Numerical algorithms for problems in analysis and algebra, scientific computation

**3**

votes

**2**answers

120 views

### Real solutions for systems of monomial equations

I have a $K$ equations of the form $x_1^{a_{i1}} \cdots x_n^{a_{in}}=c_i$ where $a_{ij}$ are non-negative integer constants and $c_i$ are real constants -- i.e. each equation is a monomial in $n$ ...

**5**

votes

**3**answers

387 views

### Estimating the Variance of a Discrete Normal Distribution

Let $f(x; \sigma) = \frac{1}{\sigma\sqrt{2\pi}}\cdot e^{-\frac{x^2}{2\sigma^2}}$ be the probability density function of a normal distribution $\mathcal{N}(0, \sigma^2)$. We consider a discrete normal ...

**7**

votes

**2**answers

919 views

### Why are there so few zero-dimensional polynomial system solvers and is this because there is no real market for them?

My questions involve the quotes below from wikipedia regarding solving polynomial systems, which given the size of the market for Big Data & Predictive Analysis applications I find puzzling:
...

**1**

vote

**0**answers

127 views

### Asymptotic expansion of an integral, related to Maass forms

I am trying to compute the asymptotic expansion of the integral
$I(t) = \int_{C} e^{\sqrt{1+u}(\frac{1}{t}+\frac{t^2}{\sqrt{u}})}\frac{u^\eta}{\sqrt{1+u}}du$
as $t$ is real and $t\rightarrow +\infty$, ...

**8**

votes

**1**answer

433 views

### Gaps between roots of trigonometric polynomials

[Cross-posted from Math.SE because I got no responses there.]
Given a polynomial in $e^{\mathrm{i}k t}$ of the form
$$ p(t) = \sum_{-n\leq k\leq n} c_k e^{\mathrm{i}k t} $$
with $\bar c_{-k} = c_k$, ...

**4**

votes

**1**answer

82 views

### Sensitivity of the range of a matrix

The distance between two subspaces $\mathcal{U}$ and $\widetilde{\mathcal{U}}$ is classically defined as $d(\mathcal{U},\tilde{\mathcal{U}}):=\|P-\tilde{P}\|$, where $P$ and $\tilde{P}$ are orthogonal ...

**2**

votes

**2**answers

117 views

### Boundedness of ratio of linear functions

Consider the function
\begin{eqnarray}
f(x_1,x_2,\cdots, x_n) = \frac{\sum_{i}^{n}a_ix_i}{\sum_{i}^{n}b_ix_i},
\end{eqnarray}
over the set $S = \{x := (x_1,x_2,\cdots, x_n):-1 \leq x_i \leq 1,\; ...

**2**

votes

**0**answers

139 views

### Are there workable numerical approaches for the pentagon equation?

Warning: this post is the "numerical" analog of
Are there workable algebraic geometry approaches for the pentagon equation?
I've replaced "algebraic geometry" by "numerical" in its content,
...

**9**

votes

**4**answers

282 views

### Software tools for medium-scale systems of polynomial equations

I am attempting to find all real solutions of a system of 12 polynomial equations in 12 unknowns. The equations each have total degree 6 and contain up to 1700 terms. I am only interested in real ...

**8**

votes

**1**answer

233 views

### Compute an arbitrary decimal place of $\pi$

Is there a method to find the value of the $n$-th decimal place of $\pi$ which is more efficient than having to compute all decimal places before as well?

**2**

votes

**1**answer

62 views

### Finite differencing scheme for Hamilton's equation with planar linkages

I am trying to simulate the movement of a planar linkage in the plane whose position and momentum obey Hamilton's equations, which is to say that $${{dq}\over{dt}} = {{dH}\over{dp}}$$ and ...

**1**

vote

**1**answer

195 views

### Are there some algorithms to solve the diagonal matrix $X$ to the following matrix equation?

Suppose $X$ is an unknown $m \times m$ diagonal matrix. Given a scalar $0<c<1$, and a matrix $A$ of $m \times m$ size whose entries $0<A_{i,j}<1$. Are there some algorithms to find the ...

**2**

votes

**1**answer

136 views

### Projection onto $\ell^{2,1}$ ball

Does anyone have an idea how to project onto the $\ell^{2,1}$ ball efficiently, i.e. how to solve
$$ u = \arg \min_u \|u-f \|^2 \text{such that } \left(\sum_i \big(\sum_j |u_{i,j}|\big)^2 ...

**4**

votes

**2**answers

211 views

### Advice on numerical solution for 2D hyperbolic PDE with zero flux boundary conditions

I would like to numerically solve a hyperbolic PDE of the form
$\frac{\partial\theta_t}{\partial t}(x,y)+\frac{\partial\left[\theta_t \gamma_t^x\right]}{\partial x}(x,y)+\frac{\partial\left[\theta_t ...

**2**

votes

**2**answers

290 views

### Solving a matrix equation $X=c \cdot AXA' +I$ with a diagonal corrections

I am now struggling to solve the matrix $X \in R^{n \times n}$ in the following equation:
$X=c \cdot AXA' - diag(c \cdot AXA')+ I$,
where
(1) $A \in R^{n \times n}$ is a given matrix whose element ...

**5**

votes

**2**answers

291 views

### Discrete gradient on point clouds

I am interested to know some ways to approximate discrete gradient if you have a function on point clouds in 2D or 3D.
If you have a function defined on a grid, it well known that you can use a ...

**6**

votes

**1**answer

173 views

### Are there any explicit probability conserving solvers for Pauli equation?

I know that there exist probability conserving explicit solvers for time-dependent Schrödinger's equation, for example, Visscher's one.
But when I tried to add spin into account in this scheme, it ...

**2**

votes

**1**answer

108 views

### Roots of modified polynomials

Consider the following two polynomials:
$$
g=x^3 - x^2 - (c + 2)x + c
$$
and
$$
h=x^3 - x^2 - cx + c
$$
The roots of $h$ are $1$ and $\pm \sqrt{c}$. I am interested in obtaining the roots of $g$, ...

**0**

votes

**0**answers

52 views

### Why Does a quadratic phase term in BNLS causes collapse?

I've heard a couple of times that in the Biharmonic Nonlinear Schrodinger Equation,
$i\psi_z + \Delta ^2 \psi + |\psi | ^{2\sigma } \psi =0 $, $\psi (x, 0) = \psi _0 (x) \in H^2( \mathbb{R} ^d ) $
...

**6**

votes

**1**answer

153 views

### Estimates of Hausdorff dimension (and its derivatives)

For example, the cookie cutter maps, say $T:I_1 \cup I_2 \subset [0,1] \to [0,1] $ is a $C^2$ map such that $|T'|>1$ and provided $I_1$ and $I_2$ are disjoint closed intervals and $T(I_i)=[0,1]$. ...

**1**

vote

**0**answers

53 views

### interpolation and approximation [closed]

Given a function $f$ in C^k[a,b], can we always construct function $g \neq f$ such that $g(x) \ge f(x)$ for all $x \in [a,b]$, $f^{(m)}(a)=g^{(m)}(a)$ and $f^{(m)}(b)=g^{(m)}(b)$ for $m=0,1,\dots, k$ ...

**5**

votes

**2**answers

407 views

### How to estimate the Haar measure on $G_2$

I have a sequence of real numbers. I want to know whether this sequence looks like the traces in the standard representation of a random sequence of elements of $G_2$. (Here random is according to the ...

**1**

vote

**0**answers

65 views

### Global Approximation via Convex Combination of Local Approximations

I recently faced the problem of efficiently approximating a very large set of data points and, neither having a model of the empiric function, nor of the error distribution, my method of choice would ...

**4**

votes

**1**answer

180 views

### Rank 1 Approximation of Elementwise Inverse Matrix

I'm wondering whether there is a good way to solve the following optimisation problem.
Given a strictly positive quadratic matrix $A$, find two diagonal matrices $D_1$ and $D_2$ so that
$$ \| D_1 A ...

**1**

vote

**0**answers

173 views

### Bounds for the infinity norm of the inverse for certain diagonaly dominant matrices

I m trying to analyse the stability against perturbations for a specific system of linear equations $Ax=b$.
For this, i use the standard condition number $||A||_{\infty}||A^{-1}||_{\infty}$.
Here ...

**1**

vote

**0**answers

54 views

### Using FFT to aproximate a fuction [closed]

I am trying to use the FFT to approximate a given function. So i have 10 points xk that are given for example, if i use the FFT that will give me Xk. So now using the inverse FFT we can get the ...

**1**

vote

**3**answers

258 views

### What are some good sanity checks for simulating BNLS?

After doing some googling, I failed to find any explicit solution for the Biharmonic Nonlinear Schrodinger Equation, which states:
$$
i\psi (x,t) _t - \Delta ^2 \psi (x,t) + |\psi (x,t) | ^{2 \sigma} ...

**3**

votes

**3**answers

173 views

### Quadrature formula max accuracy

I'm looking for a maximum accuracy quadrature formula:
$$
\int_{-1} ^{1} \sqrt{\frac {1-x}{1+x}} f(x)dx = A_1f(x_1)+A_2f(x_2)+R(f)
$$
I don't know exactly if it's Trapezoidal rule which has the ...

**1**

vote

**1**answer

148 views

### Decompositions of sparse symmetric matrices and methods for solving large linear equations

I am writing code for solving linear equations of the form
$$A_{n\times n}\cdot x=1_n$$
where $n$ is on the order of $10^6$ and $A$ is a symmetric matrix with approx $10^3$ nonzero entries in each ...

**2**

votes

**1**answer

75 views

### An algebraic equation question [closed]

My question is this:
If $\frac{\sqrt[n]{\prod_{i=1}^n(p_i + 1)}}{\sqrt[n]{\prod_{i=1}^n(m_i + 1)}} = e ^\beta$
can I find an expression (either exact or approximate) for ...

**2**

votes

**1**answer

136 views

### Polynomial upper and lower bounds

Consider approximating smooth function $f(x): \mathbb{R} \to \mathbb{R}$ over the interval $[a,b]$ with a bounded $k$th derivative over the interval. I would like to find degree $d$ polynomials ...

**3**

votes

**1**answer

192 views

### Numerical Evaluation of Some Triple Integral involving Negative Powers

Let $\beta_i\in (-1/2,0)$, $i=1,2,3,4$. I'm interested in obtaining numerical value of the following integrals:
$$
\int_{0<u_1<u_2<u_3<1} (1-u_1)^{\beta_1}(1-u_2)^{\beta_2} ...

**2**

votes

**0**answers

83 views

### Lanczos algorithm with thick restart on a dynamic matrix

currently, I'm working on a way to compute the 2 biggest eigenvalues of a real, symmetric, huge and sparse matrix that changes a few entries from time to time. The problem should be solved using an ...

**9**

votes

**1**answer

374 views

### Fast checking that overdetermined polynomial system does not have a solution

As a result of some inductive procedure for each $n$ I have a system of about $n^2$ polynomial equations with $n$ variables with integer coefficients, which can be precisely computed. As the system is ...

**-1**

votes

**1**answer

94 views

### Convergence for symmetric, positive semi-definite operator

Assume $u$ is a vector in the Euclidean space $\mathbb{R}^N$, $\|u\|=\sqrt{\langle u, u\rangle}$, where $\langle u, v\rangle = \sum_{i=1}^N u_i v_i$.
I have that $\|u^{k+1}-u\|\leq \|I - c ...

**8**

votes

**1**answer

223 views

### Sharpest bound on the zero free region of $\zeta^{\prime}$?

I'm interested in calculating all of the zeroes of the first derivative of the Riemann $\zeta$ function up to an arbitrary height. I know that (on the RH), all of these zeroes will have real part $\ge ...

**3**

votes

**1**answer

146 views

### Approximate the square root of (1-X) efficiently through (nested) products

Currently, I encountered a problem of approximating the following
series:
$$
(I-X)^{-\frac{1}{2}}=I+\frac{1}{2}X+\frac{1\cdot3}{2\cdot4}X^{2}+\frac{1\cdot3\cdot5}{2\cdot4\cdot6}X^{3}+\ldots
$$
where ...

**8**

votes

**1**answer

198 views

### is there any such result about Bernstein polynomials?

It is well known that for any lipschitz function $f:[0,1]\rightarrow [0,1]$, we can approximate it
by $\sum_{i=1}^n f(i/n) {n\choose i} x^i (1-x)^{n-i}$, and the $L_\infty$ error is $O(1/\sqrt{n})$. ...

**1**

vote

**1**answer

248 views

### Is there an example where the error of Gauss-Laguerre quadrature does not vanish?

The $n$th Gauss-Laguerre quadrature aims to approximate integral $$\int_{\mathbb{R}_+} f(x) \exp(-x)$$ by the sum
$$\sum_{i=1}^n f(x_i) w_i$$
where $x_1,...,x_n$ are the roots of the $n$th Laguerre ...

**2**

votes

**0**answers

98 views

### Stationary Distribution for Markov-like system?

Let
\begin{equation}
A=
\begin{pmatrix}
0 & a_{1,2} & a_{1,3} \\
a_{2,1} & 0 & a_{2,3} \\
a_{3,1} & a_{3,2} & 0
\end{pmatrix},
\end{equation}
\begin{equation}
B=
...

**3**

votes

**1**answer

117 views

### Trace of multiplied positive definite matrices

I have to compute $Tr(K^{-1}\Sigma)$ where both $K$ and $\Sigma$ are symmetric positive definite matrices.
Question is considering that I have computed the Cholesky, $L_1$ of $K$ previously, is there ...

**1**

vote

**2**answers

127 views

### Numerical calculation of Fourier transform with a nice error bound

I'd like to have an algorithm for a numerical calculation of Fourier transform with a nice error bound. To be precise, if $f$ is a function from $L_1(R)$, $F[f]$ is it's exact Fourier transform and ...

**3**

votes

**0**answers

85 views

### What do we know about the generalized eigenvalue problem involving a projector?

Consider a matrix $A\in\mathbb{R}^{n\times n}$ and a projector $P\in\mathbb{R}^{n\times n}$.
Are there results regarding the generalized eigenpairs $(v,\lambda)$ of the generalized eigenproblem
...

**2**

votes

**0**answers

160 views

### Algorithms to compute largest gap between smallest nonzero eigenvalues of sparse symmetric matrix

I am looking mainly for implementations but also for theoretical algorithms to compute gaps between smallest positive eigenvalues of symmetric, singular matrix or real numbers.
To be precise, I want ...

**2**

votes

**2**answers

130 views

### Seeking a class of functions for which sums approximate integrals well

Is there a "natural" class of integrable functions $f: {\mathbb R} \rightarrow {\mathbb R}$ for which it is true (and, preferably, not too hard to prove!) that $\sup_{0 \leq a < h} |h S(a,h) - I|$ ...

**5**

votes

**0**answers

104 views

### Error of midpoint method for differentiable functions

Is it the case that for every differentiable function $f$ on $[0,1]$ (with finite one-sided derivatives at the endpoints), the midpoint method of estimating $\int_0^1 f(x) \: dx$ has error $o(1/n)$?
...

**3**

votes

**1**answer

204 views

### Error of midpoint method for functions that are not twice-differentiable

All of the bounds I've seen for the error of the midpoint method of integration are expressed in terms of the second derivative of the function. What bounds are available when the function is not ...

**1**

vote

**1**answer

195 views

### Is there any geometric and intuitive interpretation of Newton-like iterative steps in numerical optimization?

Are the iterative steps in optimization affected by the intrinsic and extrinsic curvatures of the objective functions ? and How?
Is there any geometric and intuitive demo show illustrating the ...

**0**

votes

**1**answer

468 views

### How to determine the distance between two matrices under the meaning of a matrix function? [closed]

Suppose a nonlinear infinitely continous differentiable function $f:\mathbb{D}\mapsto \mathbb{R^+}$, where $\mathbb{D}\subset\left\{X|\text{rank}{X}=2,X\in\mathbb{R}^{3\times 3}\right\}$ is a ...

**4**

votes

**1**answer

222 views

### Delay Differential Equations Numerical methods

I have a general question about delay differential equations. I know that even simple ones hardly have analytic solutions and mine clearly doesn't have any as it is a system of non-linear delay ...