Numerical algorithms for problems in analysis and algebra, scientific computation

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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 $o(1/n)$?
...

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votes

**1**answer

206 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 ...

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vote

**1**answer

196 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

477 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**

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**1**answer

243 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 ...

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**0**answers

92 views

### 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 ...

**4**

votes

**0**answers

553 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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**2**answers

263 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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votes

**1**answer

104 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 ...

**6**

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**2**answers

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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votes

**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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vote

**1**answer

261 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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votes

**2**answers

152 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 ...

**10**

votes

**1**answer

330 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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votes

**2**answers

179 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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vote

**1**answer

201 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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votes

**3**answers

662 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 ...

**1**

vote

**1**answer

68 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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vote

**0**answers

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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votes

**0**answers

199 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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**0**answers

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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votes

**1**answer

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

195 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

80 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

85 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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votes

**1**answer

240 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

148 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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votes

**1**answer

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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**0**answers

297 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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votes

**1**answer

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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**0**answers

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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**0**answers

143 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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vote

**2**answers

288 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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**0**answers

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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votes

**0**answers

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: ...

**11**

votes

**2**answers

655 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 ...

**1**

vote

**3**answers

272 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 ...

**5**

votes

**1**answer

272 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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votes

**1**answer

391 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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**0**answers

158 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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**0**answers

250 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

238 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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**0**answers

88 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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**1**answer

35 views

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

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

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**0**answers

157 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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votes

**1**answer

146 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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vote

**1**answer

222 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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votes

**4**answers

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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**2**answers

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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votes

**2**answers

503 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)
$$ x \frac{\partial f}{\partial t} = \frac{\partial}{\partial x} (1-x^2) \frac{\partial f}{\partial x} - f$$
...