This document summarizes several numerical methods for solving the advection and wave equations, including:
1) FTCS (Forward Time Centered Space), which is unconditionally unstable. Lax and Lax-Wendroff add diffusion terms to stabilize FTCS.
2) CTCS (Centered Time Centered Space), which is conditionally stable for Courant numbers ≤ 1.
3) Upwinding and Beam-Warming methods, which use points trailing the wave to ensure stability for large Courant numbers.
4) The Box method, which is stable for any Courant number by using points at multiple time levels.
Boundary conditions for the wave equation
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Campus les Cordeliers
Slides of Richard Everitt's presentation
International Conference on Monte Carlo techniques
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Paris July 5-8th 2016
Campus les cordeliers
Jere Koskela's slides
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International Conference on Monte Carlo techniques
Closing conference of thematic cycle
Paris July 5-8th 2016
Campus les Cordeliers
Slides of Richard Everitt's presentation
International Conference on Monte Carlo techniques
Closing conference of thematic cycle
Paris July 5-8th 2016
Campus les cordeliers
Jere Koskela's slides
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이것을 보면, LDA의 Variational method로 학습하는 방식이 어느정도 이해가 갈 것이다.
옛날 Andrew Ng 선생님의 강의노트에서 발췌한 건데 5년전에 본 것을
아직도 찾아가면서 참고하면서 해야 된다는 게 그 강의가 얼마나 명강의였는지 새삼 느끼게 된다.
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Clients don’t know what they don’t know. What web solutions are right for them? How does WordPress come into the picture? How do you make sure you understand scope and timeline? What do you do if sometime changes?
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All of this illustrated with link prediction over knowledge graphs, but the argument is general.
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Paper presented at SYNERGY workshop at AVI 2024, Genoa, Italy. 3rd June 2024
https://alandix.com/academic/papers/synergy2024-epistemic/
As machine learning integrates deeper into human-computer interactions, the concept of epistemic interaction emerges, aiming to refine these interactions to enhance system adaptability. This approach encourages minor, intentional adjustments in user behaviour to enrich the data available for system learning. This paper introduces epistemic interaction within the context of human-system communication, illustrating how deliberate interaction design can improve system understanding and adaptation. Through concrete examples, we demonstrate the potential of epistemic interaction to significantly advance human-computer interaction by leveraging intuitive human communication strategies to inform system design and functionality, offering a novel pathway for enriching user-system engagements.
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Cheryl Hung, ochery.com
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Deepak Rai, Automation Practice Lead, Boundaryless Group and UiPath MVP
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6. fin+1≈∆t(v)2∆x+∆t2v22∆x2fi-1n+1-∆t2v2∆x2fin+∆t(-v)2∆x+∆t2v22∆x2fi+1nLax-Wendroff is essentially FTCS plus a diffusion term. Although the difference between FTCS and Lax-Wendroff is basically a matter of an additional term, Lax-Wendroff is stable for the Courant condition α≤1 and is second-order accurate in both time and space. This method does suffer from a dissipation problem similar to the Lax method. However, Lax-Wendroff is not affected as greatly by this issue as Lax is.<br />Iterated Crank-Nicholson (Teukolsky 2008)<br />The iterated Crank-Nicholson method makes a guess at the values of the next time step and then improves the guess by averaging. This method is stable for 4n+2 and 4n+3 iterations where n = 0,1,2,3,… However, doing more than two corrections is not really helpful.<br />Consider the advection equation (1) without the velocity factor.<br />FTCS gives<br />fin+1-fin∆t=fi+1n-fi-1n2∆x<br />Backwards differencing (which is unconditionally stable) gives<br />fin+1-fin∆t=fi+1n+1-fi-1n+12∆x (8)<br />Crank-Nicholson averages these two methods.<br />The first iteration of Crank-Nicholson calculates an intermediate variable using FTCS:<br />fin+1-fin∆t=fi+1n-fi-1n2∆x (9)<br />Another intermediate variable is found by averaging<br />fin+12=12fin+1+fin (10)<br />Then the time step is made using f in an FTCS approximation<br />fin+1-fin∆t=fi+1n+12-fi-1n+122∆x (11)<br />A two-step iteration is done the same way. After equations (9) and (10):<br />fin+1-fin∆t=fi+1n+12-fi-1n+122∆x (12)<br />fin+12=12fin+1+fin<br />The time step is then made as in equation (12).<br />fin+1-fin∆t=fi+1n+12-fi-1n+122∆x (13)<br />As shown by Teukolsky, 2008, Crank-Nicholson is stable for courant factors α≤2, or α24≤1. <br />Upwind Method (Garcia 2000)<br />This method exploits the directionality of the wave by using only points that would trail the wave (physically) in the calculations. One benefit of this method is that we need only provide a boundary condition for the side of the computational domain away from which the wave travels. The computational molecule for this method is<br />Figure 13<br />And its numerical light cone is<br />Figure 14<br />The algorithm for a right-moving pulse, obeying the advection equation is<br />fin=fin-1-v∆t∆xfin-1-fi-1n-1 (14)<br />At the left boundary, some known value is provided (e.g., constant at 0) at each time step. Providing known values as boundaries is known as Drichlet boundary conditions. A right boundary condition is not necessary as the wave will simply move off the edge of the computational world – outgoing boundary condition. For a left-moving pulse, we would simply need to mirror the points used (e.g., fin becomes the left-most point for a given set rather than the right-most).<br />Beam-Warming (Dullemond and Kuiper 2008)<br />Whereas the upwind method only used two points at the previous time level (Figure 13), the Beam-Warming method uses three.<br />Figure 15<br />The partial differential equation (PDE) for the Beam-Warming method looks something like<br />∂f∂t=v∂f∂xx=xi+12,t=tn-v2∂2f∂x2x=xi+1,t=tn (15)<br />The second derivative term is a diffusion term, which acts as if it is taking energy away from the pulse, preventing it from blowing up. The right-moving algorithm for this method is<br />fin+1=1-3v∆t2∆x+v2∆t22∆x2fin+2v∆t∆x-v2∆t2∆x2fi-1n+(-v)∆t2∆x+v2∆t22∆x2fi-1n (16)<br />Again, these points can simply be mirrored for a left-moving algorithm. Also, note that this system requires boundary conditions for the two left-most points, whereas upwind only needed a boundary condition for the one, left-most point.<br />Box Method<br />The Box method uses two points at the previous time step and one point on the current time step in order to approximate a point at the current time step.<br />in-1<br />Figure 16<br />The PDE for the Box method is<br />-v∂f∂xx=xi-12,t=tn-1-v∂f∂xx=xi-12,t=tn2=∂f∂tx=xi,t=tn-12+∂f∂tx=xi-1,t=tn-122 (17)<br />The algorithm is<br />fin=fi-1n-1+fin-1-fi-1nv∆t-∆xv∆t+∆x <br />Recall that <br />α=v∆t∆x<br />So, the algorithm can be reduced to<br />fin=fi-1n-1+fin-1-fi-1n1-α1+α (18) <br />Note the numerical light cone for this system<br />Figure 17<br />Because the light cone encompasses all previous points at all previous time levels, this system should be stable even for very large Courant factors.<br />Wave Equation<br />The simplest one-dimensional wave equation is<br />(19).<br />This equation has the solution f(u), where u = x + vt or x – vt.<br />Proof:<br />Show that f(u) where u = x + vt is a solution to equation 2.<br />1st partial<br />2nd partial<br />1st partial<br />2nd partial<br />The proof for u = x – vt is similar. Also, it has already been shown that characteristics have velocities ±v.<br />Crank Nicholson and the Wave Equation<br />Recall the wave equation (19).<br />In two-variable form, this equation is.<br />∂f∂t=ft ∂ft∂t=v2∂2y∂x2 (20)<br />We can discretize this equation using Crank-Nicholson. However, we need two pieces of initial data. Either f and ft at one time level or f at two time levels. For discretization, I will assume the first situation, with known values at time level t = tn-1.<br />fin-fin-1∆t=ftin-1<br />ftin-ftin-1∆t=v2fi+1n-1-2fin-1+fi-1n-1∆x2<br />fin-fin-1∆t=ftin-12=ftin-1+ftin2<br />ftin-ftin-1∆t=v2fi+1n-12-2fin-12+fi-1n-12∆x2<br />Note that here fin-12=fin+fin-12<br />fin-fin-1∆t=ftin-12=ftin-1+ftin2<br />ftin-ftin-1∆t=v2fi+1n-12-2fin-12+fi-1n-12∆x2<br />Note that here fin-12=fin+fin-12<br />Boundary Conditions for the Wave Equation<br />From the section on approximating numerical derivative, the Upwind, Beam-Warming, and Box methods are particularly useful for establishing boundary conditions.<br />When a wave is evolved forward in time numerically, the system doing the evolution loses information at the boundaries of the domain over which the wave is being evolved.<br />Information lost at boundariesTime advances <br />Numerical Domain<br />Figure 18<br />Consider the wave equation (19)<br />This equation has as a solution <br />fx,t= Fx-vt+ Gx+vt (21)<br />The F term is the right-moving part of the wave and the G term is the left-moving part. These two parts are independently both solutions of the advection equation (1).<br />∂F∂t=-v∂F∂x ∂G∂t=v∂G∂x<br />Therefore, we can use the aforementioned methods for boundary conditions by forcing the wave equation to obey the appropriate advection equation (left-moving or right-moving) at the boundaries.<br />Wave equation in Spherical Coordinates<br />The three dimensional wave equation in spherical coordinates is<br />∂2f∂t2=v2∇2f (22)<br />The Laplacian in spherical coordinates is<br />∇2f=1r2∂∂rr2∂f∂r+1rrsinθ∂∂θsinθ∂f∂θ+1r2sinθ∂2f∂ϕ2 23<br />If f=f(r,t)<br />∂f∂θ=0 & ∂f∂ϕ=0<br />The Laplacian reduces to <br />∇2f(r,t)=1r2∂∂rr2∂f∂r<br />So<br />∂2f∂t2=v21r2∂∂rr2∂f∂r<br />∂2f∂t2=v2∂2f∂r2+2r∂f∂r (24)<br />Note that at the origin, the 2r∂f∂r term will be zero, because ∂f∂r is 0 at the origin.<br />Boundary Conditions for the Wave Equation in 3-D<br />Outgoing Boundary<br />Recall that solutions to the wave equation (19) have left and right moving parts that obey the advection equation. See equation (21), copied here.<br />fx,t= Fx-vt+ Gx+vt <br />However, the 3-D wave equation in spherical coordinates (24) has an additional term.<br />∂2f∂t2=v2∂2f∂r2+2r∂f∂r <br />How can we use our out-going boundary conditions (Upwind, Beam-Warming, and Box) with a 3-D wave equation?<br />Letg=(r±vt)<br />That is to say,∂g∂t=±v∂g∂r<br />Also, letfr=hrg(r+ϵvt)<br />Where ϵ=±1<br />Recalling that∂2f∂t2=v21r2∂∂rr2∂f∂r<br />Find hr that makes this work.<br />∂f∂t=hg'ϵv<br />∂f∂r=h'g+hg'<br />∂2f∂t2=hg''ϵv2<br />∂2f∂r2=h''g+g'h'+h'g'+hg''=h''g+2h'g'+hg''<br />∂2f∂t2=v2∂2f∂r2+2r∂f∂r<br />v2hg''=v2(h''g+2h'g'+hg''+2rh'g+2rhg'<br />0=h''+2rh'g+2h'+1rhg'<br />h''= -2rh h'=-1rh<br />Now all we have to do is solve the ODE<br />dhdr=-hr<br />dhh=-drr<br />h=cr<br />Now,<br />ft,r=gr±vtr<br />∂∂trf=-v∂∂rrf<br />Considering the previous boundary conditions, such as the box method, all that needs to change is f⇒rf.<br />For example, the Box method algorithm (18) becomes<br />rifin=ri-1fi-1n-1+rifin-1-ri-1 fi-1n1-α1+α<br />In short, rf obeys a simpler wave equation.<br />Boundary at the Origin<br />Findf'0r<br />At the origin<br />limr->0f'rr<br />Consider the Taylor series<br />f(r)=f(0)+rf'(0)1!+r2f''(0)2!+r3f'''(0)3!+…<br />So, we can see that<br />limr->0f'rr=limr->0f0+rf'01!+r2f''02!+r3f'''03!+…=f''0<br />Exploiting the fact that the wave is symmetric about the origin, the second derivative at the origin can easily be approximated as <br />∂2f∂r2≈2f∆r-f0∆r2 (25)<br />∂f∂r∂f∂r<br />∂2f∂r2<br />Figure 19<br />Also, by considering the Laplacian in Cartesian coordinates<br />∂2f∂t2=v2∂2f∂y2+∂2f∂y2+∂2f∂z2 <br />Due to the spherical symmetry about the origin (r=0),<br />∂2f∂x2=∂2f∂y2+∂2f∂z2<br />Therefore,<br />∂2f∂x2=3v2∂2f∂r2<br />Discretizing the Wave Equation<br />CFL<br />∂2f∂t2=v2∂2f∂r2+2r∂f∂r <br />fin+1-2fin+fin-1∆t2=v2f i-1n-2fin+fi+1n∆r2+2rfi+1n-fi-1n2∆r<br />At r = 0<br />∂2f∂t2=3v2∂2f∂22<br />At outer boundary<br />∂g∂t=-v ∂g∂r<br />Where g=fr<br />Crank-Nicholson<br />∂2f∂t2=v2∂2f∂r2+2r∂f∂r <br />Let∂f∂t=ft ⇒ ∂ft∂t=v2∂2f∂r2+2r∂f∂r <br />fin-fin-1∆t=ftin-1<br />ftin-ftin-1∆t=v2fi+1n-1-2fin-1+fi-1n-1∆x2+2rfi+1n-1-fi-1n-12∆x<br />fin-fin-1∆t=ftin-12=ftin-1+ftin2<br />ftin-ftin-1∆t=v2fi+1n-12-2fin-12+fi-1n-12∆x2+2rfi+1n-12-fi-1n-122∆x<br />fin-fin-1∆t=ftin-12=ftin-1+ftin2<br />ftin-ftin-1∆t=v2fi+1n-12-2fin-12+fi-1n-12∆x2+2rfi+1 n-12-fi-1n-122x2<br />At r = 0<br />∂2f∂t2=3v2∂2f∂22<br />At outer boundary<br />∂g∂t=-v ∂g∂r<br />Where g=fr<br />