Numerical algorithms for problems in analysis and algebra, scientific computation

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-1
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1answer
51 views

Machine learning and Linear programming [on hold]

Her's the problem I'm trying to solve : I want to find $n$ function $f_i : \mathbb{R} \rightarrow\mathbb{R}$ and the vector $X=(x_1,...x_n)$ that minimizes : $\displaystyle{\sum_{i=1}^{n} ...
4
votes
1answer
491 views

Solution of Helmholtz-Equation where Phase is restricted by additional PDE

Hello! Let's say I have $(\partial_x^2 + \partial_y^2 + a)f(x,y)=0$ with $f(x,y) \in \mathbb{C}$, ($\lim_{x,y \to \infty} f(x,y)=0$). Now separate the Amplitude and Phase of the solution: ...
0
votes
0answers
97 views

numerical method (implicit) for nonlinear pde [on hold]

$\newcommand{\lbar}{\underline{\lambda}}$ I need a numerical method (implicit , backward difference or forward difference) for estimate $A$ in this nonlinear PDE: $$ A_t + \mu(\lambda -\lbar ) ...
2
votes
1answer
78 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 ...
-2
votes
0answers
35 views

A Function $ g[0,\infty) \mapsto [0,1)$ Sharply Changing on Both Ends [on hold]

I need a function $ g[0,\infty) \mapsto [0,1)$ that sharply decreases near 0 and sharply increases near 1. Preferably, it wouldn't be defined in a piecewise manner. Can anyone provide an example, ...
1
vote
1answer
154 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 ...
0
votes
0answers
29 views

Numerical analysis- Runge Kutta [closed]

i have: y'(x)= sin(y); y(0)=1 i need to calculate the function values with runge kutta. my problem is that i need to choose the h (=dx) such that the error will be in order of 0.0001. how i choose ...
1
vote
1answer
54 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 ...
4
votes
4answers
198 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 ...
0
votes
1answer
46 views

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

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 ...
1
vote
3answers
147 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} ...
0
votes
1answer
123 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
1answer
116 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 ...
2
votes
2answers
151 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 ...
1
vote
0answers
146 views

open problems in Numerical Analysis [closed]

There are plenty of open problems in Graph Theory, Number Theory, and Combinatorics, according to the Open Problem Garden: http://www.openproblemgarden.org/. Yet there are no open problems in ...
1
vote
1answer
61 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 $n$ ...
1
vote
2answers
757 views

What is the right citation for the power iteration method to find eigenvalues?

What is the right citation for the power iteration method to find eigenvalues, if I want to cite the method in a paper? I've seen some Google PageRank references in this context. But Brin and Page ...
8
votes
1answer
329 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 $\bar c_{-k} = c_k$, ...
3
votes
1answer
72 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 ...
7
votes
2answers
830 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
2answers
304 views

Integral Fredholm equation of the second type

There is an equation $$ w(x) = g(x)+\int\limits_0^M w(y)f(x-y)\,dy $$ where $f\geq 0$, $f\in C^\infty(\mathbb R\setminus\{c\})$ for some point $c$ and $\int\limits_{-\infty}^\infty f(t)\,dt\leq 1$. ...
1
vote
0answers
90 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 $t\rightarrow +\infty$, ...
1
vote
1answer
53 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 ...
8
votes
4answers
249 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 ...
4
votes
1answer
69 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 ...
4
votes
2answers
2k views

Computational complexity of calculating the nth root of a real number

Several sources state that the computational or time complexity of square rooting is the same as that of multiplication (or division). See for example: Jean-Michel Muller, "Elementary Functions: ...
2
votes
2answers
98 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,\; ...
1
vote
1answer
157 views

Dragilev method

What are the advantages and disadvantages of the Dragilev ( http://www.mathnet.ru/php/person.phtml?&personid=32359&option_lang=eng and ...
2
votes
0answers
118 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, ...
7
votes
1answer
221 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
1answer
106 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 ...
1
vote
1answer
91 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
0answers
196 views

Convergence rate of iterated nonlinear equations?

For $i=1, \dots, n$ ($n$ could be large) we have variables $x_i$ and $y_i$ relating to probability bounds s.t. $x_i, y_i \geq 0, x_i+y_i \leq 1 \; \forall i$. Each $i$ has a constant $\theta_i$, and ...
6
votes
3answers
1k views

Eigenvalues of non-symmetric matrix and its transpose

What more can be said about the eigenvalues (especially the spectrum) of the $N \times N$ matrix ${\bf M} = {\bf A} + {\bf A}^T$ in terms of $\bf A$ if $\bf A$ is not symmetric and its eigenvalues are ...
2
votes
0answers
123 views

A question on discrete numerical simulation on fluids mechanics

I read the paper "Stable, circulation-preseving simplicial fuids" by Elcott, et al: http://www.cs.jhu.edu/~misha/Fall09/Elcott07.pdf. It gives a structure preseving discretization of fluids. I have ...
4
votes
1answer
73 views

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
1answer
97 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 $g$, ...
6
votes
4answers
559 views

solving Lyapunov-like equation

The following matrix equation might be a Lyapunov-like equation, but it seems hard for me to develop a simpler way to solve it. From the computation effort, I need some help for solving the special ...
6
votes
1answer
128 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 $T(I_i)=[0,1]$. ...
0
votes
0answers
25 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^1( \mathbb{R} ^d ) $ ...
5
votes
2answers
371 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
0answers
43 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 $m=0,1,\dots, k$ ...
11
votes
13answers
3k views

Basic software libraries for numerical analysis using modern programming languages?

I'm looking for a software library with a scope similar to "numerical recipes", but implemented in a modern programming language. "Modern" in this context means to me: object oriented (not C or ...
3
votes
0answers
101 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
0answers
78 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
0answers
43 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 ...
3
votes
3answers
119 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 ...
0
votes
1answer
72 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 ...
1
vote
1answer
153 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 ...
-1
votes
1answer
80 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 ...