Numerical algorithms for problems in analysis and algebra, scientific computation

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0answers
8 views

Partition of function into pieces for interpolation needs [migrated]

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 ...
-5
votes
0answers
76 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)) ...
-2
votes
0answers
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?
6
votes
4answers
332 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 ...
0
votes
0answers
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: ...
0
votes
0answers
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 ...
3
votes
2answers
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 ...
4
votes
1answer
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
3
votes
1answer
110 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 ...
1
vote
1answer
86 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 ...
0
votes
1answer
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 ...
0
votes
0answers
20 views

Column Subset Selection implementations

Are there readily available implementations of algorithms for the CSSP - Column Subset Selection Problem?
0
votes
0answers
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 ...
0
votes
1answer
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 ...
-2
votes
1answer
97 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 ...
0
votes
0answers
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} \\ ...
6
votes
1answer
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
1
vote
1answer
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 ...
0
votes
1answer
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 ...
0
votes
0answers
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 ${\mathbb{C}}^n$ ...
0
votes
0answers
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 ...
1
vote
1answer
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 $\partial \Omega$ ...
1
vote
1answer
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 ...
0
votes
0answers
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}} \\ ...
2
votes
0answers
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 ...
4
votes
1answer
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 ...
0
votes
0answers
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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votes
2answers
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, ...
2
votes
0answers
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 ...
0
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0answers
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 ...
2
votes
0answers
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 ...
1
vote
1answer
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 ...
1
vote
0answers
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 ...
1
vote
2answers
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 ...
8
votes
1answer
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 ...
6
votes
1answer
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 ...
1
vote
0answers
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 ...
3
votes
1answer
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 ...
2
votes
0answers
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 $t$. ...
3
votes
1answer
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 ...
2
votes
0answers
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 ...
2
votes
1answer
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 ...
0
votes
0answers
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 ...
1
vote
1answer
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 $X_{\Omega}$ ...
2
votes
1answer
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 ...