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

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1answer
14 views

Numerical Integration by Undetermined coefficients

The important part of my question is after the bold "Now" The method of undetermined coefficients is defined so that the error of a function $f(x)$ to be integrated is zero. I.e. $E=\int_{a}^{b} ...
1
vote
1answer
23 views

ODE, Picard approximation of a second order equation: How do I make sure that this is correct.

I have the following problem: $$\ddot{x} + \dot{x}^2-2x=0$$ and I.V are: $x(0)=1 \qquad$ $\dot{x}(0) = 0$. and I need to find two first "Picard" approximations. I first arranged it in the form ...
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1answer
13 views

order of convergence PDE

If I have the generic PDE \begin{equation} u_t + u_x = f, \end{equation} approximated with a first order in time and a second order in space numerical scheme, how can I show that the solution ...
2
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1answer
650 views

Derive error term by using Taylor series expansions.

Using Taylor series expansions, derive the error term for the formula \begin{equation} f''(x)\approx \frac{1}{h^{2}}\left [ f(x)-2f(x+h)+f(x+2h) \right ]. \end{equation} I've tried it on my own ...
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0answers
19 views

Adi-method for Diffusion-reaction equation in 2d

i'm trying to solve this pde using an adi-method (alternating-direction-implicit). $\frac{d f}{d t}=D\nabla^2_{x,y} f+Q(x,y)f+C$ After discretizing, the equation looks like this. Implicit in ...
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0answers
29 views

When is this iteration guaranteed to converge

I have a nonlinear $N$-component equation of the form $x_n = \sum_m f_n(x_m),$ where $f$ is some function and the goal is to find a set of $x_n$ that satisfies this equation. I have experimented ...
2
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0answers
34 views

Fourier transform of periodic function

Is it possible to Fourier transform a periodic function f(x) = f(x+L) with period L, numerically, only over the range x = 0 to L and use periodic boundary conditions to enforce the periodicity of the ...
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1answer
20 views

$O(\text{polylog}(1/\epsilon))$-time Algorithm for Numerical Integration to Within Additive $\epsilon$?

I'm trying to approximate a 1D definite integral to within an additive $\epsilon$ for a given $\epsilon$. I was wondering whether there is an $O(\text{polylog}(1/\epsilon))$-time algorithm for this. ...
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0answers
20 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 ...
2
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1answer
37 views

Classifying peak and valley *regions* of a histogram

I've been playing with a few ways of classifying contiguous regions of a histogram as: 1) peak, 2) valley, or 3) in-between bit. Global thresholding has worked minimally well for me so far, but I'm ...
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1answer
79 views

Practical examples/implementation details for Gauss-Seidel method

I'm having a presentation on Gauss-Seidel iterative method, and although it isn't mandatory , I would like to have some practical examples for this method (a system of linear equations with n>=1000, ...
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5answers
58 views

How to determine if 2 line segments cross?

Give two line segments, each defined by $2$ points in $x,y$ space, such as $L_1 = (x_1,y_1)-(x_2,y_2)$ and $L_2 = (x_3-y_3)-(x_4,y_4)$, and that these points are the result of sampled data (they are ...
2
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0answers
18 views

Fast Way to Compute DFT with index summation subject to a constraint

I really appreciate if anyone can help me with this problem. Problem: Let $W_n=e^{\frac{2\pi i}{N}}$ which is the $N$th root of unity. The backward Discrete Fourier Transform of a complex vector ...
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0answers
17 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 ...
2
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2answers
162 views

Initial value of Newton Raphson Method

I am currently studying Newton-Raphson Method. I feel that I understand the concept of it. Somehow, I am facing some question in my head about how to actually apply it. The questions that I have are ...
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1answer
19 views

Finding approximation of root

AS for newton approximation of the reciprocal of the square root of 5. Does the function f(x)=1/x - 5^1/2 apply for newton method
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1answer
2k views

what are Smooth and Non Smooth Problem in optimization?

I am trying to understand the difference between the optimization problem types which are basically smooth and non smooth. I also found this question what does a smooth curve mean? I understand that ...
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0answers
17 views

numerical methods (Numerical Differentiation) [on hold]

How will we choose the value of "q" in Richardson Extrapolation. "q" can't take on the values "0", "1" and "-1" because of the presence of "q((q^2)-1)" in the denominator of the formula.
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3answers
61 views

How do i solve this equation ${\mathbb{R}}$: $3 \sin^3x+2 \cos^3x=2 \sin x+\cos x$?

How do I solve this equation ${\mathbb{R}}$: $3 \sin^3x+2 \cos^3x=2 \sin x+\cos x $? Note : I have tried using trigonometric transformation but it seems very complicated to get the result .. may ...
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1answer
33 views

Underdetermined vs Overdetermined Problem

I'm trying to create a model which is of the form $$y = (a_0 + a_1l)[b_0+\sum_{m=1}^M b_m\cos(mx-\alpha_m)] [c_0 +\sum_{n=1}^N c_n\cos(nz-\beta_n)]$$ In the above system, $l$,$x$ and $z$ are ...
2
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1answer
33 views

If $H$ is positive definite and $s^Ty>0$, then $s^THs-\frac{s^Tyy^Ts}{s^Ty+y^TH^{-1}y}\ne -1$

Let $H\in\mathbb{R}^{n\times n}$ be symmetric and positive definite $s,y\in\mathbb{R}^n$ with $s^Ty>0$ How can we show, that $$s^THs-\frac{s^Tyy^Ts}{s^Ty+y^TH^{-1}y}\ne -1\;?\tag{1}$$ ...
2
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1answer
567 views

Numerical techniques for solving systems of first-order semi-linear hyperbolic PDEs in two variables

I need to solve such systems of PDEs numerically and I'm wondering what the "standard" method (if there is one) is. The systems I'm interested in have the form: $\frac{\partial F_i}{\partial t} + ...
1
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0answers
17 views

Direct computation of $\operatorname{log}(\operatorname{cdf})$ for a normal distribution

This question is linked to the normal distribution for a random variable. The probability density function (pdf) is expressed as: \begin{equation} \frac{1}{\sigma\sqrt{2\pi}}\, e^{-\frac{(x - ...
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1answer
53 views

Determine the roots of equation if possible

How to determine the roots of equation using numerical methods? I have this particular equation: $$\arctan(e^x)=\ln \left(\sqrt{\frac{e^{2x}}{e^{2x}+1}}\right)$$ In my solution I have that this ...
3
votes
1answer
99 views

$\frac{dy_t}{dt} = a \frac{dx_t}{dt} + x_t +y_t$ with $x_t$ Ornstein Uhlenbeck process - what to do? [UNRESOLVED]

I consider the following equation: $$\frac{dy_t}{dt} = a \frac{dx_t}{dt} + x_t +y_t, \tag{1}$$ where $a=$ constant and where $x_t$ follows an Ornstein Uhlenbeck process (see here under Alternative ...
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0answers
38 views

How to take derivative of $F(u)=\sum_{i=1}^{N} \int f^2(x) u_i^q(x) dx $

I have to find the derivative of a function. Could you help me to find it $$F(u)=\sum_{i=1}^{N} \int_{\Omega} f^2(x) u_i^q(x) dx $$ where $q \ge 1$, $f(x): \Omega \to R$, $u_i$ is membership ...
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votes
2answers
303 views

Graeffe's root finding method

What are the practical applications of Graeffe's root finding method?I searched a lot but couldn't find.I found that it is used in aerodynamics and electric circuit analysis.But don't know much about ...
2
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2answers
294 views

Numerical inversion of characteristic functions

I have a need to use the FFT in my work and am trying to learn how to use it. I am beginning by attempting to use the FFT to numerically invert the characteristic function of a normal distribution. So ...
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2answers
23 views

If the iteration $x^{k+1}=x^k-t_kH_k^{-1}\nabla f(x^k)$ converges superlinearly to a stationary point $x^*\ne x^k$, then $t_k\to 1$

Let $f\in C^2(\mathbb{R}^n)$ $(H_k)_{k\in\mathbb{N}_0}\subseteq\text{GL}_n(\mathbb{R})$ $x^0\in\mathbb{R}^n$ and $$x^{k+1}:=x^k+t_k d^k\;\;\;\text{for }k\in\mathbb{N}_0\tag{1}$$ with ...
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0answers
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 ...
1
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1answer
24 views

Error bound of midpoint rules with unbounded second derivative

It is well known that error bound of midpoint rule for function $f[a,b]$ is given by $$ E\leq K\frac{(b-a)^3}{24 n^2} $$ where $|f(x)''\leq K|$ and $n$ is the number of time steps. if second ...
2
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2answers
90 views

How do I get geographic coordinates of a point if I know the distance from two other points?

The keyword here is geographic. I am assuming the solution has something to do with a spherical triangle. I know that this problem has one, two, infinite or no solution at all. My specific problem ...
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0answers
29 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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0answers
23 views

How can I solve this specific set of equations?

Here are the equations: $$\sum_{k = 1}^n i_k + Y_n u_n = J \quad \quad (1)$$ $$i_1 + Y(u_1 - u_2) = J \quad \quad (2)$$ $$i_k - Y(u_{k - 1} -2u_{k} + u_{k + 1}) = 0, \quad \quad k = 2, ..., n - 2 ...
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0answers
33 views

find a method for twin primes and with Golbach conjecture [closed]

There are infinitely many twin primes. Two primes (p, q) are called twin primes if their difference is 2. Let be the number of primes p such that p<= x and p + 2 is also a prime. a sample ...
0
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1answer
46 views

Why use methods as Newton, ridder or secant method for root finding? [closed]

Why use methods as Newton, ridder or secant method for root finding? I am bit confused for what reason someone would use these method to determine the root of a function, as it can easily be ...
1
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1answer
27 views

Numerically find a potential field from gradient

I know that the gradient of a potential field/scalar field is a vector field, and given the function of the gradient I know how to integrate each component to get back the original scalar field. But ...
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1answer
709 views

Fast methods to check linearity of differentials? Generalizing linearity?

The L1 Mat-1.1010 -course here has taught me the linearity conditions $f(a x)=a f(x)$ and $f(a+b)=f(a)+f(b)$. I want to generalize it, some quite irrelevant slow investigation here. It requires time ...
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0answers
33 views

Using Multipule Scale Analysis to solve a non-linear differential equation

I would like to know if there are other methods to solve equations such as this one below. I don't really understand the theory behind the multiple scale analysis and why it works I understand some of ...
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1answer
1k views

How do I construct the Jacobian for use in a Levenberg-Marquardt algorithm.

I am working on a 3D reconstruction system and I am looking to use a Levenberg-marquardt algorithm to do bundle adjustment. I am not too sure about how LM works and what it requires. The model I am ...
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1answer
60 views

Runge-Kutta method for PDE

I consider certain partial differential equation (PDE). For example, let it be heat equation $$u_t = u_{xx}$$ I want to apply numerical Runge-Kutta method for solving it. As a first step I ...
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0answers
24 views

Numerically stable SVD

In this question regarding SVD, it is explained why eigen decomposition of $ A^tA $ is not numerically stable compared to "direct SVD algorithms". Since the former is the algorithm I'm most familiar ...
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1answer
8 views

Computing clock-wise and counter-clock-wise areas of closed X-Y plots [closed]

Given a discrete set of sampled data (a time series of 2 signals) that forms a closed path when plotted against each other (X-Y), and given that the path may cross itself (there may be 2 points on the ...
2
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4answers
28 views

Curve fitting of a set of data

Suppose you have a set of data $\{x_i\}$ and $\{y_i\}$ with $i=0,\dots,N$. In order to find two parameters $a,b$ such that the line $$ y=ax+b, $$ give the best linear fit, one proceed minimizing the ...
2
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2answers
417 views

how to show the convergence of an algorithm

I have two unknown variables x and y which are non linear equations to be solved. \begin{eqnarray} y=\frac {|\sin(2x+\theta)|}{\sin x\sqrt{A+2B\cos(2x+\theta)}} \nonumber \\ x=\arccos\bigg( ...
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0answers
16 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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0answers
11 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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0answers
23 views

How to select the number of nodes in a spline interpolation?

I am writing a program to test the precision of different methods for imputing missing data in a time series. One of the methods I am going to test is a natural cubic spline interpolation. I'll be ...
1
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1answer
21 views

Quadrature on segment

Is there a quadrature formula on the segment [0,1], such that on [0,1/2] the points and weights are symetric with respect to 1/4, on [1/2,1] they are symetric with respect to 3/4, and such that the ...
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0answers
23 views

How many tiles are Symmetrical? [closed]

We have a tape of type $1 * 2015$ had tile from tiles unit square in four different colors so as not exceed two tile of the same color (tile unit square, any tile from type $1*1$) How many tiles are ...