Numerical algorithms for problems in analysis and algebra, scientific computation

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4
votes
1answer
214 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 ...
0
votes
0answers
17 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 ...
-1
votes
0answers
24 views

Numerical Computation for Nonlinear PDEs [on hold]

I have encountered the following linear complementary problem, anyone knows how to solve that with details. V_t + a V_{yy} + b V_y- (c y V_{xy}+d V_x)^2/(2V_{xx})=0
0
votes
1answer
239 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 & & & & ...
1
vote
0answers
50 views

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

$X_{1} = (A, b)$, 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 ...
1
vote
0answers
63 views

Lipschitz-like behaviour of quartic polynomials [migrated]

I have observed the following phenomenon: Let the biquadratic $q(x)=x^4-Ax^2+B$ have four real roots and perturb it by a linear factor $p(x)=q(x)+mx$, so that $m$ not too large with respect to ...
2
votes
1answer
389 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 $1$?
-2
votes
0answers
56 views

Triangularize Matrix [closed]

i think almost everybody here know the Givens-Rotation. It is used to Zero elements in a Matrix. So, Givens-Rotation is defined as follows: ...
0
votes
1answer
43 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 ...
5
votes
1answer
565 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: ...
104
votes
2answers
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 ...
1
vote
0answers
39 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
1answer
160 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 ...
8
votes
8answers
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?
0
votes
1answer
75 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 ...
3
votes
2answers
268 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 = ...
15
votes
1answer
856 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 ...
2
votes
1answer
44 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 ...
0
votes
0answers
21 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 ...
3
votes
0answers
61 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, ...
1
vote
1answer
73 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 ...
7
votes
3answers
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
1answer
67 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 ...
3
votes
2answers
205 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 ...
2
votes
2answers
427 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
1answer
30 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
1answer
53 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 ...
4
votes
1answer
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
0answers
42 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 ...
1
vote
1answer
139 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 ...
4
votes
1answer
92 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
1answer
324 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 ...
5
votes
0answers
163 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 ...
2
votes
0answers
34 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 ...
30
votes
11answers
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 ...
8
votes
3answers
472 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 ...
9
votes
2answers
224 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 ...
2
votes
0answers
51 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} $ ...
0
votes
0answers
107 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 ...
4
votes
2answers
130 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 ...
1
vote
0answers
33 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 ...
4
votes
0answers
64 views

Numerical integration error bounds on the unit sphere

A sequence of points $x_1,x_2,\dots$ on the unit sphere $S^{D-1}$ is said to be uniformly distributed if \begin{align} \lim_{N \rightarrow \infty} \frac{1}{N} \sum_{j=1}^N f(x_j) = \int_{x \in ...
2
votes
1answer
109 views

Relation between Chebyshev Interpolation and Expansion

I am seeking connections between pointwise Lagrange interpolation (using Chebyshev-Gauss nodes) and generalized series approximation approach using Chebyshev polynomials. Pointwise Lagrange ...
0
votes
0answers
37 views

Global optimisation of the real part of impedance

I have the following global optimisation problem: $$ \underset{\omega}{\min}-c^{T}\left(\omega^{2}\mathbf{1}+A^{2}\right)^{-1}b $$ where $A$ is a $n \times n$ real matrix, $c$ and $d$ are ...
2
votes
1answer
92 views

The bubble function

In the finite element method and more precisely the MINI element method in two dimensions, they use a function called the "bubble function" which is related to a triangle K of the space meshing and is ...
0
votes
1answer
76 views

Upper bound for a ratio of modified Bessel functions

I am looking for an upper bound for the ratio of Bessel I functions $\dfrac{|I_\nu'(z)|}{|I_\nu(z)|}$ where $\nu$ is complex, and $z$ is a positive real number. Do you know any results about it? Thank ...
9
votes
1answer
219 views

What happens to continuous spectrum upon discretization?

Excuse me for a bit of an vague question, but I haven't been able to find a definite answer for this for quite some time. My question is regarding (mostly non-normal )linear operators and their ...
4
votes
5answers
379 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
3answers
258 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} ...