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

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Integrating pde backwards in time

I need to solve a partial differential equation backwards in time. In other words, I have the discrete partial differential equation $$ \begin{align} p_\text{new} & = p_j + ...
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431 views

Stability condition for explicit scheme in finite differences

I've the following explicit scheme in finite differences (for a one dimensional non uniform diffusion problem), being $k$ the time step, $h$ the space step, $A$ the thermal conductivity at position ...
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1k views

Teach me a simple, efficient division algorithm

I want to implement arbitrary-precision arithmetic in JavaScript for non-negative integer numbers. Long division isn't efficient if instead of the usual 10 digits (0, 1, 2, 3, 4, 5, 6, 7, 8, 9) there ...
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463 views

Find the first odd multiplicity root of a function

I'm trying to find the "first" (greater than some initial $t_0$) odd root (that is, a root after which the sign of the function changes) of a function $f(t)$, if there is one, that is also less than ...
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307 views

How effective is this alternative to integration?

I have a function that is difficult to integrate. So I elect to work with power series representations. Suppose the power series representation for this function is the following: $f(x) = ...
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18 views

Alternatives / Extensions to the Thin Plate Splines method

Thin Plate Splines are a great method to find a smooth interpolating surface given scattered data. Essentially, the method involves calculating weights for a radial basis function centred around each ...
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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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18 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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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26 views

How to study numerical analysis?

As the title says, I'm curious about what methods can be used when trying to study numerical analysis (or numerical methods ). I have no problem studying abstract algebra or real analysis, since that ...
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16 views

Numerical Solutions of Fredholm Integral Equations of the First Kind

Can anyone recommend me some papers about numerical solutions of Fredholm integral equations of the first kind? Thanks in advance
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19 views

How to perform the following integration using dblquad in MATLAB

I am trying to perform the following integration in MATLAB \begin{equation} \begin{split} F &= @(x,y)(e^{(-0.5([x - \mu_1 \hspace{5pt}y-\mu_2])\Sigma^{-1}([x - \mu_1 ...
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30 views

How to calculate $det(X^T X)$ efficiently, update one column of X each time

$X_{1} = (A, b)$, where $X_{1}$ is a $n\times p$ matrix, $A$ is a $n\times (p-1)$ and $b$ is $n\times1$. First calculate $\det(X_{1}^T X_{1})$, then update $b$ with $c$, st. $X_{2} = (A, c)$ and ...
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29 views

Final year dissertation/project ideas for numerical methods

In my final year, I have to submit a project/dissertation on Numerical Methods. I have done a course on it, which included some proofs and programming. Just eager to get ideas that I can look at. PS ...
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33 views

For which starting values the iteration convergences?

Given: $g(x)=\frac{1}{2}(x+\frac{a}{x})$ for $a\in \mathbb R_{>0}$ Question: For which starting values $x_0>0$ does the iteration $x_{k+1}=g(x_k)$ converges? My thoughts: Should I find an ...
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13 views

Retail Inventory Prediction - More scientific approach?

This question concerns planning inventory for a retailer. Suppose you have access to all inventory and sales metrics for all styles within the department. You are planning an e-commerce order for ...
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21 views

Multivariable gradient descent with approximation of gradinet

This is not a statistics problem I have a vector $$X=[x_1,...,x_{10}]$$ and a cost function $$y=F(X)$$ and my aim in to find the best $X$ to minimize the cost function. It is impossible to ...
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32 views

What is the minimizer of the matrix norm and it's significance?

For $M_{n\times n}$ a p.s.d real matrix, if we minimize $||M^{\frac{1}{2}}x||_2$ over $x$ under a linear constraint on $x$ as in $Ax=b$, where $b$ is non-zero. what is the significance of this $x$? ...
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28 views

Is this idea correct?

Given a curve passing through point $(p_0, v_0)$ and defined in a standard way as $k(p, v) = k(p_0, v_0)$, i can find the 1st term,a 2nd term b and so on by expand k in taylor series and consider ...
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22 views

Issues with finite-difference implicit solution of Advection-Diffusion-Reaction eqn

Objective: I am trying to numerically solve $C(x,y,t)$ from the following advection-diffusion-reaction equation in 2D space (x,y) and time. I will be testing my numerical solution with an approximate ...
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82 views

How can I resolve this improper integral?

I would like to resolve this integral numerically . However, I'm not sure about the best way to do it because it is an improper integral: $$ ...
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21 views

Monte Carlo (or other) Approximation to Infinite Summations

This question is sort of paired with a similar post I wrote in Stack Overflow, but not a repeat because I am asking about using another mathematical method. StackOverflow I am trying to approximate a ...
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25 views

Approximate solutions to differential equations

If one has a differential equation for $y(x)$. If this differential equation has two solutions one for $x\ll a$ and the other for $a\ll x$, where $a$ is constant real value. My question is at what ...
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13 views

Method of Modified Equations: algebra problem

I am having trouble following my professor's lecture notes on the method of modified equations and arriving at his final solution. Starting with the recurrence defining the numerical method: ...
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20 views

Easiest way to calculate Runge-Kutta stability function

For a Runge–Kutta method with Runge–Kutta matrix $A$ and weights $b_1, \ldots, b_s$ the stability function is defined as: $$R(\zeta) = 1 + \zeta \begin{pmatrix} b_1, \ldots, b_s \end{pmatrix}(I-\zeta ...
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44 views

Matlab Coding finding zeros without using fzero or roots function

So i am a completely new at Matlab. I'm basically suppose to develop a function in Matlab that finds the zeros of a cubic polynomial. real and complex. I'm pasting below what I have so far. I started ...
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20 views

Polynomial interpolation- numerical analysis

Using polynomial interpolation show that the polynomials $p(x) = (x-1)(x-2)(x+1) $and $f(x) = x^3 - 2x^2 - x + 2$ are one and the same......its absurdly simple...... I tried to show by Newtonian ...
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25 views

Monotonic convergence of Newton's method for boundary value problems

I’m interested in solving nonlinear elliptic boundary value problems of the type $$ -a\Delta u + f(u) = 0, $$ $$ u|_\Gamma = u_0 $$ by Newton’s method when its convergence is global and monotonic. ...
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28 views

Does this idea of explicit expansion to find a,b,c and so on work for all example of F(x,y)?

Does the method below work for all example? It could be more complicated since at here one can simply show $y_1=(x+h)^2=x_0^2+2hx_0+h^2=y_0+2hx_0+h^2$. However, i found it could be useful in proving ...
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34 views

3Dimensional runge kutta and Euler method(verification+proposition)

I been discussing this idea with a tutor for sometime. However it turn out that the proof is not comprehensible.Can someone please help to verify the the proof for 3D Euler method and runge kutta ...
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14 views

Integral on an region defined by a regular grid of points

I'm trying to evaluate a multidimensional integrand $f$ that I know the major contribution is restricted to a specific region around its maxima (to be concrete, imagine a 2D gaussian function). What ...
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9 views

Numerically/Computationally estimating parameters

I have a function $f(x)$ and I have an estimating function $\hat f(a,b,c,d;x)$ Say, I also have a scoring function $S(f,\hat f,x)$ (which could very well be mean square error) And I have some ...
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22 views

non-linear PDE finite difference approach

How to approach this equation using finite difference method ...
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15 views

Numerically solve: system of non-linear complex valued equations

I need to solve a system of equations numerically. Definitions: $$ -1\leq \epsilon_1,\epsilon_2\leq 1 $$ $$ E_1, E_2, \omega\geq0 $$ $$ E_0 < 0 $$ $$ n=1,2,3,... $$ $$ \frac{1}{t_f-t_i} \left( ...
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31 views

Numerical Laplace Transform

I want to compute the Laplace transform of data vectors. I have tried the usual numerical software and I'm surprised to see that does not have this operation available. I wonder if there is a straight ...
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13 views

How to optimize the repartition of samples in weighted channels?

This is more like an applied mathematics question, so my apologies if I am at the wrong place. Let S(n) be an infinite sequence of real numbers strictly growing from 0 to 1 (asymptotically). Let P be ...
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58 views

How to do polynomial composition/substitution? (Vincent-Alesina-Galuzzi)

For the polynomial $$ p(x) = \sum_{i=0}^n c_i x^i, $$ of real coefficients and real variable, obtain the coefficient of $$ q(x) = \left(1 + x\right)^n p\left( \frac{a + b x}{1 + x} \right), $$ as ...
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27 views

Name of numerical methods for second-order differential equation

Numerical methods that try to solve first-order differential equations of the form: $$ \frac{\partial}{\partial t} y = f(y,t) $$ are often Runge-Kutta methods, and there is a whole family of ...
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25 views

Ruling span derivation?

I have recently read a paper about the ruling span for electrical wires and they have an approximation that looks like it can be derived with mathematical intuition only. I'd like to find a derivation ...
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16 views

Implicit numerical integration: error bound

Suppose I'm solving this equation numerically with a time step $h$: $$x''(t) = f(x)$$ Discretizing it and using implicit integration: $$x^{n+1} - 2x^n + x^{n-1} = h^2f( x^{n+1})$$ $x^{n-1}$ and ...
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31 views

The equivalent of least squares, but for vectors

Given a set of poins, one can use a fitting method such as least squares to find the straight (or the parabola, or the 3rd grade equivalent) that's closest to all points at the same time (via ...
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20 views

Gauss-Legendre quadrature error

I'm trying to evaluate the error in Gauss-Legendre quadrature formulae on $[a,b]$. So far I have that the error is less or equal to $$ \frac{f^{(2n)}(\xi)}{(2n)!}\langle p_n,p_n \rangle, \enspace ...
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12 views

Composite trapezoid rule and trigonometric functions

I am trying to solve the problem talked about in: Trapezoid rule over trigonometric polynomials Show that the composite trapezoid rule over an equidistant partitioning with interval size ...
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23 views

Finding area by integration, increasing inaccuracies with complex functions?

I am looking for an explanation as to why the method of integration to find the area of function using limits provides a greater % difference between other methods (In this example Simpsons) with ...
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21 views

Error in Gauss-Legendre quadrature

I've tried Googleing this, but so far I haven't succeeded. Can someone point to me a webpage or book in which I can find the error estimate (detailed, not just the final formula) of the Gauss-Legendre ...
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12 views

Thresholding in spectra of partial traces of random symmetric matrices

I found an interesting behavior while looking at partial traces of random matrices. This is something I was studying numerically, and I haven't completely ruled out the possibility of numerical ...
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23 views

Gauss elimination: Difference between partial and complete pivoting

I have some trouble with understanding the difference between partial and complete pivoting in Gauss elimination. I've found a few sources which are saying different things about what is allowed in ...