Questions tagged [na.numerical-analysis]
Numerical algorithms for problems in analysis and algebra, scientific computation
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Numerical solution to partially-free boundary optimization problem
Background
First of all, I'm a PhD physicist working in numerical analysis, so I apologize for possible easy-to-spot mistakes (they're most likely not that easy for me).
The problem I'm trying to ...
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The distance between a collection of points and a sequence of sets
Fix $m \geq 2$, and consider a sequence of sets
$$
J_m^{(n)} = \left\{ \frac{2}{mn}+\frac{i-1}{n}\right\}_{i=1}^n.
$$
For any collection of $m-1$ points $x_1,...,x_{m-1} \in (0, 1)\cap \mathbb{Q}$, ...
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Where can I find the paper by Tappert and Hardin on split-step Fourier transform method?
The split-step method is a numerical method that can be used to solve a nonlinear PDE (https://en.wikipedia.org/wiki/Split-step_method). Even Wikipedia does not refer to the original authors (F.D. ...
- 101
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Backward stability of the SVD
I am interested in the backward stability of numerical algorithms for computation of the singular value decomposition (SVD). Specifically, I am interested in the following result:
Backward stabile ...
- 283
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Extensions of Euler–Maclaurin formula
There are ways to approximate a sum through integration like the Euler–Maclaurin formula, which requires the function $f(x)$ to be continuous, but there are several ways to extend the formula to ...
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Non-triviality of the sum of simple rational functions
Recently, in the study of unicity problems in complex analysis, I met a problem that can be stated in the following way,
Let $\{m_i\}_{i=0}^{3}$ and $\{n_i\}_{i=0}^{3}$ be eight integers in $\mathbb{Z}...
- 1,664
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Computational comparison in solving two optimization problems
Can I get some inputs on whether the following two optimization problems are computationally the same, or one of the problems is easier to solve computationally than the other, such as, finding their ...
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On a fast high precision numerical analysis C library
This is probably a $y=f(x)$ question, but I searched several times on the MathOverflow without success so I decided to explicitly ask for the help of other members: please feel free to ask me to ...
- 5,632
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Numerical strategies for evaluating a modular invariant infinite sum
I'm working on a problem that involves the numerical evaluation of the following infinite sum:
$$
\sum_{m=-\infty}^{\infty} \ln \left|1\pm e^{-2\pi \tau_1 \sqrt{m^2+x^2/(4\pi^2\tau_1)}-2 \pi i \tau_0 ...
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Error estimates for inhomogeneous semidiscrete PDE
I have the following semidiscrete problem on a meshed domain $U_h$. Let
$V_h$ be linear finite elements on $U_h$, $V_{h0}\subset V_h$ have zero trace on $\partial \Omega_h$, and
$V_{h\partial}$ be ...
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101
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Least square error problem ill conditioning
I am trying to understand why I am getting an almost singular matrix in a problem I have.
The problem is a simple as
$$
\min_{X \in \mathbb{R}^{m,n}} \left\lVert AX - B \right\rVert_F^2
$$
Obvioulsy ...
- 103
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Seeking advice on numerical solutions for a quadrotor soft landing optimization control problem
I am working on an optimization control problem concerning the soft landing of a quadrotor. The dynamic model and performance index are given as follows:
Its dynamic model is:
$$\dot{r}=v$$
$$\dot{v}=...
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Why wavelet methods are not popular anymore in nonparametric statistics?
Back in my master years, I took a nonparametric statistics class. In this class, a few nonparametric methods were presented, but I remember spending a lot of times on methods based on wavelet ...
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Numerical methods for integral eigenvalue equation
I have an integral equation which is not exactly an eigenvalue type equation, but similar:
$$\int d^3 y\, K(x,y,\lambda) f(y) = f(x)$$
Here $\lambda$ can be thought of as an eigenvalue, so it is ...
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Approximation for interpolation of harmonic numbers
I need a good approximations for $H_p$, for $p \in (0,1) \cap \mathbb{Q}$, the generalization of $H_n=\sum_{i=1}^n \frac{1}{i}$ to the real numbers.
I tried $H_p = p \sum_{k=1}^\infty \frac{1}{k (k + ...
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How to deal with discontinous problem with numerical method?
I would like to consider how to deal with the indicator function in a PDE. For example, for the PME with 𝑚=5, the initial condition is the two-Box solution with the same height, namely
$$
u_0(x)= 1 \...
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40
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When wavelet estimates fail?
I am interested in some models studied in non-parametric estimation, more precisely the Gaussian white noise model,
$$dX_{t_{1},...,t_{d}}=f(t_{1},...,t_{d})dt_{1}...dt_{d}+\theta dW_{t_{1},...,t_{d}}$...
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Dealing with noise that is white in time, colored in space numerically
I am broadly working on a dynamic process where we want to see how a field $\rho(r)$ changes in space in time with thermal noise. The system is biased around a thermodynamic saddle point dictated by $...
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Characterization of the behavior of the residuals in conjugate gradient
In conjugate gradient method for solving symmetric positive definite linear system $Ax=b$, which can also be regarded as a convex optimization problem $\dfrac{1}{2} x'Ax - x'b$, the $A$-norm of the ...
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83
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Finding a branch cut or a branch point [closed]
Is there a way to find a branch cut or a branch point, through which a curve over a complex function goes, or in general in some region of complex function, say $\ln(f(z))$, using numerical methods or ...
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An adaptive stepsize approach to solve numerically ODE with stiffness using complementarity conditions
Let us considered the following system of ODEs
\begin{align*}
\dfrac{dX}{dt} = f(X), \tag{1.1}
\end{align*}
where the unknown $X\in \mathcal{D} \subset \mathbb{R}^l$ and it is stiff. However, for ...
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48
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finding weak form of nonlinear differential equation for FEM simulation
The following is the well-known nonlinear differential equation for director's distribution at static equilibrium in liquid crystal displays(LCD). I want to obtain weak form of the given differential ...
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103
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Can the best constants in harmonic analysis be approximated in principle?
Consider the trivial example of Holder's inequality $\|f\|_p\,\|g\|_q\geq |fg|_1$ if $\frac{1}{p}+\frac{1}{q}=1, p,q\geq 1$ and $f,g$ are functions on $\mathbb{R}^n$. Let's suppose we don't know how ...
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Numerical Method Simulation for 2D Advection Diffusion Equation on Python [closed]
Here it is an Advection-Diffusion equation in 2D:
$$
\frac{\partial C}{\partial t}+U \frac{\partial C}{\partial x}+V \frac{\partial C}{\partial y}=D\left(\frac{\partial^2 C}{\partial x^2}+\frac{\...
5
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0
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175
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Numerical analytic continuation/asymptotics
I posted this question, quite a while ago, on math.stackexchange.com, here. I received an interesting answer but not sufficiently accurate for my purposes, so I'm trying here.
I have a class of ...
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Rigorous definition of space and time order of accuracy of numerical PDEs
Suppose that we are solving numerically a PDE (with a numerical scheme like this one) which involves space $x$ and time $t.$ It is a commonly seen expression in the literature that "the method ...
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Fast numerical integration of $\int_{[0,\:1)^d}\left|f_x(y)-g(y)\right|^p\:{\rm d}y$ for varying $x\in[0,1)^d$
Let $k\in\mathbb N$ and $y_1,\ldots,y_k\in[0,1)^d$ with $$\frac1k\sum_{i=1}^kh(y_i)\approx\int_{[0,\:1)^d}h(y)\:{\rm d}y\tag1$$ for every nice enough function $h:[0,1)^d\to\mathbb R$.
Now let $p\ge1$, ...
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1
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Finite difference approximation
I'm trying to find formulas for the finite difference approximation "Five-points-stencil" of the first derivative for non-constant grid spacing. It's needed for the outermost left and right ...
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Lagrange's interpolating polynomial
Let $f:[a,b]\rightarrow R$ be a function that is not $C^{(n+1)}$ on $[a,b]$ but its $n$-th derivative is a Lipschitz function? How does the Lagrange's interpolating polynomial formula change? How does ...
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What's a good approximation for the first derivative at the endpoints of given datapoints for a cubic spline interpolation?
I'm using a cubic spline interpolation for given data points. The boundary condition for the spline is that $f'(a)$ and $f'(b)$ are given (I'm using a finite difference formula $\frac{y_1-y_0}{x_1-x_0}...
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Numerical approaches to functional equations
I'm interested in finding numerical approaches to solving functional equations such as
f(xy)=f(x)+f(y),
where the equations had no derivatives or integrals, and contains arguments involving x
and y
.
...
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Find a vector in the null space of a large dense matrix, where elements in the matrix are not directly accessible
I am working with Conjugate Gradient method to solve for 𝐴𝑥=𝑏, where 𝐴 is an extremely large PSD and Singular matrix. I cannot directly access the elements of 𝐴. The only thing I can do is ...
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1
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Linear system with sum of Kronecker products
Here and here, specific ways to address the equation in $x$, for $N=2$, are given:
$$\sum_{i=1}^N (A_i\otimes B_i)x=c$$
Is anything know about the case $N>2$?
I am looking in fact for an efficient ...
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answers
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Efficiently determining surface intersections along a line segment
Background
In general, I know how to determine the points of intersection between a surface and a line. In my case, I may have a large number of defined surfaces that may (or may not) intersect each ...
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Implementable numerical scheme for the equation $a=\text{Erf}\big(z/\sqrt{2N_{a}}\big)$
Let $z>0$ be fixed and $A$ be the set of non-increasing functions from $\mathbb R_+$ to $[0,1]$ with norm $\|\cdot\|:=\|\cdot\|_\infty$. Define by $F$ the operator on $A$ by
\begin{equation*}
F(...
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1
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104
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Numerical solution to some functional equation
Let $z>0$ be fixed. Consider the function $p_a: \mathbb R^2_+\to\mathbb R_+$ given as
$$
p_a(t,x):=\frac{1}{\sqrt{2\pi N_a(t)}}\left[\exp\left(-\frac{(x-z)^2}{2N_a(t)}\right)-\exp\left(-\frac{(x+z)^...
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Optimal Truncation of LDL-factorization to improve conditioning
Suppose I factored real symmetric quasi-definite $ A_0= L_0 \cdot D_0 \cdot L_0^T$ and the factorization exists, with $D$ diagonal and $L$ unit lower-triangular; and suppose $L$ and $D$ are badly ...
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Slope assertion in Cholesky on digital computers
For a real symmetric positive definite linear system
$$ A \cdot x = b, $$
solved using Choelsky with forward- and backward-substitution, we know it for the numerical approximation $\tilde{x}$ to $x$ ...
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0
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279
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open problem in numerical analysis [closed]
I am interested in open and current issues in numerical analysis, there are good references in this respect. Thanks for your response
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Practical symmetric equivalent to QR factorization updates
As we know, the QR-factorization $Q\cdot R=A$ of any real symmetric $n \times n$ matrix $A$ with full rank is unconditionally numerically stable. Further, when A is rank-1-updated, the factorization ...
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Locating the maximum point $x_n$ of $f_n(x):=e^{-1/x}\Bigl(1+\frac{1}{n^2 x^n} \Bigr)$ in $(0,1)$
I am trying to observe the behavior of $x_n \in (0,1)$ defined such that the function
\begin{equation}
f_n(x):=e^{-1/x}\Bigl(1+\frac{1}{n^2 x^n} \Bigr)
\end{equation}
attains its maximum inside the ...
- 2,749
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What is the computational complexity of Arnoldi algorithm for diagonalization?
What is the space and time computational complexity of finding $k$ eigenvalues of an $N\times N$ matrix using the iterative Arnoldi algorithm?
I know that exact diagonalization scales like $O(N^3)$, ...
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Pressure integrated by parts in finite element method
Most FEM texts or tutorials apply FEMs on diffusion equations where the 2nd spatial derivative is integrated by parts during weak formulation. For convection diffusion equations, there is a first ...
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2
answers
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Optimal polynomial approximation of rational function $\frac{1}{1-x}$
I've been working on the following polynomial approximation problem. I want to find the optimal Chebyshev approximation of the rational function $\frac{1}{1-x}$ on the real interval $x\in[-\rho, \rho]$...
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Numerical methods for systems of trilinear polynomials
I have some large system of particular non-linear polynomial equations:
each equation mentions at most three variables
no variable appears with a degree larger than 1.
I'm not an expert in this area ...
- 121
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1
answer
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Finding minimax approximation of a permutation equivariant polynomial
Is there any known method to approximate a given permutation-equivariant smooth function $f: \mathbb{R}^{n} \to \mathbb{R}^{n}$ as multivariable polynomial function $p: \mathbb{R}^{n} \to \mathbb{R}^{...
- 1,911
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answers
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Interpolation on Sobolev space on $[0, 1]^d$ over finite meshes
Let $\Omega = [0, 1]^d$ and suppose that $f \colon \Omega \to \mathbb{R}$ lies in order $m > d/2$ Sobolev space; i.e.,
$$
\|f\|_{H^m(\Omega)}^2 = \sum_{|\alpha| \leq m} \|D^\alpha f\|_{L^2(\Omega)}^...
- 342
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Error bounds for Sobolev space norm approximation on a finite grid
Suppose that $f : [0, 1] \to \mathbb{R}$ is an element of the order-$k$ Sobolev space,
\begin{multline}
f^{(k - 1)}~\text{is absolutely continuous},\quad \|f\|_{W^k}^2 := \int_0^1 f^{(k)}(x)^2 \, dx &...
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0
answers
82
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Kolmogorov $\epsilon$-entropy, $n$-width, and $\epsilon$-capacity and applications
What is the relationship between Kolmogorov $\epsilon$-entropy, Kolmogorov $n$-width, and Kolmogorov $\epsilon$-capacity of a set $M$ in a metric space $X$? (The $\epsilon$-capacity here is the ...
- 131
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Uniform bound on the measure of $\Omega_\delta = \Omega \cap \delta\mathbb Z^d$ if $\Omega$ is an open bounded set with Lipschitz boundary
Let $\Omega \subset \mathbb R^d$ be an open bounded set with Lipschitz boundary. Let us consider $\Omega_\delta = \Omega \cap \delta\mathbb Z^d$ for $\delta >0$. I want to say that the measure of $\...
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