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Questions related to the calculation or use of the Jacobian matrix or its determinant. Not to be confused with the Jacobi iterative method for solving systems of linear equations. For those, use [iterative-method] instead.

5 votes

Spot redundant equations within nonlinear system of equations

Each of the two equations describes a set of lines in the 2d plane, and the lines happen to be tangential at a specific point -- which is expressed as the Jacobian computed at that point being singular …
Wolfgang Bangerth's user avatar
6 votes
Accepted

Why can bad jacobians sometimes works better for implicit ODE method?

Finite difference approximations of the Jacobian are really only good if the step lengths are chosen appropriately for each coordinate. … You are almost always better off if you provide an approximation of the Jacobian based on expert insight, rather than black box choices. …
Wolfgang Bangerth's user avatar
3 votes

How to calculate/derive analytic FEM Newton Jacobian

You need to understand how to actually compute derivatives when you want to take the derivative with respect to a function. I've recorded a lengthy example in lecture 31.55 here: http://www.math.colos …
Wolfgang Bangerth's user avatar
7 votes
Accepted

Sanity checking jacobians for Finite Element code

For example: As @BlaisB suggestes, if you rotate the reference cell, the determinant of the Jacobian needs to be one. You don't need to know the exact Jacobian matrix. … If you scale the cell by a factor, the Jacobian needs to be a multiple of the identity matrix. The multiplication factor is simply the scaling factor. …
Wolfgang Bangerth's user avatar
0 votes

Poisson-Nernst-Planck equations with ill-conditioned sparse matrix

If you write your system as a single matrix, you may need to scale the two equations so that they have roughly the same order of magnitude. Rather than describing in great detail what to do and why, l …
Wolfgang Bangerth's user avatar
3 votes

How to deal with complexity in numerical code, for example, when dealing with large Jacobian...

Here is an example of where we have used automatic differentiation using Sacado in one code: http://www.dealii.org/developer/doxygen/deal.II/step_33.html
Wolfgang Bangerth's user avatar