HDTenEightyP/NetNews huggingface dataset:
From: rfedkiw@crenshaw.math.ucla.edu (Ronald Fedkiw)
Subject: Axisymmetric Navier Stokes Equations
Organization: UCLA Mathematics Department
Distribution: usa
Date: Sun, 16 Aug 92 21:26:49 GMT

I'm trying to do a calculation of the full compressible Navier Stokes
equations for flow past an axisymmetric blunt body.
So, I put the equations into axisymmetric form and multiply
through by 1/Jacobian = r = distance from centerline (of axisymmetry).
I need to do this to put the equations back into conservative form for 
my method.
The obvious problem is that the equations are no longer valid along
the axis of symmetry (where r = 0). The Jacobian here is infinite.
I'm not quite sure what the implications of an infinite Jacobian are,
but from looking at my equations it becomes obvious that they cannot 
be used to solve the flowfield at r=0.

I was wondering what sorts of methods ae in common practice to solve
for the flowfield near r=0.
The solution is important here since this is where the flow passes
through the strongest portion of the shockwave. (It's a normal shock
at r=0 and the heating is high, also this is the where the stagnation
streamline lies.)
So, I need a good method, this might be the most important part of the flow!

Any help is greatly appreciated.

(I've thought about bounding the domain of the grid away from r=0,
 by 1/2 of a grid cell, but what boundry condition would I use?)

Ron Fedkiw

--
Ron Fedkiw (rfedkiw@redwood.math.ucla.edu)

A plan is made by someone who is sitting and thinking ...
while others are doing.
From: mjohnson@rucs2.sunlab.cs.runet.edu (Mike Johnson)
Subject: mesh generation code
Keywords: mesh generation finite element
Organization: Radford University
Date: Wed, 12 Aug 92 17:08:45 GMT

I'm currently in need of an algorithm that generates triangular meshes for
doing finite element analysis.  My local library has been fruitless.  
Any information would be a plus.

Thanks in advance

    Mike Johnson
From: mamdouh@me.utoronto.ca (Mamdouh Refaat)
Newsgroups: sci.math.num-analysis
Subject: Quadratic Programming SFW needed ....
Summary: I need a free QP software if possible
Keywords: QP-software
Date: 21 Aug 92 20:45:42 GMT
Distribution: sci
Organization: UofT Mechanical Engineering


I am working in Finite Elements of Contact Problems. and I am trying to solve the
problem as a Quadratic Programming problem. Can anybody tell me where I can find
a code for QP (Free) in FORTRAN...?

Thanks

M. R.  
Newsgroups: sci.math.num-analysis
From: kohler@alvserv-2.dfki.uni-kl.de (Markus Kohler)
Subject: RE: finding neighbors
Keywords: nearest neighbor
Organization: DFKI Kaiserslautern
Date: Fri, 14 Aug 1992 09:56:24 GMT



There's an algorithmus, which uses Voronoi-diagrams, which can find the nearest
neighbor of a given point in O(log(n)). You can find an example in the 
C++-bibliothek LEDA. You can can retrieve LEDA from nic.funet.fi (via anonymous
ftp) for example. In the USA you will find it too. 

Hope this will help you 

markus@alvws-1.dfki.uni-kl.de 

Newsgroups: sci.math.num-analysis
From: winstead@faraday.ece.cmu.edu (Charles Holden Winstead)
Subject: Looking for CFD pointers
Organization: Electrical and Computer Engineering, Carnegie Mellon
Date: Thu, 13 Aug 1992 18:21:19 GMT

Hey All,

I'm interested in learning how to numerically solve the incompressible 
Navier-Stokes equations, 2D.  My goal is to program my own solver.  I've
looked into formulating this myself using Finite Elements, but I was wondering
if there's a standard, accepted method for solving these.  I'm interested in
any references or suggestions.

Thanks,

-Chuck



Newsgroups: sci.math.num-analysis
From: steinman@is.morgan.com (Jan Steinman)
Subject: NEED: LCRNG triplet selection methods?
Organization: Morgan Stanley & Company
Date: Mon, 17 Aug 1992 16:18:16 GMT

Are there simple techniques for choosing good paramaters for linear
congruential random number generators?

I need fast pseudo-random integers in different ranges. When I change
the modulus, the distribution developes "holes": integers that are
never hit. I tried differnt prime numbers for the multiplier and
increment, but that didn't help much.

(Yes, I'm sure Knuth has the answer, but my copy is 3,000 miles away!
I checked "Numerical Recipies", which basically poo-poos LCRNGs as
semi-useless, and refers the reader to Knuth.)

Please email, I'll summarize. Thanks!

--
: : Jan Steinman	   steinman@is.morgan.com		 Bytesmiths : :
: : 2002 Parkside Court				   West Linn, OR 97068-2767 : :
: : 503/657-7703					       212/956-8722 : :
From: zika@gn.ecn.purdue.edu (Michael Zika)
Newsgroups: sci.math.num-analysis
Subject: Power Method on a Generalized Eigenvalue System
Date: 18 Aug 92 17:39:18 GMT
Organization: Purdue University Engineering Computer Network


  I'm trying to solve an eigenvalue system that can easily
be cast as a generalized eigenvalue system:

                Ax = wBx    (dimension 1332)

EISPACK successfully found the eigenvalue specturm, now I would
like to compare the EISPACK results to a power method.  I would
like to avoid the numerical error introduced by inverting B and
applying it to the LHS.

  Is there a power method for generalized systems?  Or perhaps a
method of refining B-inverse to reduce numerical error?  I've
check Golub & Van Loan and didn't get and helpful directions.

  Any suggestions would be appreciated.


-- 
                                     |
Michael Zika (zika@ecn.purdue.edu)   |    Hey don't ask me "why?",
Purdue University                    |    I'm still working on "how?" ! 
School of Nuclear Engineering        |
From: andrew@rentec.com (Andrew Mullhaupt)
Newsgroups: sci.math.num-analysis
Subject: Re: Integration of Step function algorithm/code any?
Date: 16 Aug 92 23:07:00 GMT
Organization: Renaissance Technologies Corp., Setauket, NY.

In article <1992Aug14.040957.16304@Princeton.EDU> muyu@burn.Princeton.EDU (Muyu Guo) writes:
	[Integration of step function]

>Does anyone know if there is a good way to get thru this?
>Thanks a million for your attention.

You will find that integrands which are easy for the simple approaches to
numerical quadrature are _smooth_. When you have a discontinuity in a 
derivative, or in the function itself, other methods are appropriate.

Usually the best thing to do is to break the integral up into pieces over
which the integrand is 'nice'. Failing this, you should consider using
adaptive quadrature with extrapolation. A reasonable approach is afforded
by the quadpack routine QAGS, which can deal automatically with some kinds
of singularities. You should take a look in the QUADPACK user's guide, or
in the excellent book by Davis and Rabinowitz on numerical quadrature for
more information.

Later,
Andrew Mullhaupt

Newsgroups: sci.math.num-analysis
From: dynaflow@eng.umd.edu
Subject: Minimization question (lin. system subject to inequality constraints)
Date: Thu, 13 Aug 92 16:32:51 GMT
Organization: University of Maryland, College Park, College of Engineering
Originator: dynaflow@coffee.eng.umd.edu

I have the following problem, and not being familiar with 
minimization techniques, am appealing to net gurus for help

I need to solve the linear system 

              A x = b

where A is an NxN matrix 
      x is a N vector,
  and b another N vector,

subject to the constraint that each of the x_i , i=1,..,N are
positive.

The  thing to do seems to be to minimize 

|| Ax -b|| subject to  x_i > 0.


Now the question is how. I cannot formulate the above inequality as an
over-det system for example and use some standard SVD code. 

Having no idea of minimizing with inequality constraints (except some
hazy recollection of the simplex method from my undergraduate classes)
I  am at a loss. 
Any ideas, references, pointers or code would
be appreciated. 

Some more information:
The maximum dimension N is smaller than 40.
The ratio of the max and min. singular values of A is about 10^7.
The matrix is symmetric and guaranteed to be positive definite.

 Thanks in advance
From: cscoging@unpcs1.cs.unp.ac.za (Chris Scogings)
Newsgroups: sci.math.num-analysis
Subject: WANTED: Optimization problem
Date: 20 Aug 92 07:39:43 GMT
Article-I.D.: unpcs1.cscoging.66
Organization: University of Natal (Pietermaritzburg)

I am testing various optimization methods and I need some problems to test 
them out on.  These problems must not be too simple (I have already used 
Rosenbrock's function, etc.) but must not be so complicated that I spend all 
my time setting up the function and not optimising it.

Ideally, I need a moderately complex function of 3 to 8 variables.  It is 
not necessary for the function to be differentiable.  Results of the 
optimization and comparisons between various methods will be posted if 
anyone is interested.

Thank you
Chris
Newsgroups: sci.math.num-analysis
From: ulisses@ldgo.columbia.edu (ulisses mello)
Subject: FE for Navier-Stokes Eq.
Keywords: FEM , Navier-Stokes
Organization: Lamont-Doherty Geological Observatory
Date: Wed, 19 Aug 1992 19:16:47 GMT


	I am looking for a published/public domain finite-element program for solving
the Navier-Stokes equation (2D). A program similar to the one published by Taylor &
Hughes (1981). I have the book but I dont want to type the whole thing. Does anyone 
know if it is something available in any ftp site?
	Thanks in advance.

Ulisses
-------
ulisses@lamont.ldgo.columbia.edu

Newsgroups: sci.math.num-analysis
From: uchpcjv@Msu.oscs.montana.edu
Subject: Re: REQUEST: References for driven anharmonic oscillator
Reply-To: uchpcjv@Msu.oscs.montana.edu
Organization: Montana State University
Date: Fri, 14 Aug 1992 23:53:48 GMT

In article <4764@dove.nist.gov>, clark@bruce.nist.gov (Charles Clark) writes:
>I would be grateful for information on review articles that discuss
>the driven anharmonic oscillator in one or more dimensions.
>
>Charles Clark
>National Institute of Standards and Technology

This isn't exactly a reference, but check out J. Math. Phys. if you haven't
already -- there was an entire series of papers on the anharmonic oscillator
(ca. late 70's, early 80's).  I'm not sure quite what you want to do, but
the papers in JMP were pointed at calculating transition amplitudes.
Hope that's useful.
From: JRBANGA@poppy.ucdavis.edu (JULIO RODRIGUEZ BANGA)
Newsgroups: sci.math.num-analysis
Subject: Question on finite differences
Date: 14 Aug 92 18:34:23 GMT
Organization: University of California, Davis
X-News-Reader: VMS NEWS 1.20


 Hello, netters.

 I read a paper two years ago describing a package that automatically generated
the finite difference equations for a given state equation, initial and
boundary conditions and mesh (geometry). Options included chosing different FD 
methods (FTCS, ADI, ADE, etc.). Well, I can't find the reference now, and I 
don't remember what journal was it (maybe it was a paper from a congress).

 I wonder if anyone who is aware of this and other papers on the subject could
post these references.

        Thanks in advance.

                                           Julio.
Xref: sparky sci.math.num-analysis:2483 comp.lang.c:12498 sci.math:10377
From: nman@ucla-an.UUCP (Hans Baumgartner)
Newsgroups: sci.math.num-analysis,comp.lang.c,sci.math
Subject: I need Polynomial fit source in C! *HELP*
Date: 18 Aug 92 18:46:10 GMT
Reply-To: hans@olvmed.medsch.ucla.edu
Followup-To: sci.math.num-analysis
Distribution: na
Organization: Anesthesia Dept., Sch. of Medicine, UCLA, Los Angeles


 
Help!  I need the source for a polynomial fit program in C. I need to get
the coeficients to the polynomial down to about x^6 for an array of 64-256 
points. 
I just need the math function to stick into a ct image analysis program,
I don't need a front end or anything fancy.	
I am in a big hurry and I don't have Numerical Recipies in C.

Please send the code fragment to hans@olvmed.medsch.ucla.edu.

Thanks a lot!

Hans Baumgartner
UCLA/Olive View Medical Center
(this is not my news account so please send replies to
 hans@olvmed.medsch.ucla.edu)
Newsgroups: sci.math.num-analysis
From: bartolac@betwixt.ugcs.caltech.edu (Thomas J. Bartolac)
Subject: BLAS in assembly for the 486
Organization: Caltech Undergraduate Computer Science
Distribution: usa
Date: Thu, 20 Aug 1992 14:48:43 GMT


Does anyone know of a source for the Basic Linear Algebra System (BLAS)
routines, levels 1, 2, and 3, written in assembly for the 486?

I have the portable FORTRAN versions of the code, and an optimizing (MSF5.1)  
compiler, but I believe hand-written assembly could take better advantage of
the 486 architecture (integrated floating point, internal 8K cache) than do
the /Ox and /G2 options in MSF5.1.

Please respond by e-mail to bartolac@ugcs.caltech.edu.  Thanks.

							Tom

Newsgroups: sci.math.num-analysis
From: smadden@titan.trl.OZ.AU (Steve Madden)
Subject: Re: r1mach for Dec 5000 - Thanks
Organization: Telecom Research Labs, Melbourne, Australia
Date: Tue, 18 Aug 1992 00:59:52 GMT

Just a short post to say thanks to all who helped me out with the above.
Special thanks to Dr John Prentice who sent me all the Dec 5000 machine
constants (Hex versions). Thanks again,


      /~~~\   !                           
      \___    !---   ___ .    .  ___       ###########################
          \   !     /___> \  /  /___>      # smadden@titan.trl.OZ.AU #
      \___/   \__/  \___   \/   \___       ###########################
From: dsimon@atlas.nafb.trw.com
Newsgroups: sci.math.num-analysis
Subject: <None>
Date: 17 Aug 92 14:54:40 PST
Organization: TRW San Bernardino

> I have the following problem, and not being familiar with 
> minimization techniques, am appealing to net gurus for help
> 
> I need to solve the linear system 
> 
>               A x = b
> 
> where A is an NxN matrix 
>       x is a N vector,
>   and b another N vector,
> 
> subject to the constraint that each of the x_i , i=1,..,N are
> positive.
> 
> The  thing to do seems to be to minimize 
> 
> || Ax -b|| subject to  x_i > 0.
> 
> 
> Now the question is how. I cannot formulate the above inequality as an
> over-det system for example and use some standard SVD code. 

One method I've used is called Hildreth's method.  The reference is
Luenberger, "Optimization by Vector Space Methods," Wiley, 1968,
pages 299-300.  It's a pretty straight-forward iterative method.
----------
Dan Simon

Newsgroups: sci.math.num-analysis
From: kurtles@momth3.maths.monash.edu.au (Mr K.A. Brinschwitz)
Subject: Further information on GAMS
Keywords: GAMS, contact people & addresses
Organization: Monash University
Date: Fri, 21 Aug 1992 06:21:55 GMT

Further to writing to this newsgroup, I was contacted by someone
in the know about where to get GAMS code, and the contact people.

I am including the reply file below

Kurt Brinschwitz.


>Dear Kurt Brinschwitz
>
>I saw a copy of you note on GAMS and noticed some missing information.
>In addition to MINOS and ZOOM GAMS can also communicate with many other
>excellent LP systems such as Cplex and IBM's OSL. 
>
>The most direct contact point is the developer of GAMS,
>
>Alex Meeraus, GAMS Development Corp., Washington, D.C.
>alex@eta.gams.com
>
>or Erwin Kalvelagen, GAMS Development Corp.
>erwin@sigma.gams.com
>
>In addition, I represent GAMS in Europe
>
>Regards
>
>Arne Stolbjerg Drud
>ARKI Consulting and Development, Bagsvaerd, Denmark
>ad@vip.imsor.dth.dk
>
From: hboden@leibniz.fb5 (Harald Boden)
Newsgroups: sci.math.num-analysis
Subject: Re: WANTED: Optimization problem
Date: 20 Aug 1992 17:37:57 GMT
Organization: University of Siegen
Distribution: world
Reply-To: hboden@leibniz.fb5
NNTP-Posting-Host: leibniz

In article 66@unpcs1.cs.unp.ac.za, cscoging@unpcs1.cs.unp.ac.za (Chris Scogings) writes:
>I am testing various optimization methods and I need some problems to test 
>them out on.  These problems must not be too simple (I have already used 
>Rosenbrock's function, etc.) but must not be so complicated that I spend all 
>my time setting up the function and not optimising it.
>
>Ideally, I need a moderately complex function of 3 to 8 variables.  It is 
>not necessary for the function to be differentiable.  Results of the 
>optimization and comparisons between various methods will be posted if 
>anyone is interested.
>
>Thank you
>Chris

You should have a look at the following two books:

Hock, W. and Schittkowski, K. Test Examples for Nonlinear Programming Codes.
Springer-Verlag, Berlin, Heidelberg, New York 1981.

Schittkowski, K. Nonlinear Programming Codes (Information,Tests,Performance).
Springer-Verlag, Berlin, Heidelberg, New York 1980.

-- H. Boden


Newsgroups: sci.math.num-analysis
From: shillsp@leonardo.cs.curtin.edu.au (Stephen Hill)
Subject: linear programming HELP REQUIRED!
Keywords: linear programming
Organization: Curtin University of Technology
Date: Tue, 18 Aug 1992 07:47:08 GMT



Currently I am working on the Vehicle Routing Problem under
Capacity constraints. I am using a cutting planes technique
to get lower bounds which are then incorporated
in a branch and bound technique. I have programmed
the dual and revised simplex with upper bounds, using an LU
decomposition to solve equations involving the basis, and these both
work for problems with around 450 variables and 50 constraints.

With larger problems I encounter numerical instability and cannot
get a solution.

I am looking for ways to get rid of this problem. Alternatively I am
willing to purchase a linear programming package, either commercial
or otherwise (to run on a Sun SPARC station 2) or working source code
which I can incorporate into my own code. 

I hope that someone out there can provide me with references, advice or
code. Thanks in advance. 

------------------------------------------------------------------------------
                 Stephen Hill- shillsp@euler.cs.curtin.edu.au                  

                 Curtin University, Perth, Western Australia                  
------------------------------------------------------------------------------
--
------------------------------------------------------------------------------
                 Stephen Hill- shillsp@euler.cs.curtin.edu.au                  
                                                                                
                 Elvis: Too young to die, too fat to live!                     
------------------------------------------------------------------------------
From: dow@nova2.stanford.edu (Keith Dow)
Newsgroups: sci.math.num-analysis
Subject: Re: *moan*beg*: HELP : sob,snif "forlorn looks", much suffering....
Date: 23 Aug 92 14:16:44 GMT
Distribution: usa
Organization: Stanford University

>Given:  p, n, b, & f = 0;  How do you solve for 'i'?
>
>                            -n                       -n
>     100 p  1 - (1 + i/100)^   +  b = -f (1 + i/100)^
>            ---------------
>                   i

Plug in p,n,b and f and you get i can be anthing except zero.  Sounds
like a hoax since the problem is trivial.  Since Chico was rated the 
number one party school by Playboy...
Newsgroups: sci.math.num-analysis,sci.comp-aided,sci.math,sci.engr
From: leecj@gehrig.cs.rpi.edu (Ching-ju Lee)
Subject: Huge Sparse Eigensystem
Followup-To: leec2@rpi.edu
Keywords: eigenvalues, eigenproblems
Organization: Rensselaer Polytechnic Institute, Troy NY
Date: Wed, 12 Aug 1992 16:43:38 GMT

Dear netters:
 
I have a huge sparse eigensystem Ax=lambda*Bx to solve.  A and
B are 70,000 by 70,000 and they have at most 24 nonzero entries
per row.  But the distribution of nonzero entries doesn't have
any particular pattern in the matrices.  I only need the first
eigenvalue.  What will be an efficient method(in the amount of
storage and computation) to solve this problem?  I only have
700 megabytes of virtual memory to use.  I would very much
like to understand the ideas of the method rather than using 
someone else's code like a black box.  So any thoughtful
suggestions or references of the related literature will be
greatly appreciated.
                                Ching-ju Ashraf
Newsgroups: sci.math.num-analysis
From: muyu@burn.Princeton.EDU (Muyu Guo)
Subject: Integration of Step function algorithm/code any?
Originator: news@nimaster
Organization: Princeton University
Date: Fri, 14 Aug 1992 04:09:57 GMT

I am having trouble doing the integral using either qtrap
or qsimp from Numerical Recipes:

    b
    /
    | f(x)dx,      	with a < 1, b > 2
    /
    a
   			and f(x) = 1 (1 <= x <= 2)
				 = 0  otherwise

For example a=0, b=4 or the like the results were nonsense.

Does anyone know if there is a good way to get thru this?
Thanks a million for your attention.
-- 
--
Muyu Guo
Newsgroups: sci.math.num-analysis
From: john@aquarius.unm.edu (John Prentice)
Subject: Re: Calculation of Lyapunov Exponents
Date: Wed, 12 Aug 92 23:31:42 GMT
Organization: Dept. of Physics & Astro, University of New Mexico, Albuquerque
Keywords: lyaponov exponent

In article <androula.713657436@lips.ecn.purdue.edu> androula@lips.ecn.purdue.edu (Ioannis Androulakis) writes:
>Is there any public domain code available for 
>calculating Lyapunov exponents of discrete
>dynamical systems ?
>Thanks for any information
>

Look in comp.theory.dynamic-sys .  There is a ftp site that has some
software to do what you need.  I recall it being discussed in that
newsgroup a month or so ago.

John

-- 
Dr. John K. Prentice                      
Partner, Quetzal Computational Associates    
3200 Carlisle N.E., Albuquerque, NM   87110-1664; 505-889-4543
john@unmfys.unm.edu -or- jkprent@cs.sandia.gov -or- prentice@rufous.cs.unm.edu
From: stewart@cs.umd.edu (G. W. Stewart)
Newsgroups: sci.math.num-analysis
Subject: Re: Looking for fast way to find max and min eigenvalues
Keywords: eigenvalues max min poodle
Date: 21 Aug 92 06:33:48 GMT
Organization: U of Maryland, Dept. of Computer Science, Coll. Pk., MD 20742

In article <BtAx00.Lq9@news.cso.uiuc.edu> tcsg3046@uxa.cso.uiuc.edu (Timothy C. Sozen) writes:
>
>I would like to know if there is a way to find max and min eigenvalues 
>of a system of equations. That is, is there a way to find them without
>finding every eigenvalue and testing for max and min?
>
>Thanks in advance
>
>Tim
>
>PS My matrix is symmetric positive definite and 7-diagonal.

The standard procedure for this problem is to combine Sturm sequences,
which count the number of eigenvalues above a point on the line, with
interval bisection (perhaps accelerated by a root finder applied to
the determinant).  The Sturm sequence can be calculated by what
amounts to Gaussian elimination, which is cheap for band matrices.
After the eigenvalues have been found, you can calculate the
eigenvectors by the inverse power method.  I am appending some
references.

Pete Stewart

\begin{thebibliography}{1}

\bibitem{gupk:72}
K.~K. Gupta.
\newblock Solution of eigenvalue problems by {Sturm} sequence method.
\newblock {\em International Journal for Numerical Methods in Engineering},
  4:379--404, 1972.

\bibitem{gupk:74}
K.~K. Gupta.
\newblock Eigenproblem solution by a combined {Sturm} sequence and inverse
  iteration technique.
\newblock {\em Int. J. Numer. Meth. Eng.}, 8:877--911, 1974.

\bibitem{bamw:67}
R.~S.~Martin W.~Barth and J.~H. Wilkinson.
\newblock Calculation of the eigenvalues of a symmetric tridiagonal matrix by
  the method of bisection.
\newblock {\em Numerische Mathematik}, 9:386--393, 1967.
\newblock Also in \cite[pp.249--256]{wire:71}.

\bibitem{wire:71}
J.~H. Wilkinson and C.~Reinsch.
\newblock {\em Handbook for Automatic Computation. Vol.~II Linear Algebra}.
\newblock Springer, New York, 1971.

\end{thebibliography}
Newsgroups: sci.math.num-analysis