Tagged Questions

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

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Simpson's 3/8 Rule

When deriving Simpson's 1/3 Rule, I used a second order polynomial $P(x) = Ax^2 + Bx + C$, and integrated over the region $[-h,h]$ Integrating gave me: $\ \dfrac{h}{3}(2Ah^2 +6C)$ I evaluated $P(x)$...
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How can I solve this equation $x^{x^{x^{x^{.^{.^{.}}}}}}-a=0$

I always use the Newton-Raphson Method if I want to find the roots of any equation as follow $$x_{1}=x_{0}-\frac{y_{0}}{y'_{0}}$$ But I don't know how to use this method if the equation takes the ...
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What is the relation between analytical Fourier transform and DFT?

First of all let me state that I searched for this topic before asking. My question is as follows we have the Analytical Fourier Transform represented with an ...
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Evaluating differential entropies with Matlab: NaN issue

With Matlab I am trying to evaluate differential entropies. These are integrals like $$\int_\mathbb{R} p(x) \log (p(x)) \mathrm{d}x$$ where $p(x)$ is a probability density function. My $p(x)$ is ...
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Derivation of $f(x)=\prod_{m=0}^{n}(x-x_m)^{m+1}\tan(x), x_m=m\pi, M>0$

I have the following function: $$f(x)=\prod_{m=0}^{n}(x-x_m)^{m+1}\tan(x), x_m=m\pi, M>0$$ I would like to calulate the numeric root of: $n\pi, n\ge0.$ In order to do that, I want to use ...
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Calculate Derivative while Runge Kutta

I am thinking about writing a C++ code to solve an ODE using Runge Kutta method. As you know, RK method calculates the state space vector $X'$ in a few mid-points and uses these mid-points for ...
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Using divide difference formula find the value of $f\left[x_{0},x_{1},x_{2},…,x_{10}\right]$

Consider the polynomial $f(x)=x^{10}+x-1$ , $x\in \mathbb R$ & let $x_{k}=k$ for $k=0,1,2,...,10$. Then the value of the divide difference $f\left[x_{0},x_{1},x_{2},...,x_{10}\right]=$ (a) $-1$ (...
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Give an estimate for the error.

Use the first three nonzero terms of Taylor’s formula for $\sin x$ to find an approximate value for the integral $\int_0^1 \frac{\sin x}{x}$ and give an estimate for the error.(It is understood that ...
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Fourier series question - represent $x$ as a series of $\cos$

I was asked to represent $f(x)=x$ in $(0,\pi)$ as a sum of $\cos$ functions, using fourier series. I couldn't solve it on my own, but here is what the teacher did, and I don't fully understand why ...
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Numerical Integration of $\int^{t_i}_{t_i-\Delta t}\frac{e^{-\frac{a}{t_n-\tau}}}{\sqrt{t_n-\tau}}d\tau$ for heat conduction problem

I am looking for a quadrature method to accurately evaluate the integral: $$I=\int^{t_i}_{t_i-\Delta t}\frac{e^{-\frac{a}{t_n-\tau}}}{\sqrt{t_n-\tau}}d\tau$$ Where $a$ is a positive constant of the ...
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minimum order of bspline curve for C2 continuity

Given a control polygon with five pairwise different points $d_0,...,d_4$ what is the minimum order of B-Spline curve for this polygon such that it is $C^2$ continuous ?
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Prove $1! + 2! + 3! + \ldots + n! =y^3$ has only one solution in the set of natural numbers?

I actually know that the above equation is true for $n=1$ and $y=1$ but am unable to prove it for the entire set of natural numbers. Can anyone please help me solve this in a simple way?
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How does Matlab, Maple, etc…solve algebraic and differential equations internally?

I would be very interested finding out how does Matlab, Maple, etc…solve algebraic and differential equations internally? Anyone know how they do it?
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I am attempting to numerically solve the following conservative advection equation in 1D, using a finite difference method. $\frac{\partial}{\partial t}u(x,t) + \frac{\partial}{\partial x}\left(v(x,t)... 1answer 56 views Solving for many points in a curve at the same time Suppose there is a well-behaving monotonic function$f(x)$where do not have analytical form of$f'(x)$, and we need to solve for many points on this function at once, that is, we need to know the set ... 1answer 37 views Machine limit analysis of$\sqrt {x^2-a^2}-(x-a)$Let$L(x)=\sqrt {x^2-a^2}-(x-a)$. I've been messing around with this equation on the calculator and found out that for certain values of$x$, the equations behave as$x \gg a$. Considering only for$x ...
What method of numerical solving ODEs is better? BDF2 or TR-BDF2? Namely, what advantages has TR-BDF2 over BDF2? The BDF2 method requires the values of $y_{n-1}$ and $y_n$ for computing $y_{n+1}$ ...
For $\Omega = (0,1)^2 \subseteq \mathbb R^2, f \in C(\Omega)$ consider the boundary value problem: \$-\Delta u(x,y) + u(x,y) = f(x,y)~ \forall (x,y) \in \Omega \\u(0,y) = u(1,y)~ \forall y \in (0,1) \\...