# Tag Info

15

This is a well-framed question and a very useful thing to understand. Korrok is correct to refer you to von Neumann analysis and LeVeque's book. I can add a bit more to that. I'd like to write a detailed answer, but at the moment I only have time for a short one: With $\alpha=\beta=1/2$, you get a method that is absolutely stable for arbitrarily large ...

11

I would not insist on demanding a geometrical meaning from Galerkin methods in general. There is a connection, but it becomes less meaningful as you extend it further and further. (In a sense, it would be better to call Galerkin methods "generalized projection methods".) To really understand the connection between collocation and Galerkin methods requires ...

10

Generally speaking, you'll want to use an implicit method for parabolic equations (the diffusion part) -- explicit schemes for parabolic PDE need to have a very short timestep to be stable. Conversely, for the hyperbolic part (advection) you'll want an explicit method as it's cheaper and doesn't disrupt the symmetry of the linear system you have to solve by ...

10

The reason is that with the exception of linear problems, if you do a Fourier (or other) decomposition in time, you end up with a significant number of problems that are coupled globally in time. In other words, you have to solve lots of problems on the entire time interval concurrently. That will typically bust your computational or memory budget. The ...

9

Just as an aside, your github documentation is fantastic. This is just a guess from DG methods, which can have similar issues if numerical fluxes aren't chosen carefully (I figure FV methods are a subset of DG methods). If you're using interpolation from cell centers to define your fluxes, then this should be equivalent to using the average as a numerical ...

8

Many of us in scientific computing simply have well-equipped laptops for regular software development tasks, some multicore workstations for smaller-scale testing, and access to clusters for larger runs. To give you an idea: My laptop is a Dell M3800 (4-core Intel i7, hyperthreading, 16GB of RAM). This is good enough to regularly compile my software and do ...

7

We have the following problem: $$\frac{\partial u}{\partial t}+v\color{red}{\frac{\partial u}{\partial x}}-\nu\color{blue}{\frac{\partial^2u}{\partial x^2}}=0 \tag{*}$$ The function $u$ may represent for example the concentration that propagates at velocity $v>0$ and disperses in a medium with viscosity $\nu>0$. Since only we are discussing how terms ...

7

Instead of directly integrating over the area, it is often more convenient to use the divergence theorem to replace the area integral with an integral over the boundary edges. The divergence theorem in three dimensions for a vector function $F$ can be written $$\int_V \nabla \cdot {\bf F} dv = \int_S {\bf F} \cdot ds$$ That is, an integral over the ...

6

In the case you show, the solution has a boundary layer. If you can't resolve it because your mesh is too coarse, then for all practical matters the solution is discontinuous to the numerical scheme. Now, if you just apply a standard discretization to this problem, the discrete solution is the result of applying a linear projection operator to the exact ...

6

If the right hand side were independent of $u$ then one would generally use the averaged form $$(1-\theta)s_(x,t^{n+1}) + \theta s(x,t^n).$$ In the nonlinear case you can't do that easily, as you note, but you can at least use some kind of extrapolation, for example approximate $$(1-\theta)s(x,t^{n+1},u^{n+1}) + \theta s(x,t^n,u^n) \approx (1-\... 6 If you need Jacobian matrix information for a numerical method, you should calculate the Jacobian matrix of the discretized form of the equations, since that will be consistent with the discretized equations you are solving. 6 Every major class of discretization is "open-ended" in the sense that there are decisions with no obviously/provably correct answer in the general case, so some decisions are made based on how they perform for the target problem. Additionally, each major class has active research on new extensions. AMR has more choices than static-grid discretizations, so ... 6 Full space-time discretization of time-dependent partial differential equations is indeed a thing. If you use a structured mesh in time (in the sense that the time discretization does not depend on space) and appropriate choice of trial and test functions, you can fit several standard time-stepping methods (Crank-Nicolson, implicit Euler or some Runge-Kutta ... 6 I believe the best approach here is to use a threshold based on the local average brightness of the image. Setting the threshold to be 90% of the mean value of the 11x11 grid surrounding each pixel gives results that are about as good as you can expect with such a low resolution image. For each pixel you just need to compute the mean brightness of the ... 5 Others have said it all, but I just wanted to add a simple, yet sometimes subtle, point. Your upwind discretization remains conservative as long as you use a consistent interpolation of a(x) on the cell boundaries. What I mean by consistent is that the only condition that the interpolation needs to satisfy is$$ a_{i+1/2}^+ = a_{i+1/2}^- $$In other ... 5 Adaptive refinement. There are even optimal error estimators for your exact problem, though you can't go too wrong on this problem by dividing cells where the magnitude of the gradient is largest. 5 Section 2.5 of this PDF document goes through some additional details and the error does in fact work out to be second order. The key is that the term multiplying the \Delta y^2/\Delta x term is equal to$$\Delta x\left( \dfrac{\partial^4u}{\partial x\partial y^3} +\mathcal{O}(\Delta x^2) \right)$$The 1/\Delta x cancels the \Delta x in this term ... 5 If you wish to know only the change in density you are interested in the dilatation or volumetric strain of the stress tensor associated with the transformation. If you also wish to know about the anisotropy of the stretching you should look at computing the right Cauchy-Green deformation tensor, \Delta, and it's associated eigenvalues and eigenvectors. ... 5 For the particular equation you are solving (called the minimal surface equation), the functional you are trying to minimize is$$ J(u) = \int_\Omega \sqrt{1 + |\nabla u|^2} \; dx. $$You can find a derivation of the equations, as well as a discussion of solution approaches in lectures 31.5 and following here: http://www.math.tamu.edu/~bangerth/videos.... 5 The concept of p-nonconforming meshes can also apply to continuous FEM, not just DG. For continuous FEM, continuity is enforced by enforcing a single set of degrees of freedom on a face shared between two elements. If those elements have varying polynomial degrees, the trace space on the face must be made the same. This may be done by restricting the ... 5 You can't. Nonlinear systems of equations are in general not solvable exactly. What you need to do is to use a method to solve nonlinear systems, of which there are of course quite a lot: A simple approach would be to use D(U)\approx D(U^{n-1}), where D^{n-1} is the solution of the previous time step. A possibly smarter approach would be to use D(U)\... 4 http://mathformeremortals.wordpress.com/2013/01/12/a-numerical-second-derivative-from-three-points/ This addresses your question and shows the formula you are looking for, for the second derivative. Higher-Order derivatives follow the same pattern. 4 You can use any type of interpolation to determine a(x_{j-\frac{1}{2}}), and the method will remain conservative. To see why this is so, consider that the analytic definition of conservative is that$$\frac{\partial}{\partial t}\int_D u(x)\, dx = \int_{\partial D} a(x)u(x) dS, where $D$ is the problem domain. This says that the change in the ...

4

Depending on what kind of system you're looking at, it may be more convenient to consider the velocity $a$ as piecewise-constant within each cell, or that it's defined at the cell interfaces. For example, in meteorology, staggered grids are quite common, where pressure might be defined inside cells and velocity at cell interfaces. You could just as easily ...

4

TL;DR: Your options are limited 1) go brute force adaptive for accurate and expensive solution 2) use numerical diffusion for a less accurate but stable solution or (my favorite) 3) leverage the fact that this is a singular perturbation problem and solve two inexpensive inner/outer problems and let matched asymptotics do its magic! If you really must obtain ...

4

For something with a spectral flavor in time, look at deferred correction methods, starting with this paper. I would argue that they're not spectral in the usual sense of the word, but they give you a family of arbitrary-order Runge-Kutta methods, so if you think of "refining" by increasing the order (by adding more nodes), then the convergence can be ...

4

The expressions you are using for eigenvalues and eigenfunctions are wrong (as per Wolfgang Bangerth's comment); therefore the results you are getting are not meaningful at all. There are analytic expressions for eigenvalues for both continuous and discrete cases for $d^2/dx^2$ on a circular segment – periodic BCs. For a continuous case on $S^1=[0,L]$, $j$...

4

Since you are a computer science major, let me posit the following analogy: "adaptive mesh refinement" is a set of techniques for solving partial differential equations in mathematics; this is in the same spirit as "image processing" is a set of techniques to transform and improve images. Both fields have many different aspects, so there are no fixed ...

4

Central differencing schemes are not stable if you have advection dominated problems. There really was no other trivial [1] alternative to developing upwind schemes. [1] There are a few other stabilization methods, of course, but in the finite difference of finite volume context, almost everything that was developed over the first 30 years of numerical ...

4

To elaborate on Wolfgang's answer: since hyperbolic PDE semi-discretizations with centered differences have purely imaginary eigenvalues, they are only neutrally stable. For linear problems (e.g., the acoustic wave equation or linear Maxwell's equations) this is fine and such methods are commonly used. For instance, in electromagnetics centered differences ...

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