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Numerical algorithms for problems in analysis and algebra, scientific computation
14
votes
2
answers
2k
views
Rigorous numerical integration
I need to evaluate some (one-variable) integrals that neither SAGE nor Mathematica can do symbolically. As far as I can tell, I have two options:
(a) Use GSL (via SAGE), Maxima or Mathematica to do n …
16
votes
2
answers
795
views
Numerical integration using interval arithmetic, nowadays
This is an update to my question Rigorous numerical integration from three years ago.
Is there now a package for rigorous numerical integration that uses interval arithmetic and has access to a well- …
7
votes
2
answers
372
views
Rigorous numerics for maxima and minima (one variable)
Let $f:\mathbb{R}_0^+\to \mathbb{R}$ be defined by some combination of the four basic operations and square roots. (The argument of square-roots is assumed is to be non-negative, and the value of squa …
5
votes
0
answers
497
views
Parabolic cylinder functions - explicit estimates?
I need estimates for the parabolic cylinder functions $U(a,z)$ (first studied by Whittaker).
Most work in the literature focuses on $a$ real. As it happens, I am interested in $U(a,z)$ on a strip in …
6
votes
0
answers
197
views
Where to cut off a double sum?
I have to compute a double infinite sum to within a given accuracy $\epsilon$. Let us say the sum is of the form
$$\sum_{m\geq 1} \sum_{n\geq 1} \frac{a_{m,n}}{m^2 n^2 \max(m,n)},$$
where $|a_{m,n}|\l …