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

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1answer
9 views

Stopping criterion for approximating exponential series

Given $e^{x}=1+x+\frac{x^2}{2!}+\frac{x^{3}}{3!}+\cdots $. Summing in the natural order, what stopping criterion should you use? Can you rearrange the series or regroup the terms in any way to get ...
-1
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0answers
7 views

The Roots of Jacobi Polynomials

How can i obtain the roots of Jacobi polynomials of order n>50 ? ( α<0, β<0 and $\alpha+\beta=-1$ )
6
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3answers
170 views

A numerical evaluation of $\sum_{n=1}^{\infty}(-1)^{\frac{n(n+1)}{2}}\frac1{n!}\int_0^1(x)_n dx$

I would like to obtain a numerical evaluation of the series $$S=\sum_{n=1}^{\infty}(-1)^{\frac{n(n+1)}{2}}\frac1{n!}\int_0^1x(x+1)\cdots(x+n-1)\: dx$$ to five significant digits. I've used ...
0
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0answers
11 views

Find the equations that determine minimizing x for the following

I don't quite understand what the question is asking and how to approach it. I am given the following two equations: i. P=1/2 $x^T A^T AX- x^TA^Tb$ ii. E=$||Ax-b||^2$ I could use some pointers ...
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0answers
16 views

Numerical integration of function with derivatives of implicit variables

I have an independent (array) variable $r = {r_0, r_1, ..., r_N}$, and three functions (arrays) of that variables, $n(r) ={n_0, n_1, ..., n_N}$, $p(r)$, and $E(r)$. How can I calculate the function ...
0
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1answer
22 views

Min exponent range in normalized floating-point system

In a floating-point system with precision $t = 6$ decimal digits, let $x = 1.23456$ and $y = 1.23579$. (a) If the floating-point system is normalized, what is the minimum exponent range for which ...
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0answers
11 views

relative condition number being undefined?

if we have a function $f(x) = x^{1/4}$ I'm wondering if the relative condition number is defined at $x = 0$ - I think that from the definition it is still defined as i found the condition number to be ...
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0answers
19 views

Show that the number 2.46^(1/64) is known within less than one unit in the place of its fifth significant digit

This question (from Hildebrand's Introduction to Analysis) states: Show that the number $2.46^{\frac{1}{64}}$ is known within less than one unit in the place of its fifth significant digit if ...
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0answers
11 views

Is there an efficent way to solve large systems of purely quadratic equations?

I have the following system of quadratic equations $$ b_1 = \sum_{k=1}^R x_{i_1, k} \ y_{j_1, k} $$ $$ \vdots $$ $$ b_p = \sum_{k=1}^R x_{i_p, k} \ y_{j_p, k} $$ where $i_1, \ldots, i_p \in ...
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1answer
30 views

How to solve Inequality with factorials

Im reading a book in Numerial analysis and I have the following which I dont understand involving inequalities and factorials, What i have is the following: $$\frac{1}{(2n+1)!(2n+1)} \leq 5*10^{-9}$$ ...
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0answers
11 views

solving/approximating the transcendental inequality $c \le αx + β(b^x) + γx(b^x)$

I couldn't find a representation of $x$ using Lambert $W$ function and I doubt this is even possible. Assuming there is no clean solution and numerical methods must be used, is there a way to ...
1
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1answer
38 views

Reduce this third order ordinary differential equation to first order to use Runge Kutta

The ODE I'm working with is $$\dddot{x} + t^2\ddot{x} + 4x = 0$$ with $$x(0)=1, \dot{x}(0)=0, \ddot{x}=-1$$ I've written a very basic program in C++ to use the RK4 method to approximate a solution to ...
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2answers
21 views

Numerical Approximation for 2D Curvature

I have a list of points (x, y) that are taken from an unknown 2D parametric curve $\vec{f}(t)$. These points are monotonically increasing in t (ie: they're a "connect the dots" version of ...
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0answers
14 views

two questions on numerical stability and conditional numbers

1) Let $\tilde{f}$ define an algorithm to evaluate $y = f(x)$, let $\tilde{y} - y$ be the forward error and $\Delta x = \tilde{x} - x$ by the backwards error. We have that: $$\|y - \tilde{y} \| = ...
1
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1answer
17 views

Gaps between successive floating point numbers

(all numbers discussed are in decimal) lets say we have a floating point data type that is like : m * 10 ^ e ...
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1answer
20 views

Fixed Point Iteration $x = g(x)$ method for $y_1 = e ^{-x}$ and $y_2= \cos x$

The question reads as follows: Find the x and y coordinates of the intersection points by means of the $x = g(x)$ method. ( I believe they are referring to the Fixed Point Iteration method) The ...
1
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0answers
28 views

Diffusion of a chemical species inside a Y-shaped tube

I'm trying to model diffusion of a chemical species X inside a Y-shaped tube, whose diameter (thickness) is constant everywhere. The diffusion constant of X is $D$ ($\mu$m$^2$/s), so the concentration ...
3
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4answers
71 views

How do I find the error of nth iteration in Newton's Raphson's method without knowing the exact root

In our calculus class, we were introduced to the numerical approximation of root by Newton Raphson method. The question was to calculate the root of a function up to nth decimal places. Assuming that ...
1
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0answers
21 views

Gauss-Jordan elimination in the form of (A|I)

So Gauss-Jordan elimination can be performed through the form of $(A|I)$ where $I$ is the identity matrix. We carry out row elementary operations as usual until the matrix becomes the form $(I|B)$, ...
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1answer
274 views

Applying two-point forward to two-point forward formula

What do you get when you apply the two-point forward finite difference formula for the first derivative of $f(x)$ to the two-point forward finite difference formula for the first derivative of ...
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0answers
18 views

numerical solution of drift diffusion equation

0 down vote favorite in this link (in semiconductor physics section) you can see four coupled equations. do you know that finite element method is more accurate for discretization and numerical ...
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0answers
3 views

How to know the rate of convergence of a majorization - minimization algorithm?

The basic idea of majorization-minimization (MM) principlein optimization is to convert a hard problem (for example, non-smooth) into a sequence of simpler ones (for example smooth). To minimize ...
5
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1answer
117 views

How can one find intermediate digits of a root of an algebraic equation?

I was wondering whether there is a way to find intermediate digits of an algebraic equation. For example, if I have $$234x^{\frac{1}{12345}}-24621x^{\frac{1}{3456}}=1$$ And I want to find the ...
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0answers
31 views

Sparse Matrices and Tridiagonalization.

Assume that we are given a sparse matrix,let it be 90*90(1000*1000), would you say that a vector with lots of zeros(let it be 90*1(1*1000),and 65(500) zeros are there),is a smart option to initialize ...
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0answers
14 views

Stick breaking point (discretized ODE)

I cannot find nontrivial solutions to the following problem. Let $x\in[0,1]$ and $y(x)$ be the deflection of the stick. Then this is described by the diff.eq.: $$\alpha^{-1} P y(x)+y(x)''=0 $$ where ...
3
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2answers
229 views

Deriving formula for derivative

I have a formula in my book for differentiating numerically. $$f'(x_0)=\frac{1}{12h}[-25f(x_0)+48f(x_0+h)-36f(x_0+2h)+16f(x_0+3h)-3f(x_0+4h)]+\frac{4}{5}f^{(5)}(\xi)$$ I was wondering if anyone ...
0
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2answers
313 views

Using Maple to numerically find the unique extremum (“turning point”) of a given function

Given $$ f(x) = 5\sin\left(\frac14 x^4\right) -\sin\left(\frac12 x\right)^4 $$ Find, to 10 significant figures, the unique turning point of x[0] in the interval [1,2]. Also, I've got to get ...
22
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7answers
10k views

Simple numerical methods for calculating the digits of $\pi$

Are there any simple methods for calculating the digits of $\pi$? Computers are able to calculate billions of digits, so there must be an algorithm for computing them. Is there a simple algorithm that ...
6
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1answer
1k views

Using Homotopy to solve system of nonlinear equations

So far I have been using Newton-Raphson (N-R) to solve nonlinear systems. However N-R might run into the problem of singularity depending on the initial guess. I found an alternate approach which is ...
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2answers
528 views

Bisection Method for intersection of two functions

I know how to use the bisection method when finding roots, however I don't know how to use it for when two lines intersect, any help with this would be much appreciated
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0answers
17 views

Convergence of quadrature formulas and interpolating polynomials

There is a theorem of Polya (1933), which says: 1) If a interpolatory quadrature formula converges for all continuous functions on [a, b] and quadrature weights are all positive, then the formula ...
0
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2answers
378 views

Problem with Newton's Method in solving a System of Equations

I'm trying to use Newton's method to solve the following system of equations, where f and g are functions of x and y. (h,a,f,c,d,b and k are just constants). $f(y,x)=\left[\begin{array}{c} y^{1}\\ ...
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0answers
92 views

Evaluating a product (and sum) of polynomials in MATLAB [closed]

I'm new to MATLAB (and programming in general) and there's something I've been having a lot of trouble with. I want to evaluate the Lebesgue function with MATLAB. The function is as follows: $ L(x)= ...
0
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0answers
15 views

Finding 1st,2nd and 3rd derivative for funtion of 2 variable

$E=g(p,v)$ $\frac{dp}{dv}=F$ $\frac{dE}{dv}$=$g_pF+g_v$ $\begin{align}\frac{d^2E}{dv^2}&=(g_pF+g_v)_pF+(g_pF+g_v)_v \\ &=g_{pp}FF+g_pF_pF+g_{vp}F+g_{pv}F+F_vg_p+g_{vv} \end{align}$ ...
3
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1answer
343 views

Software for numerical solution of a non-linear ODE system?

I have been given a nonlinear system of ODEs which has arisen out of a colleague's engineering research: $$\begin{array}{rcl} \dot{x}_0&=&x_1\\ ...
0
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0answers
25 views

What is a one-parameter Newton's method?

The Newton's method that I know is defined as follows: $$x_{n+1}=x_n-\frac{f(x_n)}{f'(x_n)}$$ However, I've recently encountered a paper that talks about a one-parameter family of Newton's method ...
2
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0answers
14 views

Mean value theorem for sequences

This is a problem I am trying to solve. Given a sequence $x_n$ defined $x_{n+1}=F(x_n)$. Assume $\lim_{n \to \infty}x_n=x$ and $F'(x)=0$. Need to show that $$x_{n+2}-x_{n+1}=o(x_{n+1}-x_{n}).$$ ...
2
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0answers
27 views

Trapezoidal rule - Multivariable

If I wanted to integrate the function $f(x,y)$ over the region $[a,b]\times[c,d]$ with two segments, am I going about this the right way? $$I(f) = \int_a^b \int_c^d f(x,y)\ dy\,dx = \int_a^b g(x) \ ...
1
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0answers
116 views

Can gradient descent solve this problem $\text{argmin}_x \|Ax-[Var(Ax)]^{\frac{1}{2}}-b\|^2$?

How can I find the (approximate) solution to the following problem: $$\text{argmin}_x \|Ax-[Var(Ax)]^{\frac{1}{2}}-b\|^2,$$ where $Var(.)$ denotes the variance? $A$ is matrix and $b$ and $x$ are ...
2
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0answers
31 views

Definite integral of a hypergeometric function of an imaginary argument

How would one deal with such an integral? $$\int_0^\infty\frac{e^{-n r}}{r}{}_1F_1(i/k+1;2;2i kr) \, \mathrm{d} r$$ Here $F$ is the confluent hypergeometric function, $n\in\mathbb{N}$ and $k>0$ ...
3
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1answer
417 views

Riemann sum error and the integral

It is a well known, that we have the following approximation error: $$ ...
0
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1answer
29 views

What is the relation between analytical Fourier transform and DFT?

First of all let me state that I searched for this topic before asking. My question is as follows we have the Analytical Fourier Transform represented with an ...
1
vote
1answer
26 views

Abitrary derivatives of lagrange basis functions

The lagrange basis functions are given by \begin{align} \phi_k(x) =\prod_{j\not = k} \frac{x-x_j}{x_k-x_j} \end{align} I try to reproduce the numerical results of a paper. In this paper, the ...
2
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2answers
449 views

Numerical approximation of the modified Bessel function $I_0$ with radical argument for integration purposes

I have to numerically calculate the following definite integral $$\int_{\alpha}^{\beta}I_0(a\sqrt{1-x^2})dx$$ for different values of $\alpha$ and $\beta$, where $a$ has a value of, say, $30$. I'm ...
2
votes
4answers
1k views

How do I simulate a simple pendulum?

I have the equation of motion of a simple pendulum as $$\frac{d^2\theta}{dt^2} + \frac{g}{l}\sin \theta = 0$$ It's a second order equation. I am trying to simulate it using a SDL library in C++. I ...
1
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0answers
29 views

What is the best method to solve the ill-conditioned non-linear systems? [closed]

What is the best method to solve the ill-conditioned non-linear systems? for example: $$ x^2 − 2x + 3y = − 1 \\ 2x^2 - 3.9999x + 6.0001y = - 1.9999 $$
2
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2answers
29 views

Evaluating differential entropies with Matlab: NaN issue

With Matlab I am trying to evaluate differential entropies. These are integrals like $$\int_\mathbb{R} p(x) \log (p(x)) \mathrm{d}x$$ where $p(x)$ is a probability density function. My $p(x)$ is ...
3
votes
3answers
136 views

How can I solve this equation $x^{x^{x^{x^{.^{.^{.}}}}}}-a=0$

I always use the Newton-Raphson Method if I want to find the roots of any equation as follow $$x_{1}=x_{0}-\frac{y_{0}}{y'_{0}}$$ But I don't know how to use this method if the equation takes the ...
0
votes
1answer
34 views

Simpson's 3/8 Rule

When deriving Simpson's 1/3 Rule, I used a second order polynomial $P(x) = Ax^2 + Bx + C$, and integrated over the region $[-h,h]$ Integrating gave me: $ \ \dfrac{h}{3}(2Ah^2 +6C)$ I evaluated ...
0
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1answer
75 views

Euler method inequality

Given the problem for $t\neq0$ and $t\le1$ $y'(t)=y^2(t)$ $y(0)=1$ Let $\mu>0$, and $\epsilon_n=\frac12(f(t_{n+1},y_{n+1})-f(t_n,y_n))$, such that $|\epsilon_n|\le\mu|y_n|$ is ...