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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214 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 ...
6
votes
0answers
60 views

fixed point iteration

I am trying to find the root of $f(x)=\arctan(x)$ by using successive iteration. There are some conditions to apply this in successive iteration . 1) The function has to be continuous. 2) ...
6
votes
0answers
98 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 ...
6
votes
0answers
371 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
votes
0answers
173 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 ...
5
votes
0answers
88 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
votes
0answers
111 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
votes
0answers
117 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
votes
0answers
725 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
0answers
359 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
votes
0answers
434 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 ...
5
votes
0answers
138 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) ...
4
votes
0answers
88 views

Did I correctly derive the scheme for this PDE using the Crank Nicolson Method?

I'm taking an Applied Numerical Methods course this semester, and I was given the following homework problem: Basically, before I begin writing any sort of code, I would like to ensure that I have ...
4
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0answers
27 views

What does affine invariance mean in the context of the Newton's method?

The textbook Numerical Solution of Boundary Value Problems for Ordinary Differential Equations (by Ascher, Mattheij, and Russell) states on page 329: [W]e observe that Newton's method is affine ...
4
votes
0answers
33 views

Squarefree products of a class of primes

Numbers which are the sum of two squares are the product of a square and a collection of distinct primes which are 1 or 2 mod 4. Landau proved that there are $\sim kx/\sqrt{\log x}$ such numbers up ...
4
votes
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162 views

Diophantine approximation with additional constraints

I am trying to compute best rational approximations to various transcendental numbers $c$, subject to the following constraints: $$\frac {i j} {2^k} = c + \epsilon, \space\space2^n \le i, j \lt ...
4
votes
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56 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
votes
0answers
528 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 ...
4
votes
0answers
246 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
votes
0answers
77 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
38 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
votes
0answers
221 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
votes
0answers
168 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
votes
0answers
171 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
votes
0answers
441 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
votes
0answers
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
votes
0answers
329 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
votes
0answers
266 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
899 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
votes
0answers
306 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
93 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
17 views

Simulating a SDE

I have a question about simulating a SDE. I want to simulate $dS=\alpha(K-S)dt+\sigma S dZ$ with use of a Euler-marayama scheme. The numerical scheme becomes: $S_{i+1}=S_{i}+\alpha(K-S_{i})dt+\sigma ...
3
votes
0answers
64 views

How do I apply this PDE as an image filter?

I'm trying to preprocess a height map image with a helmholtz-type equation as described in this paper. The equation is: $$ddx(h') + ddy(h') + y(h'-h) = 0$$ I solved for h and got: ...
3
votes
0answers
101 views

Root finding and Bolzano Theorem

Suppose that $f:\mathbb{R} \to \mathbb{R}$ is continuous on the closed interval $[a,b]$, and that $f(a)<0$ and $f(b)>0$. Then it must be $0$ at some point. How to Mathematically proof this ...
3
votes
0answers
64 views

Finite difference solution of steady-state diffusion equation with variable material properties

I'm trying to use a finite difference method to solve the steady-state neutron diffusion equation in a nuclear reactor: $$ D(x) \nabla^2 \phi(x) + \left( \frac{\nu(x)}{k} \Sigma_f(x) - \Sigma_a(x) ...
3
votes
0answers
81 views

Solution for an ODE given only at discrete points

The problem I have: For each $n \in \mathbb N$ I have $$\begin{align} x_0^n & \in \mathbb R \\ h_n & \in \mathbb R \\ x_k^n & = x_0^n + k \cdot h_n \text{ for } k \in \{0,1,\ldots n\} \\ ...
3
votes
0answers
117 views

Tikhonov regularization vs truncated SVD

To find $\mathbf{x}$ such that $$A\mathbf{x}=\mathbf{b}$$ we can use least squares when the problem is not well posed. Further, we can use Tikhonov regularization when $A$ is ill-conditioned. In ...
3
votes
0answers
147 views

Numerical scheme to 1D advection equation

I am trying to numerically solve a system of equations which model the early universe in 1D. The equations I am stuck on are; $$ (1)\quad \partial\rho/\partial t + \partial(\rho v)/\partial x = 0 ...
3
votes
0answers
48 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
52 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
37 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
51 views

A Free Boundary Problem

Is there any special way to solve such a problem. Any idea would be appreciated. At least does anybody know which method is useful to solve this problem numerically? Is it even solvable numerically? ...
3
votes
0answers
249 views

numerical method (implicit , backward difference or forward difference) for nonlinear pde

$\newcommand{\lbar}{\underline{\lambda}}$ In this linear PDE: \begin{cases} B_t+b^Q(r,t)B_r+\frac{1}{2}d^2(r,t)B_{rr}+(\mu(\lambda,t)+\alpha \sigma (t))(\lambda -\lbar)B_{\lambda} \\ ...
3
votes
0answers
46 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
128 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
317 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
77 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
49 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
60 views

Approximating the Fourier transform with DFT/FFT

Suppose I have a continuous function $f(x)$, $x\in[-L/2,L/2]$. Its $L-$periodic Fourier coefficients are given by $$ \hat{f}[k]=\frac{1}{L}\int_{-L/2}^{L/2}f(x)\exp(-2\pi ikx/L)dx $$ If I apply ...