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97 views

Inverse problems with a discrete set of known parameters

What are the techniques on inverse problems to discover the distribution of parameters from a discrete set of values? For instance, I know that my domain where the PDE is defined is made up of ...
4
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0answers
115 views

How to stochastically estimate the trace of a matrix?

Specifically, the diagonal elements (can possibly both positive and negative) of the matrix can be computed efficiently but the total number is large ($\mathcal O(10^{18})$). My first thought about ...
4
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0answers
83 views

Extrapolation after successive finite element refinement

I wish to compute a certain function $\lambda$ (in my case an eigenvalue of the Laplacian) to a certain accuracy, which I wish to guarantee, if possible. I started with a finite element method. I know ...
4
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0answers
438 views

Convergence rate of Picard iterations

Given a first order ODE $y'(x)=f(x,y)$ with the initial condition $y(x_0)=x_0$ such that it satisfies Picard thoerem of existence and uniquness, one can compute the solution by Picard iterations : $$ ...
4
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0answers
439 views

Order of accuracy of FVM discretization

I've recently got interested in CFD and started a small project by solving the radial Reynoldsequation. Why the Reynoldsequation? I recently encountered it through my studies and somehow got stuck :) ...
4
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0answers
382 views

Optimisation of matrix exponential

I have a 7000x7000 sparse matrix (scipy), which I want to exponentiate. I've tried using scipy.sparse.linalg.expm, which works quite well for smaller matrices (takes a few seconds for a 1000x1000 ...
4
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0answers
820 views

How to implement boundary conditions on Finite Difference WENO5 scheme for the Euler equations

I'm implementing a Finite Difference WENO5 with Lax-Friedrich flux splitting on a uniform, structured grid to solve the 2D Euler equations of fluid dynamics on a rectangular domain in cartesian ...
4
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0answers
160 views

Preconditioning technique for large sparse non-hermitian matrix

I am attempting to solve a computational acoustics problem that involves solving an underlying sparse matrix. The size of the problem varies with grid size (3D) and fill-in's obviously make direct ...
4
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0answers
144 views

Geometric Multigrid for Conform and Non–″ Elements: Restriction Operators

First of all, let me set up some notations. Suppose we have a hierarchy of meshes $\mathcal{T}_0 \subset \mathcal{T}_1 \subset \dots \subset \mathcal{T}_n$. For simplicity I restrict myself here to $...
4
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0answers
171 views

Eigenvalues of a Laplacian operator on an irregular mesh

I have the following setting: An irregularly-shaped domain, expressed as a mesh of points A Laplacian operator, together with boundary conditions I am looking for the eigenvalues of that operator, i....
4
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0answers
67 views

Differential eigenproblem with eigenvalue in boundary condition

Statement of the problem I need to (numerically) solve an eigenproblem of the type $$-\omega^2\mathcal{D}_1\vec{x}=\mathcal{D}_2\vec{x}$$ on the interval $[-1,1]$, where $\mathcal{D}_1$ and $\...
4
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0answers
110 views

Stable computation of $\log\sum x_i$ from $\log x_i$, with many terms

Kahan's summation algorithm is a method to compute sums: $$\sum x_i$$ with many terms, without significant error. I want to do this with very large numbers, and instead of the numbers themselves, I ...
4
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0answers
226 views

Stability analysis for a hyperbolic PDE on staggered grid

I am trying to understand the stability of a finite difference equation on the staggered grid. I could understand the Von Neumann stability analysis for the collocated grid for a simple acoustic ...
4
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0answers
80 views

Optimally conditioned 3-tensor factorization

I have a 3-tensor $A = A_{ijk}$ with each dimension between 9 and 25 (roughly), and an integer $n > 0$. I would like the factor this tensor as $$A_{ijk} = \sum_{0 \le \alpha \lt n} B_{\alpha i} ...
4
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0answers
201 views

Once and for all: Which FEM plattform should I use for a very large multiphysics simulation?

I'm fooling around with the decision on how to build a multiphysics simulation for too long now (also several questions in this forum). First, I thought it would be possible/necessary to write most of ...
4
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0answers
115 views

Using entropy functions for increasing numerical stability

Regarding the numerical stabilization of two-dimensional advection equation, \begin{equation} \dfrac{\partial f}{\partial t} + \Big(\dfrac{d\varepsilon_1(k)}{dk}\Big)\dfrac{\partial f}{\partial z} - \...
4
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0answers
54 views

Phase dislocations and numerical accuracy

I am solving the nonlinear Schrodinger equation (NLSE), $$A_t+iA_{xx}+i|A|^2A=0$$ where $A$ is a complex valued function, which can be written as $A=ae^{i\theta}$ for $a,\theta$ real. Now, for ...
4
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0answers
167 views

Galerkin FEM error when using even number of elements

Intro: I am developing a Galerkin FEM code in matlab - starting small with a simple 1D ODE. The equation I'm trying to solve is: $$a u_x = cos(x), x \in [0, 2\pi]$$ Which has a known exact solution $$...
4
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0answers
216 views

Nonlinear conjugate gradient restart threshold 1/10

Nocedal and Wright on Conjugate Gradient Methods, p. 123, describe a restart strategy ... whenever two consecutive gradients are far from orthogonal $\qquad {{| \nabla f_k^T \ \nabla f_{k-1} |} \...
4
votes
1answer
657 views

Help with Fourier beam propagation method

I am working on implementing the Fourier beam propagation method in C++. I am really more of a programmer than a physicist but I think I have a good understanding of what I am trying to do. Here is ...
4
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0answers
78 views

Calculus of Variations with unknown cost function but some data

I have a problem that I've framed out in a particular way, but I don't know if I'm re-inventing the wheel here. Is there an existing literature base in this problem? Does it have a corresponding term ...
4
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0answers
117 views

The numerical solution of a (very ugly) set of integro-diferential equations

I've been having fun playing around with a simple model for reaction in a co-flow fluidized bed (I'm afraid I'm a chemical engineer, not a computer scientist). Unfortunately, simple physical ...
4
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0answers
113 views

ADMM for Linear Program over graph

I want to use ADMM to solve a LP defined over a graph. According to Distributed optimization and statistical learning via the alternating direction method of multipliers S. Boyd, N. Parikh, E. ...
4
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0answers
170 views

Poisson equation in frequency domain

I need some help in numerically solving the nonlinear Poisson's equation for electrons in frequency domain. The steady-state equation is: \begin{equation} \nabla.(\epsilon\nabla\varphi) = q\left(n_i\...
4
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0answers
1k views

CFL Condition and Convection Diffusion Equation in 2D

I am solving the convection-diffusion equation in 2D using Finite Differences with the $\theta$ scheme. The velocity of the fluid and the diffusion coefficient is low in my case (in the range of $10^{-...
4
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0answers
472 views

Numerically calculating the divergence of a set of oriented points

Say I have a set of oriented points at locations $\vec{v_i}$ with each some direction $\vec{n_i}$, in practice they represent the normals of some surface that has been non uniformly sampled. How would ...
4
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0answers
98 views

FFT-based Image Rotation Algorithms More Accurate Than Chirp-Z?

We're currently using a Chirp-Z based implementation: R. W. Cox and R. Tong, "Two- and three-dimensional image rotation using the FFT," IEEE Trans. Image Processing, vol. 8, no. 9, pp. 1297–1299, Sep....
4
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0answers
87 views

Can I make this numerical integration continuously differentiable?

Suppose I have the discrete values $f(x_i)$ for every discrete value $x_i$ greater than some $\varepsilon$, and I want to numerically calculate the following integral: \begin{equation} n = \int_\...
4
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0answers
158 views

Eigenvalue-style optimization with quadratic constraints

Suppose $A\in\mathbb{R}^{n\times n}$ is symmetric and positive definite and that we have several symmetric matrices $B_i\in\mathbb{R}^{n\times n}$ that are low-rank and indefinite. I need an ...
4
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0answers
243 views

Boundary conditions in the Finite Element Method at only one side of computational domain

I want to solve a Sturm-Liouville problem in 1D, i.e., \begin{align} [p(x)\ u'(x)]'+q(x)u(x) = f(x) \end{align} with boundary conditions \begin{align} u(0)=a \hspace{1cm} u'(0)=b \end{align} How do I ...
4
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0answers
256 views

What are the career options for computational scientists other than being in software Industry?

I would like to know the career options for a computational scientist other than getting into software industry. I wish to use the my skills of Numerical Linear Algebra,Parallel Programming, ...
4
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0answers
147 views

What causes periodic humps in residual plots?

When using many iterative methods, whether for solving linear systems, looking for steady-state convergence in CFD, etc., the semilog plot of the residual often shows "humps" as the residual decays. ...
4
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0answers
70 views

Is there a term for Goodhart's Law in the context of optimization?

Let's say I'm optimizing something. To pick an arbitrary example, let's say I'm choosing the shape of some part to maximize strength-to-weight ratio. So I get some FEM software, parametrize the shape, ...
4
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0answers
88 views

Graph optimization for parallel processing

Consider the following example structure of overlapping images marked A,B,C,D. The possible overlaps are marked by gray color: The structure can be represented by a weighted undirected graph (images ...
4
votes
0answers
110 views

Computing entries of a matrix in parallel using GPU

I am trying to solve $Ax=b$ a system of linear equation. The matrix $A=(a_{ij})$ is constructed as $$a_{ij}=\int_0^1\int_0^1 K(x,y)h_i(x)h_j(y) dxdy.$$ The evaluation of integral takes a lot of time, ...
4
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0answers
462 views

Large meshing with tetgen

So I have a point cloud that I am creating a 3D flat rectangular surface from. I'm then turning it into a hollow box and connecting the corners by just dropping this surface mesh down. I need it to ...
4
votes
0answers
782 views

Neural network performs worse when using more input variables

This question is based more on the theory of neural networks than my particular implementation. Therefore I will leave out my code unless requested. I'm working on a project in C# which can create ...
4
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0answers
942 views

2D wave equation with Mur boundary condition - setting up the RHS and solving (time-steps)

I am trying to solve a 2D wave equation implicitly using FD with central approximations with the following boundary conditions $$\begin{align} &u=2\sin\left(\frac{2\pi}{5}t\right)\quad \text{at }...
4
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0answers
354 views

Iteratively finding both left and right eigenvectors for non-symmetric complex matrix

I have a complex, non-Hermitian matrix $\mathbf{A}$, for which I need to find a few eigenvalues and eigenvectors in the generalised eigenvalue problem: $$\mathbf{A}\cdot \mathbf{x} = \lambda \mathbf{...
4
votes
0answers
147 views

numerical analysis of a partial integro-differential equation

I have to numerically solve a nonlinear partial integro-differential equation. This is my equation, $$\frac{\partial y(x,t)}{\partial t}=\int_{-1/2}^{1/2} \frac{\pi\cos u}{\sin\pi u-\sin\pi x} \frac{\...
4
votes
0answers
199 views

Alternative to (costly) matrix multiplication

Consider the integral $$2\pi T = -\frac{1}{2} \int_0^{2\pi} A\frac{\partial B}{\partial \xi} \ d\xi$$ where $$A= \sum_{-N}^N i \ sign(n) \ B_n e^{-in\xi}; \quad \quad B= \sum_{-N}^N \ B_n e^{-in\xi}...
4
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0answers
78 views

Large residual when integrating 2nd order ode close to singularity with SciPy ode / ODEPACK

I am trying to integrate a 2nd order ODE with a singularity at close to the initial condition. Why do I get large residuals when I plug-in the result of my integration back into the ODE? The equation ...
4
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0answers
268 views

Is it possible to predict the null space of a structure from contributing elements null spaces?

I am trying to solve an almost incompressible problem with heterogeneous properties by domain decomposition. Solution with CG converges slowly or divergerces completely. My problem becomes ill-...
4
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0answers
143 views

How big a matrix can we row reduce in reasonable time?

I have very large matrices that I would like to row reduce (I need to keep track of the steps and find a basis of the kernel/image, not just find the rank). The good news is that I work mod 2 and the ...
4
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0answers
311 views

Frozen coefficient method (von Neumann stability analysis)

Earlier it was considered that frozen coefficients method for Neumann stability analysis for finite difference scheme is more heuristic than rigorous. But I have read some information in a book by ...
4
votes
0answers
1k views

Poisson equation with pure Neumann boundary conditions (using FEM)

I am trying to derive the correct variational form for the Poisson equation with pure Neumann boundary conditions, and an additional contraint $\int_{\Omega} u \, {\rm d} x = 0$, as described in this ...
4
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0answers
76 views

numerical solver for stochastic optimal control problems

can any one recommend numerical solver (c/c++ library preferred) for stochastic optimal control problems? For deterministic optimal control I found something like that: http://abs-5.me.washington.edu/...
4
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0answers
1k views

Python - calculation time derivative and laplacien by finite differences

I would like to determine a temporal derivative and a Laplacian by the finite differences method to solve the heat equation in a 1-dimensional case. My aim is to get the sources term that is why I ...
4
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0answers
99 views

Tracking for two meshes

I'm dealing with physical simulation (position based dynamic). Now I'm trying to realize tracking for two meshes. In order to explain what does it mean, let's assume that we have two similar meshes: ...
4
votes
0answers
144 views

Methods for integrating black box functions on a non-uniform grid

If i have some function expressed as points on a non-uniform grid (I'm specifically interested in logarithmic grids, but general results are also interesting), and I want to integrate it, I believe ...

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