Numerical algorithms for problems in analysis and algebra, scientific computation

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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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1answer
117 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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115 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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22 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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1answer
26 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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1answer
185 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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47 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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97 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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1answer
152 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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36 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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48 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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43 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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30 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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63 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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1answer
37 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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51 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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2answers
145 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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1answer
234 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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1answer
136 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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37 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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1answer
59 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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34 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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1answer
73 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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60 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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1answer
120 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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40 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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1answer
44 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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1answer
88 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 ...
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61 views

Could somebody recomends a good book or article about numerical methods for Stochastic Partial Differential Equations

Could somebody recomend a good book or article about numerical methods for Stochastic Partial Differential Equations. I'm looking for a good introductory material thanks.
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35 views

Numerical method for self-consistency of one-dimensional probability density function

I have an integral equation for self-consistency of one-dimensional probability density function, like this $$\rho_x(x) = \frac{1}{|a|}\int \int \rho_x\left(\frac{s-b}{a}\right) \rho_P(p) ...
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1answer
214 views

Improving Newton's Inequalities using the Taylor Theorem

Newton's inequalities say that if $f(x) = \sum \binom{n}{k} a_k x^k$ is a polynomial with all real roots then $ a_k^2 > a_{k-1}a_{k+1}$. The proof this result uses that if $f(x)$ has all real ...
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1answer
37 views

IVP accuracy - scheme accuracy Vs. derivative accuracy?

General Question: If I have an IVP with periodic and continuous initial condition, which rules the accuracy of the scheme - the manner in which we approximate spatial derivative or the acuuracy of the ...
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1answer
154 views

Compute only selected components of an eigenvector

I am wondering whether it is possible to compute portions of the eigenvectors of a given (possibly very big) matrix. More formally, consider the eigenvalue problem $\mathbf{Ax} = \lambda \mathbf{x}$, ...
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3answers
290 views

Multiprecision numerical evaluation of integral: Sage vs. PARI/GP vs. mpmath

I am trying to compute thousands of integrals of the below type, that comes up in a conformal mapping problem, to as many accurate digits as possible (preferably 50+): $$ \int_{-1}^1\textrm{d}t ...
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4answers
223 views

Numerical integration of legendre polynomials

I hope that numerical questions are also permitted here. I want to expand a smooth functions $f \in C^{\infty}$in terms of Legendre polynomials. Thus I need to calculate integrals of the form ...
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126 views

numerical method (implicit , backward difference or forward difference) for nonlinear pde

$\newcommand{\lbar}{\underline{\lambda}}$ In this linear PDE: \begin{cases} B_t+b^Q(r,t)B_r+\frac{1}{2}d^2(r,t)B_{rr}+(\mu(\lambda,t)+\alpha \sigma (t))(\lambda -\lbar)B_{\lambda} \\ ...
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1answer
64 views

Monotonicity of Trapezoid Approximations

Here's a numerical analysis question which may not be very important, especially in practice, but has been bugging me. Suppose $f$ is a continuous function on an interval $[a,b]$. Let $T_n(f)$ be ...
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1answer
78 views

reducing an n-order differential equation to a first order system of equations using either sagemath or sympy [closed]

I want to reduce a n-order ordinary differential equation into a first order system of equations. This is in preparation for numerical analysis. I use both Sympy and Sagemath for Computer Algebra, but ...
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1answer
142 views

Proving that the eigenvalues of a certain matrix product are positive

Let $A$ be an $m \times n$ matrix, and define: \begin{align*} U &= {\rm diag} \{ \frac{1}{\beta_j} \}, \beta_j = \sum_{k=1}^m |a_{kj}|, j = 1 \dots n \\ V &= {\rm diag} \{ \frac{1}{\alpha_i} ...
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1answer
127 views

Estimating the volume of a union of balls

Let $\{ B_i \}_{i=1}^n$ be a set of $n$ ball in the unit cube $C$ of dimension $d$. If I want to estimate $$ \frac{ \lambda \left( \cup B_i \right) }{\lambda\left( C \right) }, \tag{1} $$ where ...
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3answers
212 views

What is an extragradient method?

I've searched Google, but it seems that only research journal papers appear in search results, where some new, improved, or specialized extragradient method is discussed. I've also searched Wikipedia ...
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97 views

Real solutions for systems of monomial equations

I have a $K$ equations of the form $x_1^{a_{i1}} \cdots x_n^{a_{in}}=c_i$ where $a_{ij}$ are non-negative integer constants and $c_i$ are real constants -- i.e. each equation is a monomial in $n$ ...
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254 views

Estimating the Variance of a Discrete Normal Distribution

Let $f(x; \sigma) = \frac{1}{\sigma\sqrt{2\pi}}\cdot e^{-\frac{x^2}{2\sigma^2}}$ be the probability density function of a normal distribution $\mathcal{N}(0, \sigma^2)$. We consider a discrete normal ...
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2answers
872 views

Why are there so few zero-dimensional polynomial system solvers and is this because there is no real market for them?

My questions involve the quotes below from wikipedia regarding solving polynomial systems, which given the size of the market for Big Data & Predictive Analysis applications I find puzzling: ...
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109 views

Asymptotic expansion of an integral, related to Maass forms

I am trying to compute the asymptotic expansion of the integral $I(t) = \int_{C} e^{\sqrt{1+u}(\frac{1}{t}+\frac{t^2}{\sqrt{u}})}\frac{u^\eta}{\sqrt{1+u}}du$ as $t$ is real and $t\rightarrow +\infty$, ...
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1answer
364 views

Gaps between roots of trigonometric polynomials

[Cross-posted from Math.SE because I got no responses there.] Given a polynomial in $e^{\mathrm{i}k t}$ of the form $$ p(t) = \sum_{-n\leq k\leq n} c_k e^{\mathrm{i}k t} $$ with $\bar c_{-k} = c_k$, ...
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1answer
76 views

Sensitivity of the range of a matrix

The distance between two subspaces $\mathcal{U}$ and $\widetilde{\mathcal{U}}$ is classically defined as $d(\mathcal{U},\tilde{\mathcal{U}}):=\|P-\tilde{P}\|$, where $P$ and $\tilde{P}$ are orthogonal ...
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2answers
108 views

Boundedness of ratio of linear functions

Consider the function \begin{eqnarray} f(x_1,x_2,\cdots, x_n) = \frac{\sum_{i}^{n}a_ix_i}{\sum_{i}^{n}b_ix_i}, \end{eqnarray} over the set $S = \{x := (x_1,x_2,\cdots, x_n):-1 \leq x_i \leq 1,\; ...
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0answers
128 views

Are there workable numerical approaches for the pentagon equation?

Warning: this post is the "numerical" analog of Are there workable algebraic geometry approaches for the pentagon equation? I've replaced "algebraic geometry" by "numerical" in its content, ...
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4answers
261 views

Software tools for medium-scale systems of polynomial equations

I am attempting to find all real solutions of a system of 12 polynomial equations in 12 unknowns. The equations each have total degree 6 and contain up to 1700 terms. I am only interested in real ...