Most Popular
1500 questions
11
votes
2 answers
How to efficiently implement Dirichlet boundary conditions in global sparse finite element stiffnes matrices
I am wondering how Dirichlet boundary conditions in global sparse finite element matrices are actually implemented efficiently. For example lets say that our global finite element matrix was:
$$K =
\begin{bmatrix}
5 & 2 & 0 & -1 & 0 \\
2 …
James
- 1,889
- 1
- 16
- 31
11
votes
1 answer
scale invariance for line-search and trust region algorithms
In Nocedal & Wright's book on Numerical Optimization, there is a statement in section 2.2 (page 27), "Generally speaking, it is easier to preserve scale invariance for line search algorithms than for trust-region algorithms". In that same section,…
Hari
- 666
- 5
- 15
11
votes
1 answer
Raviart-Thomas elements on reference square
I'd like to learn how the Raviart-Thomas (RT) element works. To that end I'd like to analytically describe how the basis functions look on the reference square. The goal here is not to implement it myself, but rather just to get an intuitive…
Lukas Bystricky
- 615
- 5
- 13
11
votes
3 answers
Python solvers for mixed-integer nonlinear constrained optimization
I want to minimize a black box function $f(x)$, which takes a 8$\times$3 matrix of non-negative integers as input. Each row specifies a variable, whereas each column specifies a certain time period so that $x_{ij}$ is the $i$th variable in the $j$th…
pir
- 213
- 1
- 2
- 7
11
votes
2 answers
Reporting curve-fit results in a scientific paper
(I hope this question fits this site; if not, accept my apologies).
I ran a certain simulation, and got a time series y(t), t = 0, 1, ... 20. After trying some functions, I found that:
y(t) =~ 1 / (A t + B)
Where A and B are coefficients I…
Erel Segal-Halevi
- 213
- 1
- 6
11
votes
2 answers
Space-time finite element discretization for time-dependent PDEs
In FEM literature, semi-variational methods are typically used in the solution of time-dependent PDEs. I have not seen a fully-variational approach i.e. where space and time are discretised by FEM, perhaps allowing the use of unstructured space-time…
stephn28
11
votes
2 answers
FEM: singularity of the stiffness matrix
I'm solving the differential equation
$$
\left( \sigma^{2}(x) u ''(x) \right)'' = f(x), \;\;\; 0 \leqslant x \leqslant 1
$$
with initial conditions $u(0) = u(1) = 0$, $u''(0) = u''(1) = 0$. Here $\sigma(x) \geqslant \sigma_{0} > 0$ is…
Appliqué
- 445
- 3
- 10
11
votes
1 answer
Applying the Runge-Kutta method to second order ODEs
How can I replace the Euler method by Runge-Kutta 4th order to determine the free fall motion in not constant gravitional magnitude (eg. free fall from 10 000 km above ground)?
So far I wrote simple integration by Euler method:
while()
{
v +=…
Marcin W.
- 113
- 1
- 1
- 5
11
votes
3 answers
Gershgorin Circle Theorem to estimate the eigenvalues
In order to estimate the eigenvalues of a real symmetric $n\times n$ matrix, I intend to use the Gershgorin Circle Theorem. Unfortunately, the examples one might find on the internet are a bit confusing; What would be the mathematical
formula for…
usero
- 1,663
- 2
- 14
- 27
11
votes
4 answers
solving coupled ODEs with initial-value and final-value constraints
The essence of my question is the following: I have a system of two ODEs. One has an initial-value constraint and the other has a final-value constraint. This can be thought of as a single system with an initial-value constraint on some variables…
Gus
- 251
- 2
- 9
11
votes
2 answers
How does the computational cost of an mpi_allgather operation compare with a gather/scatter operation?
I'm working on a problem that can be parallelized by using a single mpi_allgather operation or one mpi_scatter and one mpi_gather operation. These operations are called within a while loop, so they may be called many times.
In the implementation…
Paul
- 12,045
- 7
- 56
- 129
11
votes
3 answers
Parallel algorithm for eigensystem of a tridiagonal matrix
I'm doing a Lanczos diagonalization of a large sparse matrix (~2 million elements). Almost all of the steps in the Lanzcos algorithm are done in parallel on the GPU, except for diagonalizing the Lanczos matrix to check for convergence. For that,…
limes
- 405
- 2
- 10
11
votes
3 answers
What's the current state of the art regarding algorithms for the singular value decomposition?
I'm working on a header-only matrix library to provide some reasonable degree of linear algebra capability in as simple a package as possible, and I'm trying to survey what the current state of the art is re: computing the SVD of a complex matrix. …
gct
- 211
- 1
- 4
11
votes
5 answers
Motivation behind Galerkin method
I have a question about Galerkin method. I don't understand why the Galerkin method weights the residual by the shape functions and sets it equal to zero. I want to know what is reason of this. Why we must set weights residual functions equal to…
mohammad
- 111
- 1
- 3
11
votes
1 answer
weighted SVD problem?
Given two matrices $A$ and $B$, I'd like to find vectors $x$ and $y$, such that,
$$ \min \sum_{ij} (A_{ij} - x_i y_j B_{ij})^2. $$
In matrix form, I'm trying to minimize the Frobenius norm of $A - \mbox{diag}(x) \cdot B \cdot \mbox{diag}(y) = A - B…
Memming
- 870
- 1
- 8
- 19