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6
votes
0answers
281 views

Compute sparsity pattern of $A^2$

Suppose we have a sparse matrix $A$. Is there any way to compute just the sparsity pattern of $A^2 = A \cdot A$ (I do not actually need to know what exactly the nonzero value are) faster than to ...
6
votes
0answers
125 views

What strategies / decompositions would be useful to solve the following linear system repeatedly if I only care about time to solution?

Let $A\in \mathbb{R}^{n\times n}$ be symmetric positive semidefinite, and $B\in \mathbb{R}^{n\times n}$ be symmetric positive definite. Suppose $B$ is block diagonal so it is easy to invert. (We ...
6
votes
0answers
233 views

Linear vs Non Linear inverse problems: Does non-linearity help?

This is not a typical question with a deterministic answer. If this is not the right place, feel free to close it. For the past one year I have been working on various kinds of inverse problem. Most ...
6
votes
0answers
478 views

What is the source of the error in the Sherman-Morrison formula application?

The Sherman-Morrison formula $$ (A+uv^T)^{-1} = A^{-1} - \frac{A^{-1}uv^TA^{-1}}{1+v^TA^{-1}u} $$ results in small errors in relation to the standard matrix inverse operation after each application, ...
6
votes
0answers
485 views

Implementing a Hill-Type Muscle Model

I'm interested in implementing the muscle model used in Geijtenbeek and Wang et al's work. Both papers link to the paper by Geyer and Herr, which describes this model: However, the paper on this ...
6
votes
0answers
114 views

How does an unpivoted QR fail to reveal rank?

An unpivoted QR factorization produces a triangular factor $R$. A rank-revealing QR factorization is typically done with column pivoting. My question is, how does an unpivoted QR factorization fail to ...
6
votes
0answers
99 views

Reference request for numerical variational method

I have a variational problem where the unknown function is a periodic path $\gamma:[0,1)\to\mathbb{R}^2$, and the functional is $$ \int_0^1\left( \tfrac12\|\dot\gamma(s)\|^2 + \mathcal{F}[\gamma]\...
6
votes
0answers
170 views

Find the solution of linear equation using Wiedemann/ Krylov method

Let given $M =$ 1 0 1 0 1 1 1 1 1 and $b =$ 1 0 1 How to find the solution $x_3$ where $x=${$...
6
votes
0answers
160 views

Strategy for solving a non-trivial differential equation

I would like to numerically solve an equation of a type as shown below. Does anyone of you have an idea how to approach such a problem? Any links to literature or for further reading would be greatly ...
6
votes
0answers
260 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
0answers
632 views

Stochastic Galerkin projection approach for using generalized polynomial chaos expansion (GPCE) in solving PDE

I want to know if there is any way to define the test and trial function in the way that I want instead of using the default functions. So if I want define the polynomial and basis and coefficient, ...
6
votes
0answers
2k views

What is the best OpenFOAM RAS turbulence model for a motorbike/vespa problem?

I am learning OpenFOAM as a hobby and using my Vespa racing as the topic to apply it to. The objective is to produce modifications that improve the top speed (as well as getting some values such as ...
6
votes
0answers
97 views

Benchmarks or generic configurations for optimal flow control

I am about to test my algorithms for solving optimal control problems of type: Find an input $u$, such that for a time interval $(0,T]$ the cost functional $$J(v,u) = \mathcal M(v(T)) + \int_0^T\...
6
votes
0answers
449 views

How to do FEM in sector elements?

Suppose we have an element in the polar coordinate as $0\leq r\leq 1$, $0\leq\theta\leq \alpha$. What are the correct basis functions in this element? For this kind of mesh, there are a lot of ...
5
votes
0answers
37 views

Origin of phrase `computational microscope'

I have heard the term 'computational microscope' used to describe the practice of molecular simulation (in the context e.g. computational chemistry, materials science) and its use as a numerical tool ...
5
votes
0answers
99 views

How to numerically evaluate this double Integral?

I want to evaluate the following integral: $$\int_{0}^{60} \ \left(\int_{0}^{2z} 0.5\cdot t \left(\mathrm{erf}(t-a) -1 \right)J_{0}(qt)\mathrm{d}t \right)^2 \mathrm{exp}\left(-\frac{(z-a)^2}{2s^2}\...
5
votes
0answers
238 views

Finding points inside cells of power (generalized Voronoi) diagram

Suppose we have a set of points $p_1,\ldots,p_n\in\mathbb R^d$ as well as a set of weights $w_1,\ldots,w_n\in\mathbb R$. Recall that the power cell associated to the pair $(p_k,w_k)$ is given by: $$\...
5
votes
0answers
73 views

Efficient way to find eigenvalues of complex symmetric matrix with real off-diagonal elements

My goal is to find all eigenvalues (and eigenvectors) in a given range of magnitudes of a complex symmetric matrix with real off-diagonal elements (only diagonal elements are complex). Currently I'm ...
5
votes
0answers
184 views

Polynomial rooting - fast root finding

I need to solve a rooting problem of a polynomial (the order of which is 2(N-1), where N=48). So far I'm using Python Numpy algorithm (that relies on computing the eigenvalues of the companion matrix)...
5
votes
0answers
88 views

Evolutionary dynamics in vascularised tumors, PDE-ODE coupled system

I have to solve the following PDE-ODE system $$ \displaystyle{\partial_{t} n = \bigl[a(s) - b(s)(y - h(s))^{2} - d\int_{\mathbb{R}} n \, dy \; + \; \beta \, \partial^2_{yy} n \;} \\\\ \...
5
votes
0answers
170 views

Symmetric sparse direct solvers in scipy

scipy.linalg.solve, in its newer versions, has a parameter assume_a that can be used to specify that the matrix $A$ is symmetric ...
5
votes
0answers
171 views

Solving $AXB + X\odot C = D$ matrix equation

Can anyone see a way to solve this equation efficiently? $$AXB + X\odot C = D$$ I tried a straightforward solution that involved vectorizing $X$ but that turned out too expensive for my application -...
5
votes
0answers
101 views

Minimum of quadratic assignment (QAP) with convex objective

Suppose $A,B\succeq0$ and $C\in\mathbb R^{n\times n}$. I am hoping to solve an instance of the following optimization problem: $$ \min_{\textrm{permutation matrices }P} \mathrm{tr}(BP^\top AP+C^\top ...
5
votes
0answers
50 views

Evaluate Nth root of a rational to a correctly rounded float

Excuse my lack of vocabulary for I have no formal training in this field, which is also why I ask this question - it may be trivial or it may be impossible. I want to evaluate an expression in the ...
5
votes
0answers
95 views

How to solve a 4th order nonnegative LASSO problem?

I need to solve the following 4th order nonnegative LASSO problem: $$ \min_{x \geq 0} \quad || |Ax|^2 - b ||^2 + \lambda ||x||_1 $$ where $|\cdot|^2$ denotes element-wise squared. $A$ is small size (e....
5
votes
0answers
83 views

Numerical methods for the continuity equation with Sobolev vector field

Consider the continuity equation $$ \partial_t \rho(x,t) + \operatorname{div} (b(x,t) \rho(x,t)) = 0, \qquad t \in [0,T], \quad x \in \mathbb R^N, $$ with $b \in L^1((0,T), W^{1,p}(\mathbb R^N))$. ...
5
votes
0answers
110 views

Best way to numerically compute elliptic integrals of the third kind with complex arguments?

I need to compute elliptic integrals of the third kind with complex arguments, preferably in C++. Is there code out there to do this? I have discovered the Arb library, but that does much more than I ...
5
votes
0answers
77 views

Is there a numerically stable way to take $\epsilon \rightarrow 0$ in integrals of the form $\int \frac{f(x)dx}{x+i\epsilon}$?

The Sokhotski-Plemelj theorem states, $$\lim_{\epsilon\rightarrow 0^+}\int_a^b\frac{f(x)dx}{x+i\epsilon} = \mathcal P \int_a^b \frac{f(x)dx}{x} - i\pi f(0). $$ Is there a numerically stable way to ...
5
votes
0answers
249 views

Any way to avoid catastrophic cancellation when computing the discriminant of a quadratic function?

Homework disclaimer... The task: We are using the following algorithm to solve the quadratic equation $x^2+2px+q=0$: $x_1=|p|+\sqrt{p^2-q}\mathtt{;}$ $\mathtt{if}\,p>0\,\mathtt{then}\,x_1=-x_1\...
5
votes
0answers
117 views

Compile-time error control vs. interval arithmetic?

I use interval arithmetic for reliable computing. Now, a procedure coded in a good implementation of interval arithmetic takes perhaps about eight times as much as the same procedure carried out ...
5
votes
0answers
110 views

How can Navier--Stokes equations have asymmetric solutions such as Karman vortex streets

The Navier--Stokes equations are axially symmetric, so with symmetric boundary conditions, how can features such as Karman vortex streets develop? I understand that in reality symmetry does never ...
5
votes
0answers
470 views

Cressman interpolation and objective analysis

I have read this question and answer – Interpolation of scattered data to a regular grid in python and I am doing something similar as I have temperature values of the atmosphere at different heights ...
5
votes
0answers
235 views

conjugate gradient for Newton's method with non positive definite Hessian matrix

I want to minimize a non-linear function $f(x)$ using Newton's method. At each optimization step, I compute a descent direction $d$ to update $x$ using a second-order approximation of $f(x)$: $$ \...
5
votes
0answers
80 views

Discrete sine and cosine transform for mixed derivatives

Using sine and cosine transforms to solve Poisson's equation with Dirichlet boundary conditions seem quite standard nowadays (see, e.g., here or Table 2 in this paper). In the case of Poisson's ...
5
votes
0answers
65 views

Padua-type pointset for functions singular on line $x=y$

The Padua points $\mathrm{Pad}_{n} \subset [-1,1]^{2}$ are a unisolvent pointset with optimal growth of Lebesgue constant, described in detail here. With some work they can be used to generate a ...
5
votes
0answers
151 views

Multi-matrix orthogonal basis problem

Suppose we are given a set of symmetric, positive definite matrices $A_1,A_2,\ldots,A_k\in\mathbb{R}^{n\times n}$. Is there any numerical method or reduction to a known problem (e.g. eigenvalue ...
5
votes
0answers
142 views

Solve ill-posed linear system without transposing matrices?

I am attempting to use an iterative solver to solve $p$ in $$ Jp = -r $$ where $J$ is an $m\times m$ matrix ($m$ is in the order of $10^5$ and never explicitly stored). $J$ is a dense matrix ...
5
votes
0answers
179 views

Roots of transcendental equation involving bessel functions

I need an efficient way to numerically find the first $n$ positive roots $\lambda_n$ of the transcendental equation $$ \dfrac{J_0 (\lambda_n r) Y_1 (\lambda_n) - J_1 (\lambda_n) Y_0 (\lambda_n r)}{...
5
votes
0answers
85 views

Minimize interesting objective function with knowledge of gradient nonlinearity?

I plan on using a Quasi-Newton method (L-BFGS) to minimize a non-linear objective function. $$ f: \mathbb{R}^n \rightarrow \mathbb{R}$$ The gradient is kind of interesting: as the values of the ...
5
votes
1answer
510 views

Finite volume a posteriori error estimation

I'm wondering what alternatives there are to a grid convergence study to judge solution accuracy for a given grid resolution when doing steady-state RANS simulations on an automatically generated ...
5
votes
0answers
158 views

How to optimally choose points for multivariable Hermite interpolation?

I have a multi-variate, continuous function $f$ from $R^n$ to $R$, which I can query for its output for any input. I would like to create interpolation polynomial for it. In one-dimensional case ...
5
votes
0answers
160 views

Rank-one Update to a Rank Revealing QR (RRQR) Factorization?

Suppose we are given an RRQR factorization for some matrix $A \in \mathbb{R}^{m \times n}$, $A\Pi = QR$ where $m > n$. Is there a cheap way to update $A' = A + uv^{\top}$ given this factorization?...
5
votes
0answers
557 views

Sparse matrix format and sparse-matrix sparse-matrix multiplication

I'm having some performance problems with my code dealing with the multiplication of big sparse matrices (stiffness and aerodynamic influence coefficient matrices). Mainly I have to multiply such ...
5
votes
0answers
344 views

Optimization on the manifold of stochastic matrices

So I have an optimization problem of the form $$\text{maximize}\hspace{3mm}f(A):{\bf R}^{K\times K}\rightarrow{\bf R}$$ $$\text{subject to}\hspace{19mm}A^T{\bf 1}=\bf{1}$$ $$\hspace{33mm}A\geq 0$$ ...
5
votes
0answers
496 views

Best way to add a positivity constraint to Newton's Method

So given an objective function $f({\bf x})$, I would like to include a positivity constraint when I perform the fixed point iteration: $${\bf x}^{(t+1)}={\bf x}^{(t)} - \text{H}_f^{-1}\nabla f({\bf x}^...
5
votes
0answers
126 views

Are there any benefits of computable analysis to numerical algorithms

Computers can work only with computable numbers, while most of the algorithms are based on analysis of real numbers (real analysis). When I heard of the existence of computable analysis I ...
5
votes
0answers
142 views

Difference of convex functions optimization problem in R

I am seeking of any already written R package which could help in an optimization technique which is called Difference of convex functions. This technique is sketched here and could be very useful ...
5
votes
0answers
119 views

Load balancing/partitioning with unknown weights

For a grid-based numerical simulation, I am looking for a load balancing/partitioning algorithm that not only distributes my grid elements, but also determines (approximates) their respective weights. ...
5
votes
0answers
162 views

Is it generally unstable to use in multidimensional simulations finite difference schemes with higher orders than 2?

I'm part of a team trying to generalize a 1D Advection-Diffussion-Reaction code we inherited by extending it to 2D by using dimensional splitting, i.e. solving advection and diffusion for x and y ...
5
votes
0answers
737 views

Can Gauss-Seidel/SOR (preconditioned?) be applied to a non-diagonally dominant matrix?

After applying finite difference method to a Laplace/Poisson problem always arises a diagonal dominant system of equations that can be solved with Gauss-Seidel or SOR methods. If the original PDE does ...

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