3
votes
3answers
238 views
Is there anyway to rewrite a partial differential equation using language of differential forms, tensors,.etc
My question is: usually, a partial differential equation, for example, those coming from physics, is written in a lauguage of vector calculus in a local coordinate, is there anyway …
0
votes
1answer
104 views
How to handle a scalar product in an integral?
I am having a problem with a certain inequality I try to understand. I think it's just a basic idia (/trick) I'm missing, but I can't seem to find it.
Here's a simplification of …
0
votes
0answers
46 views
Approximate closed-form solution for a recurrence
Find an (approximate) closed-form solution for $S(m, b)$.
$$S(m,b)=\sum_{i=0}^{\lfloor (e-1)/2\rfloor}{e \choose i}S(m-1, b-i) \quad +
\sum_{i=\lfloor (e-1)/2\rfloor+1}^{\ …
4
votes
0answers
136 views
Inadmissibility of Simpson’s rule
(An earlier version of this at stackexchange got no answers.)
Bayesianism says that all uncertainties, or at least all uncertainties about the truth or falsity of propositions, ca …
22
votes
0answers
357 views
Recent fundamental new directions in PDEs
My main interests are in modern geometry/topology, algebra and mathematical physics. I observe that there is a raising communication, language and social barrier between this commu …
1
vote
1answer
32 views
Conjugate gradient algorithm where first search direction is not equal to residual
In usual formulation of conjugate gradient algorithm initial search direction is taken to be the residual (so residual and search direction spans Krylov subspace). However, in case …
7
votes
2answers
270 views
Computing a large permanent
Is there a practical way to compute the permanent of a large ($91 \times 91$) $(0,1)$ matrix?
I have tried to use the matlab function written by Luke Winslow which works great for …
1
vote
1answer
413 views
Stability in algebraic geometry
Suppose I have a collection of polynomials with multiple variables (more polynomials than variables, say), and I'm given noisy versions the values of these polynomials at a certain …
2
votes
1answer
66 views
The discrete theory of compressible fluids dynamics
I am working on the discrete theory of compressible fluids dynamics, i.e., numerically solving and simulating the compressible fluids , we are interested in the way using discrete …
4
votes
0answers
66 views
Problems where Conjugate gradient works much better than GMRES
I am interested in cases where Conjugate gradient works much better than GMRES method.
In general, CG is preferable choice in many cases of SPD because it requires less storage an …
4
votes
1answer
81 views
Who first observed that Conjugate Gradient for Symmetric Positive Definite linear systems is a Krylov method?
Conjugate gradient was originally presented in the 50's before the modern understanding of Krylov subspaces (and the resulting iterative methods) was fully realized. As such, the …
2
votes
2answers
201 views
Efficient computation of Markov chain transition probability matrix
Consider a continuous Markov chain $X = (X_t)$ on a finite state space and let $Q$ be the (given) transition rate matrix. This matrix is very sparse, with non-zero values on 3 diag …
2
votes
2answers
143 views
Computing hypergeometric function of matrix argument
In the context of the Bingham probability distribution the ${ }_1F_1$ hypergeometric function of matrix argument naturally arises as a normalization constant of the probability dis …
16
votes
3answers
642 views
“Wild” solutions of the heat equation: how to graph them?
It has long been known that the Cauchy initial-value problem for the
classical heat equation on $\mathbb{R}$ (or $\mathbb{R}^n$) doesn't
have unique solutions, without additional a …
8
votes
2answers
291 views
Rapid evaluation of multivariate normal integral
I'm implementing a model that requires me to numerically evaluate a multivariate normal integral of the following form
$$\int_{-\infty}^\infty \phi(z)\displaystyle\prod_{i=1}^N \ …

