2
votes
3answers
135 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 ...
2
votes
0answers
129 views

When is it possible to split a non-linear operator into a composition of a linear and local one?

Let $A: L^2(R^n)\to L^2(R^n)$ be a non-linear operator. Is it known when it's possible to split $A$ into a composition of a linear operator $B: L^2(R^n)\to (L^2(R^n))^k$ and a local operator $C: ...
1
vote
3answers
254 views

What are the basis functions for a product space?

Let $X=L^1\left([0,1]^3\right)$, for numerical purpose, what are the possible basis function for $X$? In finite element method, the basis functions are tooth functions, or polynomial functions. Is ...
0
votes
1answer
127 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 the problem: $ ...
3
votes
1answer
471 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 unknown point. I ...
2
votes
0answers
75 views

Application and relevance of Sobolev gradients

The Sobolev gradient concept has been developed in the 1970s, with a first publication in 1985, and an introduction can be found at: Ranka I would like to learn how strong the impact of Sobolev ...
1
vote
1answer
196 views

How are real-analytic functions encoded in computer algebra?

I would like to know how are encoded the real-analytic functions on the interval by the computers. When I think in a real-analytic function I just think in a composition of the ''typical'' analytic ...
3
votes
1answer
280 views

Lebesgue constant as condition number of polynomial interpolation

Let $T = \{ x_0,\ldots,x_n \}$ be a set of $n+1$ different points in the real interval $[a,b]$. Let $X_T$ be the associated interpolation operator on $C[a,b]$: it takes a function $f \in C[a,b]$ into ...
4
votes
1answer
823 views

Smoothing L1 norm, Huber vs Conjugate

I'm trying to minimize a convex (not necessarily strictly convex) function involving an L1 norm (similar to lasso), which makes it non-differentiable at some points. So I'd like to smooth it and treat ...
0
votes
1answer
229 views

Discrete Sobolev space of $R^n$ valued maps

Can some one tell me the reference or any idea how to take the Discrete Sobolev space work defined for a scalar valued map to the space of maps which are vector valued.Let's say $f:\Omega ...
0
votes
0answers
123 views

Can we separate Toeplitz matrices for negative and positive eigenvalues?

Consider a Toeplitz matrix T which has both positive and negative eigenvalues. Can we prove that there exist two Toeplitz matrix T1 and T2 such that T1+T2=T and T1 has only one positive Eigenvalues ...
3
votes
2answers
218 views

Convergence rate of an iterative process

I have the following iterative process $$a_n=a_{n-1}(1-\phi(a_{n-1})),\quad 0< a_0<1,$$ where $\phi(x)$ is a continuous increasing function, $\phi(0)=0$, and if $x\in(0,1)$ then $0< ...
5
votes
0answers
125 views

reference for perturbation of projection result

Let $A$ and $B$ have the same rank and dimensions. If $P_A$ denotes the projection onto the range space of $A$, then $$ \|P_A - P_B\|_2 \leq \|A - B\| \cdot \min (\|A^\dagger\|_2, \|B^\dagger\|_2). $$ ...
5
votes
1answer
395 views

Approximating high-dimensional integrals by low-dimensional ones

This question is motivated by the following naive one: suppose we have a nice subset $X$ of some Euclidean space, say a polyhedron, and a nice $\mathbb{R}$-valued function $f$ on this subset, say a ...
13
votes
1answer
803 views

Who introduced the notion of “stability” in numerical analysis?

I am preparing a lecture course on the applications of operator theory where I intended to make some numerical analysis application. I was wondering about this question while browsing the literature I ...
3
votes
1answer
424 views

How to calculate a Fredholm index numerically

How can one calculate the index of a Fredholm operator numerically ? In numerically calculations one uses always finte dimensional spaces. But linear operators on finite dimensional spaces have ...
3
votes
4answers
2k views

Why do we want to have orthogonal bases in decompositions?

In the decompositions I encountered so far, we all had orthogonal set of bases. For example in Singular Value Decomposition, we had orthogonal singular right and left vectors, in [discrete] cosine ...
2
votes
2answers
769 views

Do the Euler method's approximations always approach the true solution?

Let $B$ be a Banach space and $f : [0,+\infty)\times B \to B$ be a continuous function which is Lipschitz continuous in the second argument with Lipschitz constant $L$ (which does not depend on the ...
2
votes
4answers
332 views

When do functions near F have zeros near a zero of F?

Consider a sequence of functions $F_n : \mathbb{R}^d \to \mathbb{R}^d$, a function $F: \mathbb{R}^d \to \mathbb{R}^d$, and an $\mathbf{x} \in \mathbb{R}^d$ so that $F(\mathbf{x}) = \mathbf{0}$. In ...
2
votes
4answers
185 views

How to compare finite point sets in normed spaces?

I want to define a "distance" between two subsets $A, B$ of a normed space $(V, \|\cdot\|)$ both with (at most) $n$ elements. A straightforward way for me to do this would be to define $$ d(A, B) := ...