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Numerical algorithms for problems in analysis and algebra, scientific computation

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 …
Carlo Beenakker's user avatar
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 …
Carlo Beenakker's user avatar
18 votes
Accepted

Who introduced the notion of "stability" in numerical analysis?

John von Neumann is credited as having pioneered the stability analysis of finite difference schemes. Crank and Nicholson [1] acknowledge Von Neumann when they demonstrate the stability of their schem …
Carlo Beenakker's user avatar
17 votes
Accepted

Who is Petrov of the Petrov-Galerkin method?

The Petrov you are looking for is: Georgii Ivanovich Petrov (1912-1987), biographies are here and here and here. I quote from the third biography: G.I. Petrov was a prominent Russian scientist in …
Carlo Beenakker's user avatar
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}{(\ …
Carlo Beenakker's user avatar
13 votes

"Wild" solutions of the heat equation: how to graph them?

Eq. 1.1 of this 1994 paper gives an explicit example in the form of a series expansion that seems tractable for numerical approximation. At least, I had no difficulty plotting a few terms of the serie …
Carlo Beenakker's user avatar
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 …
Carlo Beenakker's user avatar
8 votes
Accepted

Algorithm to produce random number with a gamma distribution

The difficulty mentioned in Wikipedia refers to gamma distributions with small shape parameter; this has been addressed in arXiv:1302.1884: The gamma distribution with small shape parameter can be …
Carlo Beenakker's user avatar
8 votes
Accepted

Stability of root-finding near the unit circle

The issue is explained nicely in Six Myths of Polynomial Interpolation and Quadrature. It is not a stability problem of polynomial root finding, but a problem of finding the proper representation of t …
Carlo Beenakker's user avatar
8 votes

On mathematical studies of the Mpemba effect

Since this question is still open, I take the liberty of pointing to a recent survey of the status of the Mpemba effect, Pathological Water Science -- Four Examples and What They Have in Common, which …
Carlo Beenakker's user avatar
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 …
Carlo Beenakker's user avatar
7 votes
Accepted

What is an extragradient method?

This is the key reference: G.M. Korpelevich, "The extragradient method for finding saddle points and other problems." Ekonomika i Matematicheskie Metody 12 (1976): 747-756. I have not found this arti …
Carlo Beenakker's user avatar
7 votes

A numerical calculation for an integral

Nemo's representation of $F(\eta)$ in terms of a hypergeometric function can be evaluated without difficulty for large $\eta$: $$F(\eta)=\frac{\sqrt{3} {\eta}^2 \Gamma \left(\frac{2}{3}\right) \; _1F_ …
Carlo Beenakker's user avatar
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 …
Carlo Beenakker's user avatar
6 votes

Chudnovsky algorithm and Pi precision

[I'm following up on my comment, in response to Wojowu's query:] The number of digits $d$ of $1/\pi=\sum_{k=0}^\infty c_k$ produced per iteration by the Chudnovsky algorithm, which has a linear conve …
Carlo Beenakker's user avatar

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