Tagged Questions

0
votes
1answer
102 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
43 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
132 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 …
21
votes
0answers
338 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
29 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
267 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
409 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 …
1
vote
1answer
59 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
64 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
193 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
139 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 …
8
votes
2answers
289 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 \ …
2
votes
1answer
233 views

Hilbert Matrix and Approximation Theory

I was reading about the Hilbert matrix and Cauchy determinants: \[ \det \left[ \frac{1}{i+j-1} \right]_{i,j} \] By guessing where this determinant is 0 or ∞ we can guess the rig …
16
votes
3answers
641 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 …

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