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Questions tagged [numerical-analysis-of-pde]

For questions about the numerical analysis of partial differential equations, the intersection of top-level tags [tag:ap.analysis-of-pdes] and [tag:na.numerical-analysis].

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Suppose we trained a neural network to fit a solution of a PDE, but we want to do something in a Finite Element Space, so we need transform our neural network to the latter. What is the way to do this ...
Hao Yu's user avatar
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Consider the following PDE: $$ -\Delta u + \alpha u + \beta (x \cdot \nabla) u = 0. $$ Is there any nonzero weak solution of this equation on $\Bbb R^n$, in $H^1$ or other function spaces, for some ...
Hao Yu's user avatar
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I’m exploring a reaction–diffusion-type scalar field equation of the form $$ ∂_t K=D\nabla^2 K+SK(1-K)(K-K_*), $$ where $D>0$, $S>0$, and $0<K_*<1$. Numerical simulations in 2D produce the ...
Artem Brezgin's user avatar
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159 views

Consider the generalized eigenvalue problem: $$ [- \nabla \cdot (D(\mathbf{x}) \nabla) + \Sigma_a(\mathbf{x})] \phi(\mathbf x) = \lambda \Sigma_f(\mathbf x) \phi(\mathbf x)$$ Some specifications: The ...
Mahathi Vempati's user avatar
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I'm looking for a Python solution to compute a conformal map that transforms an entire 2D domain (given as a shape; convex or not, by giving its binary mask for example) onto the unit disk or another ...
Roua Rouatbi's user avatar
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I'm working on the finite difference scheme to solve $-\Delta u(x) = f(x)$ in the unit square $\Omega= (0,1) \times (0,1)$ with $u=0$ on $\partial \Omega$. I want to check whether convergence of ...
zcmw's user avatar
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1 answer
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To be very short (before explaining more), I am trying to build an efficient and stable numerical scheme for the following systems of coupled PDEs: $$\partial_t \rho + \partial_x[\rho v] = 0,$$ $$\...
Eaulrik's user avatar
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Let $H: \mathcal{D} \rightarrow \mathcal{H}$ be a densely defined, self-adjoint, non-negative operator. Let $P: \mathcal{H} \rightarrow \mathcal{H} $ be an orthogonal projection onto a subspace. We ...
Qualearn's user avatar
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Let $I\subseteq \mathbb{R}$ an open interval. Let $f:I\rightarrow \mathbb{C}$ real analytic. Suppose we want to numerically compute an analytic extension of $f$. We will assume the following: we are ...
Plemath's user avatar
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Consider a densely defined, self-adjoint operator $$ H: \mathcal{D} \rightarrow \mathscr{H}. $$ Assume for simplicity that $H$ is nonnegative. We want to effectively restrict this operator $H$ to a ...
Qualearn's user avatar
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The PDE I am working on comes from geology, which I do not have much background on. Said equation aims to describe describes the erosion by describing it as an advection phenomena: the advection ...
betelgeuse's user avatar
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I am researching numerical methods for PDEs. I particular, I am looking at methods for the linear hyperbolic PDE $$ u_t+au_x=0. $$ This is a common approach, because successful methods for this model ...
Philip Roe's user avatar
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1 answer
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For whatever reason, I stubbornly decided to use tetrahedral elements and find myself needing to use P3 elements with bubble functions ("P3b3d" in FREEFEM-style denomination). The 2d case is ...
Sébastien Loisel's user avatar
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I'm currently studying Paul Wilmott on quantitative finance and saw an interesting idea for an interest rate model that went unexplored in the book. The idea is to model the market price of risk as a ...
David Hunt's user avatar
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183 views

Given a standard mollifier $\rho_\delta$ and a distribution $ u \in B^\alpha_{ p, p}$ with $\alpha<0$, $p \in [1, \infty]$ and $B^\alpha_{p,p}$ is a not-homogeneous Besov space, I'm trying to prove ...
Marco's user avatar
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What basis functions are usually choosen if one attempts to conduct a Galerkin finite element method given an evolution triplet $H^s_0(G)\subset L^2(G)\subset H^{-s}(G)$. Where $G$ is a sufficiently ...
Perelman's user avatar
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Intro Suppose we have the following static linear equations (e.g. of an elastostatic problem): $$\mathbf{K}\boldsymbol{u}=\boldsymbol{f}$$ We want a multipoint constraint of the type $$\boldsymbol{\...
Breno's user avatar
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Write the vorticity equation as \begin{equation}\label{Eq20} \begin{split} \dfrac{\partial}{\partial t} v_i & = \biggl[|\textbf{v}|~|\nabla u_i|\cos(\beta_i)- |\textbf{u}|~|\nabla v_i|\cos(\...
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Question is in the title. The nonlinearity due to the term $f(\nabla u)$ makes it difficult to directly apply the spectral Galerkin method as it can be done for PDE of the form $\partial_tu=\nabla\...
0xbadf00d's user avatar
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3 votes
1 answer
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The background is as follows: I consider the following differential equation $$\phi_{xx}+u\phi=\lambda \phi,\ \ \lambda=-k^2$$ where $u=u(x),\ \phi=\phi(x,\lambda)$, $\lambda$ is the spectral ...
miao zhengwu's user avatar
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323 views

Consider the following system of PDEs for the dependent variables $\tau=\tau(u,v)$ and $\gamma=\gamma(u,v)$, with $(u,v)\in [0,a]^2$. $$ \begin{cases} \tau_u&=F\left( \gamma,\gamma_u,\gamma_v,\...
Daniel Castro's user avatar
3 votes
2 answers
496 views

Consider the following differential equation: $$\frac{\partial u(x,t)}{\partial t} = - \frac{\partial u(x,t)}{\partial x} + u(x,t) \label{1}\tag{1}$$ with $u(x,0)=f(x)$. The solution of \eqref{1}, ...
Mirar's user avatar
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8 votes
3 answers
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I often come across the term dissipative (partial) differential equation in mathematical articles, especially in the context of hypocoercivity and entropy methods. I now have an intuitive idea of ​​...
kumquat's user avatar
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1 answer
321 views

The split-step method is a numerical method that can be used to solve a nonlinear PDE (https://en.wikipedia.org/wiki/Split-step_method). Even Wikipedia does not refer to the original authors (F.D. ...
Redsbefall's user avatar
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I have the following semidiscrete problem on a meshed domain $U_h$. Let $V_h$ be linear finite elements on $U_h$, $V_{h0}\subset V_h$ have zero trace on $\partial \Omega_h$, and $V_{h\partial}$ be ...
Lilla's user avatar
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0 answers
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Consider a PDE, $$\partial_t u -a \nabla u - ru (1-u) = 0$$ at a given snapshot in time. The inverse problem is to find the diffusion coefficient $a \in L^{\infty}$ from a noisy measurement $$Y = \Phi(...
Jarwin's user avatar
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1 answer
130 views

Crossposted at SciComp SE I'm very new to finite difference method and I am just introduced to methods of solving differential equation using finite difference method via sparse matrix method. I find ...
Hari Sam's user avatar
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55 views

I'm interested in learning how to computationally simulate the behavior of parabolic partial differential equations, but I don't know where to start, what are the best free programs to use and where ...
Ilovemath's user avatar
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502 views

Here it is an Advection-Diffusion equation in 2D: $$ \frac{\partial C}{\partial t}+U \frac{\partial C}{\partial x}+V \frac{\partial C}{\partial y}=D\left(\frac{\partial^2 C}{\partial x^2}+\frac{\...
Edric Jonathan's user avatar
2 votes
0 answers
177 views

I am interested in finding numerical solutions to a Monge-Ampere type equation for applications in physics. Due to the close connection between Monge-Ampere and optimal transport and the well ...
Yly's user avatar
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Imagine a piece of string in the ocean moving gently with the currents; the string bends but does not change its length. The (stationary) string can be modelled by a unit speed curve: $$[0,1] \...
sitiposit's user avatar
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1 answer
318 views

Let $G:\mathbb{R}^3\rightarrow\mathbb{R}^3$ be smooth vector field over $\mathbb{R}^3$. For which vector fields $F:\mathbb{R}^3\rightarrow\mathbb{R}^3$ does the PDE $$\dfrac{\partial}{\partial t}\...
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5 votes
2 answers
644 views

Assuming $f(x)=e^{-x^2}$ for $x$ in $[-10,10]$, I have tried the following: Fourier transform $\mathcal{F}$: $\frac{d}{dx}$ can be diagonalized as $\mathcal{F}^{-1} i\omega \mathcal{F}$. Therefore, $\...
Mirar's user avatar
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2 votes
0 answers
135 views

What is the relationship between Kolmogorov $\epsilon$-entropy, Kolmogorov $n$-width, and Kolmogorov $\epsilon$-capacity of a set $M$ in a metric space $X$? (The $\epsilon$-capacity here is the ...
Hiro's user avatar
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2 votes
2 answers
409 views

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 ...
Chushamm's user avatar
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1 vote
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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 ...
Ho-Oh's user avatar
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2 votes
0 answers
136 views

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 ...
ithmath's user avatar
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0 votes
1 answer
153 views

Consider the problem $$ \begin{cases} u_t - \Delta u = 0 &\text{ on } \Omega\times (0,T)\\u=0 &\text{ on } \partial \Omega\times (0,T) \\ u(x,0)=g(x) &\text{ on } \Omega \end{cases} $$ ...
Lilla's user avatar
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2 votes
0 answers
191 views

$\Omega\subset \mathbb{R}^N$ 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\...
Tibeku's user avatar
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3 votes
0 answers
77 views

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 ...
mohammad fazli's user avatar
1 vote
0 answers
79 views

For a vector $\vec{u}\in\mathbb{R}^N$ let's denote $\pi_N\left(\vec{u}\right)$ the unique piecwise linear and $1$-periodic function matching the components of $\vec{u}$ on the discretization $x_k = \...
Ayman Moussa's user avatar
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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 ...
Ma Joad's user avatar
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1 vote
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200 views

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 = ...
freshst4r's user avatar
1 vote
1 answer
119 views

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 ...
bobinthebox's user avatar
3 votes
0 answers
81 views

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} \...
Onil90's user avatar
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2 votes
0 answers
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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 ...
陳Keefe's user avatar
3 votes
2 answers
423 views

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} \...
GJC20's user avatar
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3 votes
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128 views

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 ...
Ken Hung's user avatar
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3 votes
0 answers
146 views

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{...
Alex's user avatar
  • 255
7 votes
1 answer
966 views

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 ...
Sébastien Loisel's user avatar