ u = 0 \text{ on } \partial\Omega $$ with $0 < \varepsilon \ll 1$ (...
12
votes
3answers
2k views

Sparse linear solver for many right-hand sides

I need to solve the same sparse linear system (300x300 to 1000x1000) with many right hand sides (300 to 1000). In addition to this first problem, I would also like to solve different systems, but with ...
11
votes
2answers
8k views

In FEM, why is the stiffness matrix positive definite?

In FEM classes, it's usually taken for granted that the stiffness matrix is positive definite, but I just can't understand why. Could anyone give some explanation? For instance, we can consider the ...
11
votes
2answers
2k views

Understanding the cost of adjoint method for pde-constrained optimization

I'm trying to understand how the adjoint-based optimization method works for a PDE constrained optimization. Particularly, I'm trying to understand why the adjoint method is more efficient for ...
10
votes
3answers
8k views

What is the difference between implicit FEM and explicit FEM?

What is the difference between explicit FEM and implicit FEM exactly? According to the post here, it seems that the only difference is whether implicit or explicit time integration is used. As I ...
9
votes
6answers
3k views

Seeking a free symbolic regression software

Now that Formulize / Eureqa started charging $2500 a year for using it and having crippled the trial version, does anyone know of any replacements that can do similar things like find an equation ...
9
votes
2answers
321 views

Commonly-used metrics to quantify the irregularity of a triangular mesh

Say you have a triangular mesh on a flat plane. This has been drawn to eventually solve some problem in mechanics, for example. A mesh of equilateral triangles is the best inasmuch as the distances ...
8
votes
2answers
4k views

discrete $L^p$ norms for non-uniform grid

I am reading a book on numerical methods and the square of the discrete $L^2$ norm is defined as $$||x||^2_2=h\sum_1^Nx^2_i$$ Every point gets a "weight", which is $h$, thus this is like an average ...
7
votes
6answers
7k views

Python implementations of Gillespie's direct method

I'm looking for a decent implementation of Gillespie's Direct Method in Python, as if I code the algorithm myself I'm nigh positive I'll do it inefficiently. Anyone have a favorite?
7
votes
2answers
2k views

Minimum image convention for triclinic unit cell

The minimum image convention (MIC), see for example a short note of W. Smith, is often used in molecular dynamics or monte carlo simulations of periodic systems with an orthorhombic unit cell. For ...
7
votes
2answers
306 views

Stabilization of convection-dominated flow and turbulence modeling

Are stabilization techniques for convection-dominated flows like SUPG+PSPG, interior penalty methods, etc. able to handle turbulent flows without tubulence model being employed, at least up to some ...
7
votes
4answers
641 views

When analyzing a parallel algorithm, how do you take communication costs into account?

My question is related in spirit to "Is algorithmic analysis by flop counting obsolete?". Counting the number of computational operations in an algorithm is commonly used as a first-order model to ...
6
votes
2answers
2k views

Solving Lx = b for big sparse Laplacian matrices

What algorithm is more practically suited in terms of performance for solving the $\mathbf{Lx=b}$ equation, where $\mathbf{L}$ is a generic Laplacian matrix (associated to a strongly connected graph, ...
6
votes
1answer
1k views

Find the direction of the gradient on a finite element mesh

Suppose we have a triangular mesh of a two dimensional shape $\Omega$, and on this mesh we define a P1 finite element structure. I know that given $u,v$ by their values at the vertices of the ...
6
votes
1answer
2k views

Trouble implementing Neumann boundary conditions because the ghost points cannot be eliminated

Neumann boundary conditions are implemented by introducing ghost points outside the domain and then using the boundary conditions to eliminate the ghost points. For example, see this question. I ...
6
votes
1answer
236 views

Dirichlet boundary conditions in generalized eigenvalue problem

Let us consider a problem of the form $$(\mathcal{L} + k^2) u(\mathbf{x})=0\, ,\quad \forall \mathbf{x} \in \Omega$$ with Dirichlet boundary conditions $$u(\mathbf{x}) = 0, \quad \forall \mathbf{x} ...
6
votes
1answer
311 views

Eigenvector with maximum overlap

Given a matrix $M$ and a vector $v$, is there an efficient method to find the normalized eigenvector of $M$ that is closest to $v$, in that it has maximal overlap. More explicitly, a vector $v$ can be ...

15 30 50 per page
1
4 5
6
7 8
17