Numerical algorithms for problems in analysis and algebra, scientific computation

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138 views

Is there a brute force method for determining irreducible representations?

Suppose I have some groups $G_1$, $G_2$, $G_3$, etc... Then the direct product is given by $G = G_1 \times G_2 \times G_3 \ldots$ I know that the sub-representations of a reducible representation ...
0
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0answers
32 views

On the computation of generalized eigenvalues of a low-rank approximation using SVD

I have trouble deriving an expression of the generalized eigenvalues of a matrix pair, found in http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=4618700 . The setup is the following and can ...
2
votes
0answers
63 views

Natural neighbor interpolation

Recently I am interested in Natural neighbor interpolation, that is : Given a function $P(x)$ and some interpolation points $\{x_i,P(x_i)\}_{i=1}^N$, we have the interpolation function ...
20
votes
2answers
642 views

Distribution of the Error term in GH Hardy's “curious result” $\sum_{\nu \leq n } \{ \nu \theta \}^2 = \tfrac{1}{12} n + O(1)$

In an early paper, GH Hardy talks about the distribution of "curious" sum: $$ \sum_{\nu \leq n } \{ \nu \theta \}^2 = \tfrac{1}{12} n + O(1)$$ where $\{x\}:=x-\left \lfloor x \right \rfloor -1/2$. ...
0
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0answers
171 views

Boundary conditions in the Finite Element Method

I just want to solve a Sturm-Liouville problem in 1D, i.e., \begin{align} (p(x)u'(x))'+q(x)u(x) = f(x) \end{align} with boundary conditions \begin{align} u(0)=a \hspace{1cm} u'(0)=b \end{align} How do ...
3
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1answer
166 views

Evaluating elliptic integrals

I am interested in evaluating some elliptic integrals, and I have not been able to secure a reference to do exactly what I need. Most of the references I've found seem to focus on reducing more ...
1
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1answer
165 views

Stone-Weierstrass Theorem, polynomial interpolation, divided difference in complex plane

Setting: Let $\Gamma$ be a simple smooth($C^\infty$) curve in $\mathbb{C}$ parametrized by the injective map $\gamma:[0,1] \to \mathbb{C}$. Assume $f$ is a function defined on $\Gamma$ s.t. $f$ is ...
1
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1answer
160 views

Values of the completed Riemann $\xi(1+it)$ for small t?

I'm editing this question heavily for clarity: I am looking for methods to compute $\zeta(1+it)$, or the (partially) completed Riemann zeta function $$\pi^{-s/2}\Gamma(s/2)\zeta(s)$$ along the line ...
1
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0answers
90 views

Finding an error estimation for the De Moivre–Laplace theorem with Stirling's formula

Context for my question: For one part of my thesis I try to find an upper bound for the error in the normal approximation of the binomial distribution following the standard proof of the De ...
5
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0answers
100 views

On existence of rapid Arithmetic geometric procedure?

We know that $\pi$ can be computed by Arithmetic Geometric mean using Gauss-Legendre procedure which does provide fastest convergence rate as well with a guarantee of $2^n$ bits of $\pi$ at $n$th ...
2
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0answers
80 views

Computing the density of a set of multiples

Erdős and his coauthors often wrote about problems relating to the densities of sets of multiples. I have a computational question about the same topic. I have a finite* set $A=a_1<\cdots<a_r$ ...
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3answers
1k views

Current Research in Numeric Mathematics

To me, as an non-expert in the field, it seems as if numeric mathematics should have lost its importance because nowadays symbolic calculations or calculations with unlimited precision are generally ...
-2
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1answer
269 views

Calculating a sum including large numbers [closed]

Let $\theta(x)=\begin{cases} 0 & \text{ if } x<0 \\ 1 & \text{ if } x\ge 0 \end{cases}$ Do you know any way to calculate this number: ...
2
votes
0answers
45 views

Find Moment condition for generalized method of moments

Consider a scalar system with 2K outputs and K+2 unknowns $y_{k,1}=x_ka_1+n_{k,1} \quad y_{k,2}=x_ka_2+n_{k,1}$. The variables $n_{k,\ell}$ are zero mean noise variables. To estimate $a_1$ and $a_2$, ...
0
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0answers
38 views

How to implement conjugate gradient method to minimize this nonlinear action?

Given a 2D stochastic differential equation: \begin{align} \dot{x}_{i}=f_{i}(\textbf{x})+g_{ij}\xi_{j}(t), \end{align} where $i=2$, $g_{ij}g_{jk}=2\epsilon\delta_{ik}$ and ...
1
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1answer
113 views

Solving Schroedinger Equation for the electronic energies of the Molecular Ion Hydrogen H2+ in the Elliptic coordinate system [closed]

Electronic Energies of Molecular Ion Hydrogen $H_2^{+}$ $r_1$ is the distance between the proton $1$ and the electron. $r_2$ is the distance between the proton $2$ and the electron. $R$ is the ...
0
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1answer
126 views

Numerical methods for solving a hyperbolic nonlinear PDE

What type of numercial methods are there to solve PDE of the sorts of: $$f(x,t,u(x,t))u_{xx} - g(x,t,u(x,t))u_{tt} = F(x,t,u(x,t))$$ $$u(x,0)=G_1(x) , \frac{\partial u(x,0)}{\partial t}=H_1(x) ...
1
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0answers
90 views

Closed form answer to a naive integral [closed]

Let a and b be positive real numbers. How to find a closed form answer to the integral $$\int_0^t \left(-a t + \big(1+ \dfrac{2bt}{3}\big)^{-3/2}\right)^{5/3} dt$$ If it is not possible to find a ...
12
votes
1answer
162 views

Interval arithmetic with different definitions of intervals

Interval arithmetic normally deals with intervals defined as $[a,b]$ with rules like $$[a,b]+[c,d]=[a+c,b+d]$$ I am interested in interval arithmetic with different interval definitions such as ...
4
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0answers
107 views

Compensated compactness for system of conservation laws?

As far as I knew, the method of compensated compactness can be used only for one-dimensional scalar and $2\times 2$ systems of conservation laws, i.e. $u_t+f(u)_x=0$. But if I understood correctly ...
0
votes
2answers
128 views

The condition number of a scaled Vandermonde matrix

Let $V(x_1,..,x_n)$ be the Vandermonde matrix induced by $x_1,..,x_n$, and let $\tilde{V} := V(\frac{x_1}{h},...,\frac{x_n}{h})$. My intuition says that the condition number should be invariant under ...
0
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1answer
87 views

Fit a system of linear ODEs from several experiments

Assume we are given several initial vectors $x^{(1)},\ldots,x^{(r)} \in \mathbb{R}^n$, where the dimension $n=6$ (in any event a number below 10) , and the number of initial vectors $r$ is in the ...
1
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0answers
62 views

Level Set Advection with Extension Velocity

We're studying the following system of PDEs for a scalar function $F(x, t)$ with $x \in \mathbb{R}^3$ and $t \in \mathbb{R}$. The function $F(\cdot, t)$ is a level set function for a time-dependent ...
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1answer
131 views

Solving a nonlinear PDE numerically

I want to solve numerically the following PDE: $$ u_x + u_t - (u_{xt})^2 = u(x,t) $$ The boundary conditions are no concern of mine, pick the ones that work. So which numerical method will work for ...
4
votes
1answer
133 views

Solving over-determined system of polynomials

I am trying to solve the following over determined system of polynomials \begin{align} & p_1(x_1,x_2,\ldots,x_n)=0, \\ & p_2(x_1,x_2,\ldots,x_n)=0, \\ & \vdots \\ & p_m(x_1,x_2, ...
2
votes
0answers
119 views

What am I missing in this highly oscillatory integral? [closed]

I want to numerically integrate this equation (in python): $\int_{0}^{\infty}{\rm d}k f(k) J_v(r k)J_v(s k) $, where f(k) is a non-smooth function, and $J_v$ are the Bessel function of the fist ...
3
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1answer
209 views

Are piecewise linear functions dense in $W^{1,\infty}$?

Are piecewise linear functions dense in $W^{1,\infty}$ ?
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45 views

Time-stepping numerical scheme for the advection dispersion equation

I am facing a simple (at first glance) problem. I need to implement a numerical scheme for the solution of the first order wave propagation equation with chromatic dispersion included. My original ...
2
votes
1answer
492 views

What is the rate of convergence? [closed]

How quickly does the series defined by $$x_0 = 0, \ x_{n+1} = \frac{x_n^2+1}{2}$$ converge to $1$?
1
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1answer
60 views

Finding t vlaue in Bezier curve [closed]

According to this question, I'm looking for some method to find the t value in Quadratic bezier curve equation: $$ B(t)=P_0+t(1-t)P_1+t^2P_2 \space \space where \space 0 ≤ t ≤ 1 $$ In this ...
1
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0answers
54 views

Monotonic convergence of Newton's method for boundary value problems

I’m interested in solving nonlinear elliptic boundary value problems of the type $$ -a\Delta u + f(u) = 0, $$ $$ u|_\Gamma = u_0 $$ by Newton’s method when its convergence is global and monotonic. ...
16
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1answer
1k views

Why is there a $\sqrt{5}$ in Hurwitz's Theorem?

Hurwitz's theorem is an extension of Minkowski's Theorem and deals with rational approximations to irrational numbers. The theorem states: For every irrational number $\alpha$, there are infinitely ...
1
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0answers
28 views

Open volumetric time series data set

Does anyone know where I can find a good open volumetric time series data set? I had a look at some of Stanford's open data sets (https://graphics.stanford.edu/data/voldata/ ) But these do not seem ...
2
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1answer
83 views

Fixed point iteration on symmetric biconvex function

Suppose $X\subseteq\mathbb{R}^n$ is a convex set and that a function $g(x,y):X\times X\rightarrow\mathbb{R}_+$ is smooth, "strictly biconvex" (strictly convex in $x$ and $y$ independently but not ...
0
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0answers
33 views

Weighted Perturbation Bound for Polar Decomposition

Setup: Let $X\in\mathbb{R}^{n\times r}$ be a matrix with orthogonal columns, with $\Sigma = X^TX$, and assume that $\Sigma$ is invertible (note, $\Sigma$ is not necessarily the identity). Suppose we ...
3
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0answers
103 views

Determining Nullspace Basis such that only one column is deleted or added as row is added or deleted, and remaining columns of basis stay the same

I would like to compute, in MATLAB, the basis Z for the nullspace of an m by n matrix A, such that if one row of A is added (resulting in A_a), the basis for A_a is n-m-1 of the n-m columns of Z, ...
7
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1answer
282 views

Can I find the gap between the two least eigenvalues of this special matrix A(t)?‎

I am interested in finding the gap between the two least eigenvalues of $A(t)$, a Hermitian $N\times N$ sparse ‎matrix whose diagonal elements are $a_it+b_i\,(1\leq i\leq N)$, and all off-diagonal ...
1
vote
1answer
87 views

Convergence of sequence of polynomials defined by boundary conditions

I'm sorry if my question sounds trivial, but analysis is not my field. Consider the interval $[a,b]\subset \mathbb{R}$. On $[a,b]$, for every $n\in\mathbb{N}$, $n\ge 3$, I define the polynomials ...
2
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1answer
87 views

Numerical solution of singular ODE

Consider the singular ODE $y''+\frac{y'}{r}+p(r)y=0 \ \ with \ \ y(0)=1 \ \ and \ \ y'(0)=0$. Theoretically such solution exists and is unique if $p$ is nice. Is there a method to numerically ...
3
votes
2answers
512 views

Who is currently researching topics concerning applying algebraic topology and/or differential geometry to numerical methods? [closed]

I am interested in pursuing a PhD in mathematics from a top ranked university with a faculty member researching something akin to the following description: applications of algebraic topology and/or ...
0
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2answers
63 views

Solving sparse linear least squares or a positive definite 5-band matrix system fast

I want to quickly solve linear least squares problem for $x \in \mathbb{R}^n$ $$min_x \left\| A x - b \right\|_2^2$$ with a special sparse structure where each row in $A$ has only up to 4 ...
0
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1answer
82 views

Finding the distribution of a random variable numerically with sample data? [closed]

Just a thought that I had recently. Suppose given discrete data points for a random variable, could one numerically generate the probability function values at these discrete values? I tried looking ...
2
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0answers
60 views

Scale vector in scaled pivoting (numerical methods)

I'm teaching students about several numeric methods, including scaled pivoting. There's a small section in this subject that I could never find a clear explanation to, either as intuition, or a more ...
1
vote
1answer
175 views

Using Jacobi fields to approximate parallel transport along geodesic:is the following limit true?

I apologize if this is not a research level question (already tried asking http://math.stackexchange.com/questions/1303288/relation-between-parallel-transport-and-jacobi-field-iion stack exchange with ...
4
votes
1answer
110 views

Numerical equality testing

I am working on developing an online homework system. One thing I would like to have is something which compares a student's answer (like $2\sin(x)\cos(x)$) with the intended answer (maybe ...
0
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0answers
34 views

How to treat non-identifiable states in Kalman filtering/dynamic linear models?

Let $x_t = G_tx_{t-1}+\omega_t$ with $\omega_t \sim \mathrm{N}(\mathbf{0}, \mathbf{W}_t)$ be a state equation, and let $y_t = F_tx_t+\nu_t$ with $\nu_t \sim \mathrm{N}(\mathbf{0}, \mathbf{V}_t)$ be a ...
2
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0answers
72 views

Finding an explicit constant in finite element error estimates

Background: In a finite element approximation to the solution of a linear PDEs, estimates on the order of convergence of the approximation to the solution rely on a theorem of Bramble and Hilbert ...
2
votes
1answer
335 views

How to find representatives of $SL(2,\mathbb{R})/SL(2, \mathbb{Z})$

While reading about the Teichmuller flow, I am reading about the space of lattices $SL(2,\mathbb{R})/SL(2, \mathbb{Z})$. I could not a find a good way of computing the Teichmuller flow on this ...
5
votes
0answers
182 views

Degree of Chebyshev polynomial necessary

In general, given $0<a<1$, I want to find a polynomial $f(x)\in\Bbb R[x]$ such that $f(x)\in[1-\frac{a}2,1+\frac{a}2]$ at every $x\in[1-a,1+a]$ and $f(0)=0$. What is minimum degree that is ...
9
votes
3answers
533 views

Degree necessary of a polynomial?

Given $-1<a<b<0$, I want to find a polynomial $f(x)\in\Bbb R[x]$ such that $f(x)\in[a,b]$ at every $x\in[b^2,a^2]$ and $f(0)=0$. What is minimum degree that is needed and maximum degree that ...