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

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7
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191 views

What’s the best way to cut an apple?

Take the apple in one hand, and the knife in the other. In the first cut, the apple is divided in two pieces: a small one that drops into the plate and a big one that is still hold with the hand. This ...
5
votes
0answers
83 views

Condition for trigonometric inequality

I want to prove the following statement: Suppose $\frac{1}{4}(\cos(\theta_1)+\cos(\theta_2))^2+\lambda^2(a\sin(\theta_1)+b\sin(\theta_2))^2\leq 1$ holds for all $\theta_1,\theta_2\in[-\pi,\pi]$, then ...
5
votes
0answers
68 views

Careers in applied math with an MS other than in finance and data/machine learning?

Since I like math, I would like a career that uses alot of applied math. I'm about to complete my Master's and could do my thesis in numerical solutions of PDEs I'm already aware of careers such as ...
5
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0answers
168 views

Propper algorithm to integrate ODE's numerically.

I have studied in a course several algorithms to integrate ODE's numerical: Runge-Kutta, Predictor-Corrector methods, Taylor... However the teacher failed to show which is the best for every ...
5
votes
0answers
107 views

Lagrange Interpolation

So the problem is this; For Lagrange Interpolation on the nodes $x_0 < x_1 < ... < x_{n-1} < x_n$ of the data ${(x_i, f(x_i))}^{n}_{i=0}$ the interpolating polynomial is $\sum ...
5
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77 views

Another interesting integral related to the Omega constant

Another interesting integral related to the Omega constant is the following $$\int^\infty_0 \frac{1 + 2\cos x + x \sin x}{1 + 2x \sin x + x^2} dx = \frac{\pi}{1 + \Omega}.$$ Here $\Omega = {\rm ...
5
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0answers
100 views

Solving numerically the equation of motion of D7 brane perturbation

I want to solve this equation $$ \partial_{\rho}^{2}\phi+\frac{3}{\rho}\partial_{\rho}\phi+\left(\frac{M^{2}}{(1+\rho^{2})^{2}}-\frac{l(l+2)}{\rho^{2}}\right)\phi=0 $$ numerically. I know that ...
5
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104 views

Do there exist solutions for this equation?

We know that solutions exist for equations of the following variety: $$ye^y=x \iff y=W(x)$$ Where W is the Lambert W function. We can augment the problem slightly, and ask if there exist solutions ...
5
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0answers
618 views

3d-diffusion equation in spherical coordinates (numerical), boundary problem

There is one boundary problem $$\frac{\partial u}{\partial t}= \operatorname{div}\left(a^2 E \nabla u\left(r,\varphi,\psi \right) \right) $$ in a ball $$ B_{1}(0)=\left\{x \in \mathbb{R^3}: \left\| ...
5
votes
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292 views

Runge's phenomen: interpolation error using Chebyshev nodes oscillates

We're trying to approximate the Runge function $f(x) = \dfrac{1}{1+25x^2}$ using Chebyshev nodes. When calculating the interpolation error, using different degrees ranging from 0 to 50, we get the ...
5
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319 views

How can I solve the Poisson PDE efficiently and fast in cylindrical coordinates?

I am trying to numerically solve the Possion PDE in cylindrical coordinate system. $$\Delta f = {1 \over \rho} {\partial \over \partial \rho} \left(\rho {\partial f \over \partial \rho} \right) + {1 ...
5
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2k views

Restricted Three-Body Problem

The movement of a spacecraft between Earth and the Moon is an example of the infamous Three Body Problem. It is said that a general analytical solution for TBP is not known because of the complexity ...
5
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0answers
134 views

Shintani cone zeta function

Is there a procedure/algorithm for calculating sums of the form $$ \sum_{n_1,\ldots,n_r >0} \frac1{L_1(n_1,\ldots,n_r)^{m_1} \ldots L_r(n_1,\ldots,n_r)^{m_r}} $$ where $$ L_i(n_1,\ldots, n_r) ...
5
votes
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225 views

Block Toeplitz Matrix

What is the name of the following matrix: $$ \begin{pmatrix} a & b & 0 \\ c & d & 0 \\ 0 & a & b\\ 0& c& d& \\ b & 0 & a \\ d & 0 & c\end{pmatrix}\ $$ It looks like a Block Toeplitz matrix, but ...
4
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45 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 ...
4
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238 views

A late-diverging “approximating solution” for a system of functional equations

Peace be upon you, At the end of this question, I have shown that how computing MLE on an i.i.d Beta distributed data, results in the following system \begin{align*} &\begin{cases} ...
4
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0answers
118 views

What differential equation might model this almost-harmonic oscillator?

I need to precisely control the motion of a damped, driven (nearly) harmonic oscillator: $$ \ddot x(t) + \alpha\dot x(t) + \omega_0^2 x(t) \approx V(t) $$ I use the $\approx$ symbol because this is ...
4
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0answers
66 views

Numerical integration of highly peaked 2D functions

I'm working on a problem that requires me to numerically integrate irregular and highly peaked functions $f:\mathbb{R}^2 \to \mathbb{R}, \, (x,y) \mapsto f(x,y)$ without a closed form. The method ...
4
votes
0answers
37 views

How to approximate derivative inside derivative

I am using a box-scheme for solving partial differential equation. The function is approximated with: $$ f_p=\psi\cdot\left(\theta\cdot f_{j}^{k+1}+(1-\theta)\cdot f_{j}^{k} \right) + (1-\psi)\cdot ...
4
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181 views

Test for equivalence of algebraic expressions

We are looking for the most efficient (most recent, or best) techniques to check if two algebraic expressions (elementary, Calculus-type functions) are equivalent (or if an expression is equivalent to ...
4
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0answers
157 views

How do zeros on the complex plane affect the real number line?

Let's say there is a real-valued "signal" that you can only measure at discrete points $f(x)$. You have a theory that this signal is the result of an analytic function $f(z)$ on the complex plane but, ...
4
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161 views

Inexact Newton method.

Let's a nonlinear function $ f:[-1,+1]^N\subset\mathbb{R}^N\to\mathbb{R}^N,\; N\in\mathbb{N}, $ such that the the sequence generated by the method of Newton-Raphson $$ x_{n+1}=x_n-[Df(x_n)]^{-1}\cdot ...
4
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404 views

Simulating from a Multivariate Gaussian without Cholesky

I'd like to draw a sample from a multivariate Gaussian distribution $\mathcal{N}(\mu, \Sigma)$, where $\mu$ is the mean vector (can assume it to be $\boldsymbol{0}$), and $\Sigma$ is a sparse positive ...
4
votes
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401 views

Find roots of sum of sinusoids

Given this function and an initial point, find the next root: $$ \begin{align} f(t) & = -L\\ & {} + A \sin(\Theta_1 + \omega_1 t) \\ & {} +B \cos(\Theta_1 + \omega_1 t)\\ & {} - ...
4
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1k views

Computation of coefficients of Lagrange polynomials

For our homework we should write a program, that creates Lagrange base polynomials $L_k(x)$ based on a few sampling points $x_i$. Now i am eager to develop a formula to be able to compute the ...
4
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321 views

Find the error approximation for the function $f(x) = \dfrac{1}{1-x}$

Problem Let $f(x) = \dfrac{1}{1-x}$, find the Taylor polynomial $P_n(x)$ about $x_0 = 0$. Find a value of $n$ such that the approximation is within $10^{-6}$ on $[0, 0.5]$. To find $P_n(x)$ is ...
4
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0answers
259 views

Computing complex principal value integral - sgn-function?

I currently face a less appealing integral which emerged computing the expectation of some random variable. It reads as (omitting all unnecessary constants except $\alpha\in(0,1)$) $$ PV ...
4
votes
0answers
831 views

Convergence of Gauss-Newton method for piecewise linear functions

Notation for Gauss-Newton method Non-linear least squares problems are often solved by the Levenberg-Marquardt algorithm, which can be viewed as a Gauss–Newton method using a trust region approach. ...
4
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283 views

Evaluating matrix-continued fractions?

I have a matrix-valued continued fraction defined in the following way: $\alpha_n$ and $\beta_n$ are matrices, and I am interested in the quantity $A_1$, where all the $A_n$, $n = 1, 2, \dots$ are ...
4
votes
0answers
91 views

Efficiently solving a large, sparse linear system $M(s)ab(s)=c(s)$ (determined by smooth functions) over some range of $s$

I'm looking at a differential equation on the edges of a graph (the application is neuroscience), and the Laplace transform of the solution on most of the edges has a general solution more-or-less of ...
3
votes
0answers
41 views

Solution of inhomogenous ODE (4th order)

Hello stackexchangers, I have an inhomogenous ODE in 4th order. This ODE is the constitutive law to describe a material by using the "Wiechert model" (p. 15) which is given by $p_0\sigma + ...
3
votes
0answers
47 views

Iterative equation

I have an equation that I want to try and solve iteratively. I don't have any background in numerical analysis so unsure as to how to go about it. Any help would be greatly appreciated. My equation ...
3
votes
0answers
32 views

How to compute a slowly converging series to 10 decimals places of accuracy?

I'm looking at a Project Euler problem, where a harmonic series is modified such that it excludes terms where a digit appears three times consecutively in the denominator. So this series would exclude ...
3
votes
0answers
38 views

Roots of characteristic polynomial have negative real parts implies positive coefficients of the polynomial

Can you help me prove that if all the eigenvalues $\lambda_i$ of a square n-dimensional matrix $A$, have a strictly negative real part then prove that all the coefficients $a_j$ of the characteristic ...
3
votes
0answers
492 views

Mean Absolute Deviation for a Stable Distribution as a Function of the Tail Exponent

Consider the standard Lévy-Stable (or Alpha Stable) distribution $S(\alpha,\beta, \mu, \sigma)$ where $\alpha$ is the tail exponent, $1 \leq \alpha \leq 2 $. Picking the symmetric case with $0$ mean ...
3
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0answers
41 views

Approximating this definite integral

I ran into the following integral in my research that I believe has no closed-form solution: $$ I = \int_{s_0}^{s_1} \frac{(\alpha_x s + \beta_x)^{\lambda_x}}{(\alpha_y s + \beta_y)^{\lambda_y}} ds ...
3
votes
0answers
65 views

Cubic convergence of Rayleigh quotient iteration?

Trefethen and Bau, Numerical Linear Algebra, p. 208 states that Rayleigh quotient iteration (combining Rayleigh quotient estimate for eigenvalues and inverse power iteration) converges cubically ...
3
votes
0answers
166 views

The definition and meaning of “machine epsilon” in MATLAB

I am taking a introductory course in numerical mathematics, using MATLAB and a numerical math text that refers to MATLAB often. In the text, the machine precision is defined as: The distance ...
3
votes
0answers
65 views

Invariant measure of Euler-Maruyama Discretisation of an Ito diffusion

Let $(X_t)_{t \geq 0}$ be a diffusion process with dynamics governed by the stochastic differential equation \begin{equation} dX_t = b(X_t)dt + \sigma(X_t)dW_t, ~~ X_0 = x_0, \end{equation} where ...
3
votes
0answers
57 views

estimations of solutions

Let $\Omega=\mathbb{R}^2_+=\{(x,y) \in \mathbb{R}^2; y > 0\}$, $f \in L^2(\Omega)$, $\lambda \in \mathbb{R}^*_+$, $A=(a_{ij})_{1\leq i,j \leq 2}$, $a_{ij} \in \mathbb{R}$ and there exist $\alpha ...
3
votes
0answers
42 views

Find closest vector to a given vector from a particular set of vector

Let $x=\left(x_t\right)_{t=1}^n$ be a vector such that $$ x_t = \prod_{i=1}^t u_i, \tag{1} $$ where each parameters $u_i$ can take any of two value $$ u_i \in \left\{a,b \right\} = \left\{ 1.3, 0.8 ...
3
votes
0answers
46 views

Show that this initial-value problem has a unique solution

I am trying to show that the following initial-value problem $$\frac{dx}{dt} = - x + tx^{1/2}; \quad x(2) = 2$$ has a unique solution on $I = [2,3]$. By letting $f(t,x) = - x + tx^{1/2}$ and $(t_0 ...
3
votes
0answers
151 views

Loss of Significance problems - Taylor Expansion

(2) This question addresses the notion of loss of significance. You are encouraged to revisit the Taylor series expansion that you have learned in calculus, as you will need to apply it here. Explain ...
3
votes
0answers
81 views

Crank Nicolson Method PDE

I have the following PDE $0=\partial _t u+\frac{1}{2}\partial_{xx} u$, now I assume that $t\in[0,T], x\in[0,L]$ and initial data $u(T,x)=g(x), u(t,0)=a(t), u(t,L)=b(t)$ The grid $\{(ik,jh): ...
3
votes
0answers
95 views

Difference between Householder Reflections and Gram-Schmidt?

In numerical QR decomposition, when we calculate the orthonormal factor Q of a matrix, what is the difference in results if we use Householder Reflections to normalize the matrix or use Gram-Schmidt ...
3
votes
0answers
68 views

solve nonlinear second order ODE

I obtained Nonlinear second order differential equation as $y\cdot y''+y'^2-m\cdot y^{-a}y'^2+k=0$, Where $y'= \dfrac{dy}{dx}$, $y''=\dfrac{d^2y}{dx^2}$. I could not obtain the solution so please ...
3
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0answers
37 views

Finite Difference Methods for arbitrary elliptic PDE

I am looking for textbook references that describe lattice numerical methods for arbitrary elliptic PDEs, particularly finite difference schemes and particularly in 2d. The few references that I have ...
3
votes
0answers
85 views

In which space does my (weak) solution exist?

I am reading through some numerical analysis papers, and was wondering what characteristics of a problem define which function space the weak solution of a problem belongs to. For example, for the ...
3
votes
0answers
136 views

How to solve the advection equation with spiral motion

The advection equation is : $$\frac{\partial f(x,y,t)}{\partial t} + \nabla_{(x,y)} \cdot (A f)= 0$$ With initial condition $f(x,y,0) = f_0(x,y)$. If the vector $A$ is constant, ie. $A = ...
3
votes
0answers
56 views

Converting a linear program into standard form

In especially, I have a question about the demand that if I have $ Ax \leq b$, then I can convert this into $A'x'=b$ for some new $A'$ and $x'$. I have given the system of equations: $20x_1+30x_2 ...