For questions that involve concrete approximations, such as finding an approximate value of a number with some precision. For questions that belong to the mathematical area of Approximation Theory, use (approximation-theory).

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2
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3answers
701 views

How to calculate the area of bizarre shapes

I'm looking for an algorithm to calculate the area of various shapes (created out of basic shapes such as circles, rectangles, etc...). There are various possibilities such as the area of 2 circles, 1 ...
2
votes
2answers
310 views

Triple Recursion Relation Coefficients

I am reading Atkinson's "An Introduction to Numerical Analysis" and I am trying to understand how a certain equation was reached. It is called the "Triple Recursion Relation" for an orthogonal family ...
2
votes
1answer
267 views

Solving an integral with Laplace method

I'm trying to approximate the sum $$\sum_{\alpha=1}^{\mu} \Big(1-\frac{(\alpha(2 \mu-\alpha))^2 \gamma_1 \gamma_2}{2n^2 \mu^4}\Big)^{\frac{\lambda}{2}}$$ with an integral ...
1
vote
1answer
45 views

Least absolute deviation for item prices

How would I calculate the values of $A,B,C$ using least absolute deviation? $R = 1$ $2A + B$ = $C + R$. $B + C$ = $5A$. $A + C + 2R$ = $B + 4R$. $A + B + C$ = $6.33R$. Using least squares ...
1
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2answers
38 views

Least Squares approximation for item prices

Let's say that $A$, $B$, $C$ are different items with different values. $R$ is a unit of currency, for simplicity I'll let it be $1$. Traders frequently trade these items on an open market. Price is ...
1
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1answer
88 views

Meaning of $\sim$?

I often read $f(x) \sim g(x)$ and I wonder what the Standard Interpretation of this $\sim$ is. It seems to mean something like asymptotically equally distributed, something like $f(x)=g(x)(1+o(1))$. ...
1
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2answers
52 views

Poisson approximation to binomial distribution: $f(x)\geq g(x)$ or $f(x) \leq g(x)$

We have a random variable $X$ which has a Binomial Distribution Bin(n,p) and a random variable $Y$ which has a Poisson Distribution Poisson(np). We are interested in $$f(x):=Pr[X \geq x].$$ For ...
1
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1answer
38 views

Why does the asymptotic equation of the modified Bessel of the second kind (Iv) have an imaginary part?

This is a follow up to this question. How does one arrive at the asymptotic expressions for the bessel functions? After looking at: G. N. Watson, "A Treatise on the Theory of Bessel Functions", 2nd ...
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2answers
90 views

How does one arrive at the asymptotic expressions for the bessel functions?

It is known that Bessel functions for large arguments will behave as exp or cos/sin however I was wondering how does one arrive at those results. The motivation being that I would like to use these ...
1
vote
0answers
343 views

Simpson's Rule derived from Trapezoidal Rule

I was just wondering if I could have some assistance in regards to the Trapezoidal Rule and Simpson's Rule. I have a question where it asks to generalize the Trapezoidal Rule to the case of ...
1
vote
1answer
287 views

Ei[x] Approximation

I'm working with the function $F(x)=e^{-k(x+1)}\int_1^x\frac{N^2}{t(N-t)}e^{kt}dt$. Breaking it down into into single fractions helps a little, yielding: $F(x)=Ne^{-k(x+1)} \int_1^x [\frac{1}{t} ...
1
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2answers
212 views

Continued Fractions Approximation

I have come across continued fractions approximation but I am unsure what the steps are. For example How would you express the following rational function in continued-fraction form: $${x^2+3x+2 ...
1
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1answer
169 views

Quadratic approximation of a cost function with a Taylor expansion

See also http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-832-underactuated-robotics-spring-2009/readings/MIT6_832s09_read_ch12.pdf, page 92. Given an instantaneous cost ...
1
vote
2answers
160 views

approximation formula for the integral

Get an approximation formula for the following integral: $$ \sum_{k=1}^n \left( \frac{1}{35} \right)^{k-1}\int_0^{\frac{\pi}{2}}\cos^{2(n-k)+1}(y) \cdot \sin^{2(k-1)}(y) \, dy $$
1
vote
1answer
740 views

Approximate the integral $\int_0^1 \sin(x^2) dx$

I'd like to ask if someone can please give me a little push with this assignment: Approximate the value of the integral $\int_0^1 \sin(x^2) dx$ using only $\mathbb{N}$ numbers and basic operations ...
1
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3answers
1k views

efficient and accurate approximation of error function

I am looking for the numerical approximation of error function, which must be efficient and accurate. Thanks in advance $$\mathrm{erf}(z)=\frac2{\sqrt\pi}\int_0^z e^{-t^2} \,\mathrm dt$$
0
votes
1answer
58 views

Can we prove the Riemann-Lebesgue lemma by using the Weierstrass approximation theorem?

I'd like to prove the following version of the Riemann-Lebesgue lemma: Let $f: [0,1] \to \mathbb R$ be continuous. Then $$\int_0^1 f(x)\sin(nx) \, dx \xrightarrow{n \to \infty} 0$$ It's quite ...
0
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1answer
45 views

Uniform convergence and relative error?

I never took a class where uniform convergence was introduced, so I only know the Definition and not much more about it. I have an Approximation of some sequence of functions $f_n$ by some function ...
0
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0answers
28 views

Applications of low-rank matrix approximation

There was a similar question here Use of low rank approximation of a matrix that has unfortunately remained unanswered. Although being along the same lines, my question will be formulated in a little ...
0
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1answer
69 views

Maximum likelihood estimators

I have $X_1,X_2,\dots,X_n$ as random samples from a binomial distribution, with probability function: $$p_X(x) = Pr(X=x) = {m \choose{n}}\alpha^x(1-\alpha)^{m-x},x=0,1,2,\dots,m$$ where $m$ is given ...
0
votes
1answer
41 views

Show that the approximation to $f$'($x_0$) has discretization error $O$($h^2$)

We Define 3 grid points $x_{-1}$, $x_0$, $x_1$ with $x_{-1}=x_0-h$ and $x_{1} = x_0 + h$ with $h$ > 0. Given a smooth function f, show that the approximation to $f'(x_0)$ given by the centered ...
0
votes
2answers
60 views

How do you answer these questions regarding the Taylor series method?

(a) Approximate $f'(x_0)$ and $f''(x_0)$ using the values $x_0-h$, $x_0$ and $x_0 + \alpha h$ $(0 < \alpha)$ by applying the Taylor series method. (b) Assuming $f(x)\in C^3$, evaluate the ...
0
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3answers
84 views

Where did the linear approximation/linearization formula come from?

Where did the linear approximation/linearization formula come from? I understand that it takes root in the point-slope form and slope intercept form of a linear equation, but I don't understand where ...
0
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1answer
106 views

Proximal functions

I am a little bit new to proximal functions and I am currently stuck with the following problems How would I derive the prox function for the regularizer (h(x) function) : $\alpha\sum_{k+} $ and for ...
0
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1answer
549 views

Normal approximation to the log-normal distribution

Intuitively, it seems that a lognormal distribution with a tiny $\sigma/\mu$ ratio might look quite a bit like a normal distribution. Can this be formalized in any way (e.g., by stating upper bounds ...
0
votes
1answer
40 views

a question on decreasing sequence of subspaces II

This is related to this question see here Let $V= \mathbb{Q}^{\mathbb{Z}}$, considered as an infinite dimensional linear space over $\mathbb{Q}$. And assume $W=\mathbb{Q}^F$ is a finite dimensional ...
0
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1answer
112 views

Approximation for expected number of distinct values

When I draw n evenly distributed integer random numbers from an range of [0,m], what is the expected number of distinct values? I am aware of this answer, but is look expensive to compute. Is there ...
0
votes
3answers
557 views

Approximating the integral $\int_0^{0.1} \sqrt{1-1/2\sin^2(t)} dt$

How would I go about evaluating $I = \int_0^{0.1} \sqrt{1-1/2\sin^2(t)} dt$ to four decimal accuracy?
0
votes
1answer
229 views

Soundwaves under the water

I've got the following problem that is taken from the numerical analysis book by Kahaner-Moler-Nash (P8-15): The speed of sound in ocean water depends on pressure, temperature and salinity, all ...
0
votes
1answer
241 views

Approximate solution for an exponential equation

Trying to solve this question: Probability of ball ownership I got at an expression for the solution, P: $$\frac{P}{M} = (1 - \frac{1}{M+N})^{N(1-\frac{P}{M})+M}$$ Where M, N are parameters. The ...