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

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1answer
192 views

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 $P(x)$...
3
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3answers
214 views

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 ...
3
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1answer
332 views

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 ...
2
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2answers
142 views

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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1answer
16 views

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 ...
1
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0answers
61 views

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 ...
-1
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1answer
37 views

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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2answers
29 views

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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0answers
41 views

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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1answer
167 views

Is there a formula of coefficients of Newton-Cotes Method in numerical intergation?

We know the coefficients of Newton-Cotes method in numerical integration are: 2-points $ 0.5$ , $0.5$ 3-points $ 1/6$, $2/3$, $ 1/6$ 4-points $1/8$, $3/8$, $3/...
2
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1answer
113 views

polynomial approximation - basic chebyshev question

I was asked to find the best linear approximation to $f(x)=x^2$ in $x \in [0,1]$ using chebyshev polynomials, meaning, using the known property that $2^{1-n}T_n(x)$ is the best approximation to $0$ at ...
1
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0answers
112 views

How to improve stability of numerical solutions to partial differential equations

This is a quite general question, but I am working with a system of partial differential equations in two variables. There is one time direction $t$ and one spatial direction $z$ and the numerical ...
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0answers
58 views

Name of method which includes Taylor linearization inside fixed point iteration

I read paper about Horn-Schunck multiscale method for computing optical flow Core part of this algorithm is minimizing some functional. One part of functional contains nonlinear term inside L2 norm. ...
2
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0answers
37 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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0answers
156 views

Can gradient descent solve this problem $\text{argmin}_x \|Ax-[Var(Ax)]^{\frac{1}{2}}-b\|^2$?

How can I find the (approximate) solution to the following problem: $$\text{argmin}_x \|Ax-[Var(Ax)]^{\frac{1}{2}}-b\|^2,$$ where $Var(.)$ denotes the variance? $A$ is matrix and $b$ and $x$ are ...
2
votes
2answers
28 views

The formula of the order of multistep methods

How can I derive this $$(1+\xi) \left(1+\frac{1}{2}\xi-\frac{1}{12}\xi^{2}\right)+O(\xi^3)$$ from $$\frac{1+\xi}{1-\frac{1}{2}\xi+\frac{1}{3}\xi^{2}}+O(\xi^3)$$ ? The whole formula is below. This is ...
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0answers
40 views

Efficient method for refining parameters in nonlinear curve fitting

I have time-series electrical current data $i(t)$ with transient steps in it which are convoluted with the hardware filter used in data acquisition. As a result, the real steps in current, which would ...
1
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2answers
134 views

spline derivation

Assume the following representation for cubic splines with $T$ interior knots is given. Let $g(Y)=\sum_{j=0}^3 \alpha_j Y_j+\sum_{t=1}^T \gamma_t (Y-\zeta_t)_{+}^{3}$ where $(Y-\zeta_t)_{+}:= max\{0,...
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0answers
51 views

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 ...
0
votes
1answer
75 views

Calculate the divide difference $f[1,2,3,4]$

Let, $f:[0,4]\to \mathbb R$ be a three times continuously differentiable function. Then the value of the divide difference $f[1,2,3,4]$ is (a) $\frac{f'(\xi)}{3}$ , for some $\xi \in (0,4)$ (b) $\...
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0answers
46 views

LU-factorisation of a square matrix

I need to show that the following matrix cannot be factor into the product LU. \begin{equation} A=\begin{bmatrix}1&2&-1\\2&4&0\\ 0&1&-1\end{bmatrix} \end{equation} I did the ...
1
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1answer
71 views

How to solve the equation $\int_0^{t}\frac{1}{200+4(x+1)\arctan{\left(\frac{x+1}{100}\right)}}dx=1$

Let $l(x)=200+4(x+1)\arctan{\left(\frac{x+1}{100}\right)}$. I want to find real number $t>0$ such that $s(t)=l(t)$, where $s'(x)=\dfrac{l'(x)}{l(x)}s(x)+1$, $s(0)=0.$ It is a first order linear ...
1
vote
1answer
1k views

Matlab numerical integration involving Bessel functions returns NaN

I need to numerically compute integrals such as this (some parameters omitted for simplicity): $$ \int_{0}^{\infty} e^{-x^2} I_{0}(x) K_{0}(x) \mathrm{d}x $$ where $I_{0}$ and $K_{0}$ denote the ...
0
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0answers
56 views

Search Direction in Conjugate Gradient

Could you help me with a Conjugate Gradient question? In using CG to solve $Ax = b$, why is the search direction $p_{k+1}$ in CG chosen as a linear combination of the residual $r_k$ and previous ...
0
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1answer
35 views

Proving $\Delta^nx^n=n!h^n$.

How can I prove $\Delta^nx^n=n!h^n$. Here $\Delta$ is forward difference and h is the step size. I used induction . When $n=k$ assume the result is true. $$\begin{align}\Delta^{k+1}x^{k+1} &= ...
1
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1answer
64 views

Use Newton's method to find root for the following equations

I have to use Newton's method to find the roots with accuracy $10^{-5}$ of the following equation : $e^{x} + 2^{-x} +2\cos x -6 =0$ in the interval $(1,2)$ So $f'(x)= e^x - [2^{-x}]*[\log(2)] -2\...
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1answer
101 views

Help for Integral and evaluating - Eikonal equation

Hy guys I'm reading a paper of "Finding Exact Solutions to the Two- Dimensional Eikonal Equation" - E.D. Moskalensky. link for the paper: http://link.springer.com/article/10.1134%...
2
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1answer
90 views

Numerical convergence depending on summation order

I'm looking for an example of convergent series such that the numerical convergence depends on the order of summation? Or perhaps a series of positive terms where the partial sums value depend on the ...
0
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1answer
65 views

Heat equation in 1D with collocation method

I want to use the collocation method to solve $u_t=u_{xx}$. I impose the PDE pointwise and expand the solution in Fourier Series: $$ \partial_{t}\sum_{k=-K}^{K}\hat{u}_{k}(t)\ e^{ikx_{l}}-\partial_{x}^...
1
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2answers
60 views

How should terms be scaled by finite dx and dt in numerical integration of 1D diffusion?

I am familiar with numerically integrating systems of ordinary-differential equations, but I feel that I am missing something important in terms of how numerically integrating ODEs differs from ...
2
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0answers
76 views

Chebyshev polynomials approximation - Is there a way to generalize this

In an exam I was given this question: let $f(x)=x^3$. We want to find the best linear approximation (best in the sense that the maximal error is minimized) of $f$ in the interval $[-1,1]$ using ...
1
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1answer
49 views

A problem about lub and glb of matrix

For any matrix $A\in \mathbb{C}^{n\times n}$, define $$lub_K(A):= \inf\{\alpha\geq 0: AK\subset \alpha K\},$$ and $$glb_K(A):= \sup\{\alpha\geq 0: \alpha K\subset AK\},$$ where $K$ is a equilibrated ...
5
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1answer
131 views

How can one find intermediate digits of a root of an algebraic equation?

I was wondering whether there is a way to find intermediate digits of an algebraic equation. For example, if I have $$234x^{\frac{1}{12345}}-24621x^{\frac{1}{3456}}=1$$ And I want to find the $10^9$...
1
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0answers
48 views

Is the Taylor Expansion a good approximation

Say I use a computer to sum the first 26 terms of $e^{-5}$ (degree 25), will this taylor expansion provide a good approximation? It summed to $.0067$ To me this seems like a good approximation, but I ...
1
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2answers
47 views

Taylor Series approximation

Let $f(x) = (1-x)^{-1}$ and $x_0=0$. Find the $n$-th Taylor polynomial $P_n(x)$ for $f(x)$ about $x_0$. Find a value of $n$ necessary to approximate $f(x)$ within $10^{-6}$ on $[0,0.5]$. I am having ...
0
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1answer
29 views

Selecting denominator for relative error margins

When looking at this page: http://floating-point-gui.de/errors/comparison/ there are values a, and b that are being compared ...
1
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1answer
3k views

Evaluate derivative of Lagrange polynomials at construction points

Assume, that we have points $x_i$ with $i=1,...,N+1$. We construct the Lagrange basis polynomials as \begin{align} L_j(x) = \prod_{k\not = j} \frac{x-x_k}{x_j-x_k} \end{align} Now according to my ...
1
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1answer
111 views

Looking for fast computation method of $Ax=b$ ($A$ is sparse matrix)

I am looking for fast method to solve linear equation $$Ax=b$$ In which A is sparse matrix. Could you suggest to me some current method for this task. Thank in advance
0
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1answer
36 views

Runge Kutta Method

Here,$$y'(x)=x^2+y^2,y(0.9)=14.3$$ I calculated the value of $y(1.0)$ using step sizes of h=0.1 and then h=0.05. However,my result for the different step sizes are very different. I got $y(1.0)=857....
0
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1answer
240 views

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 ?
0
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1answer
58 views

Dilating sinusoidal period at certain abscissa $x$?

Lets take a look at this function : $$f(x) = \sin\left(\frac{\pi x }{2}\right)$$ when $x$ tends to $1$ this functions get closer to $1$ by bigger values now look at this one : $$\sin\left(\frac{\...
0
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1answer
59 views

Bisection method

I know how to use the Bisection Method to find the roots, however I have never used it to find the point of interconnection on two graphs. I looked it up and found that you can just subtract the two, ...
1
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0answers
47 views

integration rule for singular function

It is well known that for sufficiently smooth function $f(t)$, error bounds for midpoint are $$ \int_{t_i}^{t_{i+1}} f(s)ds=hf(t_{i+1/2})+\frac{h^3}{24}\frac{d^2 f(s)}{ds^2}|_{s=t_i} +O(h^5). $$ where ...
3
votes
1answer
137 views

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?
1
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1answer
140 views

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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0answers
52 views

Finite Difference Approach for the 1D Conservative Advection Equation with Spacially Varying Velocity

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)...
0
votes
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 ...
0
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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 ...
0
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0answers
75 views

BDF2 and TR-BDF2: what is better?

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 $y_{n+1}$ ...
0
votes
1answer
47 views

Solving boundary value problem, put up linear equation system

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) \\...