Numerical algorithms for problems in analysis and algebra, scientific computation

**3**

votes

**2**answers

535 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

73 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

85 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

63 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

187 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

112 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 $\sin(2x)$)...

**2**

votes

**0**answers

77 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

337 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

555 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 ...

**3**

votes

**0**answers

34 views

### Solving a Certain Constrained Isoperimetric Approximation-Problem

This question is related to my question Differential Geometric Aspects of Rubber Bands, where I asked for a mathematical model of contracting rubber bands.
In contrast to my former question, the ...

**2**

votes

**0**answers

61 views

### Compute the smoothing of functions

Given a function $g:R^d\rightarrow R$, which is not necessarily continuous, I want to compute the "smoothing" of $g$, i.e.,
$G(\vec{y})=\int_{R^n} g(\vec{x}) f_{\vec{y}, \sigma}(\vec{x}) d\vec{x} $
...

**2**

votes

**0**answers

178 views

### Generalized arithmetic progressions contained in Bohr sets

Recall that a generalized arithmetic progression of dimension $d$ is, by definition, a set of the form $P = P_1+\dots+P_d$, where $P_j = \{lp_j\ \mid \ |l|\leq l_j\}\subset \mathbb Z$ is an ordinary ...

**11**

votes

**2**answers

410 views

### Computing Gauss Legendre Quadrature for Large N

I've been scanning across the web, and haven't found a good method to compute the Gauss Legendre abscissas and weights $\{ x_j, w^j \} _{j=1}^N$ for large $N\in\mathbb{N}$. My question is how to do it,...

**1**

vote

**0**answers

42 views

### LU growth factor applied to LDL of a Positive Semidefinite matrix [closed]

For a Positive Semidefinite matrix $A$, which we can decompose through $LDL$ decomposition as follows: $A=LDL^\text{T}$; how can we prove that for a decomposition $A=LU=L(DL^\text{T})$, the growth ...

**4**

votes

**0**answers

86 views

### Numerical integration error bounds on the unit sphere

A sequence of points $x_1,x_2,\dots$ on the unit sphere $S^{D-1}$ is said to be uniformly distributed if
\begin{align}
\lim_{N \rightarrow \infty} \frac{1}{N} \sum_{j=1}^N f(x_j) = \int_{x \in S^{D-...

**2**

votes

**1**answer

210 views

### The bubble function

In the finite element method and more precisely the MINI element method in two dimensions, they use a function called the "bubble function" which is related to a triangle K of the space meshing and is ...

**0**

votes

**1**answer

106 views

### Upper bound for a ratio of modified Bessel functions

I am looking for an upper bound for the ratio of Bessel I functions $\dfrac{|I_\nu'(z)|}{|I_\nu(z)|}$ where $\nu$ is complex, and $z$ is a positive real number. Do you know any results about it? Thank ...

**9**

votes

**1**answer

271 views

### What happens to continuous spectrum upon discretization?

Excuse me for a bit of an vague question, but I haven't been able to find a definite answer for this for quite some time. My question is regarding (mostly non-normal )linear operators and their ...

**2**

votes

**1**answer

208 views

### Relation between Chebyshev Interpolation and Expansion

I am seeking connections between pointwise Lagrange interpolation (using Chebyshev-Gauss nodes) and generalized series approximation approach using Chebyshev polynomials.
Pointwise Lagrange ...

**3**

votes

**0**answers

103 views

### Estimating overshoot in spline interpolation

Say I have a spline space $\mathcal S$ of dimension $n$ with a set of unisolvent points $(\xi_i)_{i=1}^n$, i.e., points at which I can unambiguously interpolate within the spline space. So, given ...

**0**

votes

**0**answers

122 views

### inflow/outflow Boundary Conditions for flow in pipe

I have a question about boundary condition of solving Navier-Stokes equation through pipe.
When I simulate the flow in pipe using periodic boundary condition, it works good. But when I tried to change ...

**3**

votes

**2**answers

184 views

### What are interesting heuristics of determining how far given matrix is from a singular one?

The condition number and volume of matrix (defined as absolute value of its determinant) are things which come to mind. Is there more?
I think that over the years numerical folks (who are faced with ...

**5**

votes

**0**answers

117 views

### Hyperbolic toral automorphisms, and maximizing over orbits the minimum along an orbit of a function

Setup:
Let $\phi\colon T^2 \to T^2$ be a hyperbolic toral automorphism. Let $f\colon T^2 \to \mathbb{R}$ be a continuous function.
For $x \in T^2$, let $\underline{f}(x) = \inf_{n \in \mathbb{Z}} f(\...

**10**

votes

**4**answers

628 views

### Rounding errors in images of Julia sets

One typically computes Julia sets by iterating a complex function, such as a polynomial or rational function.
How do rounding errors affect the results?
I'm looking for references on this issue, ...

**2**

votes

**1**answer

120 views

### cohomology algebra of submanifold in euclidean space

If we write a manifold or CW-complex $X$ as a subset of $\mathbb{R}^n$, in expression of coordinates, for example, \begin{multline}
F(S^2,k+1)=\{(x_1,x_2,x_3,\cdots, x_{3k+1},x_{3k+2},x_{3k+3})\in\...

**6**

votes

**4**answers

449 views

### Expected value of a function over random sets

I am doing an analysis on the complexity of some set-related algorithm where the input is a random set. One of my setbacks can be formulated as follows:
Pick $k$ distinct numbers out of numbers $[1,n]...

**4**

votes

**2**answers

142 views

### Accuracy of the formulas for angles between almost colinear vectors

Assume $x$ and $y$ are two vectors in $\mathbb{R}^3$ and we want to compute the acute angle $\alpha\in(0,\pi/2]$ between these two (noncolinear) vectors. There are (at least) two possibilities:
In ...

**5**

votes

**1**answer

158 views

### Numerical approximation to the Wasserstein metric?

Are there numerical methods for approximating/calculating the Wasserstein metric in particular cases?
Suppose that $f$ and $g$ are two density functions with the same support. How can I calculate the ...

**0**

votes

**0**answers

65 views

### Bits of precision matrix reconstruction

We have a real rank $r$ matrix $M\in\{0,1\}^{n\times n}$.
Suppose we have diagonalized using $LMR=D$.
I want to recover a real matrix $\widetilde{M}$ such that maximum absolute entry of $\widetilde{...

**3**

votes

**2**answers

327 views

### Monte Carlo integration of Gaussian integrals

I was doing a physical problem, and then it comes to this Gaussian integral. The dimension of the integral is very large (dimension = 300~600), and it is difficult to find the maximum of the integrand....

**1**

vote

**1**answer

135 views

### What is a one-parameter Newton's method?

The Newton's method that I know is defined as follows:
$$x_{n+1}=x_n-\frac{f(x_n)}{f'(x_n)}$$
However, I've recently encountered a paper that talks about a one-parameter family of Newton's method (...

**0**

votes

**1**answer

174 views

### Generating random variables from the Cantor Distribution [closed]

I am looking for a method (exact, if possible, but at least asymptotically correct) for generating random variates from a Cantor Distribution? It seems like its abstract definition prevents this. In ...

**0**

votes

**0**answers

50 views

### Comparing Calculation Error in Divergent Numerical Methods

I'm not an expert in numerical methods, but I'm doing a simulation based on non-linear differential equations (General Relativity), there solutions has singularities, thus at some points numerical ...

**0**

votes

**1**answer

86 views

### What is exponentially fitted osculating straight line?

While reading an article about iterative methods for solving nonlinear equations I can't understand what is exponentially fitted osculating straight line. Could someone please briefly explain this ...

**3**

votes

**2**answers

343 views

### Analytic Solution to SDEs

Are there any example of SDEs with constant diffusion terms, other than the Ornstein Uhlenbeck process, which have exact solutions? I'm thinking of something of the form:
\begin{equation}
dX_t = f(...

**-1**

votes

**1**answer

739 views

### BDF2 and TR-BDF2: what is better? [closed]

What method of numerical solving ODEs is better? BDF2 or TR-BDF2?
Namely, what advantages has TR-BDF2 over BDF2? Is TR-BDF2 more accurate? Does it damp "ringing" better?
The BDF2 method requires the ...

**9**

votes

**2**answers

294 views

### Approximation theory on the disc

Chebyshev theory provides a very effective method for approximating continuous real valued functions on the unit interval. Is there something similar for continuous real valued functions on the ...

**0**

votes

**0**answers

59 views

### Shooting method for non-oscillatory solutions

I am having some trouble with using the shooting method :
I am given a system of ode's representing initial value problem, and I know I want one of the unknowns (=u) to vanish at infinity (which I ...

**4**

votes

**2**answers

279 views

### Divergence of the Lagrange interpolation on the Chebyshev nodes

Faber theorem states that for every $\lbrace x_k^{(n)} \rbrace$ there exists a continuous function $f$ such that $\| f - L_n \|_{\infty} \not\rightarrow 0$, where $L_n$ is an interpolation polynomial ...

**0**

votes

**1**answer

138 views

### A kind of Discrete Fourier Transform

Given a $z\in \mathbb{C}^N$, the DFT of $z$ is given for every $k\in [0,N-1]_\mathbb{N}$ by
$$DFT_z(k)=\frac{1}{N} \sum_{j=0}^{N-1} z_j\, \omega^{-k j}$$ where I have denoted by $\omega$ the $N$-th ...

**0**

votes

**0**answers

61 views

### Exact diagonalization of tridiagonal centrosymmetric matrices

It is said that one can diagonalize a tridiagonal matrix using the analytical Lanczos method http://arxiv.org/abs/cond-mat/9712283v1. In some references in it, they always say that the starting point ...

**1**

vote

**1**answer

61 views

### Convergent algorithm for dividing a body into two regions of equal volume

Let $\Omega \subset R^3$ be a bounded open region. It is well known that there exists a smooth surface $\Gamma$ with minimum area and constant mean curvature which is orthogonal to $\partial \Omega$ ...

**2**

votes

**1**answer

274 views

### Residues and values of Riemann Zeta function at some points

I need the following computational results for proving something.
Let $1/2 + i\gamma_0$, be the first nontrivial zero of Riemann zeta function, $\zeta(s)$,
i.e. $\gamma_0\sim 14.134...$.
1) what is ...

**0**

votes

**0**answers

79 views

### Rational dynamical system with nonnegative paramaters

let $A$ be a rational system of the form :$\begin{cases} x_{n+1}=\frac{\alpha_{1}}{y_{n}} \\ y_{n+1}=\frac{\alpha_{2}}{z_{n}} \\ z_{n+1}=\frac{\alpha_{3+}+\beta_{3}x_{n}+\sigma_{3}y_{n}+\lambda_{3}z_{...

**3**

votes

**0**answers

113 views

### error estimate of linear interpolation in high dimension

Consider convex functions $f,g$ on $[0,1]^d$. Let $x_1,\cdots,x_n$ be $n\geq d+1$ fixed point in $[0,1]^d$ that is equally 'distributed' in the sense that
$$c_1\leq \frac{n\mathrm{vol}(K)}{\mathrm{...

**4**

votes

**1**answer

211 views

### Resolvent of a triangular matrix

Suppose $A$ is a triangular matrix. What is the most efficient known algorithm to compute the polynomial (in $x$) matrix $(xI-A)^{-1}$?
Of course, $(xI-A)^{-1}= N(x)/p_A(x)$, where $p_A$ is the ...

**-2**

votes

**2**answers

88 views

### Systems of ODEs that fulfill a matrix relationship at steady state [closed]

It is well known that for a system of linear ODE $$x'(t) = A(t) \cdot x(t) + b(t)$$
with initial condition $x(t_0) = x_0$, that for a solution at any other time point $t_1$, $x(t_1) = (z_1, \ldots, ...

**4**

votes

**0**answers

86 views

### Estimating polynomial approximation error in high dimension

Question
Let $x \in [-1, 1]^d \subset \mathbb{R}^d$ be a $d$-dimensional variable and assume that -- given $n$ -- I have a way of computing a polynomial $p_n(x)$ of degree $n$ that approximates a ...

**0**

votes

**0**answers

37 views

### Probability of close approach for multivariate normal variables

The following problem comes from a physical model of two groups of particles in three dimensions. I need to know the probability that the two groups of particles approach each other within some ...