Questions tagged [numerical-analysis-of-pde]
The numerical-analysis-of-pde tag has no usage guidance.
77
questions
2
votes
2
answers
58
views
$H^s$ norm of non-integer power of functions
Let $ \Omega = \mathbb{T}^d (1 \leq d \leq 3)$ be the $d$ dimensional torus and $ u \in H^2(\Omega) $ be a complex valued function. For some $ 0 < \alpha < 1 $, let $ g(u) = |u|^\alpha u $.
My ...
- 23
1
vote
0
answers
21
views
Flux that can be represented by low and high resolution schemes
In the wiki page of Flux limiter, it writes:
If these edge fluxes can be represented by low and high resolution schemes, then a flux limiter can switch between these schemes depending upon the ...
- 111
2
votes
0
answers
49
views
Derivation of the Cahn-Hilliard PDE from the point of view of finite difference methods
Consider the Cahn-Hilliard equation
$$\frac{\partial c}{\partial t} = \nabla^2(f(c)-\varepsilon^2 \nabla^2 c)$$
defined on your favorite domain. I'm looking for a literature reference that formally ...
- 53
0
votes
1
answer
76
views
FEM based solution to parabolic problem
Consider the problem
$$
\begin{cases}
u_t - \Delta u = 0 &\text{ on } \Omega\times (0,T)\\u=0 &\text{ on } \partial \Omega\times (0,T) \\ u(x,0)=g(x) &\text{ on } \Omega
\end{cases}
$$
...
2
votes
0
answers
68
views
Gradient $L^\infty$-estimate for heat equation with homogeneous Dirichlet boundary condition
$\Omega\subset \mathbb{R}^N$ is a bounded smooth domain. Consider the homogeneous heat equation with zero boundary condition in $\Omega$
\begin{cases}
\partial_t u-\Delta u=0 \quad(x,t)\in \Omega\...
- 121
3
votes
0
answers
44
views
How I can distibute values over the computational cells?
I am an engineering student and I try to solve the fluid equations over a given set of computational cells. I have a mathematical question about a field I am currently studying, precisely the ...
1
vote
0
answers
25
views
P1-finite element as convolution of P0-finite element
For a vector $u\in\mathbf{R}^N$ let's denote $\pi_N(u)$ the unique piecwise linear and $1$-periodic function matching the components of $u$ on the discretization $x_k = \frac{k}{N}$ of the unit ...
- 2,068
1
vote
0
answers
49
views
How does a computer program recognize shocks given data of a solution to a conservation law?
Conservation laws are PDEs of the form $u_t +j_x=0.$ A discontinuous solution (for $u$ and $j$) to an equation like this can be easily found. Let's suppose that we are working with a piecewise ...
- 1,457
1
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0
answers
89
views
Semilinear PDE - BSDE presentation via Feynman Kac formula
For a semilinear PDE, we usually have this FBSDE representation:
$\mathcal{X}_t=\mathcal{X}_0+\int^t_0 \mu (s,\mathcal{X}_s)\, ds\, +\int_0^t \sigma (s,\mathcal{X}_s)dW_s,\quad 0\leq t\leq T, \\
Y_t = ...
- 43
0
votes
0
answers
16
views
Low order quadrature for low order terms in finite element method- convergence analysis
Consider the PDE
$$\frac{\partial u}{\partial t} = \Delta u - \kappa u,$$
posed over a bounded domain $\Omega$ (say, $\Omega \subseteq \mathbb{R}^2$). Assume we have a family of triangulations $\...
- 101
1
vote
1
answer
81
views
Typo in error a-priori estimate in a discontinuous Galerkin paper?
I'm looking at this famous paper which is available in the link below:
Franco Brezzi, LD Marini, Endre Süli, Discontinuous Galerkin methods for first-order hyperbolic problems, Mathematical Models ...
- 111
0
votes
0
answers
34
views
sign for Galerkin product of a monotone nonlinearity?
Let $M$ be a smooth, compact manifold without boundaries. Let $(e_n)_{n\geq 0}\subset L^2(M)$ be the Hilbert basis generated by the Laplacian eigenfunctions, i-e $-\Delta e_n=\lambda_n e_n$ (no ...
- 3,765
3
votes
0
answers
54
views
Tuning parameters of PDEs given a set of data
I am interested in doing statistical inference in the context of PDEs. Loosely speaking, the kind of problem I have in mine is the following.
Problem setting
Let $(t_i, x_i, y_i) \in \mathbb{R} \...
- 783
2
votes
0
answers
57
views
Dense matrix vs sparse matrix, when they have same number of nonzero elements
I came across a new way in the literature to solve PDE problems numerically, which is called 'Patch Reconstruction'. One example paper is: Li, R., Sun, Z., Yang, F., & Yang, Z. (2019). A finite ...
- 21
3
votes
2
answers
259
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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
$$u(1,x)=0,\quad \forall -1<x<1 \quad\quad \mbox{and} \...
- 1,190
3
votes
0
answers
52
views
What is the purpose of converting a level-set function into a signed distance function?
In the paper Electrical impedance tomography using level set representation and total variational regularization, the authors tried to implement an iterative algorithm to find the interface of two ...
- 161
3
votes
0
answers
78
views
Smoothly connecting PDEs with finite differences
A PDE with non-smooth inhomogeneity
Let $\mathcal{L}$ be a second-order, linear, elliptic differential operator acting on $\mathcal{C}^2([0,2]^2)$.
I'm numerically solving the inhomogeneous PDE
\begin{...
- 245
6
votes
1
answer
148
views
What is the big-O complexity of solving the sparse Laplace equation in the plane?
In MATLAB, you can get a 2d Laplacian via A = delsq(numgrid('S',N)); yielding a matrix $A$ that is $n \times n$ with $n = O(N^2)$, for a square domain discretized ...
- 461
1
vote
0
answers
79
views
Shape derivative at manifold $M$ in direction $v$ is equal to the shape derivative at $\partial M$ in drection $\langle v,n\rangle n$
Let $\tau>0$ and $d\in\mathbb N$.
Definiton 1$\:\:\:$If $v:[0,\tau]\times\mathbb R^d\to\mathbb R^d$ with $v(\;\cdot\;,x)\in C^0([0,\tau],\mathbb R^d)$ and $$\sup_{t\in[0,\:\tau]}\left\|v(t,x)-v(t,y)...
- 297
3
votes
1
answer
250
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],\...
- 297
1
vote
0
answers
71
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 $$T^{(\theta)...
- 297
0
votes
0
answers
123
views
Non linear second order PDE involving max operator (Dynamic Programming)
I'm trying to solve the following Dynamic Programming equation in continuous time ($dt \rightarrow 0$)
$$ 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\} - \...
- 9
3
votes
1
answer
306
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 ...
- 297
1
vote
0
answers
82
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:
$$
\mathbf{u}_v|^{n+2}_{i,j} - \mathbf{u}_v|^{n}_{i,j} = - A \frac{...
- 11
1
vote
0
answers
87
views
Differentiation under the integral sign for a $L^1$-valued function (shape derivative)
Let
$d\in\mathbb N$;
$U\subseteq\mathbb R^d$ be open and $$\mathcal A:=\{\Omega\subseteq U:\Omega\text{ is bounded and open and }\partial\Omega\text{ is of class }C^{0,\:1}\};$$
$E:=\bigcup_{\Omega\...
- 297
3
votes
1
answer
282
views
Prove of the shape-derivative identity relating the shape and material derivative of a shape-dependent function
I've started reading about shape optimization. Most of the concepts I've encountered so far (such as the shape derivatives of domain and boundary integrals and the corresponding) seem to be complex, ...
- 297
3
votes
1
answer
155
views
More important or relevant progress in discretizing hard problems in physics in last decade
This is a reference request, and soft question as companion.
I'm curious to ask, from an informative point of view, what about the more important progress in the goal to discretize hard problems in ...
- 73
1
vote
0
answers
29
views
Choice of finite element spaces in plasticity
I am planning to run numerical simulations in metal elastoplasticity (von-Mises yield condition with and without isotropic hardening). However, I am completely new to this subject and I am unsure ...
- 111
2
votes
1
answer
119
views
Discrete curve-shortening flow – numerical implementation
I need to investigate the properties of open curves which evolve according to the standard curve-shortening flow (Wikipedia link), but with fixed extremes as boundaries (si it should converge to the ...
- 31
0
votes
0
answers
53
views
Fokker-Planck equation with zero diffusion coefficients on the boundaries
I am currently working on a Masters project in which I will be looking at numerical methods for a specific PDE. The PDE that I will be considering is a Fokker-Planck equation on a unit hyper-cube.
...
- 217
1
vote
0
answers
129
views
Rigorous error estimate for semi-discrete heat equation in bounded domain
Let $\Omega$ be a bounded Lipschitz domain in $\mathbb R^N$ and $u_h$ be a solution of
$$
\begin{cases}
\partial_t u_h -\Delta_h u_h = f(x) & \text{ in } \Omega_h\\
u_h=0 &\text{ in } \...
- 177
3
votes
2
answers
463
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:
$$\...
- 245
3
votes
0
answers
71
views
Shooting method still relevant?
I'm preparing to teach a "Numerical Analysis II" course next term, and in previous years this course involved a section on the shooting method for solving one-dimensional boundary value problems. This ...
- 223
3
votes
0
answers
48
views
Spectrum of a symmetric saddle point matrix
Let $C=\left[ {\begin{array}{cc}
A & B^{T} \\
B & O \\
\end{array} } \right]$, where $A\in \mathbb{R}^{n\times n}$ is SPD, $B\in \mathbb{R}^{m\times n}$ and $m\leq n$. The matrix $B$ ...
- 31
1
vote
0
answers
76
views
discrete Fourier transform for composition of differential operators on a grid
This question pertains to stability analysis of finite difference methods using the discrete Fourier transform.
Suppose I have a convection diffusion equation of the form:
(1) $\hspace{.5in}u_t + \...
- 111
2
votes
0
answers
29
views
Discrete maximum priniciple for parabolic operators
While reading a paper on the topic 'Numerical solutions for generalized Black-Scholes equation', It is given that their numerical scheme can be executed explicitly by solving a linear system $\mathbf ...
13
votes
4
answers
2k
views
Is there a connection between representation theory and PDEs?
As a PhD student, if I want to do something algebraic / linear-algebraic such as representation theory as well as do PDEs, in both the theoretical and numerical aspects of PDEs, would this combination ...
- 149
5
votes
1
answer
94
views
Is the minmod limiter energy stable?
It is well-known, that upwind scheme and Lax-Wendroff scheme are energy stable for the linear advection equation $u_t +a u_x = 0$ with periodic boundary conditions, if the CFL condition is satisfied, ...
- 61
4
votes
1
answer
126
views
Numerics for continuity equation with Sobolev vector field
Has any work been done about numerical methods for the continuity equation
$$
\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,
$$
where $...
- 643
2
votes
0
answers
76
views
How we can do the derivative for this equation w.r.t.to time t>0
Let $x\in[0,L]$ and consider the following equation,
$$\varepsilon \left( t \right)=\frac{1}{2}\int_{0}^{L}{({{\rho }_{1}}{{\left| {{\varphi }_{t}} \right|}^{2}}+{{\rho }_{2}}{{\left| {{\varphi }_{t}} ...
- 199
2
votes
1
answer
210
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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 ...
0
votes
0
answers
84
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}{\...
- 1
1
vote
1
answer
294
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 ...
user133725
2
votes
1
answer
131
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&...
- 37
2
votes
0
answers
182
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
$$u = g{\rm\qquad{ on }}\;\Gamma \subset \partial \Omega $$
$$\frac{{\...
- 21
2
votes
0
answers
122
views
How to solve this integral equation?
$$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, ...
0
votes
1
answer
224
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 ...
- 11
11
votes
3
answers
601
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{...
- 532
2
votes
1
answer
582
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 .
- 133
3
votes
1
answer
128
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 $f({\bf x})$,...
- 135