Numerical algorithms for problems in analysis and algebra, scientific computation

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### unique positive real root fast computation

What is the fastest way to compute the value of the unique positive real root corresponding to the following polynom:
:p(x) = a*x^5 + b*x^4 + c*x^3 + d*x^2 + e*x - f = 0
where a, b, c, d, e, f are ...

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535 views

### Linearizing and solving a nonlinear PDE numerically

Im trying to solve the following (transport & diffusion) nonlinear PDE numerically (via finite volume on a cuboid region. Some Material gets cooled down, s.t. in some areas the material becomes ...

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260 views

### Local positivity of solutions to linear differential inequalities (Chaplygin's theorem)

According to the entry "Differential inequality" of the Encyclopedia of Mathematics
http://www.encyclopediaofmath.org/index.php/Differential_inequality
the following result is due to Chaplygin ...

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**1**answer

102 views

### Estimating the vector potential

My question is, that given a vector field only numerically discrete in space, is there a way to estimate its vector potential?
Theoretically, I see this which requires the vector field over all of ...

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1k views

### Mathematical study of Mpemba effect?

It has been known since the days of Aristotle and Descartes that under certain circumstances warm water freezes faster than cold water. This effect is now commonly known as the Mpemba effect, named ...

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**1**answer

192 views

### Approximating an iteratively defined function

Let $f_0,f_1,\ldots$ be a sequence of functions $f_n : [0,1] \rightarrow R$ defined as follows:
$$f_0(x) =1+2x$$
$$f_{n}(x) := \left\{\frac{5+t}{2} : \text{ where t solves } ...

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**1**answer

256 views

### Approximation of the sum involving binary entropy function

Given the following sum:
$S(n) = \sum_{i=1}^{n} \frac{1}{(1-\operatorname{H}(p))^i}$
where $H$ is the binary entropy function defined as:
$\operatorname{H}(p) = -p\log p - (1-p)\log (1-p) $.
Let ...

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151 views

### dense lattices in high dimensions

I want a collection of points $\{ x_1, \dots, x_m\}$ to sample a unit cube $[0,1]^n$ with $n >>1 $ in high dimensions so that summing over these points is approximate the integral over that ...

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**1**answer

326 views

### The geometric-mean factorial

Think of the factorial as $f(n) = n \odot (n-1) \odot \cdots \odot 2 \odot 1$,
where $\odot$ is the binary operator for multiplication, $\cdot$. This suggests exploring replacing
$\odot$ with other ...

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175 views

### Does an implicit Runge Kutta scheme applied on a nonlinear ODE give a nonlinear set of equations to solve in each step?

We want to approximately solve an ODE
$$\frac{dy}{dt} = f(y,t)$$
with the Runge Kutta method
$$y_{n+1} = y_n + h \sum_{i=1}^s b_i k_i$$
$$k_i = f\left(y_n + h \sum_{j=1}^s a_{ij} k_j,\,t_n + c_i ...

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195 views

### Accurate bounds for derivatives of Legendre polynomials

Let $P_n(x)$ denote the $n$th Legendre polynomial. What bounds can one give for $d_{n,m}(x) = |\frac{d^m}{dt^m}P_n(t)|_{t=x}$ assuming that $|x| \le 1$? Clearly
$$d_{n,m}(x) \le d_{n,m}(1) = ...

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653 views

### Best known bounds on tensor rank of matrix multiplication of 3×3 matrices

Years ago I attended a conference where they taught us that matrix multiplication can be represented by a tensor. The rank of the tensor is important, because putting it into minimal rank form ...

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**1**answer

66 views

### Augmenting orthonormal system into complete orthonormal system in a numerically stable way

Let us suppose we have a, say, 10 dimensional real space with 3 orthogonal unit vectors given. How do I complete this orthonormal system with 7 additional vectors into a complete ONS in a way that is ...

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81 views

### How to solve a divergent linear system using iterative methods?

I have a matrix A which is symmetric and non-diagonal dominant. I tried to use Jacobi/Gauss-Seidel/SOR to solve it but it diverges. Is there any mechanism to condition the matrix for convergence using ...

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193 views

### Simplify this expression with modified Bessel functions of the second kind

I'm interested in the function
$$\frac{K^{(0,2)}(0,x)}{K(0,x)}$$
where the numerator is the modified Bessel function of the second kind twice differentiated with respect to $\alpha$ and taken at ...

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68 views

### Variational problem for optimal weight function leading to shorter intervals with many primes

The motivation for the following problem stems from the recent preprint by James Maynard, see also Proposition 5 of the recent blogpost by Terrence Tao. The solution of this problem could give better ...

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216 views

### Does this algorithm terminate in all scenarios?

Let $x \in \mathbb{R}^p$ denote a $p$-dimensional data point (a vector). I have two sets $A = \{x_1, \dots, x_n\}$ and $B = \{x_{n+1}, \dots, x_{n+m}\}$, so $|A| = n$, and $|B| = m$. Given $k \in ...

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**1**answer

189 views

### Literature on root finding of convex Functions

I am interested in using a result about Newton's method, which basically states that if f is convex on $[a,b]$ and it holds $f(a)<0$ and $f(b)>0$, then the Newton iteration converges to ...

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**1**answer

79 views

### Fast numerical approximation of Lauricella series of the fourth kind for real variables and real parameters

I'm looking for a method to efficiently compute a numerical approximation of
$$F^n_D(x_1,\ldots,x_n) = \sum_{m=0}^{\infty} \sum_{i_1 +\ldots+i_n=m}\frac{(a)_{m}(b_1)_{i_1}\ldots ...

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**1**answer

83 views

### Quadrature rules exact for given functions

Many quadrature schemes are defined by the degree of polynomials for which they are exact. For example, we say that the rule SUM_i a_i f(x_i) is order n when SUM_i a_i p(x_i) = INT p(x) dx for all ...

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238 views

### Convergence of fixed point iteration algorithm

It is obvious that for any given $f(x)$ there exists $g(x)$ such that $f(x)=0 \Leftrightarrow g(x)=x$. We could use this fact to solve any root finding problem using fixed point iteration method, only ...

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**1**answer

147 views

### Eigenvalue problem with quadratic constraints

$\circ$ Consider the following eigenvalue problem : $$Ax=\lambda x \hspace{0.5cm} (1)$$
where matrice $A \in \mathbb{R}_{n \times n}$ is a positive semi-definite with eigenvectors $x = ...

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117 views

### Updating $LU$ decomposition after adding a sparse matrix

How many elements of $LU$ decomposition of a symmetric matrix change after adding a sparse symmetric matrix? Is it more efficient to recompute $LU$ decomposition after adding a sparse matrix comparing ...

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291 views

### Computing a 2D Fourier transform on a disk

I am looking for a reliable and fast way of evaluating an integral like
$$
F(r, \phi)= \int_0^1 \int_0^{2\pi} f(\rho, \theta) e^{2\pi i \rho r \cos(\theta - \phi)}\rho\, d\theta\,d\rho,
$$
where $f$ ...

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128 views

### Do interpolation nodes have to be dense?

Let $f(x) = \exp(x)$ and $(\xi_i)_{i=0}^\infty, \, \xi_i \in (0,1)$ be a sequence of points from the unit interval.
For $n \in \mathbb{N}$ let $P_n$ be a polynomial of degree $n$ that interpolates ...

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73 views

### Looking for tighter bounds

I have to solve an equation which is $$\sum_{i=1}^N x_i = \sum_{i=1}^N y_i,$$ where
$$x_i = \frac{z_i}{1 + (K_i - 1) w}$$ and $$y_i = \frac{K_i z_i}{1 + (K_i - 1) w}.$$
The $z_i$ are all positive ...

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139 views

### About arithmetic-geometric mean

It's well known that if we set $a_0=x \geq 0, \ g_0=y \geq 0$, and
$$ a_{n+1}=\dfrac{1}{2}(a_n+g_n), \ g_{n+1}=\sqrt{a_n g_n} ,$$
then both $\{a_n\}$ and $\{g_n\}$ will converge to $AGM(x,y)$. ...

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281 views

### Eigenvalue computation using inverse iteration

I have a positive definite matrix $A$. I need to compute the max eigen value of $A$ using inverse iteration. The problem is that there are duplicate maximum eigen values and so inverse iteration ...

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92 views

### Solutions of Fredholm integral equation of the fisrt kind with asymmetric kernel

Given the integral equation:
$$\int_0^{\lambda_0}K(\lambda,T)S(\lambda)d\lambda=f(T)$$
with $S(\lambda)$ unknown function and the kernel:
$$K(\lambda,T)=\frac{1}{\lambda^5(\exp(k/\lambda T )-1)}$$
...

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135 views

### When is it possible to split a non-linear operator into a composition of a linear and local one?

Let $A: L^2(R^n)\to L^2(R^n)$ be a non-linear operator. Is it known when it's possible to split $A$ into a composition of a linear operator $B: L^2(R^n)\to (L^2(R^n))^k$ and a local operator $C: ...

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639 views

### How to project a vector onto a very large, non-orthogonal subspace

I have a difficult problem.
I have a very large, non-orthogonal matrix $A$ and need to project the vector $y$ onto the subspace spanning the columns of $A$. If this were a small matrix, I would use ...

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**3**answers

271 views

### What are the basis functions for a product space?

Let $X=L^1\left([0,1]^3\right)$,
for numerical purpose, what are the possible basis function for $X$?
In finite element method, the basis functions are tooth functions, or polynomial functions.
Is ...

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**1**answer

271 views

### Is this inverted integral transform valid?

I have the following transform:
$$F(y) = \int_{0}^{\infty} y\exp{\left[-\frac{1}{2}(y^2 + x^2)\right]} I_0\left(xy\right)f(x)\;\mathrm{d}x$$
with the following conditions:
$f(x)$ and $F(y)$ must ...

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**1**answer

387 views

### Who is Petrov of the Petrov-Galerkin method?

I was not able to find the origin of the name Petrov in the Petrov-Galerkin method for the numerical approximation of PDEs.
Wikipedia refers to a certain Alexander G. Petrov, but it is still not ...

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157 views

### The rationale of QR algorithm for computing eigenvectors

For a symmetric matrix $A$, the rationale for the success of applying QR to compute the spectral decomposition of $A = UDU^T$ is, for large $k$, the QR factorization of $A^k = Q_kR_k$ obeys,
...

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246 views

### Reference request for parallel transport

I am learning about parallel transport on a Riemannian manifold equipped with an affine connexion. It seems (if I understand it well) that, in general, we might not be able to compute the parallel ...

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**1**answer

234 views

### How to examine the convexity of a complex function numerically?

I have a function which does not have a closed form . Large numerical effort should be done to evaluate the function for even a single point. How can I examine the convexity of my function over the ...

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87 views

### Distribute Monte Carlo samples among dimensions

Simplified problem: Given a $d$-times nested convolution of an input function $g(x):\mathbb{R}\mapsto \mathbb{R}$ with the same band-limited smooth function $f(x):\mathbb{R}\mapsto \mathbb{R}$. I am ...

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35 views

### Computing a particular expection for a family of distribution

Consider the family of distributions having the form $$f = ...

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152 views

### Preconditioner for finding the smallest eigenpairs of a large, but structured, matrix

I'm trying to find the eigenvector corresponding to the second smallest eigenvalue of a large $(4,000,000 \times 4,000,000)$ matrix $L$. $L$ is a graph Laplacian, with the following structure: $L = D ...

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**1**answer

144 views

### elliptic integral with singularities

I need to calculate elliptic integrals with singularities, up to a huge number of digits (250-1000). The problem is that Wolfram Mathematica can't do so many digits, and Pari intnum doesn't handle ...

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**1**answer

215 views

### What are the advantage of using operational calculus for numerically solving pde compared to FE or FD?

For numerically solving a partial differential equation (PDE) what advantage does operational calculus (OC) has over common methods like finite difference (FD), and finite element (FE)?
I mean OC in ...

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1k views

### Solving a System of Quadratic Equations

I have many polynomial equations in many variables which I want to jointly minimize (in a mean square sense, but you could pick a different reasonable measure which favors anything where all ...

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1k views

### Sparse approximation of the inverse of a sparse matrix

Is it possible to approximate an inverse of a sparse matrix with a sparse matrix?
The problem comes up in numerical non-linear quasi-Newton optimization: given a sparse Hessian a good starting point ...

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496 views

### Numerical solution to diffusion-like equation with negative diffusion coefficient region?

I am trying to numerically solve the initial value problem (see later discussion for ICs)
$$ x \frac{\partial f}{\partial t} = \frac{\partial}{\partial x} (1-x^2) \frac{\partial f}{\partial x} - f$$
...

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**1**answer

407 views

### Is there a quick way to find all roots of a real polynomial with multiple variables?

If I am asked to find the roots of a polynomial of one variable, I will use a computer to estimate the eigenvalues of its companion matrix. Now suppose I'm given a real polynomial of multiple ...

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241 views

### How to get an expression for this integral(Numerically/Analytically)

I have the following problem:
I need to evaluate the integral $$\int_{\cos(\alpha)}^{1} P_l(t)P_{l'}(t) dt $$ for $\alpha \in [0,\pi]$ and each combination of $l$ and $l'$, where $P_l$ is the l-th ...

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27 views

### In what paper was the shrinkage parameter introduced to the nelder-mead simplex direct search algorithm?

I have read lots of papers referencing a 4th shrinkage parameter when talking about the Nelder Mead Simplex method. However, I cannot see any shrinkage parameter in the flow chart of the original ...

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**1**answer

326 views

### Practical error-estimates for (adaptive) Newton-Cotes Quadrature

I am looking for practical error estimates for Newton-Cotes Quadrature rules.
Most books on numerical methods I have found mainly deal with theoretical error bounds/estimates for the respective ...

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202 views

### Finding a low-degree polynomial vanishing on half the zeroes of a polynomial system

Let $f(x)$ be a real polynomial of degree $2d$ without real roots. Let the complex roots be $z_1$, $\bar{z_1}$, $z_2$, $\bar{z_2}$, ..., $z_d$, $\bar{z_d}$ with $z_i$ in the upper half plane. Let ...