Numerical algorithms for problems in analysis and algebra, scientific computation

**2**

votes

**0**answers

74 views

### What is the computational complexity to compute the integral numerically?

Given $$\int_{\Delta}\frac{P_1(x_1,x_2,\dots,x_n)}{P_2(x_1,x_2,\dots,x_n)}$$ where $P_i$ is polynomial(that is $P_1(x_1,x_2,\dots,x_n), P_2(x_1,x_2,\dots,x_n)$ are polynomial) whose coefficients are ...

**1**

vote

**1**answer

116 views

### Condition Number and CFL Condition in Finite difference Methods [closed]

when applying a Finite Difference scheme for an IVP, two factors come to mind when considering stability:
One factor would be the condition number of the approximation operator. The other factor ...

**5**

votes

**1**answer

258 views

### Frozen coefficient method (von Neumann stability analysis)

Earlier it was considered that frozen coefficients method for Neumann stability analysis for finite difference scheme is more heuristic than rigorous. But I have read some information in a book by ...

**1**

vote

**2**answers

164 views

### iterative solution better than analytic solution? [closed]

My supervisor and I were discussing a specific optimisation problem this afternoon.
To be simple: solve for $R$ in the equation $Rx=y$, where $x$, $y$ are made of samples in two difference ...

**8**

votes

**1**answer

907 views

### Algorithm to produce random number with a gamma distribution

I'd like to produce pseudo-random numbers with different distributions for a Monte Carlo simulation.
I've got the poisson distribution working nicely with an algorithm from Knuth. I'm having trouble ...

**6**

votes

**1**answer

178 views

### Computing certain integrals over high-dimensional polyhedra

Let $\delta>0$ be a small real number and consider the $k$-dimensional region consisting of points for which
$$\delta\leq x_1\leq x_2\leq\ldots \leq x_k$$
and
$$x_1+\ldots+x_k\leq 1.$$
I am ...

**1**

vote

**0**answers

92 views

### General reparameterization of a b-spline

Say I have a bspline function (or curve) of order $k_1$, defined over some knot vector
$\mathbf{t} = \{ t_i\}_1^{n_1}$, i.e. $$f(x) = \sum_i a^i B_{i,k_1}(x).$$
Do you know of a process of finding ...

**4**

votes

**1**answer

87 views

### The link and equivalence between variant definition of computation model and computational complexity over reals

To unify the numerical computation and classic computability theory, or to pave a foundation for the numerical computation, mathematicians present variant computation model and computational ...

**6**

votes

**2**answers

627 views

### Conditions for convergence of Euler's method

It is known that a sufficient and necessary condition for
$$\dot y(t) = f(y(t), t), \quad t > 0, \quad y(0) = y_0$$
to have a unique solution is $f$ Lipschitz in $y$ and continuous in $t$. However, ...

**3**

votes

**1**answer

130 views

### Selecting Rays for Simulated Radon Transform

I have the task of determining approximations of a 2D function $f: (x,y)\in \mathbb{R}^2\mapsto\mathbb{R}$ from integrals along lines, i.e. from its Radon transform $R(\phi,\tau)[f(x,y)]$ and, because ...

**3**

votes

**0**answers

181 views

### Numerical Methods for stochastic PDE, from rough paths to backward equations

this question is about some literary references regarding the state of the art in terms of numerical methods for SPDE's. In particular,
Have the numerical implications, if any, of the results in ...

**2**

votes

**1**answer

163 views

### books on very large scale linear optimization

Recently in my material science research, I have encountered problems of very large scale linear optimization. I read the introductory book "Introduction to Linear Optimization (Athena Scientific ...

**3**

votes

**3**answers

222 views

### Numerical solution of SDEs with colored noise

I am trying to numerically solve an SDE with both white and colored noise that models a non-linear circuit:
$$
dX_t = f(X_t) dt + \sigma_w dW + \sigma_c dC
$$
where $W$ is a standard Brownian motion ...

**1**

vote

**1**answer

47 views

### Partial Constraint of Low Rank Matrix

Suppose $X \in \mathbb{R}^{m \times n}$ is a rank $r$ matrix. Let $\Omega$ be a generic subset of $\in \{1, \ldots, m\} \times \{1, \ldots, n\}$ of cardinality $r(m + n - r)$. Denote by $X_{\Omega}$ ...

**4**

votes

**1**answer

170 views

### Special Function, Series Expansion, or Simpler Form of a Certain Infinite Product?

$\prod _{n=1}^{\infty } \left(1+a (c+n)^b\right)$ where a > 0, b < -1, and c >= 0
Is there a special function, series expansion, or other simpler (or maybe just interesting) representation of ...

**1**

vote

**1**answer

132 views

### Could somebody recomends a good book or article about numerical methods for Stochastic Partial Differential Equations

Could somebody recomend a good book or article about numerical methods for Stochastic Partial Differential Equations. I'm looking for a good introductory material thanks.

**0**

votes

**0**answers

49 views

### Numerical method for self-consistency of one-dimensional probability density function

I have an integral equation for self-consistency of one-dimensional probability density function, like this
$$\rho_x(x) = \frac{1}{|a|}\int \int \rho_x\left(\frac{s-b}{a}\right) \rho_P(p) \delta(x-g(...

**0**

votes

**1**answer

320 views

### Improving Newton's Inequalities using the Taylor Theorem

Newton's inequalities say that if $f(x) = \sum \binom{n}{k} a_k x^k$ is a polynomial with all real roots then $ a_k^2 > a_{k-1}a_{k+1}$.
The proof this result uses that if $f(x)$ has all real ...

**2**

votes

**1**answer

58 views

### IVP accuracy - scheme accuracy Vs. derivative accuracy?

General Question: If I have an IVP with periodic and continuous initial condition, which rules the accuracy of the scheme - the manner in which we approximate spatial derivative or the acuuracy of the ...

**7**

votes

**1**answer

170 views

### Compute only selected components of an eigenvector

I am wondering whether it is possible to compute portions of the eigenvectors of a given (possibly very big) matrix. More formally, consider the eigenvalue problem $\mathbf{Ax} = \lambda \mathbf{x}$, ...

**7**

votes

**3**answers

552 views

### Multiprecision numerical evaluation of integral: Sage vs. PARI/GP vs. mpmath

I am trying to compute thousands of integrals of the below type, that comes up in a conformal mapping problem, to as many accurate digits as possible (preferably 50+):
$$
\int_{-1}^1\textrm{d}t \frac{...

**7**

votes

**4**answers

757 views

### Numerical integration of legendre polynomials

I hope that numerical questions are also permitted here.
I want to expand a smooth functions $f \in C^{\infty}$in terms of Legendre polynomials. Thus I need to calculate integrals of the form $\int_{-...

**2**

votes

**1**answer

69 views

### Monotonicity of Trapezoid Approximations

Here's a numerical analysis question which may not be very important, especially in practice, but has been bugging me.
Suppose $f$ is a continuous function on an interval $[a,b]$. Let $T_n(f)$ be ...

**-2**

votes

**1**answer

177 views

### reducing an n-order differential equation to a first order system of equations using either sagemath or sympy [closed]

I want to reduce a n-order ordinary differential equation into a first order system of equations. This is in preparation for numerical analysis. I use both Sympy and Sagemath for Computer Algebra, but ...

**0**

votes

**1**answer

272 views

### Proving that the eigenvalues of a certain matrix product are positive

Let $A$ be an $m \times n$ matrix, and define:
\begin{align*}
U &= {\rm diag} \{ \frac{1}{\beta_j} \}, \beta_j = \sum_{k=1}^m |a_{kj}|, j = 1 \dots n \\
V &= {\rm diag} \{ \frac{1}{\alpha_i} \}...

**1**

vote

**1**answer

158 views

### Estimating the volume of a union of balls

Let $\{ B_i \}_{i=1}^n$ be a set of $n$ ball in the unit cube $C$ of dimension $d$.
If I want to estimate
$$
\frac{ \lambda \left( \cup B_i \right) }{\lambda\left( C \right) }, \tag{1}
$$
where $\...

**4**

votes

**5**answers

622 views

### What is an extragradient method?

I've searched Google, but it seems that only research journal papers appear in search results, where some new, improved, or specialized extragradient method is discussed. I've also searched Wikipedia ...

**3**

votes

**2**answers

145 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

645 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 ...

**8**

votes

**2**answers

1k 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:
"...

**2**

votes

**0**answers

136 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

560 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

94 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

129 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

157 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

304 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

242 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

65 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 $${{dp}\...

**1**

vote

**2**answers

438 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

254 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 \right)^{...

**4**

votes

**2**answers

278 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

353 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 ...

**6**

votes

**2**answers

584 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

184 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

109 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

56 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

172 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

59 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

429 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

73 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 ...