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Numerical algorithms for problems in analysis and algebra, scientific computation

1 vote

FEM based solution to parabolic problem

I know you asked about FE methods, but even simple finite difference methods can deal with this singularity reasonably well. Here is a solution of a 1D problem computed with a 3-point centered differ …
David Ketcheson's user avatar
5 votes
Accepted

Euler method (and others) for unbounded intervals

Regarding 1 and 2: Perhaps the main reason for considering only bounded intervals is that numerical analysts are interested in provably (pointwise) convergent schemes. At least for traditional method …
David Ketcheson's user avatar
1 vote
Accepted

What is the minimum number of stages $s$ required for a Runge-Kutta type numerical method of...

For implicit methods, you can achieve order $2s$ with $s$ stages. Note that this result is the same if one considers the simpler problem of numerical integration (quadrature). Update as of 2024: a 16 …
David Ketcheson's user avatar
1 vote

Finite difference for a highly nonlinear equation - The wind within the forest

As noted already in the comments, your boundary conditions seem off. Note that generically for a second-order BVP one expects to impose only two boundary conditions; you have 4. Once you’re sure you …
David Ketcheson's user avatar
1 vote
Accepted

Lagrangian interpolation at Chebyshev points - estimate on coefficients in monomic basis

A bound of the kind you're looking for is not possible, and it doesn't even matter what interpolation points you use (much less which particular polynomial basis you choose to work with, since that ha …
David Ketcheson's user avatar
4 votes

Books and resources on PDEs that use Mathematica and Matlab

For numerical analysis, I can recommend: Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems by R. J. LeVeque. Spectral methods with M …
David Ketcheson's user avatar
4 votes
Accepted

Benchmark Systems for ODE Solvers - Reference Request

There is a whole subfield of applied mathematics devoted to developing ODE solvers and understanding their properties. Consequently, there are thousands of relevant papers, and not much more can be s …
David Ketcheson's user avatar
2 votes
Accepted

Lower bounds for finite difference formulas

I believe you are asking the following: What is the minimum number of evaluations of $f$ required to approximate $f^{(k)}$ to order of accuracy $p$? In fact, this is a homework problem I often g …
David Ketcheson's user avatar
2 votes
Accepted

root solving without analytic derivative

Obviously, within the realm of piecewise-smooth functions one can find examples where any derivative-based approach fails. I believe you're looking for the term "derivative free optimization". He …
David Ketcheson's user avatar
2 votes

Interpolation by rational functions reference

For a recent reference that includes efficient computational techniques developed in the last few years, see Chapters 26-27 of L. N. Trefethen's Approximation Theory and Approximation Practice. You c …
David Ketcheson's user avatar
2 votes

Frozen coefficient method (von Neumann stability analysis)

I believe the intended reference regarding parabolic PDEs is: Fritz, John. On integration of parabolic equations by difference methods: I. Linear and quasi-linear equations for the infinite inter …
David Ketcheson's user avatar
2 votes

Solving a simple Schrödinger equation with Fast Fourier Transforms

If I understand correctly, what you're doing amounts to: Starting with initial data $\psi(x,0)$ that is represented as a truncated Fourier series. Computing the exact (up to roundoff errors) time ev …
David Ketcheson's user avatar
5 votes

Difference stencils approximating Laplacian

You have assumed an equidistant grid in one dimension, but the answer below can be formulated (and is true) for general grids in any number of dimensions. You also haven't specified the boundary cond …
David Ketcheson's user avatar
9 votes

Current Research in Numeric Mathematics

Most of the problems to which mathematics is applied nowadays cannot be solved symbolically; think of flow in an oil reservoir or air flow past a vehicle. These problems are modelled by complicated s …
7 votes

Computing Gauss Legendre quadrature for large $N$

To add to Fredrik Johansson's answer: A nice history of algorithms for computing Gauss quadrature rules can be found in this SIAM News article by Alex Townsend. Therein, it is stated that the "final …
David Ketcheson's user avatar

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