Questions tagged [numerical-analysis-of-pde]

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3
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1answer
105 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 ...
1
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0answers
26 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
58 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 ...
0
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0answers
39 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. ...
0
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0answers
35 views

Weak formulation of PDE with weighted inner product

In Boyd's book on spectral methods (available here: https://depts.washington.edu/ph506/Boyd.pdf), I stumbled in section 3.5 "Weak & Strong Forms of Differential Equations: the Use-fulness of ...
1
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0answers
117 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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0answers
24 views

Reference request: numerical methods for HJB free boundary problems

Suppose $r: \mathbb{R}^{d+1}\to \mathbb{R}, \ g: \mathbb{R}^d \to \mathbb R,\ b: \mathbb{R}^{d+1}\to \mathbb{R}^d$ and $ \sigma: \mathbb{R}^d \to \mathbb R^d, d \ge 2$, and consider an optimal ...
2
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2answers
148 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: $$\...
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0answers
76 views

solutions of systems of first order linear pde with non-constant coefficients

I would like to find a reference that discusses, in certain generality, the properties of solutions of systems of first order linear pde with non-constant coefficients. I am actually studying the ...
3
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0answers
60 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 ...
3
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0answers
42 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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0answers
47 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
24 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
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4answers
1k 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 ...
3
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1answer
48 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
110 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 $...
2
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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
165 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 ...
0
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0answers
82 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
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1answer
186 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
128 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&...
1
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0answers
96 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{{\...
2
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0answers
115 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
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1answer
94 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
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3answers
558 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{...
2
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1answer
353 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 .
3
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1answer
88 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 $f({\bf x})$,...
2
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0answers
51 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
93 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
97 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 ...
1
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0answers
123 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
275 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
56 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 ...
1
vote
1answer
140 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
107 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 $\...
0
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0answers
121 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
57 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 ...
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0answers
64 views

Ask for reference about finite difference method on HJB equation

I am a fresh PhD student in numerical analysis. Recently I am considering finite difference methods and their error analysis for solving HJB equation of the following form: $$ v_t=g(a(x)v_x),\quad x\...
3
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1answer
146 views

Methods to compute the Green's function for the 1D wave equation with nonsmooth coefficient?

I am seeking advice on the best available numerical methods to compute the Green's function for a 1D wave equation with rough coefficient. Suppose that the coefficient $c(x)$ in the 1D wave equation ...
8
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1answer
2k views

Review paper/book on Finite Difference Methods for PDEs

I am looking for a good, relatively modern, review paper/book on Finite Difference Methods for PDEs with a theoretical emphasis in mind. By theoretical emphasis I mean that I care about theorems (i.e. ...
3
votes
1answer
220 views

Solving a differential system

Let $\mu$ be a probability measure on $\mathbb R$ with Lebesgue density, i.e. $\mu(dx)=\mu(x)dx$. We aime to find increasing and decreasing functions $\phi_{+}: \mathbb R_+\to \mathbb R_{+}$ and $\...
2
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1answer
107 views

Finite Element Method on a single triangular element

Consider the Laplace equation on a single triangular domain with a Dirichlet condition on two of the sides and a Neumann condition on the remaining side. I am using a linear element ... $\mathbb{P}_1$ ...
0
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1answer
243 views

A condition for Laplacian

Let $u\in L^{2}(\mathbb{R}^{2}) $ with $-\Delta(u) -c (x^{2}+y^{2})u \in L^{2}(\mathbb{R}^{2})$ where $c>0$. Is true $-\Delta u \in L^{2}(\mathbb{R}^{2})$? Thank you in advance.
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0answers
124 views

Fundamental solution matrix of a linear PDE

I've asked a very similar question also at math.stackexchange, but I've not received any answer. A vectorial function $\boldsymbol{x}:\mathbb{R}^D \rightarrow \mathbb{R}^N$ satisfies the following ...
1
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0answers
145 views

A mathematical biology reference request

Is there any mathematical articles that describe the differential equation modelling of locomotion of amoeba using pseduopodia? I am looking for physics based models of pressure difference modeling of ...
1
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0answers
67 views

About the “method of lines”: when are such solutions good approximations for **all** future time?

This question is about approximate solutions to some classes of PDEs obtained using the "method of lines". For example, for an initial-value problem given by a PDE on a circle, one can choose $n$ ...
2
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0answers
78 views

Properties of a Sobolev bound

I am interested in computing $$ A:=\inf_{f\in L^{2}(\mathbb{R}^3)}\frac{||K^{\frac{1}{4}}f||_2^2}{||f||_{\frac{5}{2}}^2} $$ where $K:=-\Delta+1$. We call $f_c$ the function that saturates the bound. ...
4
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0answers
575 views

What does the Von Neumann's stability analysis tell us about non-linear finite difference equations?

I've asked this question on computation science stackexchange, but it did not receive any answers so I have decided to ask it here as well. I am reading a paper [1] where they solve the following non-...
2
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1answer
939 views

Solving a simple Schrödinger equation with Fast Fourier Transforms

While trying to solve a stochastic Gross-Pitaevskii equation I have found a problem that can be tracked down to something buggy occurring in the simplest Schrodinger equation possible: $$\partial_t \...
3
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0answers
159 views

Numerical inversion involved confluent hypergeometric (1F1) (or Kummer function)

Edit: The question is solved !! The code is actually correct. There is not error in the codes. I miss-used it. Thank you for your attention : ) This problem arises when I tried to compute the valua ...