Questions on numerical analysis/numerical methods; methods for approximately solving various problems that often do not admit exact solutions.

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2
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2answers
22 views

Finite difference method

I wanted to ask something regarding the finite difference approximation. I used the finite difference to calculate the numerical derivatives of my function. The finite difference is given by the ...
0
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0answers
15 views

QR Algorithm without Shifts (Trefethen and Bau)

A real symmetric matrix $A$ has eigenvalue 1 of multiplicity 8, while all the rest of the eigenvalues are $\leq 0.1$ in absolute value. Describe an algorithm for finding an orthonormal basis of the ...
0
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0answers
29 views

Lyapunov function

How to do this problem? Find a Lyapunov function for $(0,0)$ in the system: $$x˙=3xy^2−11x^2$$ $$y˙=11x^3−4y^3$$ I know there is no formula for finding Lyapunov functions for a system, so how do I ...
0
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0answers
19 views

Distributed Newton methods for large scale problems

I am keen to know about the literature landscape for distributed convex optimization methods which use second order information like the Newton step. This is as such a less evolved area compared to ...
0
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0answers
6 views

Numerical Optimization non concave function

Supposed I have a function $f:R^{m\times n} \rightarrow R$ that is not concave. Suppose that for each $x \ in R^m$, the function $f(x,\cdot)$ is strictly concave. When optimizing $f$ over $R^{m\times ...
2
votes
1answer
23 views

Relating convergence theorem for Newton-Raphson method to Newton fractal

I have created a Newton fractal (below) using the Newton-Raphson method to find the five solutions of f = (z^5-1) The convergence theorem of Newtons method say ...
1
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0answers
22 views

A-stability of Runge-Kutta methods

I am studying Runge-Kutta methods, but I can't understand why explicit Runge-Kutta methods are not A-stable. Someone can explain it to me?
0
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0answers
6 views

Higher order numerical PDE schemes near boundaries, implementation in MATLAB

Followup to my previous question. The first order scheme proved unstable for my pde: $$f_t + A y f_x - B x f_y =0$$ So I'm looking to implement a higher order scheme (using these tables). I was ...
1
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0answers
7 views

Estimate accuracy of inaccurate fast function having exact values of slow one

Let’s say we have functions $F$ and $H$ to calculate a series $S$ of integers and that: $S_{i} = H(x_{i}) = F(x_{i}) + e_{i}$ Being $e_{i}$ the error of $F(x_{i})$ to estimate $S_{i}$ The problem ...
0
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2answers
48 views

Looking for numerical methods for finding roots of convex vector function ${\bf f}({\bf x})={\bf 0}$

Consider the function ${\bf f}:\mathbb{R}^n\to\mathbb{R}^m$ defined as ${\bf f} = (f_1,f_2,\ldots,f_m)$ where each $f_i:\mathbb{R}^n\to\mathbb{R}$ is twice-continuously differentiable convex in ${\bf ...
1
vote
1answer
26 views

Understanding what exactly an upper bound on an error is in numerical analysis

I think the hardest part of numerical analysis for me is understand what constitutes an "upper bound", and this has caused me alot of strife because often times my answer differs from the book, but ...
1
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0answers
36 views

calculate the second derivative using `ode45`

I have a second order differential equation. I am using ode45 to solve the problem. ode45 converts the equations to the first ...
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0answers
15 views

Derivation of the Duckworth-Lewis method G50 table

I have got a question about the way the Duckworth-Lewis method G50 table is derived. The table is the following: So, how are the percentages inside the table calculated? Thanks!
0
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0answers
15 views

What does instability mean and examples, boundary condition

The Upwind-Scheme for the numerical solution of first order PDE's (homogenous case) of the form $u_t + cu_x = 0$ is given by $$ u_j^{n+1} = \left\{ \begin{array}{ll} u_j^n - \frac{c\Delta t}{\Delta ...
0
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0answers
21 views

Best way to fit an equation for the given graph

I have 450 pair $(x,y)$ of data. The plot is like this: I need to fit an equation: $y=f(x)$ for the given data, and to find out values of $y$ when $x=500$. Now, my question is: What kind of ...
3
votes
2answers
38 views

Algorithm to solve the system $\sum_{i=1}^nx_i^k = k!c_k$, $k=1,2,\ldots,n$ efficiently

$$ x_1 + x_2 + \cdots +x_n = c_1 $$ $$ \frac{x_1^2}{2} + \frac{x_2^2}{2} + \cdots +\frac{x_n^2}{2} = c_2 $$ $$ \vdots $$ $$ \frac{x_1^n}{n!} + \frac{x_2^n}{n!} + \cdots +\frac{x_n^n}{n!} = c_n $$ ...
0
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0answers
14 views

Interpolation in infinitely many points

If we have function $s$ for which there is $n_0 \in \mathbb{Z}$, such that for every $n_0 \leq n \in \mathbb{Z}$ : $s(n+1) - s(n) = p(n)$ where $p$ is fixed polynomial of degree $\leq k$. Is there a ...
-3
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0answers
23 views

Divided difference [on hold]

$[1, 3, ... 101; x^{52}]$ - divided difference of the function $X^{52}$ on the points 1, 3 ... 101 I reach the point where it equals $S_1^2 - S_2$ where $S_1$ and $S_2$ are Vieta's polynomials. ...
2
votes
1answer
25 views

A question on a error bound with trigonometric functions

I have a link to a paper on a solution below http://math.berkeley.edu/~zworski/128/psol07.pdf This is related to my other question on the same problem. For problem 7, the author achieves a second ...
0
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2answers
32 views

Notation laplace operator squared $\Delta^2$

I have the following expression (in a numerical context) $$\Delta_h u(x) = \Delta u(x) + \frac{h^2}{12} \Delta^2 u(x) + O(h^4)$$ The $\Delta$ is the Laplace operator so $\Delta u = u_{xx}+u_{yy}$. ...
0
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1answer
20 views

Confusion about trigonometric error bounds in numerical analysis

I have a link to a paper on a solution below http://math.berkeley.edu/~zworski/128/psol07.pdf For problem 7, the author of the paper does something like so: $$f''(\xi) = -5e^{2\xi}sin3\xi + ...
1
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0answers
54 views

Magnus series expansion

In the theory of the Magnus series expansion, it can be found that $$ \Omega(t) = \int_0^t A(\tau)d\tau - \frac{1}{2}\int_0^t \left[ \int_0^\tau A(\sigma)d\sigma, A(\tau) \right]d\tau + ...
0
votes
1answer
11 views

Composition of two functions in normed spaces

Let $\Omega_1, \Omega_2 \subset \mathbb{R^n}$ be bounded. The mapping $ F: \Omega_1 \rightarrow \Omega_2 $ shall be bijective, continuously differentiable and such that $||DF(x)||$ and ...
0
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1answer
32 views

Quadrature obtained from Simpson's rule, and its order of error

Express $Q$ as a weighted combination of the five function values $f(a)$ through $f(e)$ and establish that its order is six. (See section 6.2.) This is from Numerical Methods by Moler, ...
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2answers
41 views

Help with Runge-Kutta method for solving systems of differential equations

I am currently doing an investigation with SIR model for predicting the progress of an infectious disease. However, I am not very much familiar with systems of differential equations,so I would need ...
2
votes
1answer
35 views

Help find error bound of trapezoidal quadrature

I'm having trouble finding the error bound of this function. My professor says it's "trivial" and thus, he refused to offer me any help beyond a simple hint I kind of knew anyway. I am given this ...
0
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0answers
13 views

diffusion equation

Kindly give me suggestions on my following assignment of Simulations in Fluid Flow: Solve the following differential equation for transport of f(x,y,z,t) by MS Excel ∂f/∂t+Ux ∂f/∂x+Uy ∂f/∂z+Uz ...
0
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1answer
24 views
+50

MATLAB, 1st order 2d hyperbolic equation, problem with convergence.

Follow up to my previous question: MATLAB: solving 1st order hyperbolic equation in 2 spacial dimensions The equation I'm solving has the form: $$f_t + A y f_x - B x f_y =0$$ I wrote the following ...
0
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2answers
44 views

Numeric methods?

I would please like to receive advice on the following: Prove that the given equation has a real solution, then find it, numerically; $2^x-x^2=20$ I don't know how to do this...any help?
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0answers
19 views

Bernstein polynomial [on hold]

$\text{Show that the Bernstein polynomial can be rewritten like this: }$ $B_n(f)(x) =\sum_{k=0}^{n} C_n^k \frac{k!}{n^k} x^k [0, \frac{1}{n}, ... \frac{k}{n}; f]$ $\text{where: }$ $B_n(f)(x) ...
0
votes
2answers
33 views

Does Runge Kutta need future state of system?

In order to use the RK methods, you need to know the state of the system at future time-steps which can be expensive to compute (e.g., in physics simulations). As a simple example I'll use RK-2: In ...
0
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1answer
18 views

Properties of carry in base $b$ multiplication

Consider $n$ bit numbers $A$ and $B$. Let they be represented in base $b$. When you multiply $A$ and $B$ using school multiplication: $(1)$ how many carry propagations can one expect? $(2)$ what ...
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0answers
23 views

how to numerically solve a problem in calculus of variations?

I am asked to solve a problem in calculus of variations via numerical methods as below in 2 states: I have no idea what to do? can any one help me urgently? or offer me some tutorials, books, or ...
0
votes
1answer
94 views

Determine $p$, $q$ and $r$ so that the order of the fixed point iteration for computing $a^{1/3}$ becomes as high as possible

So I'm given the following equation for computing $a^{1/3}$ $$x_{k+1}=px_k + \frac{qa}{x_k^2} + \frac{ra^2}{x_k^5}$$ and I have to find the p, q, and r so that this equation converges to $a^{1/3}$ as ...
2
votes
1answer
34 views

Weed out numerical artifacts from matrix inversion

I am working with the inverses to a set of large sparse matrices (in Matlab). A key indicator for my application is the number of non-zero entries in each row, and I recently discovered that I was ...
1
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0answers
12 views

linear differential operator 2d, order of error h^4?

I have to show that following discretization of a linear differential operator satisfies the equation $\Delta_h u(x) = \Delta u(x) + \frac{h^2}{12} \Delta^2 u(x) + O(h^4)$ $$\Delta_h u = ...
1
vote
1answer
27 views

Introduction to Newtons method

I'm supposed to come up with two ways to introduce Newtons method for the approximation of zeros for highschool students. (That is the method using tangents and with the formula $ x_{n+1} = x_{n} - ...
0
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1answer
16 views

Nearest-neighbor interpolation

I read in a book that the nearest-neighbor interpolation results in a function whose derivative is either zero or undefined. Can anyone explain what does it mean when the derivative of a function is ...
0
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1answer
12 views

Approximating the value of the limit of a sequence defined recurrently

Suppose I have a sequence defined by recurrence, i.e. $x_{n+1}=f(x_n)$ for some $f:\mathbb{R}\to \mathbb{R}$, and $x_0\in \mathbb{R}$. Suppose that $f$ is $K$-Lipschitz for some $K<1$. Then $f$ has ...
0
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0answers
10 views

Strictly diagonally dominant matrix -LU factorization

Let $A\in\mathbb{C^{n\times n}}$ be strictly diagonally dominant. I want to show that the LU factorizations with and without partial pivoting are the same for these matrices. For start, I created ...
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0answers
13 views

Transformation for two different boundary functions in Stefan problem

Peace be upon on all of you, I have one-dimensional Stefan problem. Let say we have two boundary conditions of $u(t,s_{1}(t))=g_{1}(t)$ and $u(t,s_{2}(t))=g_{2}(t)$, where $u$ is temperature, $t$ is ...
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0answers
21 views

Gaussian Quadrature - Construction

Suppose you have $w(x)= 1/\sqrt{x}$ as your weight function, and the integration of the form $\int_0^1 f(x) w(x) dx$. I am tasked with creating a quadrature of exactness 3. So I know I need a ...
0
votes
1answer
49 views

Numerical Analysis approximating equilibrium points

Given the differential equations: $\frac{dx_1(t)}{dt}=x_1(t)(4-0.33x_1(t)-0.42x_2(t))$ $\frac{dx_2(t)}{dt}=x_2(t)(2-0.25x_1(t)-0.12x_2(t))$ I need to approximate the equilibrium points accurately ...
1
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1answer
21 views

Intermediate Forms Between Parabolic and Hyperbolic PDE (numerically)

Greetings MSE community, I have recently conducted some rudimentary experiments in matlab coding of PDE's. I have explicit and implicit numerical solutions to both the heat and the wave equation, for ...
1
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2answers
32 views

Numerical analysis - Showing fixed point exists

Let $g(x) = \frac{1}{2}(e^{−x})\cos x$. Prove that $g(x)$ converges to a fixed point. The answer provided by my lecturer is: $g(x)$ is continuous on $[0,1]$, and we can easily verify that $0 ≤ ...
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0answers
11 views

Pairing Two Point Clouds

So I have two point clouds $X$ and $Y$ each with $N$ points in the familiar $\mathbb{R}^3$ euclidian 3D space. I then have an inter-point distance $d(\vec x_i,\vec y_j)$ which is zero if $\vec x_i$ is ...
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0answers
18 views

How to solve an inverse of derivative ode

How can I solve $$(\phi'(y))^{-1}=y^{-c_1}+y^{-c_2},$$ where $c_1,c_2$ are constants and $(\cdot)^{-1}$ is inverse? Since I have inverse of derivative and it's nonlinear I think it has to be done ...
0
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0answers
25 views

How to solve a second order ODE numerically with two boundary conditions at different points?

I can only find Runge-Kutta method in textbook to solve the equation numerically with boundary conditions like y(0)=$\alpha$, y'(0)=$\beta$, but how can I solve it with a bounday condition like ...
1
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2answers
35 views

stuck with some parts of the proof about “ matrix is normal iff each of its eigenvectors is also an eigenvector of its transpose conjugate matrix”

When I read the book Iterative Methods for Sparse Linear Systems, Second Edition, I get stuck with the following proof. The yellow highlight parts are the positions I have trouble to understand. ...
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0answers
44 views

Backwards Euler Method for $dx/dt=x$ [closed]

Apply the backward Euler method to the linear equation $dx/dt = x$ and show that the method converges to the true solution $x(t) = e^t$ as $t$ tends to infinity. I've already applied the forward ...