Numerical algorithms for problems in analysis and algebra, scientific computation

**3**

votes

**1**answer

52 views

### Advice on numerical solution for 2D hyperbolic PDE with zero flux boundary conditions

I would like to numerically solve a hyperbolic PDE of the form
$\frac{\partial\theta_t}{\partial t}(x,y)+\frac{\partial\left[\theta_t \gamma_t^x\right]}{\partial x}(x,y)+\frac{\partial\left[\theta_t ...

**0**

votes

**1**answer

81 views

### Solving a matrix equation $X=c \cdot AXA' +I$ with a diagonal corrections

I am now struggling to solve the matrix $X \in R^{n \times n}$ in the following equation:
$X=c \cdot AXA' - diag(c \cdot AXA')+ I$,
where
(1) $A \in R^{n \times n}$ is a given matrix whose element ...

**2**

votes

**1**answer

48 views

### Discrete gradient on point clouds

I am interested to know some ways to approximate discrete gradient if you have a function on point clouds in 2D or 3D.
If you have a function defined on a grid, it well known that you can use a ...

**4**

votes

**1**answer

70 views

### Explicit probability conserving solvers for Pauli equation?

I know that there exist probability conserving explicit solvers for time-dependent SchrÃ¶dinger's equation, for example, Visscher's one.
But when I tried to add spin into account in this scheme, it ...

**2**

votes

**1**answer

87 views

### Roots of modified polynomials

Consider the following two polynomials:
$$
g=x^3 - x^2 - (c + 2)x + c
$$
and
$$
h=x^3 - x^2 - cx + c
$$
The roots of $h$ are $1$ and $\pm \sqrt{c}$. I am interested in obtaining the roots of $g$, ...

**0**

votes

**0**answers

24 views

### Why Does a quadratic phase term in BNLS causes collapse?

I've heard a couple of times that in the Biharmonic Nonlinear Schrodinger Equation,
$i\psi_z + \Delta ^2 \psi + |\psi | ^{2\sigma } \psi =0 $, $\psi (x, 0) = \psi _0 (x) \in H^1( \mathbb{R} ^d ) $
...

**4**

votes

**1**answer

118 views

### Estimates of Hausdorff dimension (and its derivatives)

For example, the cookie cutter maps, say $T:I_1 \cup I_2 \subset [0,1] \to [0,1] $ is a $C^2$ map such that $|T'|>1$ and provided $I_1$ and $I_2$ are disjoint closed intervals and $T(I_i)=[0,1]$. ...

**1**

vote

**0**answers

40 views

### interpolation and approximation [closed]

Given a function $f$ in C^k[a,b], can we always construct function $g \neq f$ such that $g(x) \ge f(x)$ for all $x \in [a,b]$, $f^{(m)}(a)=g^{(m)}(a)$ and $f^{(m)}(b)=g^{(m)}(b)$ for $m=0,1,\dots, k$ ...

**5**

votes

**2**answers

360 views

### How to estimate the Haar measure on $G_2$

I have a sequence of real numbers. I want to know whether this sequence looks like the traces in the standard representation of a random sequence of elements of $G_2$. (Here random is according to the ...

**3**

votes

**0**answers

92 views

### Rank 1 Approximation of Elementwise Inverse Matrix

I'm wondering whether there is a good way to solve the following optimisation problem.
Given a strictly positive quadratic matrix $A$, find two diagonal matrices $D_1$ and $D_2$ so that
$$ \| D_1 A ...

**1**

vote

**0**answers

71 views

### Bounds for the infinity norm of the inverse for certain diagonaly dominant matrices

I m trying to analyse the stability against perturbations for a specific system of linear equations $Ax=b$.
For this, i use the standard condition number $||A||_{\infty}||A^{-1}||_{\infty}$.
Here ...

**1**

vote

**0**answers

42 views

### Using FFT to aproximate a fuction [closed]

I am trying to use the FFT to approximate a given function. So i have 10 points xk that are given for example, if i use the FFT that will give me Xk. So now using the inverse FFT we can get the ...

**1**

vote

**3**answers

112 views

### What are some good sanity checks for simulating BNLS?

After doing some googling, I failed to find any explicit solution for the Biharmonic Nonlinear Schrodinger Equation, which states:
$$
i\psi (x,t) _t - \Delta ^2 \psi (x,t) + |\psi (x,t) | ^{2 \sigma} ...

**3**

votes

**3**answers

114 views

### Quadrature formula max accuracy

I'm looking for a maximum accuracy quadrature formula:
$$
\int_{-1} ^{1} \sqrt{\frac {1-x}{1+x}} f(x)dx = A_1f(x_1)+A_2f(x_2)+R(f)
$$
I don't know exactly if it's Trapezoidal rule which has the ...

**0**

votes

**1**answer

63 views

### Decompositions of sparse symmetric matrices and methods for solving large linear equations

I am writing code for solving linear equations of the form
$$A_{n\times n}\cdot x=1_n$$
where $n$ is on the order of $10^6$ and $A$ is a symmetric matrix with approx $10^3$ nonzero entries in each ...

**2**

votes

**1**answer

70 views

### An algebraic equation question [closed]

My question is this:
If $\frac{\sqrt[n]{\prod_{i=1}^n(p_i + 1)}}{\sqrt[n]{\prod_{i=1}^n(m_i + 1)}} = e ^\beta$
can I find an expression (either exact or approximate) for ...

**2**

votes

**1**answer

89 views

### Polynomial upper and lower bounds

Consider approximating smooth function $f(x): \mathbb{R} \to \mathbb{R}$ over the interval $[a,b]$ with a bounded $k$th derivative over the interval. I would like to find degree $d$ polynomials ...

**3**

votes

**1**answer

123 views

### Numerical Evaluation of Some Triple Integral involving Negative Powers

Let $\beta_i\in (-1/2,0)$, $i=1,2,3,4$. I'm interested in obtaining numerical value of the following integrals:
$$
\int_{0<u_1<u_2<u_3<1} (1-u_1)^{\beta_1}(1-u_2)^{\beta_2} ...

**0**

votes

**0**answers

34 views

### How can one use stability analaysis of finite differences methods in linear Schrodinger to the NLS?

Specifically, I've seen a lot of analysis of grid stability for solving Linear Schrodinger with Forward Euler, Backward Euler and Crank-Nicolson. However, most of the usages I've seen for the same ...

**1**

vote

**0**answers

56 views

### Lanczos algorithm with thick restart on a dynamic matrix

currently, I'm working on a way to compute the 2 biggest eigenvalues of a real, symmetric, huge and sparse matrix that changes a few entries from time to time. The problem should be solved using an ...

**8**

votes

**1**answer

281 views

### Fast checking that overdetermined polynomial system does not have a solution

As a result of some inductive procedure for each $n$ I have a system of about $n^2$ polynomial equations with $n$ variables with integer coefficients, which can be precisely computed. As the system is ...

**-1**

votes

**1**answer

76 views

### Convergence for symmetric, positive semi-definite operator

Assume $u$ is a vector in the Euclidean space $\mathbb{R}^N$, $\|u\|=\sqrt{\langle u, u\rangle}$, where $\langle u, v\rangle = \sum_{i=1}^N u_i v_i$.
I have that $\|u^{k+1}-u\|\leq \|I - c ...

**8**

votes

**1**answer

177 views

### Sharpest bound on the zero free region of $\zeta^{\prime}$?

I'm interested in calculating all of the zeroes of the first derivative of the Riemann $\zeta$ function up to an arbitrary height. I know that (on the RH), all of these zeroes will have real part $\ge ...

**3**

votes

**1**answer

120 views

### Approximate the square root of (1-X) efficiently through (nested) products

Currently, I encountered a problem of approximating the following
series:
$$
(I-X)^{-\frac{1}{2}}=I+\frac{1}{2}X+\frac{1\cdot3}{2\cdot4}X^{2}+\frac{1\cdot3\cdot5}{2\cdot4\cdot6}X^{3}+\ldots
$$
where ...

**8**

votes

**1**answer

172 views

### is there any such result about Bernstein polynomials?

It is well known that for any lipschitz function $f:[0,1]\rightarrow [0,1]$, we can approximate it
by $\sum_{i=1}^n f(i/n) {n\choose i} x^i (1-x)^{n-i}$, and the $L_\infty$ error is $O(1/\sqrt{n})$. ...

**1**

vote

**1**answer

135 views

### Is there an example where the error of Gauss-Laguerre quadrature does not vanish?

The $n$th Gauss-Laguerre quadrature aims to approximate integral $$\int_{\mathbb{R}_+} f(x) \exp(-x)$$ by the sum
$$\sum_{i=1}^n f(x_i) w_i$$
where $x_1,...,x_n$ are the roots of the $n$th Laguerre ...

**2**

votes

**0**answers

93 views

### Stationary Distribution for Markov-like system?

Let
\begin{equation}
A=
\begin{pmatrix}
0 & a_{1,2} & a_{1,3} \\
a_{2,1} & 0 & a_{2,3} \\
a_{3,1} & a_{3,2} & 0
\end{pmatrix},
\end{equation}
\begin{equation}
B=
...

**3**

votes

**1**answer

96 views

### Trace of multiplied positive definite matrices

I have to compute $Tr(K^{-1}\Sigma)$ where both $K$ and $\Sigma$ are symmetric positive definite matrices.
Question is considering that I have computed the Cholesky, $L_1$ of $K$ previously, is there ...

**1**

vote

**2**answers

96 views

### Numerical calculation of Fourier transform with a nice error bound

I'd like to have an algorithm for a numerical calculation of Fourier transform with a nice error bound. To be precise, if $f$ is a function from $L_1(R)$, $F[f]$ is it's exact Fourier transform and ...

**0**

votes

**0**answers

112 views

### solving a system of algebraic equations

I'm trying to solve the following system of nonlinear algebraic equations for $q_{e}\in\mathbb{R}^{4}$
$$
...

**3**

votes

**0**answers

73 views

### What do we know about the generalized eigenvalue problem involving a projector?

Consider a matrix $A\in\mathbb{R}^{n\times n}$ and a projector $P\in\mathbb{R}^{n\times n}$.
Are there results regarding the generalized eigenpairs $(v,\lambda)$ of the generalized eigenproblem
...

**2**

votes

**0**answers

113 views

### Algorithms to compute largest gap between smallest nonzero eigenvalues of sparse symmetric matrix

I am looking mainly for implementations but also for theoretical algorithms to compute gaps between smallest positive eigenvalues of symmetric, singular matrix or real numbers.
To be precise, I want ...

**2**

votes

**2**answers

112 views

### Seeking a class of functions for which sums approximate integrals well

Is there a "natural" class of integrable functions $f: {\mathbb R} \rightarrow {\mathbb R}$ for which it is true (and, preferably, not too hard to prove!) that $\sup_{0 \leq a < h} |h S(a,h) - I|$ ...

**4**

votes

**0**answers

88 views

### Error of midpoint method for differentiable functions

Is it the case that for every differentiable function $f$ on $[0,1]$ (with finite one-sided derivatives at the endpoints), the midpoint method of estimating $\int_0^1 f(x) \: dx$ has error $o(1/n)$?
...

**3**

votes

**1**answer

182 views

### Error of midpoint method for functions that are not twice-differentiable

All of the bounds I've seen for the error of the midpoint method of integration are expressed in terms of the second derivative of the function. What bounds are available when the function is not ...

**1**

vote

**1**answer

117 views

### Is there any geometric and intuitive interpretation of Newton-like iterative steps in numerical optimization?

Are the iterative steps in optimization affected by the intrinsic and extrinsic curvatures of the objective functions ? and How?
Is there any geometric and intuitive demo show illustrating the ...

**0**

votes

**1**answer

217 views

### How to determine the distance between two matrices under the meaning of a matrix function? [closed]

Suppose a nonlinear infinitely continous differentiable function $f:\mathbb{D}\mapsto \mathbb{R^+}$, where $\mathbb{D}\subset\left\{X|\text{rank}{X}=2,X\in\mathbb{R}^{3\times 3}\right\}$ is a ...

**3**

votes

**1**answer

82 views

### Delay Differential Equations Numerical methods

I have a general question about delay differential equations. I know that even simple ones hardly have analytic solutions and mine clearly doesn't have any as it is a system of non-linear delay ...

**0**

votes

**0**answers

62 views

### unique positive real root fast computation

What is the fastest way to compute the value of the unique positive real root corresponding to the following polynom:
:p(x) = a*x^5 + b*x^4 + c*x^3 + d*x^2 + e*x - f = 0
where a, b, c, d, e, f are ...

**4**

votes

**0**answers

169 views

### Linearizing and solving a nonlinear PDE numerically

Im trying to solve the following (transport & diffusion) nonlinear PDE numerically (via finite volume on a cuboid region. Some Material gets cooled down, s.t. in some areas the material becomes ...

**4**

votes

**1**answer

135 views

### Local positivity of solutions to linear differential inequalities (Chaplygin's theorem)

According to the entry "Differential inequality" of the Encyclopedia of Mathematics
http://www.encyclopediaofmath.org/index.php/Differential_inequality
the following result is due to Chaplygin ...

**0**

votes

**1**answer

68 views

### Estimating the vector potential

My question is, that given a vector field only numerically discrete in space, is there a way to estimate its vector potential?
Theoretically, I see this which requires the vector field over all of ...

**4**

votes

**1**answer

866 views

### Mathematical study of Mpemba effect?

It has been known since the days of Aristotle and Descartes that under certain circumstances warm water freezes faster than cold water. This effect is now commonly known as the Mpemba effect, named ...

**6**

votes

**1**answer

176 views

### Approximating an iteratively defined function

Let $f_0,f_1,\ldots$ be a sequence of functions $f_n : [0,1] \rightarrow R$ defined as follows:
$$f_0(x) =1+2x$$
$$f_{n}(x) := \left\{\frac{5+t}{2} : \text{ where t solves } ...

**0**

votes

**1**answer

148 views

### Approximation of the sum involving binary entropy function

Given the following sum:
$S(n) = \sum_{i=1}^{n} \frac{1}{(1-\operatorname{H}(p))^i}$
where $H$ is the binary entropy function defined as:
$\operatorname{H}(p) = -p\log p - (1-p)\log (1-p) $.
Let ...

**2**

votes

**2**answers

142 views

### dense lattices in high dimensions

I want a collection of points $\{ x_1, \dots, x_m\}$ to sample a unit cube $[0,1]^n$ with $n >>1 $ in high dimensions so that summing over these points is approximate the integral over that ...

**10**

votes

**1**answer

258 views

### The geometric-mean factorial

Think of the factorial as $f(n) = n \odot (n-1) \odot \cdots \odot 2 \odot 1$,
where $\odot$ is the binary operator for multiplication, $\cdot$. This suggests exploring replacing
$\odot$ with other ...

**-1**

votes

**2**answers

120 views

### Does an implicit Runge Kutta scheme applied on a nonlinear ODE give a nonlinear set of equations to solve in each step?

We want to approximately solve an ODE
$$\frac{dy}{dt} = f(y,t)$$
with the Runge Kutta method
$$y_{n+1} = y_n + h \sum_{i=1}^s b_i k_i$$
$$k_i = f\left(y_n + h \sum_{j=1}^s a_{ij} k_j,\,t_n + c_i ...

**1**

vote

**1**answer

115 views

### Accurate bounds for derivatives of Legendre polynomials

Let $P_n(x)$ denote the $n$th Legendre polynomial. What bounds can one give for $d_{n,m}(x) = |\frac{d^m}{dt^m}P_n(t)|_{t=x}$ assuming that $|x| \le 1$? Clearly
$$d_{n,m}(x) \le d_{n,m}(1) = ...

**8**

votes

**3**answers

330 views

### Best known bounds on tensor rank of matrix multiplication of 3×3 matrices

Years ago I attended a conference where they taught us that matrix multiplication can be represented by a tensor. The rank of the tensor is important, because putting it into minimal rank form ...