Questions tagged [na.numerical-analysis]
Numerical algorithms for problems in analysis and algebra, scientific computation
1,226
questions
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Mathematics of sustainable development and energy sobriety in the classroom
Faculty members are encouraged to highlight the connection between the courses we teach and climate change, and raise awareness of the issue in our lectures, across subjects in my university. I am ...
3
votes
0
answers
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Rate of uniform approximation by piecewise constant functions
Definitions and Notation:
Fix a positive constant $M>0$ with positive integers $m,n$ and the standard orthonormal basis $e_1,\dots,e_n$ of $\mathbb{R}^n$.
For every positive integer $N$, define the ...
- 4,969
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votes
1
answer
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Approximation in Bochner spaces
Is there any result like the Bramble-Hilbert lemma for Bochner spaces?
More specifically: let $H$ be a (e.g.) Hilbert space, $I\subset \mathbb R$ a bounded interval, and $L \in \mathcal L(H^k(I;H), Y)...
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3
votes
0
answers
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Chebyshev-like polynomials [closed]
In some approximation problems I'm working on, the errors turned out to be polynomials of various degrees whose graphs on the interval $[-1,1]$ look like this:
As you can see, these things look a bit ...
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votes
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Direct (first-order ?) algorithm to minimize $u(x) := \|x-a\|_C + r\|x\|_p$
Fix $a \in \mathbb R^n$, $r \ge 0$, $p \in \{1,2\}$, and a positive-definite matrix $C$ of order $n$. Define $u:\mathbb R^n \to \mathbb R$ by $u(x) := \|x-a\|_C + r\|x\|_p$, where $\|z\|_C := \sqrt{z^\...
- 6,726
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votes
1
answer
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Unbounded solution but bounded Euler discretization
Is there an ordinary differential equation in $\mathbb{R}^d$ induced by a gradient vector field with unbounded solutions, for which the difference equations obtained by using the forward Euler method ...
- 311
0
votes
0
answers
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Numerically expanding a function in a rational-power "basis"
I have some scientific code which interfaces with a library which accepts real functions specified as any number of additive terms with exponential powers. For instance, it is capable of accepting ...
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3
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Can computers find zeros of order $2$?
We assume we are given an entire function $f: \mathbb C \to \mathbb C$ with $f(0)=1$ and $f'(0)=0$ and $f$ is real on the real axis.
We assume (as a fact about $f$, that we want to demonstrate ...
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1
vote
1
answer
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Calculating the eigenvalues of the Laplacian numerically
I am trying to find the eigenvalues of the Laplacian operator, or in other words, solve the Helmholtz equation
$\nabla^2f=\lambda f$
on a compact 2D domain (comes from a quantum mechanics particle-in-...
- 3,680
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vote
0
answers
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Functional approximation with derivatives
I am trying to solve a functional approximation problem.
Consider a set of measurements of a d-dimensional state $\mathrm x \in \mathbb{R}^d$, together with velocities $\dot{\mathrm x}$ and ...
0
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0
answers
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Solving a nonlinear equation maybe with Lambert W function
Can you please help me solve the following nonlinear equation?
\begin{equation}
\boldsymbol{z} \odot\left(\boldsymbol{\Gamma}^{\top} \boldsymbol{y}\right)=(\beta)^{\frac{1}{m-1}}\left(\frac{m-1}{...
- 11
3
votes
0
answers
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how to efficiently find level sets (using a modification of a root-finding algorithm)?
I'm trying to find a set of points $\{ a_i | f(a_i) = c_i \}_{i=1}^k$ where $f$ and $\{ c_i \}_{i=1}^k$ are given in sorted order. All $c_i > 0$, $f$ is continuous and monotonically increasing, $f(...
- 31
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votes
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answer
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Resultant of linear combinations of Chebyshev polynomials of the second kind
The Chebyshev polynomial $U_n(x)$ of the second kind is characterized by
$$
U_n(\cos\theta)=\frac{\sin(n+1)\theta}{\sin(\theta)}.
$$
It seems that
$$\operatorname*{Res}_x \left( U_n(x)+tU_{n-1}(x),\...
- 437
3
votes
1
answer
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Is there a classical textbook/reference on numerical discretization schemes?
I found that it is relatively easy to find a book that discusses Euler discretization or Runge-Kutta discretization, but I am not aware of one that is well-known and/or common knowledge (i.e., field-...
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1
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Obtain 3D function from 2D slices [closed]
I am given a graph of a motor's torque vs RPM values at two different current draws, 730A and 300A (see graph). I need to obtain the 3D function to find current as a function of torque and RPM by ...
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0
answers
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Preconditioners for $Ax=y$ that rely on hierarchical statistical modeling
Solving $Ax=y$ exactly can be done as:
fit a linear autoregressive model by treating rows of $A$ as data
apply this model to $A^T y$
Imperfect predictive model corresponds to an approximate inverse ...
- 2,380
1
vote
1
answer
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Does norm of discrepancy decrease monotonously in CGLS/CGNR
I am the author of the package for tomographic reconstruction https://github.com/kulvait/KCT_cbct I have implemented CGLS/CGNR , algorithm which applies conjugate gradients on normal equation
$$
A^\...
- 151
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votes
1
answer
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Explicit expression of Padé–Hermite approximant of type I
It is well known that the Padé approximants $(P,Q)$ of an analytic function in the neighborhood of $0$ can be expressed as a quotient of Hankel determinants built on the coefficients of the function $...
- 3,739
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How is the quasipotential in Freidlin-Wentzell theory of large deviations affected by $C^1$ transformations?
I have a 3D differential equation I'm interested in studying the potential landscape using quasipotentials, described in depth in this paper. I need to calculate the potential landscape several times, ...
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0
answers
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Degeneracies in linear combination of tensor product of Pauli matrices
Let $P_i \in \{I,X,Y,Z\}^{\otimes n} $, that is $P_i = \bigotimes_{i =1 }^n \sigma_i$ with $\sigma_i \in \{I,X,Y,Z\}$, where
$$
I = \begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix} \hspace{1cm} X =...
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1
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0
answers
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Newton-Raphson and bisection for solving for a system of nonlinear equations?
We know that for a single equation root-finding, we can use the Newton's method, or a combination of Newton with bisection to guarantee convergence. Can we use Newton+bisection for a system of ...
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1
vote
1
answer
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Solving (or approximating) a certain delay differential equation
I'm interested in finding the (unique?) solution to the set of delay differential equations
$$f_w(w,x) = xf(w,w^2x)+w^3x^2f(w,w^4x), $$
$$f_x(w,x) = wf(w,w^2x)$$
With the initial condition $f(1,x) = e^...
- 1,662
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votes
1
answer
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How can I efficiently find the "simplest" rational in an interval?
For a hobby software project I am working with exact rational arithmetic, as it happens this produces numbers $\frac{n}{k}$ of huge size even after reducing them, I am searching for an efficient ...
- 163
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0
answers
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Flux that can be represented by low and high resolution schemes
In the wiki page of Flux limiter, it writes:
If these edge fluxes can be represented by low and high resolution schemes, then a flux limiter can switch between these schemes depending upon the ...
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0
votes
0
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Convex maximization over the boundary of a convex set
Let $f: \mathbb{R}^n \rightarrow \mathbb{R}$ be the objective function that is strictly convex. We would to like maximize $f$ over a convex compact set $S \subseteq \mathbb{R}^n$. Assume that $f$ has ...
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Derivation of the Cahn-Hilliard PDE from the point of view of finite difference methods
Consider the Cahn-Hilliard equation
$$\frac{\partial c}{\partial t} = \nabla^2(f(c)-\varepsilon^2 \nabla^2 c)$$
defined on your favorite domain. I'm looking for a literature reference that formally ...
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answers
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Function uniquely determined by its values at integer arguments
A smooth enough, slow growing real-valued function $f(x)$, is uniquely determined by its values at integer arguments. I don't remember the name of the theorem and the conditions for this to be true. ...
- 3,088
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answers
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Accelerating convergence for some double sums
I am interested in the following general double sums, for integers $a\geq 1$ and $b\geq 2$,
$$Z(a,b) = \sum_{k,\ell \geq 0} \frac{2k+3}{\binom{k+2}{2}^a} \frac{2\ell+3}{(\binom{k+2}{2}+\binom{\ell+2}{...
- 3,507
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A general question about spectral methods vs finite element methods
According to this Wikipedia article:
Spectral methods can be computationally less expensive and easier to implement than finite element methods; they shine best when high accuracy is sought in simple ...
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1
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A simple procedure to simulate multifractional Brownian motion paths
In a paper by Peltier and Vehel the multifractional Brownian motion (mBm) was defined for the first time, and they also give a procedure to simulate mBm sample paths. Briefly, mBm generalizes the ...
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FEM based solution to parabolic problem
Consider the problem
$$
\begin{cases}
u_t - \Delta u = 0 &\text{ on } \Omega\times (0,T)\\u=0 &\text{ on } \partial \Omega\times (0,T) \\ u(x,0)=g(x) &\text{ on } \Omega
\end{cases}
$$
...
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Is there a more efficient computer algebra system to solve the system of nonlinear equations in N-R method or other numerical methods?
Consider the system of infinite series
\begin{align}
&F=x+\frac{y^{3^2}}{3}+\frac{x^{3^5}}{3^2}+\frac{y^{3^7}}{3^3}+\frac{x^{3^{10}}}{3^4}+\frac{y^{3^{12}}}{3^5}+\cdots=0
\\
&G=y+\frac{x^{3^3}}...
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Tight bounds on the iterates of the Clenshaw algorithm for Chebyshev polynomials
I'm trying to bound the iterates of the Clenshaw algorithm when applied to the Chebyshev series, related to a question I'm running into related to the stability of this algorithm. Recall that, for $p(...
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0
answers
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Complexity of singular value decomposition using matrix multiplication oracles
Suppose I have an $n\times m$ real matrix $A$, $n\ll m$ with full row rank $(\mathrm{rank}(A) = n)$. I have an oracle that can compute $Ax$ or $A^T y$ for any $x\in \mathbb{R}^m, y\in \mathbb{R}^n$. ...
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1
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Correct way to conduct equilibrium scaling of linear/integer/MIP program
I would like to scale my linear/integer program and also mixed-integer program using the equilibrium scaling method. I have worked on two research papers and one research book. However, they did the ...
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1
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Reporting inconclusive experimental searches
In many areas of mathematics it is informative to conduct numerical experiments.
But, it not uncommon that the searches do not lead to the examples or data one was hoping for. Since the numerical ...
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3D interpolation function
I've got a 3D figure created using around 30k points and has different regions colored in an specific way according to some unrelated variables that come from a project I'm creating. Taking in ...
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0
answers
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Generating Hermite polynomial with coefficient recurrance relation algorithm
I am writing a math paper for my numerical analysis class about orthogonal Hermite polynomials. I want to implement the algorithm for generating the "probabilist's Hermite polynomials":
$$
\...
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1
vote
0
answers
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p-adic taylor polynomial [closed]
This might be an easy question but i am sorry for asking this.
Let $f(x)\in\mathbb{Z}_p[x].$ Is it always true that
$$f(x+y)=f(x)+f'(x)y+f''(x)\frac{y^2}{2}+zy^3$$
for some $z\in\mathbb{Z}_p.$ if it ...
user126352
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votes
0
answers
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Iterative method of finding root
I don't know much about numerical analysis. I need the following for help with my research in number theory.
Is there a simple(not multistep) iterative method of finding the root of a real-valued ...
user126352
7
votes
3
answers
907
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How to numerically compute $x \ln x$ and related functions near $0$?
I was recently trying to find a numerical solution to a thermodynamics problem and the expression $x\ln x$ appeared in one of the computations. I did not have to find its value very near $0$, so the ...
- 3,680
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votes
1
answer
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Maximizing a skew-symmetric 4D cross product
How do I find two orthonormal 4D vectors, $(x_0,x_1,x_2,x_3)$ and $(y_0,y_1,y_2,y_3)$, which maximize this function:
$-19x_1y_0 - 33x_2y_0 + 11x_3y_0 + 19x_0y_1 - 21x_2y_1 - 33x_3y_1 + 33x_0y_2 + ...
- 1,537
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votes
1
answer
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Singular value decomposition of truncated discrete Fourier transform matrix
Let $\mathbf{F}$ be a discrete Fourier transform (DFT) matrix such that
\begin{align}
F_{m,n}=e^{-j2\pi(m-1)(n-1)/N},\quad m,n=1,\ldots,N.
\end{align}
What we can say about the singular value ...
- 311
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votes
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answers
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How can I numerically solve the Laplace equation with cohomological data?
Consider the problem of solving for $u$ where $-\Delta u = f$, $[u] = [g]$ where $[\cdot]$ denotes cohomology class and $u, f, g$ are $p$-forms on a Riemannian manifold $M$. If $g$ instead was ...
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votes
3
answers
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closest equidistant point to N points in M dimensions
Is there a formula/algorithm/etc. to find the closest equidistant point (assuming it exists) to a set of points, allowing that the number of dimensions of the space is independent of the number of ...
- 425
3
votes
1
answer
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Polynomial and rational approximation of continuous functions in $\mathbb{C}$
I am wondering what the state of the art is for polynomial and rational approximations to continuous/holomorphic functions in $\mathbb{C}$. The particular domains of interest are the closed unit ball $...
- 465
1
vote
0
answers
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Fitting a model
I have a function expressed as the ratio of two exponential series with certain parameters
$$\frac{\sum\limits_{j=1}^{i-1} \frac{e^{-ar_jt}}{\prod_{l=1\\l \ne j}^{i-1} (b^j-b^l)}}{\sum\limits_{j=1}^{i}...
- 35
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votes
0
answers
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Harmonic function over a square with linear Neumann boundary conditions
For a rectangle with height 1 and length 2, here is the unique numerical solution
(showing contours of the equipotential from 0, defined by the bottom, to 0.54, the numerically-calculated maximum)
to ...
- 1,537
0
votes
1
answer
137
views
Are root finding algorithms stable for bounded polynomials? [closed]
Suppose that we have a bounded polynomial defined on $[0,1]$. I think because it is just polynomial, root finding algorithms would easily and without any instability find all its roots. Am I right?
...
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1
vote
0
answers
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Error estimates for orthogonal polynomial approximation
tl;dr: Are there explicit bounds for the approximation error by orthogonal polynomials?
There are various ways to formulate this question more precisely, so want I emphasize up front that this is a ...
- 19