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].
108 questions
0
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6
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How to project a function represented by a neural network into finite element spaces
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 ...
2
votes
1
answer
153
views
Nontrivial solutions of an elliptic pde
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 ...
0
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0
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75
views
Could critical exponents $z\sim 2.7$ $z\sim2.7$, $\nu\sim 1.3$ in a non-equilibrium reaction–diffusion field indicate a new universality class?
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 ...
2
votes
0
answers
159
views
Regularity of eigenfunctions of elliptic operator with piecewise-constant coefficients
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 ...
2
votes
0
answers
93
views
How can I compute a continuous conformal map from an arbitrary domain (not just its boundary) to the unit disk?
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 ...
1
vote
0
answers
149
views
Spaces for the bijectivity of the Laplacian operator
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 ...
1
vote
1
answer
131
views
Efficient numerical schemes for Euler equations with negative pressure, or a complex version of Burger's equation
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:
$$\partial_t \rho + \partial_x[\rho v] = 0,$$
$$\...
0
votes
0
answers
59
views
Effective 'generator' of semigroup restricted to non-invariant subspace
Let $H: \mathcal{D} \rightarrow \mathcal{H}$ be a densely defined, self-adjoint, non-negative operator.
Let $P: \mathcal{H} \rightarrow \mathcal{H} $ be an orthogonal projection onto a subspace.
We ...
2
votes
0
answers
108
views
Convergence of finite-difference method for Cauchy-Riemann equations
Let $I\subseteq \mathbb{R}$ an open interval. Let $f:I\rightarrow \mathbb{C}$ real analytic. Suppose we want to numerically compute an analytic extension of $f$.
We will assume the following: we are ...
3
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0
answers
120
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Effective action of unbounded operators on subspaces outside their domains of definition
Consider a densely defined, self-adjoint operator
$$
H: \mathcal{D} \rightarrow \mathscr{H}.
$$
Assume for simplicity that $H$ is nonnegative.
We want to effectively restrict this operator $H$ to a ...
1
vote
0
answers
87
views
Method of characteristics, the characteristic lines follow gradient, is this significant?
The PDE I am working on comes from geology, which I do not have much background on.
Said equation aims to describe describes the erosion by describing it as an advection phenomena: the advection ...
1
vote
0
answers
124
views
Similarity of non-standard matrices
I am researching numerical methods for PDEs. I particular, I am looking at methods for the linear hyperbolic PDE
$$
u_t+au_x=0.
$$
This is a common approach, because successful methods for this model ...
2
votes
1
answer
124
views
Lumped mass matrices and bubble functions for tetrahedral elements
For whatever reason, I stubbornly decided to use tetrahedral elements and find myself needing to use P3 elements with bubble functions ("P3b3d" in FREEFEM-style denomination).
The 2d case is ...
4
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0
answers
284
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Pricing zero coupon bonds through PDE
I'm currently studying Paul Wilmott on quantitative finance and saw an interesting idea for an interest rate model that went unexplored in the book.
The idea is to model the market price of risk as a ...
3
votes
0
answers
183
views
Rate of convergence of mollified distributions in Besov spaces with negative regularity
Given a standard mollifier $\rho_\delta$ and a distribution $ u \in B^\alpha_{ p, p}$ with $\alpha<0$, $p \in [1, \infty]$ and $B^\alpha_{p,p}$ is a not-homogeneous Besov space, I'm trying to prove ...
0
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0
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79
views
Galerkin scheme in $H^s_0(G)\subset L^2(G)\subset H^{-s}(G)$ ($s>0$)
What basis functions are usually choosen if one attempts to conduct a Galerkin finite element method given an evolution triplet $H^s_0(G)\subset L^2(G)\subset H^{-s}(G)$. Where $G$ is a sufficiently ...
1
vote
1
answer
210
views
Formulation of multipoint constraints using Lagrange multipliers for a time dependent problem (with the Finite Element Method)
Intro
Suppose we have the following static linear equations (e.g. of an elastostatic problem):
$$\mathbf{K}\boldsymbol{u}=\boldsymbol{f}$$
We want a multipoint constraint of the type
$$\boldsymbol{\...
0
votes
0
answers
150
views
Relative bounds for vorticity
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(\...
2
votes
0
answers
87
views
Are there spectral Galerkin methods for PDE of the form $\partial_tu=\nabla\cdot f(\nabla u)\nabla u$?
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\...
3
votes
1
answer
307
views
How to generate a random function with conditions?
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 ...
1
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0
answers
323
views
Solutions of a Gauss–Codazzi-like system of nonlinear PDEs
Consider the following system of PDEs for the dependent variables $\tau=\tau(u,v)$ and $\gamma=\gamma(u,v)$, with $(u,v)\in [0,a]^2$.
$$
\begin{cases}
\tau_u&=F\left( \gamma,\gamma_u,\gamma_v,\...
3
votes
2
answers
496
views
Inconsistency in determinability of the solution of a linear first order PDE
Consider the following differential equation:
$$\frac{\partial u(x,t)}{\partial t} = - \frac{\partial u(x,t)}{\partial x} + u(x,t) \label{1}\tag{1}$$
with $u(x,0)=f(x)$. The solution of \eqref{1}, ...
8
votes
3
answers
2k
views
What are dissipative PDEs?
I often come across the term dissipative (partial) differential equation in mathematical articles, especially in the context of hypocoercivity and entropy methods. I now have an intuitive idea of ...
0
votes
1
answer
321
views
Where can I find the paper by Tappert and Hardin on split-step Fourier transform method?
The split-step method is a numerical method that can be used to solve a nonlinear PDE (https://en.wikipedia.org/wiki/Split-step_method). Even Wikipedia does not refer to the original authors (F.D. ...
1
vote
0
answers
68
views
Error estimates for inhomogeneous semidiscrete PDE
I have the following semidiscrete problem on a meshed domain $U_h$. Let
$V_h$ be linear finite elements on $U_h$, $V_{h0}\subset V_h$ have zero trace on $\partial \Omega_h$, and
$V_{h\partial}$ be ...
3
votes
0
answers
106
views
Confusion with implementation of PDE constraint Bayesiain inverse problem
Consider a PDE,
$$\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(...
1
vote
1
answer
130
views
How to numerically solve differential equations involving sines, cosines and inverses of the unknown function? [closed]
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 ...
2
votes
0
answers
55
views
Free programs suggestions to simulate parabolic EDPs
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 ...
2
votes
0
answers
502
views
Numerical Method Simulation for 2D Advection Diffusion Equation on Python [closed]
Here it is an Advection-Diffusion equation in 2D:
$$
\frac{\partial C}{\partial t}+U \frac{\partial C}{\partial x}+V \frac{\partial C}{\partial y}=D\left(\frac{\partial^2 C}{\partial x^2}+\frac{\...
2
votes
0
answers
177
views
Approximating solutions to Monge-Ampere from optimal transport plans
I am interested in finding numerical solutions to a Monge-Ampere type equation for applications in physics. Due to the close connection between Monge-Ampere and optimal transport and the well ...
0
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0
answers
86
views
Computing and isotopy of curves in $\mathbb{R}^3$
Imagine a piece of string in the ocean moving gently with the currents; the string bends but does not change its length.
The (stationary) string can be modelled by a unit speed curve:
$$[0,1] \...
1
vote
1
answer
318
views
PDE involving curl
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
$$\dfrac{\partial}{\partial t}\...
5
votes
2
answers
644
views
How to compute $\sin(\frac{d}{dx})f(x)$?
Assuming $f(x)=e^{-x^2}$ for $x$ in $[-10,10]$, I have tried the following:
Fourier transform $\mathcal{F}$: $\frac{d}{dx}$ can be diagonalized as $\mathcal{F}^{-1} i\omega \mathcal{F}$. Therefore, $\...
2
votes
0
answers
135
views
Kolmogorov $\epsilon$-entropy, $n$-width, and $\epsilon$-capacity and applications
What is the relationship between Kolmogorov $\epsilon$-entropy, Kolmogorov $n$-width, and Kolmogorov $\epsilon$-capacity of a set $M$ in a metric space $X$? (The $\epsilon$-capacity here is the ...
2
votes
2
answers
409
views
$H^s$ norm of non-integer power of functions
Let $ \Omega = \mathbb{T}^d (1 \leq d \leq 3)$ be the $d$ dimensional torus and $ u \in H^2(\Omega) $ be a complex valued function. For some $ 0 < \alpha < 1 $, let $ g(u) = |u|^\alpha u $.
My ...
1
vote
0
answers
104
views
Flux that can be represented by low and high resolution schemes
In the wiki page of Flux limiter, it writes:
If these edge fluxes can be represented by low and high resolution schemes, then a flux limiter can switch between these schemes depending upon the ...
2
votes
0
answers
136
views
Derivation of the Cahn-Hilliard PDE from the point of view of finite difference methods
Consider the Cahn-Hilliard equation
$$\frac{\partial c}{\partial t} = \nabla^2(f(c)-\varepsilon^2 \nabla^2 c)$$
defined on your favorite domain. I'm looking for a literature reference that formally ...
0
votes
1
answer
153
views
FEM based solution to parabolic problem
Consider the problem
$$
\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
191
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\...
3
votes
0
answers
77
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
79
views
$\mathbb{P}_1$-finite element as convolution of $\mathbb{P}_0$-finite element
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 = \...
1
vote
0
answers
77
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
vote
0
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200
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 = ...
1
vote
1
answer
119
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 ...
3
votes
0
answers
81
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} \...
2
votes
0
answers
93
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 ...
3
votes
2
answers
423
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
votes
0
answers
128
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 ...
3
votes
0
answers
146
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{...
7
votes
1
answer
966
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 ...