Questions tagged [numerical-analysis-of-pde]

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39 views

Making rigorous a suggested Newton-Raphson like approach for finding root of a functional on $H^1_0$

I am trying to figure out the reasoning behind the proposed method in the following document. So we have the following non-linear equation on the unit square $\Omega=[0,1]^2$ given by $$-\mu \Delta u+\...
3
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1answer
106 views

Questions for the non-linear PDE $2u_t=\log(-u_{xx})$

Consider the PDE as follows : $$2u_t=\log(-u_{xx}), \quad \forall (t,x)\in [0,1)\times (-1,1)$$ with the terminal and boundary conditions $$u(1,x)=0,\quad \forall -1<x<1 \quad\quad \mbox{and} \...
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46 views

What is the purpose of converting a level-set function into a signed distance function?

In the paper Electrical impedance tomography using level set representation and total variational regularization, the authors tried to implement an iterative algorithm to find the interface of two ...
3
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68 views

Smoothly connecting PDEs with finite differences

A PDE with non-smooth inhomogeneity Let $\mathcal{L}$ be a second-order, linear, elliptic differential operator acting on $\mathcal{C}^2([0,2]^2)$. I'm numerically solving the inhomogeneous PDE \begin{...
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1answer
64 views

What is the big-O complexity of solving the sparse Laplace equation in the plane?

In MATLAB, you can get a 2d Laplacian via A = delsq(numgrid('S',N)); yielding a matrix $A$ that is $n \times n$ with $n = O(N^2)$, for a square domain discretized ...
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17 views

Derivative $\left.\frac{\rm d}{{\rm d}t}\nu_{\partial T_t(\partial M)}\right|_{t=0}$ of outer normal field on a transformed boundary $T_t(\partial M)$

Let $d\in\mathbb N$, $v\in C_c^1(\mathbb R^d,\mathbb R^d)$, $X^x\in C^0([0,\infty),\mathbb R^d)$ denote the solution of $$T_t(x):=X^x(t)=x+\int_0^tv(X^x(s))\:{\rm d}s\;\;\;\text{for all }t\ge0\tag1$$ ...
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45 views

How can we calculate this tangential differential?

Let $\tau>0$, $d\in\mathbb N$ and $T_t$ be a $C^1$-diffeomorphism on $\mathbb R^d$ for $t\in[0,\tau]$ with $T_0=\operatorname{id}_{\mathbb R^d}$. Assume $$T_t(x)=x+\int_0^tv(s,T_s(x))\:{\rm d}s\;\;\...
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27 views

Relation between the (pointwise) material and shape derivative

Let $\tau>0$ and $d\in\mathbb N$. Definition 1$\:\:\:$If $v:[0,\tau]\times\mathbb R^d\to\mathbb R^d$ with $v(\;\cdot\;,x)\in C^0([0,\tau],\mathbb R^d)$ and $$\sup_{t\in[0,\:\tau]}\left\|v(t,x)-v(t,...
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76 views

Shape derivative at manifold $M$ in direction $v$ is equal to the shape derivative at $\partial M$ in drection $\langle v,n\rangle n$

Let $\tau>0$ and $d\in\mathbb N$. Definiton 1$\:\:\:$If $v:[0,\tau]\times\mathbb R^d\to\mathbb R^d$ with $v(\;\cdot\;,x)\in C^0([0,\tau],\mathbb R^d)$ and $$\sup_{t\in[0,\:\tau]}\left\|v(t,x)-v(t,y)...
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1answer
246 views

Conditions on the velocity ensuring that a flow moves points along the boundary of a manifold

Let $\tau>0$; $d\in\mathbb N$; $v:[0,\tau]\times\mathbb R^d\to\mathbb R^d$ be Lipschitz continuous in the second argument uniformly with respect to the first with $v(\;\cdot\;,x)\in C^0([0,\tau],\...
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64 views

Show that the support of the shape gradient $\nabla\mathcal F(\Omega)$ is contained in $\overline\Omega$

Let $E$ be a $\mathbb R$-Banach space, $\Theta\subseteq C^{0,\:1}(E,E)$ be a $\mathbb R$-Banach space and $(T^{(\theta)}_t)_{t\ge0}$ denote the $C^1$-diffeomorphism from $E$ onto $E$ with $$T^{(\theta)...
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121 views

Non linear second order PDE involving max operator (Dynamic Programming)

I'm trying to solve the following Dynamic Programming equation in continuous time ($dt \rightarrow 0$) $$ v(x,t) = \max\Big\{|x|\,,\,v(x,t)+dt\Big(v_t(x,t)+\frac{1}{2(t+1)}v_{xx}(x,t)\Big) \Big\} - \...
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1answer
272 views

Weird claims and conclusions in “Introduction to Shape Optimization”

I'm trying to understand the notions of Euler and Hadamard derivatives of shape functionals. All the lecture notes and papers on this topic that I've found seem to build up on the books Shapes and ...
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76 views

Von Neumann analysis on a finite difference hyperbolic scheme

I am doing a Von Neumann analysis on a staggered finite difference scheme (for Maxwell's Equations). The finite difference scheme is: $$ \mathbf{u}_v|^{n+2}_{i,j} - \mathbf{u}_v|^{n}_{i,j} = - A \frac{...
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69 views

Differentiation under the integral sign for a $L^1$-valued function (shape derivative)

Let $d\in\mathbb N$; $U\subseteq\mathbb R^d$ be open and $$\mathcal A:=\{\Omega\subseteq U:\Omega\text{ is bounded and open and }\partial\Omega\text{ is of class }C^{0,\:1}\};$$ $E:=\bigcup_{\Omega\...
3
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1answer
261 views

Prove of the shape-derivative identity relating the shape and material derivative of a shape-dependent function

I've started reading about shape optimization. Most of the concepts I've encountered so far (such as the shape derivatives of domain and boundary integrals and the corresponding) seem to be complex, ...
3
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1answer
143 views

More important or relevant progress in discretizing hard problems in physics in last decade

This is a reference request, and soft question as companion. I'm curious to ask, from an informative point of view, what about the more important progress in the goal to discretize hard problems in ...
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28 views

Choice of finite element spaces in plasticity

I am planning to run numerical simulations in metal elastoplasticity (von-Mises yield condition with and without isotropic hardening). However, I am completely new to this subject and I am unsure ...
2
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1answer
83 views

Discrete curve-shortening flow – numerical implementation

I need to investigate the properties of open curves which evolve according to the standard curve-shortening flow (Wikipedia link), but with fixed extremes as boundaries (si it should converge to the ...
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47 views

Fokker-Planck equation with zero diffusion coefficients on the boundaries

I am currently working on a Masters project in which I will be looking at numerical methods for a specific PDE. The PDE that I will be considering is a Fokker-Planck equation on a unit hyper-cube. ...
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126 views

Rigorous error estimate for semi-discrete heat equation in bounded domain

Let $\Omega$ be a bounded Lipschitz domain in $\mathbb R^N$ and $u_h$ be a solution of $$ \begin{cases} \partial_t u_h -\Delta_h u_h = f(x) & \text{ in } \Omega_h\\ u_h=0 &\text{ in } \...
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2answers
278 views

Representing a nonlinear elliptic PDE as an energy minimization problem

I need to solve a PDE in 2D representing a (time-independent) nonlinear diffusion process. The unknown function is $\phi(x,y)$ and its gradients create fluxes $\vec J$ through a nonlinear relation: $$\...
3
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0answers
62 views

Shooting method still relevant?

I'm preparing to teach a "Numerical Analysis II" course next term, and in previous years this course involved a section on the shooting method for solving one-dimensional boundary value problems. This ...
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46 views

Spectrum of a symmetric saddle point matrix

Let $C=\left[ {\begin{array}{cc} A & B^{T} \\ B & O \\ \end{array} } \right]$, where $A\in \mathbb{R}^{n\times n}$ is SPD, $B\in \mathbb{R}^{m\times n}$ and $m\leq n$. The matrix $B$ ...
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63 views

discrete Fourier transform for composition of differential operators on a grid

This question pertains to stability analysis of finite difference methods using the discrete Fourier transform. Suppose I have a convection diffusion equation of the form: (1) $\hspace{.5in}u_t + \...
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0answers
27 views

Discrete maximum priniciple for parabolic operators

While reading a paper on the topic 'Numerical solutions for generalized Black-Scholes equation', It is given that their numerical scheme can be executed explicitly by solving a linear system $\mathbf ...
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4answers
2k views

Is there a connection between representation theory and PDEs?

As a PhD student, if I want to do something algebraic / linear-algebraic such as representation theory as well as do PDEs, in both the theoretical and numerical aspects of PDEs, would this combination ...
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1answer
89 views

Is the minmod limiter energy stable?

It is well-known, that upwind scheme and Lax-Wendroff scheme are energy stable for the linear advection equation $u_t +a u_x = 0$ with periodic boundary conditions, if the CFL condition is satisfied, ...
4
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1answer
116 views

Numerics for continuity equation with Sobolev vector field

Has any work been done about numerical methods for the continuity equation $$ \partial_t \rho(x,t) + \operatorname{div} (b(x,t) \rho(x,t)) = 0, \qquad t \in [0,T], \quad x \in \mathbb R^N, $$ where $...
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0answers
76 views

How we can do the derivative for this equation w.r.t.to time t>0

Let $x\in[0,L]$ and consider the following equation, $$\varepsilon \left( t \right)=\frac{1}{2}\int_{0}^{L}{({{\rho }_{1}}{{\left| {{\varphi }_{t}} \right|}^{2}}+{{\rho }_{2}}{{\left| {{\varphi }_{t}} ...
2
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1answer
186 views

Numerical methods for IDE [closed]

I would like to read a popular literature on the topic "Numerical methods for integro-differential equations". Could you recommend me any articles or book with a brief overview of some methods (maybe ...
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0answers
83 views

Why does this numerical scheme work on this nonlinear PDE?

i am currently solving a nonlinear PDE of mixed parabolic/hyperbolic type of the Form \begin{align*} \frac{\partial}{\partial x} \left(A \frac{\partial p}{\partial x} \right) +\frac{\partial}{\...
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1answer
232 views

Time discretization in the Feynman-Kac formula with boundary conditions

I am applying the Feynman-Kac theory for solving a PDE with boundary conditions. For the SDE simulation I use the Euler-approximation, which introduces a time-step $h$ for the Brownian Motion, and ...
2
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1answer
129 views

Construct examples satisfying some inequalities [closed]

How do I construct two vectors $a,b\in \mathbb{R}^{n}$, $a=(a_1,a_2,\ldots, a_n)^T$ and $b=(b_1,b_2,\ldots, b_n)^T$ which satisfy in the following conditions ‎\begin{align} & a_ib_i\geq 1,a_ib_j&...
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0answers
131 views

Error estimates in the $L^2$ norm of conforming FEM about Poisson’s equation with mixed boundary conditions

Consider Poisson’s equation $$- \Delta u = f{\rm\qquad{ in }}\;\Omega $$ with following mixed boundary cconditions $$u = g{\rm\qquad{ on }}\;\Gamma \subset \partial \Omega $$ $$\frac{{\...
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0answers
119 views

How to solve this integral equation?

$$g(p) = \frac{1}{p^3} + \frac{2}{p^2} \int_{p}^{1}{(u-p)g(u)du}$$ Need to find $g(p)$ for $p > 0$. If there is no explicit solution, how to solve it numerically? Maple13 calculates bad results, ...
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1answer
163 views

Analytical testcase for 2D/3D anisotropic Diffusion (Heat Kernel)

I want to verify and compare different Discretizations of the anisotropic diffusion equation in 2D / 3D image of my testsetting. I want to verify and compare different Discretizations of the ...
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3answers
576 views

Which matrices can be realized as the Dirichlet-to-Neumann map for a given domain?

Consider Poisson equation $\nabla \cdot (\sigma(x)\nabla u)=0$ in a domain $D$, where $\sigma(x)$ is the spatially dependent conductivity. On the boundary we have $n$ electrodes (Dirichlet BC $u=\text{...
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1answer
475 views

Naviers Stokes equation and machine learning

I am looking for a reference explaining how to solve Navier-Stokes numerically using Machine learning algorithms . Thank you in advance for your help .
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1answer
103 views

Numerical iterative methods for Poisson equation

Given a domain $\Omega \subset \Bbb R^n$ and $\Delta\varphi=f$ where $\varphi:\Bbb R^n \to \Bbb R$ is unknown and $f:\Omega\to \Bbb R$ is a blackbox function (for each $\bf x$ it provides $f({\bf x})$,...
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0answers
54 views

$L^{1} $ estimate for $2^{nd}$ order elliptic boundary value problem

This is probably a classical question in numerical analysis of PDE (but I don't know the answer). Suppose you are solving a traditional elliptic problem, for example, $u\in H^1_0(\Omega)$ (in a nice ...
2
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2answers
99 views

Iterative method for $p$-Laplacian

Consider the following iterative procedure for solving the $p$-Laplace equation $\nabla \cdot (|\nabla u|^{p-2} \nabla u) = 0$ with fixed Dirichlet boundary data: $u_0$ is our initial guess, for ...
2
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1answer
110 views

Simulating Fisher Equation (FKPP)

I'm researching about microbial growth (on 2D). I think that a microbial population can be modeled by the Fisher equation (any other suggestion is welcomed). My doubt is about how can I solve ...
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0answers
135 views

A discrete-to-continuous approach to the Dirichlet principle?

Dirichlet principle: Let $\Omega \subset R^n$ be a compact set with $C^1$ boundary. Then, there exists a unique solution $f$ satisfying $\Delta f = 0$ in $\Omega$ and $f=g$ on $\partial \Omega$. We ...
6
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0answers
293 views

Steklov eigenvalue problem for a planar region bounded by ellipse

The Steklov problem for a compact planar region $\Omega$ is \begin{cases} \Delta u =0 &\text{in $\Omega$}, \\ \frac{\partial u}{\partial n} = \sigma u &\text{on $\partial \Omega$}, \end{...
2
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0answers
98 views

Coarse grid correction

Let $A_h \in \mathbb{R}^{n \times n}$ be the matrix corresponding to a finite element discretization of some nonselfadjoint, bounded and indefinite bilinear form corresponding to a second order ...
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1answer
165 views

A mathematical motivation for Lax-Friedrich type of Numerical Fluxes

A Lax-Friedrichs (LF) type of flux for a conservation law $\partial_tU+\partial_xf(U)=0$ is given by \begin{align} F(U^-, U^+) = \frac{1}{2} \Big(f(U^-) + f(U^+)\Big)\cdot \nu - \frac{1}{2} \lambda(U^...
2
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2answers
108 views

Solving numerically an equation involving exponentials [closed]

I met an equation of the following form: $$\sum_{i=1}^nk_ip_i e^{-k_i\lambda}~~=~~b,$$ where $p_i\ge 0$, $k_i$ and $b$ are known for $i=1,\cdots, n$. I'd like to know how to find the solution $\...
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0answers
125 views

Time discretization of the variational formulation of the Navier-Stokes equation

Let $T>0$ $I:=(0,T]$ $d\in\mathbb N$ $\Lambda\subseteq\mathbb R^d$ be nonempty and open, $$\mathcal V:=\left\{\phi\in C_c^\infty(\Lambda,\mathbb R^d):\nabla\cdot\phi=0\right\}$$ and $$V:=\overline{...
1
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0answers
58 views

Time discretization of the (stochastic) Navier-Stokes equation

Let $d\in\mathbb N$ $\Lambda\subseteq\mathbb R^d$ be nonnempty and open $\langle\;\cdot\;,\;\cdot\;\rangle:=\langle\;\cdot\;,\;\cdot\;\rangle_{L^2(\Lambda,\:\mathbb R^d)}$ I've found a thesis where ...