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

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0
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1answer
19 views

Simulate random variable with PDF $x^2+\frac4 3x$ on $[0,1]$

Consider $X$ a random variable with the following density function: $f(x) =$\begin{cases} 0, & \text{x ∉ [0,1]} \\ x^2+\frac4 3*x, & \text{x \in [0,1]} \end{cases} I need to write a ...
0
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0answers
11 views

Exercise: ODE with specified initial condition.

a)Consider the following ODE: $y'=4t \sqrt y$ $y(0)=1$ and find the unique solution. b)What is required for a numerical method to solve the problem exactly? c)Now consider the modified problem: ...
1
vote
1answer
32 views

Best algorithm to compute the first eigenvector of symmetric matrix

Assume that we have a real symmetric matrix $\mathbf{A}\in\mathbb{R}^{n\times n}$ obtained as following : $$\mathbf{A}=\mathbf{N}-\mathbf{P},$$ with $\mathbf{N}\in\mathbb{R}^{n\times n}$ and ...
4
votes
2answers
78 views

Exact Expression for numerical Solution 0.9595767

I need you to do just what any math genuis in a shallow Hollywood movie does: looking at big tables of numbers and seeing exact structure! These $3 \times 3$ matrices are solutions to a well-posed ...
1
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1answer
24 views

Stable algorithm for computation of $\Phi(20)$, when $\displaystyle \Phi(x)=\frac{2}{\sqrt{\pi}}\sum_{k=0}^{\infty}(-1)^k\frac{x^{2k+1}}{k!(2k+1)}$

Let $\displaystyle \Phi(x)=\frac{2}{\sqrt{\pi}}\sum_{k=0}^{\infty}(-1)^k\frac{x^{2k+1}}{k!(2k+1)}$, i.e $\Phi$ is the MacLaurin series of the function $\displaystyle ...
1
vote
1answer
35 views

RK4 wrongly predicts null solution

When solving the hydrogen radial Schroedinger equation (with $r > 0$ the radial coordinate) for angular momentum $L=1$ and the modified radial wave function $P(r)=rR(r)$, $P(r)$ satisfies: ...
1
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0answers
21 views

Galerkin formulation of 1D linear Schrodinger equation

I am interested in the weak (Galerkin) formulation of the 1D Schrodinger equation: $i u_t−\beta u_{xx}=0$ and $u(x,0)=u_0(x)$. As usual, we do integration by parts which yields: $i (u_t,v)+\beta ...
0
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1answer
25 views

Runge-Kutta 4 failure?

Say we want to solve numerically $y'(x) = f(x) \cdot y$, with $y_0 = y(x=0) = 0$ and applying RK4 method with step $dx = h$: \begin{align} k_1 &= f(0) \cdot y(0) \cdot h = 0\\ k_2 &= f(0+h/2) ...
2
votes
1answer
63 views

Differential equation: $\ddot{y}(x) + \alpha\dot{y}^2(x) + \beta y(x) = 0$

I am interested in finding an approximate solution for this differential equation, since the exact analytic solution seems to not exist. I tried with Mathematica and it spits out nothing. ...
1
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4answers
57 views

Gödel's Incompleteness Theorem and Numerical Analysis

I am no expert in Mathematical Logic so I can't really express my question formally but I do hope that it will make sense. As far as I know the implication of Gödel's incompleteness theorem for ...
0
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1answer
20 views

numerical solution of a transcendental equation

I need some help with a program in MATHEMATICA or MAPPLE, that solves the following transcendental equation: $$\alpha+2x+2\sqrt{\beta+\alpha ...
1
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1answer
50 views

Compare analytic model with numerical, mass spring system.

So I'm trying to solve a problem here and I have been working on it all day, clearly i'm in need of some guidance. I have a rod of length $L$ and cross section area $A$, Young's modulus $E$ and ...
0
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1answer
47 views

Singular solutions of a system of nonlinear 2nd order ODEs

I'm faced with the following nonlinear 2nd order system of ODEs: $$ \phi''(r)+\frac{4r^3-1}{r^4-r}\phi'(r)+\frac{r^2 h(r)^2+2r(r^3-1)}{(r^3-1)^2}\phi(r)=0, \\ ...
0
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3answers
26 views

How do we find more appropriate constants for expansions of functions?

We all knonw that the expansion of $e^x$ is $$1+x+x^2/2+...$$. But what if I want to find more approximate expansion of $e^x$. I try that $$e^x-1-c_0(x)+(c_0+c_1)(x^2/2)-(c_0+c_1+c_2)(x^3/3)=0$$ and ...
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0answers
23 views

Calculating B-Splines and dimension of spline space

I've got the following assignment: Let $S$ be the space of piecewise polynomials of degree $3$ on the intervall $[-1;1]$ with knots $x_i = -1+\frac{i}{2}, 0 \leq i \leq 4$. (a) Calculate a basis of ...
0
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0answers
44 views

Solving equation using Newton's Method

Use Newton's method to solve the equation $$f(x)=\frac{1}{x}+\ln{x}-2=0$$ for $x>0$. Characterize the convergence as linear or quadratic by tabulating the number of correct bits at each step of the ...
1
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1answer
14 views

Conditioning in regards to matrix vector product

This program involves the matrix-vector computational primitive $y \leftarrow Ax$ where $x,y\in\mathbb{R}^n$ and $A\in \mathbb{R}^{n\times n}$. A is taken to be dense and banded in the two parts of ...
3
votes
3answers
112 views

How to find the root of a polynomial function closest to the initial guess?

I need some easy to implement and fast numerical method that finds the root of a nonlinear function (a polynomial in my case) closest to my initial guess. If I know that there is one root ...
0
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2answers
26 views

find the limit of the first one

To prove the first one, can I just say that $\lim_{n\to\infty} {a^n/n^p}$= $(\lim_{n\to\infty} a^n)(\lim_{n\to\infty} 1/n^p)$ and when the absolute value of $a$ is less than or equal to one, ...
0
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0answers
32 views

let $\alpha \in \Bbb{R} $ and $\cos(\alpha \pi) = \frac{1}{3}$, prove $\alpha $ is irrational [duplicate]

Let $\alpha \in \Bbb{R} $ and $\cos(\alpha \pi) = \dfrac{1}{3}$, prove $\alpha$ is irrational. (Proof by contradiction) If we consider $\cos \left(\dfrac{m\pi}{n} \right)=\cos \left(\dfrac{ m\pi ...
0
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0answers
78 views

I am a Math Hobbyist. I have made some simple discoveries in Math. How do I share it with the Math community out there? [on hold]

I am a Computer Engineering graduate and have taken many courses in Math of course. While I was in the University, I got myself lost in the world of mathematics and I discovered stuff that I felt ...
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0answers
13 views

Statistical calculation for neural firing rates with negative rate on numerical simulation

I am now working on a biological neural network simulation (NEST-Simulator) project with a problem of calculating firing rates. Background: The data set as result of simulation is a set of events in ...
0
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1answer
14 views

Conjugate gradient projection

Let $V$ be a collectino of the search direction for the conjugate gradient applied on a quadractic minimisation problem. As a proof of orthogonality in conjugate gradient: $$ V^T V = I $$ Now ...
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0answers
24 views

Relating to representation of real numbers. [on hold]

Can someone tell me which representation is better for representing real numbers: fixed point representation or floating point representation? If the answer is circumstance dependent, please specify ...
2
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1answer
77 views

Does a convex hull solution in 3 dimensions result in a minimum-area or maximum-volume solution?

The wikipedia entry for convex hull shows a 2-d example of a random set of points on x-y plane, and the "elastic band" solution that bounds the points with the convex hull solution. The definition of ...
1
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0answers
31 views

In a floating number system, are there always as many numbers between 0 and 1 as between 1 and $\infty$.

The question is as the following, where $\beta$ is the base, $t$ is precision (length of decimals), $e_{\min}$ is the minimum exponent, and $e_{\max}$ is the maximum exponent. I am not sure, ...
0
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0answers
16 views

One-dimensional deblurring

I just begun studying image deblurring on my own, and I have a question. Most books I found say that I can see the images as arrays, and that I can "vectorize" the arrays of the images by stacking the ...
0
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0answers
32 views

Show that $|g'(x)|\le\frac{1}{2}$ whenever $x^2>2|c|$

Consider the fixed point iteration $$ x_{n+1}=-b-\frac{c}{x_n}=g(x_n)$$ How would I show that $|g'(x)|\le\frac{1}{2}$ whenever $x^2>2|c|$?
2
votes
1answer
28 views

Fixed Point Iteration Proof

Given the fixed point iteration $$x_{n+1}=\frac{-x_n^2-c}{2b}$$ where $b$ and $c$ are fixed, $x_n\longrightarrow x$, what does $x$ solve? Additionally, what is the region for $(b,c)$ values where our ...
0
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1answer
30 views

Trapezoidal rule - truncation error

I am trying to prove that when solving numerically diff. eq.: $$ y'(t)=f(t,y(t)), \hspace{0.5cm} y(t_{0})=y_{0} $$ using trapezoidal rule, namely: $$ y_{n+1}=y_{n} + \frac{h}{2} \left( f(t_{n},y_{n}) ...
1
vote
1answer
49 views

Inner product vs. vector triad form

This program involves the matrix-vector computational primitive $y \leftarrow Ax$ where $x,y\in\mathbb{R}^n$ and $A\in \mathbb{R}^{n\times n}$. A is taken to be dense and banded in the two parts of ...
2
votes
1answer
42 views

Conceptual Differences among Galerkin Methods

I have a conceptual question about numerical methods for second-order elliptic partial differential equations. What is the difference among finite element, continuous finite element, discontinuous ...
0
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1answer
39 views

Calculation of coefficients of a function with respect to Legendre polynomials.

$$f(x) = \begin{cases} -1 &x \in [-1,0],\\ +1 &x \in (0,1]\\ \end{cases}$$ the formula for calculation of coefficients in terms of Legendre polynomial $L_k(x)$ is: $f_k= ...
1
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1answer
21 views

Numerically integration with a an infinite upper limit and non-zero lower limit

I have seen lots of quadrature formulas where we have definite limits or one of the limits is infinity and the other is zero. But what about the following case $$f(x) = \int_a^\infty e^{\frac{x}{t}} ...
2
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0answers
13 views

Gauss-Green cubature in 2d

Hello friends of maths, I've given an arbitrary polygonal cross section (in cartesian coordinates $y$ and $z$). On this cross section, there acts an arbitrary stress-field $\sigma = f(y,z)$ as ...
-1
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0answers
34 views

Calculating Fast Fourier Transform from given set of data

I am trying to calculate the Fast Fourier Transform numerically from the given data : Given: f0 f1 f2 f3 f4 f5 f6 f7 1 2 3 4 4 3 2 1 I have to find the ...
2
votes
1answer
26 views

Symplectic integration of harmonic oscillator

I try to get numerical solution of ordinary harmonic oscillator with symplectic integrator. The problem is that what I obtain doesn't conserve energy (but symplectic integration should do). I ...
0
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2answers
65 views

Proving that $a\le \text{fl}\left(\frac{a+b}{2}\right)\le b$

Suppose that $a$ and $b$ are some floating point numbers such that $a\lt b$. How can I show that $$a\le \text{fl}\left(\frac{a+b}{2}\right)\le b$$ specifically in IEEE standard floating point ...
0
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2answers
22 views

Proof of a result in numerical analysis, error bound.

I would like to proove the Lemma 3.1. in this book. My attempt... I want to split the lemma into several parts. Part 1: $$\prod_{j=1}^{n} (1 + \epsilon_j) = 1 + \sum_{j=1}^n \epsilon_j + O(|u|) = 1 ...
0
votes
1answer
33 views

Finding an Entire function with $f(n \text{ln}(n)) = 0$ for $n \in \mathbb{N}$

I am really stuck on a homework problem, which boils down to the following: We need to exhibit an entire function $f$ with $f(n \text{ln}(n)) = 0$ for $n \in \mathbb{N}$. The only sorts of functions ...
2
votes
1answer
45 views

Condition number for computing $x$?

The question is: Consider the linear system $\left( {\begin{array}{*{20}{c}} 1&\alpha \\ a&1 \end{array}} \right)\left( {\begin{array}{*{20}{c}} x \\ y \end{array}} \right) = ...
0
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1answer
45 views

The fixed point iteration and find the converge interval

I've finished part a, which is quite easy. Can someone gimme some hints on part b and c? Thanks!
1
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1answer
52 views

Matrix-vector product of a banded matrix

Suppose $A\in\mathbb{R}^{n\times n}$ is a banded matrix, i.e., a matrix with all of its nonzero elements on the main diagonal, i.e., $\alpha_{i,i}\neq 0$, the first superdiagonal, i.e., ...
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0answers
47 views

Solving a system of nonlinear second-order differential equations with initial/boundary conditions.

I have developed a set of $n$ equations, $n$ variables for my dynamic system. The derivatives are second and first order in terms of $\theta$ (angle) of different components of the system (basically a ...
1
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1answer
57 views

The fixed point iteration part b

I've solved part a. And for part b, I solved $g'\left(x\right)^2$ and when c=0 or $x=-b/c$, we have the minimum, but according to the problem, we can't reach it. So the minimum occurs when ...
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0answers
19 views

the fixed point iteration. Find the rate of convergence

I got part a, but any suggestion how to solve b, c and d? Thanks!
0
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1answer
31 views

Backward Stability Lemma

Lemma-Let $x\in \mathbb{R}^n$ and $y\in \mathbb{R}^n$ with components, $\xi_i$ and $\eta_i$, $1\leq i\leq n$, respectively, that are floating point numbers. Computing the inner product $x^Ty$ on a ...
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0answers
15 views

Find Complete Elliptical Integral K(k) and E(k) [closed]

Please, I am trying to find total elliptical integral K(k) and E(k). I am trying to solve last equation Elliptical Integral
0
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0answers
11 views

Wide stencil for Second Derivative in finite difference - stability in maximum norm

I am given the problem $-u'' + a*u = f$. I already derived a 5-point wide stencil for finite difference with fourth order convergence, and then the matrix $A$ for the problem has a stencil like this: ...
0
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0answers
11 views

Which numerical method gives the most accurate solutions of Helmholtz equation for arbitrary domains?

There are many numerical methods for the solutions of PDE's such as FDM, FEM, SEM, Meshfree methods etc. I'm wondering which method gives the most accurate Dirichlet eigenvalues (and corresponding ...