Numerical algorithms for problems in analysis and algebra, scientific computation

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### Partition of function into pieces for interpolation needs

I've got some experimental data obtained from my mate's research. There are two sets of (x,y) points for each curve. He asked me to interpolate function values between this points, so for each curve I ...

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**0**answers

75 views

### Prove an equation is always false [on hold]

How can I prove an equation is always false?
For example:
b = b + 1
is false for all values of b. Very simple to see.
Now given a more complicated equation, such as:
b = sin(sin(b) - .56))
...

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**0**answers

52 views

### Good upper bound for an alternanting series [closed]

Someone know a good upper bound for the partial sums of $S=\sum(-1)^{n+1}\sqrt{n}$?
I mean how fast is the growth of this sum?

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**4**answers

329 views

### Expected value of a function over random sets

I am doing an analysis on the complexity of some set-related algorithm where the input is a random set. One of my setbacks can be formulated as follows:
Pick $k$ distinct numbers out of numbers ...

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**0**answers

28 views

### Problem implementing Ramez algorithm [closed]

I'm implementing the Ramez algorithm for optimal polynomials, and I'm having problems. That is, I'm getting worse and worse approximations.
Repo: https://github.com/nmiculinic/dismat2[1]
Viewer: ...

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42 views

### volterra equation of the first kind with K(0,t)=0

A standard assumption both in theory and numerical methods
for the Volterra equation of the first kind
$$ g(t) = \int_0^t K(s,t) f(s) ds$$
is that $K(s,t) \neq 0$. One can show existence of the ...

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votes

**2**answers

88 views

### Accuracy of the formulas for angles between almost colinear vectors

Assume $x$ and $y$ are two vectors in $\mathbb{R}^3$ and we want to compute the acute angle $\alpha\in(0,\pi/2]$ between these two (noncolinear) vectors. There are (at least) two possibilities:
In ...

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**1**answer

37 views

### Numerical approximation to the Wasserstein metric?

Are there numerical methods for approximating/calculating the Wasserstein metric in particular cases?
Suppose that $f$ and $g$ are two density functions with the same support. How can I calculate the ...

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**0**answers

36 views

### Orthogonalization technique after cosparse dictionary update

I'm trying to adapt the cosparse dictionary learning (DL) approach described in Analysis K-SVD to a DL method that creates the dictionary as a union of orthonormal blocks (UONB).
For this I apply the ...

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29 views

### Smoothness of linear equation

Suppose $\beta$ is a solution to some linear equation $ M \beta = f$ where
$M$ is lower triangular with all negative entries except for the diagonal and first sub-diagonal where all entries are ...

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36 views

### Bits of precision matrix reconstruction

We have a real rank $r$ matrix $M\in\{0,1\}^{n\times n}$.
Suppose we have diagonalized using $LMR=D$.
I want to recover a real matrix $\widetilde{M}$ such that maximum absolute entry of ...

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**1**answer

109 views

### Monte Carlo integration of Gaussian integrals

I was doing a physical problem, and then it comes to this Gaussian integral. The dimension of the integral is very large (dimension = 300~600), and it is difficult to find the maximum of the ...

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vote

**1**answer

85 views

### What is a one-parameter Newton's method?

The Newton's method that I know is defined as follows:
$$x_{n+1}=x_n-\frac{f(x_n)}{f'(x_n)}$$
However, I've recently encountered a paper that talks about a one-parameter family of Newton's method ...

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**1**answer

87 views

### Generating random variables from the Cantor Distribution [closed]

I am looking for a method (exact, if possible, but at least asymptotically correct) for generating random variates from a Cantor Distribution? It seems like its abstract definition prevents this. In ...

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20 views

### Column Subset Selection implementations

Are there readily available implementations of algorithms for the CSSP - Column Subset Selection Problem?

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25 views

### Comparing Calculation Error in Divergent Numerical Methods

I'm not an expert in numerical methods, but I'm doing a simulation based on non-linear differential equations (General Relativity), there solutions has singularities, thus at some points numerical ...

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**1**answer

79 views

### What is exponentially fitted osculating straight line?

While reading an article about iterative methods for solving nonlinear equations I can't understand what is exponentially fitted osculating straight line. Could someone please briefly explain this ...

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**1**answer

96 views

### BDF2 and TR-BDF2: what is better? [closed]

What method of numerical solving ODEs is better? BDF2 or TR-BDF2?
Namely, what advantages has TR-BDF2 over BDF2? Is TR-BDF2 more accurate? Does it damp "ringing" better?
The BDF2 method requires the ...

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23 views

### non-coherent estimation problem

I have the following signals
$$\left[\begin{array}{c} y_{mn} \\ y_{nm}\end{array}\right] =\left[\begin{array}{c} x_{n} \\ x_{m}\end{array}\right]h_{nm} +\left[\begin{array}{c} e_{mn} \\ ...

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**1**answer

185 views

### Approximation theory on the disc

Chebyshev theory provides a very effective method for approximating continuous real valued functions on the unit interval. Is there something similar for continuous real valued functions on the ...

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64 views

### Eigenvalue problem (finite difference operator)

Consider an arbitrary elliptic (perhaps, degenerate) finite difference operator
$$L_{i,j,k}=-\Delta_{i,j,k}+\alpha_{i,j,k}\frac{\partial}{\partial x}_{i,j,k}+\beta_{i,j,k}\frac{\partial}{\partial ...

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43 views

### Shooting method for non-oscillatory solutions

I am having some trouble with using the shooting method :
I am given a system of ode's representing initial value problem, and I know I want one of the unknowns (=u) to vanish at infinity (which I ...

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**1**answer

90 views

### Divergence of the Lagrange interpolation on the Chebyshev nodes

Faber theorem states that for every $\lbrace x_k^{(n)} \rbrace$ there exists a continuous $f$ function such that $\| f - L_n \|_{\infty} \not\rightarrow 0$, where $L_n$ is interpolation polynomial on ...

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**1**answer

126 views

### A kind of Discrete Fourier Transform

Given a $z\in \mathbb{C}^N$, the DFT of $z$ is given for every $k\in [0,N-1]_\mathbb{N}$ by
$$DFT_z(k)=\frac{1}{N} \sum_{j=0}^{N-1} z_j\, \omega^{-k j}$$ where I have denoted by $\omega$ the $N$-th ...

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130 views

### $Ax=b$ in a function space (again)

Let
$X$ be compact Hausdorff topological space,
$C(X)$ denote the algebra of complex-valued continuous functions on $X$,
$b\in \mathbb{C}^m$,
$\mathbf{A}\in C(X)^{m\times n}$,
Let ${\mathbb{C}}^n$ ...

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30 views

### Multiple integral of the resolvent kernel

I am trying to implent Volterra equations using resolvent kernel.To do this, the iterative kernel
$$K_i(x,y) = \int\limits_x^y K_1(y,t)K_{i-1}(t, x)dt. $$
should be calculated. However, it is not ...

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**1**answer

37 views

### Convergent algorithm for dividing a body into two regions of equal volume

Let $\Omega \subset R^3$ be a bounded open region. It is well known that there exists a smooth surface $\Gamma$ with minimum area and constant mean curvature which is orthogonal to $\partial \Omega$ ...

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**1**answer

208 views

### Residues and values of Riemann Zeta function at some points

I need the following computational results for proving something.
Let $1/2 + i\gamma_0$, be the first nontrivial zero of Riemann zeta function, $\zeta(s)$,
i.e. $\gamma_0\sim 14.134...$.
1) what is ...

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55 views

### Rational dynamical system with nonnegative paramaters

let $A$ be a rational system of the form :$\begin{cases} x_{n+1}=\frac{\alpha_{1}}{y_{n}} \\ y_{n+1}=\frac{\alpha_{2}}{z_{n}} \\ ...

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104 views

### error estimate of linear interpolation in high dimension

Consider convex functions $f,g$ on $[0,1]^d$. Let $x_1,\cdots,x_n$ be $n\geq d+1$ fixed point in $[0,1]^d$ that is equally 'distributed' in the sense that
$$c_1\leq ...

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votes

**1**answer

166 views

### Resolvent of a triangular matrix

Suppose $A$ is a triangular matrix. What is the most efficient known algorithm to compute the polynomial (in $x$) matrix $(xI-A)^{-1}$?
Of course, $(xI-A)^{-1}= N(x)/p_A(x)$, where $p_A$ is the ...

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39 views

### Bound on change of function given bound on Hessian

Suppose I have very some smooth function $F(x)$, and let $x_0 = \text{argmin}_x F(x)$. I would like to bound $F(x) - F(x_0)$ from above, in terms of the gradient $\nabla f(x)$ and the Hessian matrix ...

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54 views

### Systems of ODEs that fulfill a matrix relationship at steady state [closed]

It is well known that for a system of linear ODE $$x'(t) = A(t) \cdot x(t) + b(t)$$
with initial condition $x(t_0) = x_0$, that for a solution at any other time point $t_1$, $x(t_1) = (z_1, \ldots, ...

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50 views

### Estimating polynomial approximation error in high dimension

Question
Let $x \in [-1, 1]^d \subset \mathbb{R}^d$ be a $d$-dimensional variable and assume that -- given $n$ -- I have a way of computing a polynomial $p_n(x)$ of degree $n$ that approximates a ...

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32 views

### Probability of close approach for multivariate normal variables

The following problem comes from a physical model of two groups of particles in three dimensions. I need to know the probability that the two groups of particles approach each other within some ...

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68 views

### What is the computational complexity to compute the integral numerically?

Given $$\int_{\Delta}\frac{P_1(x_1,x_2,\dots,x_n)}{P_2(x_1,x_2,\dots,x_n)}$$ where $P_i$ is polynomial(that is $P_1(x_1,x_2,\dots,x_n), P_2(x_1,x_2,\dots,x_n)$ are polynomial) whose coefficients are ...

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**1**answer

46 views

### Condition Number and CFL Condition in Finite difference Methods

when applying a Finite Difference scheme for an IVP, two factors come to mind when considering stability:
One factor would be the condition number of the approximation operator. The other factor ...

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63 views

### Frozen coefficient method (von Neumann stability analysis)

Earlier it was considered that frozen coefficients method for Neumann stability analysis for finite difference scheme is more heuristic than rigorous. But I have read some information in a book by ...

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**2**answers

148 views

### iterative solution better than analytic solution? [closed]

My supervisor and I were discussing a specific optimisation problem this afternoon.
To be simple: solve for $R$ in the equation $Rx=y$, where $x$, $y$ are made of samples in two difference ...

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votes

**1**answer

282 views

### Algorithm to produce random number with a gamma distribution

I'd like to produce pseudo-random numbers with different distributions for a Monte Carlo simulation.
I've got the poisson distribution working nicely with an algorithm from Knuth. I'm having trouble ...

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**1**answer

150 views

### Computing certain integrals over high-dimensional polyhedra

Let $\delta>0$ be a small real number and consider the $k$-dimensional region consisting of points for which
$$\delta\leq x_1\leq x_2\leq\ldots \leq x_k$$
and
$$x_1+\ldots+x_k\leq 1.$$
I am ...

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48 views

### General reparameterization of a b-spline

Say I have a bspline function (or curve) of order $k_1$, defined over some knot vector
$\mathbf{t} = \{ t_i\}_1^{n_1}$, i.e. $$f(x) = \sum_i a^i B_{i,k_1}(x).$$
Do you know of a process of finding ...

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votes

**1**answer

61 views

### The link and equivalence between variant definition of computation model and computational complexity over reals

To unify the numerical computation and classic computability theory, or to pave a foundation for the numerical computation, mathematicians present variant computation model and computational ...

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41 views

### Conditions for convergence of Euler's method

It is know that a sufficient and necessary condition for
$$\dot y(t) = f(y(t), t), \quad t > 0, \quad y(0) = y_0$$
assumes a unique solution of $f$ is Lipschitz in $y$ and continuous in $t$. ...

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votes

**1**answer

102 views

### Selecting Rays for Simulated Radon Transform

I have the task of determining approximations of a 2D function $f: (x,y)\in \mathbb{R}^2\mapsto\mathbb{R}$ from integrals along lines, i.e. from its Radon transform $R(\phi,\tau)[f(x,y)]$ and, because ...

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84 views

### Numerical Methods for stochastic PDE, from rough paths to backward equations

this question is about some literary references regarding the state of the art in terms of numerical methods for SPDE's. In particular,
Have the numerical implications, if any, of the results in ...

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**1**answer

131 views

### books on very large scale linear optimization

Recently in my material science research, I have encountered problems of very large scale linear optimization. I read the introductory book "Introduction to Linear Optimization (Athena Scientific ...

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45 views

### Numerical solution of SDEs with colored noise

I am trying to numerically solve an SDE with both white and colored noise that models a non-linear circuit:
$$
dX_t = f(X_t) dt + \sigma_w dW + \sigma_c dC
$$
where $W$ is a standard Brownian motion ...

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**1**answer

45 views

### Partial Constraint of Low Rank Matrix

Suppose $X \in \mathbb{R}^{m \times n}$ is a rank $r$ matrix. Let $\Omega$ be a generic subset of $\in \{1, \ldots, m\} \times \{1, \ldots, n\}$ of cardinality $r(m + n - r)$. Denote by $X_{\Omega}$ ...

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**1**answer

106 views

### Special Function, Series Expansion, or Simpler Form of a Certain Infinite Product?

$\prod _{n=1}^{\infty } \left(1+a (c+n)^b\right)$ where a > 0, b < -1, and c >= 0
Is there a special function, series expansion, or other simpler (or maybe just interesting) representation of ...