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

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Weighting on position within a range of numbers

Firstly, hello all. I'm normally to be found on StackOverflow but felt that this forum was more appropriate for my question. Count this is a coffee break teaser, rather than a fully challenging maths ...
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40 views

Can trigonometric functions for double precision be implemented in terms of those for single precision?

In some program environments like GLSL there is support for single and double precision numbers for arithmetic and square roots computation, but only single precision trigonometric functions are ...
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58 views

Asymptotic expansion of root of $\epsilon x \tan(x)=1$

Indicate a range of roots of $\epsilon x \tan(x)=1$ for which it is impossible to get an approximation using expansions. Since $\epsilon$ is small, I think for the equation to hold, we need ...
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92 views

Express Lagrange polynomial in term of Cauchy matrix

Given 2n distinct real numers $s_1,s_2, \dots, s_n$ and $t_1, t_2, \dots,t_n$ define the $n \times n$ Cauchy matrix $C = C(t,s)$ by $C_{ij} = \frac{1}{t_i - s_j}$. Express the Lagrange interpolation ...
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39 views

A trajectory for shortened k-space data acquisition MRI

Given a real function $f:\mathbb{R}^n \to \mathbb{R}$, denote by $\hat{f}$ its Fourier Transform. I have shown that $\hat{f}(\vec \omega)=(\hat{f}(-\vec \omega))^*$ where $^*$ denotes complex ...
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38 views

$A(\theta)-$ stable method, region of absolute stability

We have to look for numerical methods for the numerical solution of $\left\{\begin{matrix} y'(t)=f(t,y(t)) &, a \leq t \leq b \\ y(a)=y_0 & \end{matrix}\right.$ that have 'great' regions of ...
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113 views

Chebyshev Interpolation and Expansion

I am seeking connections between pointwise Lagrange interpolation (using Chebyshev-Gauss nodes) and generalized series approximation approach using Chebyshev polynomials. Pointwise Lagrange ...
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90 views

Wave Equation with outgoing wave boundary conditions

I need some help with this problem: I have a to solve the wave equation with two initial conditions and with outgoing wave boundary conditions; i.e., $$\begin{cases} u_{tt}-u_{xx} & =0\\ u(x,0) ...
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38 views

Existence and uniqueness of solution of the ODE

Consider the initial value problem $(1)\left\{\begin{matrix} y'(t)=y^2 &, 0 \leq t \leq 2 \\ y(0)=1 & \end{matrix}\right.$. Verify that the following theorem: "Let $c>0$ and $f \in ...
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73 views

Solution of non-linear Fredholm(Hammerstein) equation with non-degenerate kernel and reciprocal non-linearity

I have asked this question but got no response. I rephrase it so that anyone who knows operator theory and integral equations would help me out.....I faced a problem in physics which is a non-linear ...
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61 views

Numerically stable method for angle between 3D vectors

I'm looking for a numerically stable method for computing the angle between two 3D vectors. Which of the following methods ought to be preferred? Method 1: $$ u\times v = ||u|| ||v|| \sin(\theta) ...
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28 views

Good method for finding roots that *usually* fall within an interval?

I've been using Brent's method to find the roots of a monotonic, nonlinear, non-differentiable function. The roots often fall within a known interval, but Brent's method fails if they occasionally ...
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31 views

Are there any symplectic integration techniques that are A-stable (work on stiff equations)?

The first and second Dahlquist Barriers show that (paraphrasing): Explicit multi-step methods cannot be A-stable and thus are not accurate for stiff equations. Implicit multi-step methods will only ...
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33 views

Solving equations in R

I have a question if a method is true and the proof of it: So, let us have a real function f which satisfies that f(a) < 0 and f(b) > 0, f is continuous in [a,b], and f'(x)>0 in [a,b]. Then we ...
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66 views

Numerical integration in 2D over a triangle - Quadrature formula

I am looking for highly (order 6 at least) accurate (for small triangle) quadrature formulas (using only values of the function, no derivatives) to calculate an integral of a continuous function (no ...
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27 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 $$x_{n+2}-x_{n+1}=o(x_{n+1}-x_{n}).$$ ...
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69 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) \ ...
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33 views

What is the best method to calculate the square root when I know that the root is always an integer?

I have been through the wikipedia page, but wanted to know if there was a preferred (most efficient) method when there is an exact solution to find?
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58 views

Formula for $s_n = \sum_{i = 1}^n i^3$ Newton's Forward Difference Interpolation

Use Newton's Forward Difference formula to find an expression for $$ S_n = \sum_{i = 1}^{n} i^3$$ This is from an Introductory Numerical Analysis paper. I cannot figure out the connection ...
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86 views

Solving systems of polynomials with an oracle

I need to solve a system of polynomials. Let the variables be $x_1, \dots, x_n$, and let the polynomials be $f_1, \dots, f_n$ Let's say we have these conditions we can already assume: there are ...
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57 views

System of linear diophantine modular inequalities

How can we best find a numerical solution to a system of $m\ge2$ linear diophantine modular inequalities $$\big((a^j x+b_j)\bmod n\big)<c\;\text{ for }1\le j\le m$$ where $x$ is the only unknown, ...
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64 views

Convergence of Newton method under some assumptions

I read in Kolmogorov-Fomin's Элементы теории функций и функционального анализа (p. 508 here) that if $x^\ast$ is the unique root of equation $$f(x)=0$$on interval $[a,b]$ and if the function has ...
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49 views

Why does this nonlinear ODE solution not work?

I am relatively new to Python and trying to use it to solve a second order nonlinear differential equation, specifically the Poisson-Boltzmann equation in an electrolyte. $$\phi''(r) + \frac2 ...
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72 views

Calculating gradient from finite difference results

I am solving the steady-state heat equation in two dimensions: $$\frac{\partial}{\partial x}\left(k\frac{\partial T}{\partial x}\right) + \frac{\partial}{\partial y}\left(k\frac{\partial T}{\partial ...
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40 views

Numerical Analysis, divided differences

This is what I have to prove: $$f[x_0, x_1, \dots, x_n] = \frac{(-1)^n}{(x_0+a)(x_1+a) \dots (x_n+a)}$$ where $f(x) = \frac{1}{x+a}$ and $f[x_0, \dots, x_n]$ is the divided difference of $f$ in ...
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36 views

Can the Lanczos algorithm converge very fast by taking a good initial guess?

Suppose I have the two lowest eigenvectors $v_1$, $v_2$ of a matrix $M$. If slightly change $M$ to $M'$. Can I use $v_1$ or $v_2$ as an initial guess for $M'$? If so, which one should be used, $v_1$ ...
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152 views

Optimized way to compute L1 distance matrix

I'm computing distances between two groups of multi-dimensional points giving a matrix of distances pairwise between points. For the L2 (euclidean) distance I can use optimized matrix multiplication ...
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42 views

How does this equation hold (Secant method)?

Consider we are approxinating a root by the secant method. Then, the interation is given by $x_{n+1}=x_n - f(x_n)\frac{x_n - x_{n-1}}{f(x_n)-f(x_{n-1})}$. In my text (Atkinson), it's written that: ...
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Show that $\displaystyle\sum_{i=0}^{N-1}|\epsilon_i|\to0, N\to\infty$

Let $I_o=[t_0,t_0+T]\subset\mathbb R, T>0$, If $f\in C^0(I_0\times\mathbb R,\mathbb R)$ and satisfies the Lipschitz condition: $\forall t\in I_0, \forall y,y^{*}\in\mathbb ...
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113 views

Inverse Fast Fourier Transform to find the voltage across a capacitor of a RC circut

Fourier transform of a RC circuit The following example of a RC circuit describes the use of the fourier transform in order to receive the output voltage across the capacitor. My questions ...
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58 views

difference between runge kutta methods of same order

I recently read about runge kutta methods for solving differential equations. So far I understood the idea but up to know nobody could answer me following question: If we consider the explicit rk ...
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62 views

Numerically solve for maximum root

I am looking for an efficient algorithm that can numerically solve a piecewise function for its maximum zero root. The piecewise function will normally take the form of the plots below where by below ...
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107 views

Boundary Conditions for a Finite Difference Approximation of a Sixth Derivative

I am trying to use a finite difference scheme to numerically solve sixth order parabolic equations such as \begin{equation} u_t = u_{xxxxxx} \end{equation} with symmetry conditions \begin{equation} ...
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69 views

Moment Generating Function of a Beta random variable.

After getting some excellent help on this problem in the statistics SE, I am reformuluating my question. Let me know if I should just delete it and ask a new one. Let $V$ be a $Beta(\alpha,1)$ ...
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85 views

Constrained non-linear Optimization using Newton's method - Portfolio optimization

I want to solve following constrained optimization problem from portfolio optimization: The solution is supposed to be a modified risk parity portfolio: The optimization problem is: \begin{align} ...
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45 views

Multivariate Appoximation

I have a mathematical model for a complex system which I would like to approximate it. My idea is to run this complex model once and produce some outputs, and then fit a polynomial for these outputs. ...
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70 views

Reciprocal Non-linear Hammerstein integral equation

I came across a problem that looks like a non-linear Hammerstein equation: $$ \displaystyle y(t)= v(t)+\int_{0}^{\infty} \frac{e^{\iota ts}}{y(s)}\mathrm{d}s $$ I tried solving it by collocation ...
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35 views

Finding Volume of Monte Carlo Integration

Suppose $\mathbf{X}\in\mathrm{R}^n$ is an $n-$ dimensional random vector having joint Gaussian distribution i.e. $\mathbf{X}\sim\mathcal{N}\left(\boldsymbol\mu,\boldsymbol\Sigma\right)$, where, ...
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47 views

Finite difference scheme for hyperbolic system

I'm having a bit of trouble understanding the following, so it'd be great if anyone has any nice explanations! Thanks in advance! Consider the hyperbolic system $$u_t = Au_x + Bu$$ where $A$ and $B$ ...
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70 views

Numerically approximate the maximum of an element of a vector after a series of matrix multiplications.

Where S is a sigmoidal function, A_i is a matrix, and x is an input vector, and ...
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61 views

Compute average and maximum value of a field over a streamline

I'm working on a code solving a set of PDEs. I have a vector field, $\vec{v}(x,\theta,z,t)$ (it's a velocity) and a scalar field, $c(x,\theta,z,t)$. I have a $2\pi$-periodicity in $\theta$. The ...
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73 views

How to scale “probabilities” to a given mean?

I have a set of scores $x_i$, $i=1,\ldots,N$ (mimicking probabilities, $0\le x_i\le 1$) and I want to transform them so that the result has a given mean $m$, while remaining in the interval $[0;1]$. ...
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53 views

Solving systems of equations with trigonometric terms

I am trying to solve (or rather find the least squares solution for) a system of equations with trigonometric terms in them. The system consists of pairs of equations of the form $a_1 \cos\theta - ...
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63 views

solving singular linear system $Ax=0$

what are computational methods for solving square singular linear system $Ax=0$ for a nonzero $x$ with $A$ of large dimensions?
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Remainder of the minimax approximation polynomial - number of extrema

Recall some definitions. Let $f \in C [a,b]$. The minimax polynomial $p_n$ is the polynomial $p_n (x) $ of degree $\leq n$ that minimizes $||f-p_n||_\infty $. It can be proved that this polynomial ...
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95 views

How to solve this complicated differential equation?

I need to know how to solve this complicated differential equation in $z$ either analytically or numerically : \begin{eqnarray} \frac{dx_1}{dz} &=& -ib_1x_1 - ikx_2 \\ \frac{dx_2}{dz} ...
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74 views

Effective computation of matrix commutator

Is there a faster way to compute the commutator of large (at least one of them sparse) matrices $[A,B]$ then to compute $AB$ ,$BA$ and subtract them?
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74 views

Are there high performance computing applications for symbolic integration?

Currently there are a number of applications for numerical integration in applied mathematics and physics. Many of these are integral transforms (often Fourier or Laplace), or solving definite ...
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162 views

Boundary integral method to solve Poisson equation

Suggest how to solve Poisson equation \begin{equation} σ ∇^2 V = - I δ(x-x_s) δ(y-y_s) δ(z-z_s) \nonumber \end{equation} by using the boundary integration method to calculate the potential ...
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44 views

Numerical Integration of Highly Oscillatory Integral with Misbehaving Derivatives

I'm attempting to numerically handle an equation of the following form: \begin{equation*}f: x \rightarrow \int_{0.00001}^{2} d\omega e^{i \omega x} f(\omega)\end{equation*} where $f(\omega) = ...