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

The numerical-analysis-of-pde tag has no usage guidance.

54
questions

**3**

votes

**1**answer

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**

vote

**0**answers

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**

votes

**1**answer

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**

votes

**0**answers

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**

votes

**0**answers

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**

vote

**0**answers

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 } \...

**0**

votes

**0**answers

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**

votes

**2**answers

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:
$$\...

**0**

votes

**0**answers

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**

votes

**0**answers

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**

votes

**0**answers

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 $B$ ...

**1**

vote

**0**answers

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 + \...

**1**

vote

**0**answers

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**

votes

**4**answers

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**

votes

**1**answer

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**

votes

**1**answer

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**

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}} ...

**2**

votes

**1**answer

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**

votes

**0**answers

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**

vote

**1**answer

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**

votes

**1**answer

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**

vote

**0**answers

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**

votes

**0**answers

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**

votes

**1**answer

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**

votes

**3**answers

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**

votes

**1**answer

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**

votes

**1**answer

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**

votes

**0**answers

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**

votes

**2**answers

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**

votes

**1**answer

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**

vote

**0**answers

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**

votes

**0**answers

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**

votes

**0**answers

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

**1**answer

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**

votes

**2**answers

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**

votes

**0**answers

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**

vote

**0**answers

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 ...

**1**

vote

**0**answers

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**

votes

**1**answer

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**

votes

**1**answer

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

**1**answer

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**

votes

**1**answer

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**

votes

**1**answer

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.

**0**

votes

**0**answers

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**

vote

**0**answers

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**

vote

**0**answers

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**

votes

**0**answers

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**

votes

**0**answers

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**

votes

**1**answer

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**

votes

**0**answers

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 ...