Numerical algorithms for problems in analysis and algebra, scientific computation

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61 views

### Closed form answer to a naive integral [on hold]

Let a and b be positive real numbers. How to find a closed form answer to the integral
$$\int_0^t \left(-a t + \big(1+ \dfrac{2bt}{3}\big)^{-3/2}\right)^{5/3} dt$$
If it is not possible to find a ...

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**2**answers

243 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 ...

**3**

votes

**0**answers

74 views

### Compensated compactness for system of conservation laws?

As far as I knew, the method of compensated compactness can be used only for one-dimensional scalar and $2\times 2$ systems of conservation laws, i.e. $u_t+f(u)_x=0$. But if I understood correctly ...

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**2**answers

865 views

### Computation of a Drazin inverse

I need to compute the Drazin inverse $A^D$ of a singular M-matrix $A$, i.e., a matrix in the form $A=\lambda I -P$, where $P$ has nonnegative entries and $\lambda$ is the spectral radius (Perron ...

**0**

votes

**1**answer

245 views

### Comparing iterative methods for linear systems

For a tridiagonal matrix of the from
\begin{bmatrix}
a & -b & \newline
-b & a & -b \newline
& \ddots & \ddots & \ddots \newline
& & & & ...

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**1**answer

186 views

### Discretizing a cosine function?

I'd like to start by noting that for some fixed natural $N$ basis functions for my system will be generated by $f(k,x)$ as defined and explained here or in numerous other sources:
$$f(k,x) = \sqrt2 ...

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**3**answers

3k views

### measure of quality of curve fit

I am interested in a measure for the quality of fit to a curve which would distinguish the two cases shown in the following image (without addressing the fact that incidentally the right one has more ...

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24 views

### The Condition Number of a Scaled Vandermonde

Let $V(x_1,..,x_n)$ be the Vandermonde induced by $x_1,..,x_n$ and
Let $\tilde{V} = V(\frac{x_1}{h},...,\frac{x_n}{h})$.
My intuition says that the condition number should be invariant to such ...

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**0**answers

36 views

### Level Set Advection with Extension Velocity

We're studying the following system of PDEs for a scalar function $F(x, t)$ with $x \in \mathbb{R}^3$ and $t \in \mathbb{R}$. The function $F(\cdot, t)$ is a level set function for a time-dependent ...

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**1**answer

577 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:
...

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votes

**1**answer

102 views

### Solving a nonlinear PDE numerically

I want to solve numerically the following PDE:
$$ u_x + u_t - (u_{xt})^2 = u(x,t) $$
The boundary conditions are no concern of mine, pick the ones that work.
So which numerical method will work for ...

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votes

**2**answers

116 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 ...

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**1**answer

123 views

### Solving over-determined system of polynomials

I am trying to solve the following over determined system of polynomials
\begin{align}
& p_1(x_1,x_2,\ldots,x_n)=0, \\
& p_2(x_1,x_2,\ldots,x_n)=0, \\
& \vdots \\
& p_m(x_1,x_2, ...

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**0**answers

85 views

### What am I missing in this highly oscillatory integral? [closed]

I want to numerically integrate this equation (in python):
$\int_{0}^{\infty}{\rm d}k f(k) J_v(r k)J_v(s k) $,
where f(k) is a non-smooth function, and $J_v$ are the Bessel function of the fist ...

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**1**answer

119 views

### Are piecewise linear functions dense in $W^{1,\infty}$?

Are piecewise linear functions dense in $W^{1,\infty}$ ?

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**1**answer

231 views

### Can I find the gap between the two least eigenvalues of this special matrix A(t)?

I am interested in finding the gap between the two least eigenvalues of $A(t)$, a Hermitian $N\times N$ sparse matrix whose diagonal elements are $a_it+b_i\,(1\leq i\leq N)$, and all off-diagonal ...

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**0**answers

30 views

### Time-stepping numerical scheme for the advection dispersion equation

I am facing a simple (at first glance) problem. I need to implement a numerical scheme for the solution of the first order wave propagation equation with chromatic dispersion included. My original ...

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**0**answers

67 views

### How to calculate $det(X^TX)$ efficiently, update one column of X each time [closed]

$X_{1} = (A, b)$, where $X_{1}$ is a $n\times p$ matrix, $A$ is a $n\times (p-1)$ and $b$ is $n\times1$.
First calculate $\det(X_{1}^T X_{1})$, then update $b$ with $c$, st. $X_{2} = (A, c)$ and ...

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**1**answer

420 views

### What is the rate of convergence? [closed]

How quickly does the series defined by $$x_0 = 0, \ x_{n+1} = \frac{x_n^2+1}{2}$$ converge to $1$?

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votes

**1**answer

45 views

### Finding t vlaue in Bezier curve [closed]

According to this question, I'm looking for some method to find the t value in Quadratic bezier curve equation:
$$
B(t)=P_0+t(1-t)P_1+t^2P_2 \space \space where \space 0 ≤ t ≤ 1
$$
In this ...

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**2**answers

10k views

### What are the shapes of rational functions?

I would like to understand and compute the shapes of rational functions, that is, holomorphic maps of the Riemann sphere to itself, or equivalently, ratios of two polynomials, up to Moebius ...

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46 views

### Monotonic convergence of Newton's method for boundary value problems

I’m interested in solving nonlinear elliptic boundary value problems of the type
$$
-a\Delta u + f(u) = 0,
$$
$$
u|_\Gamma = u_0
$$
by Newton’s method when its convergence is global and monotonic.
...

**2**

votes

**1**answer

171 views

### Divergence of the Lagrange interpolation on the Chebyshev nodes

Faber theorem states that for every $\lbrace x_k^{(n)} \rbrace$ there exists a continuous $f$ function such that $\| f - L_n \|_{\infty} \not\rightarrow 0$, where $L_n$ is interpolation polynomial on ...

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**8**answers

3k views

### Any good books on numerical methods for ordinary differential equations?

I need to find some masters-level exercises about numerical methods for solving ODEs. Are there any good references?

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**2**answers

274 views

### Analytic Solution to SDEs

Are there any example of SDEs with constant diffusion terms, other than the Ornstein Uhlenbeck process, which have exact solutions? I'm thinking of something of the form:
\begin{equation}
dX_t = ...

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votes

**1**answer

883 views

### Why is there a $\sqrt{5}$ in Hurwitz's Theorem?

Hurwitz's theorem is an extension of Minkowski's Theorem and deals with rational approximations to irrational numbers. The theorem states:
For every irrational number $\alpha$, there are infinitely ...

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votes

**1**answer

52 views

### Fixed point iteration on symmetric biconvex function

Suppose $X\subseteq\mathbb{R}^n$ is a convex set and that a function $g(x,y):X\times X\rightarrow\mathbb{R}_+$ is smooth, "strictly biconvex" (strictly convex in $x$ and $y$ independently but not ...

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22 views

### Weighted Perturbation Bound for Polar Decomposition

Setup: Let $X\in\mathbb{R}^{n\times r}$ be a matrix with orthogonal columns, with $\Sigma = X^TX$, and assume that $\Sigma$ is invertible (note, $\Sigma$ is not necessarily the identity).
Suppose we ...

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66 views

### Determining Nullspace Basis such that only one column is deleted or added as row is added or deleted, and remaining columns of basis stay the same

I would like to compute, in MATLAB, the basis Z for the nullspace of an m by n matrix A, such that if one row of A is added (resulting in A_a), the basis for A_a is n-m-1 of the n-m columns of Z, ...

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**1**answer

76 views

### Convergence of sequence of polynomials defined by boundary conditions

I'm sorry if my question sounds trivial, but analysis is not my field.
Consider the interval $[a,b]\subset \mathbb{R}$. On $[a,b]$, for every $n\in\mathbb{N}$, $n\ge 3$, I define the polynomials ...

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**3**answers

1k views

### Algorithm for the smallest (algebraic) eigenvalues of a symmetric (sparse) matrix

Hi,
I'm looking for a way to get the negative eigenspace of a large (sparse) symmetric matrix. This matrix is basically a discretized version of the operator $-\Delta + V$, $V$ negative, on some ...

**2**

votes

**1**answer

76 views

### Numerical solution of singular ODE

Consider the singular ODE
$y''+\frac{y'}{r}+p(r)y=0 \ \ with \ \ y(0)=1 \ \ and \ \ y'(0)=0$.
Theoretically such solution exists and is unique if $p$ is nice. Is there a method to numerically ...

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votes

**2**answers

214 views

### Monte Carlo integration of Gaussian integrals

I was doing a physical problem, and then it comes to this Gaussian integral. The dimension of the integral is very large (dimension = 300~600), and it is difficult to find the maximum of the ...

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**2**answers

439 views

### Who is currently researching topics concerning applying algebraic topology and/or differential geometry to numerical methods? [closed]

I am interested in pursuing a PhD in mathematics from a top ranked university with a faculty member researching something akin to the following description: applications of algebraic topology and/or ...

**0**

votes

**1**answer

36 views

### Solving sparse linear least squares or a positive definite 5-band matrix system fast

I want to quickly solve linear least squares problem for $x \in \mathbb{R}^n$
$$min_x \left\| A x - b \right\|_2^2$$
with a special sparse structure where each row in $A$ has only up to 4 ...

**0**

votes

**1**answer

56 views

### Finding the distribution of a random variable numerically with sample data? [closed]

Just a thought that I had recently. Suppose given discrete data points for a random variable, could one numerically generate the probability function values at these discrete values? I tried looking ...

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votes

**1**answer

164 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 ...

**2**

votes

**0**answers

49 views

### Scale vector in scaled pivoting (numerical methods)

I'm teaching students about several numeric methods, including scaled pivoting. There's a small section in this subject that I could never find a clear explanation to, either as intuition, or a more ...

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**1**answer

142 views

### Using Jacobi fields to approximate parallel transport along geodesic:is the following limit true?

I apologize if this is not a research level question (already tried asking http://math.stackexchange.com/questions/1303288/relation-between-parallel-transport-and-jacobi-field-iion stack exchange with ...

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**1**answer

95 views

### Numerical equality testing

I am working on developing an online homework system.
One thing I would like to have is something which compares a student's answer (like $2\sin(x)\cos(x)$) with the intended answer (maybe ...

**2**

votes

**1**answer

327 views

### How to find representatives of $SL(2,\mathbb{R})/SL(2, \mathbb{Z})$

While reading about the Teichmuller flow, I am reading about the space of lattices $SL(2,\mathbb{R})/SL(2, \mathbb{Z})$.
I could not a find a good way of computing the Teichmuller flow on this ...

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**0**answers

168 views

### Degree of Chebyshev polynomial necessary

In general, given $0<a<1$, I want to find a polynomial $f(x)\in\Bbb R[x]$ such that $f(x)\in[1-\frac{a}2,1+\frac{a}2]$ at every $x\in[1-a,1+a]$ and $f(0)=0$. What is minimum degree that is ...

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43 views

### Finding an explicit constant in finite element error estimates

Background: In a finite element approximation to the solution of a linear PDEs, estimates on the order of convergence of the approximation to the solution rely on a theorem of Bramble and Hilbert ...

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**11**answers

6k views

### “Must read” papers in numerical analysis

In 1993, Prof. L.N. Trefethen published a NA-net posting with a list of thirteen paper he used for teaching the seminar Classic Papers in Numerical Analysis.
In Trefethen's words, ... this course ...

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**3**answers

481 views

### Degree necessary of a polynomial?

Given $-1<a<b<0$, I want to find a polynomial $f(x)\in\Bbb R[x]$ such that $f(x)\in[a,b]$ at every $x\in[b^2,a^2]$ and $f(0)=0$. What is minimum degree that is needed and maximum degree that ...

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**2**answers

235 views

### Computing Gauss Legendre Quadrature for Large N

I've been scanning across the web, and haven't found a good method to compute the Gauss Legendre abscisas and weights $\{ x_j, w^j \} _j$ for large N. My question is how to do it, and why should it ...

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53 views

### Compute the smoothing of functions

Given a function $g:R^d\rightarrow R$, which is not necessarily continuous, I want to compute the "smoothing" of $g$, i.e.,
$G(\vec{y})=\int_{R^n} g(\vec{x}) f_{\vec{y}, \sigma}(\vec{x}) d\vec{x} $
...

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109 views

### Generalized arithmetic progressions contained in Bohr sets

Recall that generalized arithmetic progression of dimension $d$ is by definition a set of the form $P = P_1+\dots+P_d$, where $P_j = \{lp_j\ \mid \ |l|\leq l_j\}\subset \mathbb Z$ is an ordinary ...

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votes

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131 views

### Accuracy of the formulas for angles between almost colinear vectors

Assume $x$ and $y$ are two vectors in $\mathbb{R}^3$ and we want to compute the acute angle $\alpha\in(0,\pi/2]$ between these two (noncolinear) vectors. There are (at least) two possibilities:
In ...

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36 views

### LU growth factor applied to LDL of a Positive Semidefinite matrix [closed]

For a Positive Semidefinite matrix $A$, which we can decompose through $LDL$ decomposition as follows: $A=LDL^\text{T}$; how can we prove that for a decomposition $A=LU=L(DL^\text{T})$, the growth ...