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

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1answer
11 views

Numerical analysis-secant method

I am trying to solve the secant problem here but i do not know how to derive the f(x). Question: Use secant method to approximate ln(2) to 3 decimal place, x_0= 0.6, X_1= 0.7 I need help.
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1answer
20 views

Find $x_i$ and weights such that the following integration rule is exact for all polynomials of degree $\leq 5$

I'm going over an exam I failed. I was told that I can't use the method I used to solve the following question, and I don't know why. Can you please explain and suggest a correct solution? Question ...
3
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1answer
99 views
+50

Solve quadric equation system

How to solve this? For given real and symetric matrices $A_1,A_2,A_3,A_4\in\mathbb{R}^{4\times4}$ find $x\in\mathbb{R}^4$ $$x^TA_1x=0$$ $$x^TA_2x=0$$ $$x^TA_3x=0$$ $$x^TA_4x=0$$
5
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1answer
29 views

Gauss Hermite Integration of 1/(1+x^2)

I'm trying to learn Gauss Hermite Integration and was manually try to calculate the value of integral of $\frac{1}{1+x^2}$ from $-\infty$ to $+\infty$ The exact answer is simply $\pi$ ($\approx$ ...
5
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3answers
72 views

Showing that the sequence $x_n=\frac{1}{3}x_{n-1}(4+x_{n-1}^3)$ where $x_0=-0.5$ quadratically converges

I am stuck at a point in solving this problem: Show that the sequence defined by: For all $$n\in\mathbb{N}, x_n = \begin{cases} -\frac{1}{2}, & \text{if $n=0$} \\ ...
0
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0answers
11 views

What is the source of the error in the Sherman-Morrison formula application?

The Sherman-Morrison formula results in small errors in relation to the standard matrix inverse operation after each application, as shown here. From what I understand, the Sherman-Morrison identity ...
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0answers
15 views

Time advance in Adaptive Mesh Refinement method

I am working on solving complex system of 2D PDEs governing the behaviour of plasma in a gas lamp during discharge. Recent tests have shown that because of steep gradients in temperature field and ...
1
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1answer
222 views

Colleague Matrix

Can someone explain to me the concept of a Colleague Matrix. I tried to find some information online and I haven't been able to find anything. Example.. Given the function $$f (x) = x\bigg(x − ...
1
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1answer
25 views

Looking for finite difference approximations past the fourth derivative

I scanned the internet and could not find further representations of the central difference approximations past the fourth derivative. Are there published results past the fourth derivative? Ideally ...
1
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0answers
19 views

How can we calculate the tensor product of Lagrange basis polynomials?

Given data points $(x_i,y_i)$, the Lagrange basis polynomials are $$\mathcal l_j(x):=\sum_{i\ne j}\frac{x-x_i}{x_j-x_i}\;.$$ I'm reading a text targeting Smolyak's algorithm. In this text, they use ...
2
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2answers
316 views

Numerical inversion of characteristic functions

I have a need to use the FFT in my work and am trying to learn how to use it. I am beginning by attempting to use the FFT to numerically invert the characteristic function of a normal distribution. So ...
2
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1answer
62 views

Is there a numerical solution for a system of three 1st order nonlinear ODE?

How would I go about solving the following system of non-linear ODEs for $x(t), y(t), z(t)$ $$x' = y $$ $$y'=\sin(x)+z$$ $$z'=y-z$$ I have the following initial conditions; $$x(0) = 0$$ ...
0
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2answers
315 views

Graeffe's root finding method

What are the practical applications of Graeffe's root finding method?I searched a lot but couldn't find.I found that it is used in aerodynamics and electric circuit analysis.But don't know much about ...
2
votes
0answers
42 views

Newton's method on a surface

I am trying to use Newton's method to find the stationary solutions of the integro-differential equation of the form $$\frac{\partial u(r,t)}{\partial t} = -u(r,t) + \int_{\mathbb{R}^{2}}w(r - ...
1
vote
1answer
51 views

Quadrature formula on triangle

I am looking for a quadrature formula on the triangle, with points at the vertices and at the mid-edges, so 6 points, and that is exact for polynomials of degree at least 2, with weights strictly ...
3
votes
1answer
36 views

Convergence of fixed-point iteration for $p$ times continuously differentiable function

I am stuck at this problem: Let $\alpha\in\Bbb{R}$ be some number that satisfies $g(\alpha)=\alpha$ for some function $g$ that is $p$ times continuously differentiable on some neighborhood of ...
1
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2answers
36 views

Find an algorithm to calculate the following function

I'm solving questions from an exam I failed, and I would love some help with the following question: Question We want to calculate the following function in Matlab: $$ f(x) = \frac{e^{x^2} - (1 + ...
0
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1answer
17 views

Product rule in discrete derivative in finite difference scheme.

Suppose we are on real line and I want to discretize the usual derivative operator. Take a smooth function $u$ and step size $h$. Then I could define $$ \Delta_+u(i) = \frac{u(i+1)-u(i)}{h} $$ as the ...
0
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0answers
18 views

Runge-Kutta methods that satisfy row condition produce same solutions for equivalent autonomous problems

Given a IVP $y'(x) = f(x,y)$ $y(a)=\eta$ in $[a,b]$, it can be written as an autonomus IVP by increasing the space dimension: $$ \tag{*} \bar y(x) = \begin{pmatrix} x\\ y(x)\end{pmatrix},\quad \bar ...
1
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0answers
15 views

For what $p$ is the condition number of a given matrix $A$, using the $p$ norm on matrices, minimal? [duplicate]

For what p is the condition number of a given matrix $A$, using the p norm on matrices, minimal? The condition number on $A$ is given as: $$K(A,p) = \|A\|_p \times \|A^{-1}\|_p$$ I tried ...
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1answer
29 views

Characterization of contraction mapping

Let $T$ be a mapping from $\mathbb{R}^n \to \mathbb{R}^n$. Fix $x^\star \in \mathbb{R}^n$, and suppose that the Jacobian matrix of $T(x) $ at $x = x^\star$is symmetric. Then, I know that if all the ...
2
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1answer
577 views

Numerical techniques for solving systems of first-order semi-linear hyperbolic PDEs in two variables

I need to solve such systems of PDEs numerically and I'm wondering what the "standard" method (if there is one) is. The systems I'm interested in have the form: $\frac{\partial F_i}{\partial t} + ...
4
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1answer
30 views

Numerically evaluate Gauss' hypergeometric function ${}_{2}F_{1}(a,b;c;x) $ for large $|a|$ or $|b|$ and $x\ll 0$ or $ x \approx 1$?

I need to compute Gauss' hypergeometric function $${}_{2}F_{1}(a,b;c;x)$$ for the case where one of $|a|$ or $|b|$ is large and $x\ll 0$ or $ x \approx 1$. By employing some linear transformations, I ...
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0answers
22 views

Error estimate of polynomial quadratures missing some terms

Normally, for trapezoid rule and simpson's rule, etc, error analysis is done by using the error formula for interpolation. However, if the polynomial is restricted to some terms, for example, a ...
1
vote
2answers
47 views

Maple not able to calculate Bernstein polynomial

Hope you can help me on this one. Please look at this simple Maple code: Obviously $B(1)=g(1)=4 \neq 0$. Why is Maple not able to compute this right? Am I doing something wrong? Kind regards PS: ...
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2answers
61 views

How to solve this equation numerically???

The equation is given by $$ \sum_{n=1}^N \min(\gamma, \beta a_n)=N$$ where $\beta$ is the variable with $\beta\in[0,\sqrt\gamma/\min(a_n\mid a_n>0)]$, $ \gamma $ is a constant with ...
0
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0answers
37 views

Solving a boundary-value problem where the function is not differentiable at the boundary?

Let us say we have a initial-boundary value problem $$ \frac{\partial u}{\partial t} = Lu $$ on $(0, T]\times [0, \infty)$ with initial condition $u(0, x)=h(x)$. I don't specify $L$ here in the hope ...
1
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0answers
23 views

Calculating $n$-th $q:P(q)=p \in \Bbb P$

Let $P(x)$ denote the number of ways of writing an integer $x$ as a sum of positive integers (where permutation of the array of integers in the sum doesn't count). Ex: $P(1)=1, P(2)=2,P(4)=5$. Let ...
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0answers
36 views
+50

Jacobian of Stabilized Eikonal Equation $| \nabla u| = 1$

I am trying to implement a Finite Element Solution for the Stabilized Eikonal Equation : $$ |\nabla u| = 1 + \Gamma \Delta u, \quad \text{ where } \quad u = \text{ distance function }$$ $$ ...
2
votes
2answers
31 views

The effect of the CFL number in the numerical solution in this conservation law

I've been studying the very basics of numerical methods applied to conservation laws, and I'm having trouble understanding the role of the CFL number in the upwind scheme. I want to understand it (if ...
1
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2answers
950 views

Gauss-Seidel method convergence algorithm

From Wikipedia: The convergence properties of the Gauss–Seidel method are dependent on the matrix A. Namely, the procedure is known to converge if either: ...
0
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1answer
24 views

Gauß-Newton Example with one variable

$$T=f(t):=2 \alpha + \sqrt{\alpha^2+t^2}$$ To estimate $\alpha$ we got the measured values $T_i$ for $t_i$. Formulate the curve fitting problem and show each step in the Gauss-Newton algorithm. My ...
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0answers
22 views

Arbitrary Lagrangian-Eulerian methods

hopefully this is an ok place to be posting about this, since it's not exactly a math question. I am working on a project that involves modeling fluid dynamics with matlab. Here is my problem: I don't ...
2
votes
3answers
1k views

Polynomial root finding

I have an univariate polynomial of some degree - how do I numerically find all of its real roots? I never thought I would ask this question - everyone knows how to find polynomial roots, right..? ...
2
votes
1answer
22 views

Will numerical routines for the Exponential Integral function E_n work when n is continuous?

So I am a mathematical biologist of sorts. I rely heavily on Mathematica which often provides analytic results couched in terms of special functions which I then try to go and learn about. Right now ...
2
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1answer
16 views

Implicit finite differences: Sufficient conditions for non-negativity

Given the finite difference approximation for black scholes with zero interest rate, $$ \frac{V_n^{m+1}-V_n^m}{\Delta t} + \frac{1}{2}\sigma^2S^2 \frac{V_{n+1}^{m}-2V_n^m+V_{n-1}^{m}}{\Delta ...
2
votes
2answers
46 views

Is this a circulant matrix?

It's symmetric, but I'm not sure whether it is circulant. In a question that I had asked on MSE a couple of weeks ago, several commenters had said that this is a circulant matrix, and to study the ...
0
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1answer
36 views

Error estimate for Midpoint rule of ratio of integrals

Let's say that I partition an interval $[a,b]$ such that $x_{0} = a$, $x_{k} = a + k\Delta$, until $x_{K} = b$ $\Delta$ is the length of the subinterval. I assume equal length, and thus $\Delta = ...
1
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1answer
14 views

What's the difference between these two spaces?

In the finite element method, $Q1$ element is defined by $\textrm{span} \{1, x, y, xy\}$. And $\textit{rotated } Q1$ element is defined by $\textrm{span}\{1, x, y, x^2-y^2\}$. Please tell me what ...
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0answers
11 views
1
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1answer
48 views

How to numerically solve the Poisson equation given Neumann boundary conditions?

I want to solve the Poisson equation on a 2D domain given Neumann-type boundary conditions: The PDE: \begin{equation} \nabla^2 \; u(r,\theta) \;=\; f(r,\theta) \end{equation} The boundary ...
3
votes
1answer
43 views

Runge Kutta stability

I am facing a problem solving a ODE with a Runge-Kutta 4th order method: The expression in order to solve is : \begin{equation} Ay^{''}+By^{'}+Cy= Cu \end{equation} \begin{equation} y =OUTPUT ...
0
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1answer
56 views

Reasons for different answers when finding area using Simpsons rule and numerical integration? [on hold]

I have a function $\sqrt{x^4(x+4)}$ to be integrated from 0 up to -4. Using Simpson's will give me 19.02 but using normal numerical methods giving me -19.5 ! What's the reason behind this difference ...
0
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1answer
333 views

Solution to equations involving Plasma dispersion function

I am trying to solve an equation involving a complex argument for the plasma dispersion function as: $z = x + \iota y$, $ x = \omega / \sqrt2 k v_{Ti} $ $ y = \nu_i /\sqrt{2} k v_{Ti} $ $S[z] = ...
4
votes
1answer
67 views

How many iterations of the Newton's method are needed to achieve a given precision

There is a formula for bisection method to estimate number of iterations that are needed to achieve a given precision (desired significant figures) in the interval $[a,b]$ $$ n\ge ...
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0answers
12 views

Lipschitz method writing the unique solution.

So the problem gives $f(t,y) = y \cos t$ with $t$ between or equal to $0$ and $2$. I already know the lipschitz method holds with $L=1$. But I'm not sure how to find the unique solution which turned ...
0
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1answer
22 views

Numerical differentiation (approximation with three supporting points )

Given the supporting points $x-2h,x-h,x+2h$. Determine the difference quotient Du(x) in the form $$Du(x)=au(x-2h)+bu(x-h)+cu(x+2h)$$ for the numerical approximation of $u'(x)$ of order $2$. What ...
4
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7answers
130 views

Evaluating numerically $\int_0^{\infty}e^{-t^2 /100} \sin \pi t $

What is an appropriate method to approximate $$I=\int_0^\infty e^{-t^2 /100} \sin \pi t \ dt?$$ This is for a Physics problem, but in fact I need this in general, as my professor and book taught us ...
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0answers
22 views

Obtain roots of the polynomial using sturm sequences [closed]

Obtain the number of roots of the polynomial $x^4 – 3x^3+20x^2+44x + 54 = 0$ in the interval $[0,4]$ using Sturm sequences.
0
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1answer
28 views

Automatic way to have a good initial guess for the iterative methods ( newton method) and for high dimensional nonlinear problems

I am solving a variety class of nonlinear systems where I need to reduce in optimal manner the number of iterations of either the newton or modified newton method. For this end I am trying to figure ...