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**

votes

**0**answers

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

**0**answers

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

**2**answers

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**

votes

**0**answers

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**

votes

**1**answer

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 ...

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**1**answer

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**

vote

**1**answer

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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**0**answers

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**

votes

**0**answers

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**

votes

**0**answers

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 $A=a_1<\cdots<a_r$ ...

**14**

votes

**3**answers

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**

votes

**1**answer

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

**0**answers

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**

votes

**0**answers

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**

vote

**1**answer

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**

votes

**1**answer

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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**0**answers

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

**1**answer

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**

votes

**0**answers

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

**2**answers

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**

votes

**1**answer

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 ...

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**0**answers

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 ...

**-2**

votes

**1**answer

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

**1**answer

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, ...

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**0**answers

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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**1**answer

209 views

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

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

**0**

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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

**1**answer

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 $1$?

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vote

**1**answer

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**

vote

**0**answers

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**

votes

**1**answer

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**

vote

**0**answers

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**

votes

**1**answer

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**

votes

**0**answers

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**

votes

**0**answers

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**

votes

**1**answer

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

**1**answer

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**

votes

**1**answer

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

**2**answers

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**

votes

**2**answers

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**

votes

**1**answer

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**

votes

**0**answers

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

**1**answer

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

**1**answer

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**

votes

**0**answers

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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**0**answers

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

**1**answer

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

**0**answers

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

**3**answers

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 ...