# Questions tagged [numerical-analysis-of-pde]

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67
questions

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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**

votes

**1**answer

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} \...

**3**

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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 ...

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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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votes

**1**answer

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)...

**3**

votes

**1**answer

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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**1**answer

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{...

**1**

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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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**1**answer

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, ...

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**1**answer

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 ...

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**1**answer

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 } \...

**3**

votes

**2**answers

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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**0**answers

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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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 ...

**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 ...

**5**

votes

**1**answer

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**

votes

**1**answer

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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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}} ...

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votes

**1**answer

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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**0**answers

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}{\...

**1**

vote

**1**answer

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**

votes

**1**answer

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&...

**1**

vote

**0**answers

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{{\...

**2**

votes

**0**answers

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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votes

**1**answer

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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votes

**3**answers

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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votes

**1**answer

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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votes

**1**answer

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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votes

**0**answers

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 ...

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votes

**2**answers

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 ...

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votes

**1**answer

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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**0**answers

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 ...

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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{...

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**0**answers

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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vote

**1**answer

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^...

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votes

**2**answers

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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votes

**0**answers

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{...

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**0**answers

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 ...