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Numerical algorithms for problems in analysis and algebra, scientific computation
2
votes
Accepted
Practical calculation of Canterbury approximants
This is an old source (it gives code in Fortran), but it might still serve your purpose:
Calculation of Canterbury approximants, Computer Physics Communications 10 (1975) 234.
A somewhat more recent s …
11
votes
Accepted
Is quadrature still considered part of numerical analysis?
Math journals that have recently published papers on "quadrature" include
Applied Numerical Mathematics
IMA Journal of Numerical
Analysis
Journal of Approximation Theory
Journal of Computational and …
3
votes
Accepted
Numerical methods for integral eigenvalue equation
To solve $\int d^3 y\, K(x,y,\lambda) f(y) = f(x)$ I would discretize the coordinates $x\mapsto x_n$, $y\mapsto y_m$, $K(x,y,\lambda)\mapsto K(x_n,y_m,\lambda)\equiv K_{nm}(\lambda)$ and solve the det …
8
votes
Accepted
Locating the maximum point $x_n$ of $f_n(x):=e^{-1/x}\Bigl(1+\frac{1}{n^2 x^n} \Bigr)$ in $(...
The maximum $x_n$ of
$$f_n(x):=e^{-1/x}\Bigl(1+\frac{1}{n^2 x^n} \Bigr)$$
is the smallest solution in $(0,1)$ of the equation
$$x=n x^n+\frac{1}{n}.$$
For $n\gg 1$ this gives $x_n\rightarrow 1/n$.
The …
4
votes
Pressure integrated by parts in finite element method
The two weak formulations of the Stokes equation,
$$\int_\Omega\bigl(\nabla\mathbf{v}\cdot\nabla\psi_i+\psi_i\nabla p \bigr) dV=0,$$
and
$$\int_\Omega\bigl(\nabla\mathbf{v}\cdot\nabla\psi_i-p \nabla\p …
13
votes
Accelerating convergence for some double sums
With Mathematica I can first sum the series over $\ell$ to get a closed-form expression in terms of polygamma functions,
$$Z(2,2)= \sum_{k,\ell \geq 0} \frac{2k+3}{\binom{k+2}{2}^2} \frac{2\ell+3}{(\ …
7
votes
Accepted
Reporting inconclusive experimental searches
An easy and reliable way to share code is via Zenodo --- works much like arXiv, you get a DOI, can update your files, and it's free. We use it regularly to document computer simulations in physics, I …
5
votes
How to numerically compute $x \ln x$ and related functions near $0$?
Since $\ln x = - \ln(1/x)$, to evaluate the logarithm near zero is equivalent to evaluating it for large argument. You can then use the result $$\ln y=\frac{\pi}{2a}\left(1+{\cal O}(y^{-2})\right),$$
…
3
votes
Accepted
Singular value decomposition of truncated discrete Fourier transform matrix
Let me insert a factor $N^{-1/2}$, so that the Fourier transform is unitary:
$$U_{mn}=N^{-1/2}e^{-2\pi i(m-1)(n-1)/N},\quad m,n=1,\ldots,N.$$
We truncate the $N\times N$ matrix $U$ to the $k\times k$ …
1
vote
Proof of Levinson-Durbin algorithm
See, for example, these lecture notes, or, for a more formal exposition, consult Levinson's Algorithm, Wold's Decomposition, and Spectral Estimation by A. Papoulis (1985).
1
vote
Probability finite precision random matrix has distinct eigenvalues
The probability $P(f)$ that the spacing $s$ of two eigenvalues of a random real symmetric matrix is smaller than the average spacing $\bar{s}$ by a fraction $f$ is given by
$$P(f)=1-e^{-\pi f^2/4},$$
…
40
votes
Accepted
How does Mathematica do symbolic integration?
An overview by one of the developers of Mathematica, focusing on definite integrals, is at Symbolic definite integration: methods and open issues.
Mathematica knows all the entries in Gradshteyn-Ryzhi …
3
votes
Deconvolution using the discrete Fourier transform
If you work in the frequency domain there is no need to zero-pad the data to achieve a minimum length. In the time domain the resulting signal will then be periodically extended beyond the boundaries. …
2
votes
Accepted
Quadrature methods for high-dimensional Gaussian integration
You may want to use a stochastic algorithm. Entry points to the literature (which is large) could be
A stochastic
algorithm for high-dimensional integrals over unbounded regions with
Gaussian weight …
23
votes
Accepted
Did human computers use floating-point arithmetics?
In the field of hydrodynamics the first calculation by a human computer was carried out around 1920 for a project to transform an open sea into a closed lake, with the aim to protect Holland from floo …