Questions tagged [numerical-calculus]

This tag is for various question on numerical calculus / numerical analysis which concerned with all aspects of the numerical solution of a problem, from the theoretical development and understanding of numerical methods to their practical implementation as reliable and efficient computer programs.

Numerical calculus / Numerical analysis provides the foundations for a major paradigm shift in what we understand as an acceptable “answer” to a scientific or technical question. In classical calculus we look for answers like $\sqrt{\sin x}$, that is,answers composed of combinations of names of functions that are familiar. This presumes we can evaluate such an expression as needed, and indeed numerical analysis has enabled the development of pocket calculators and computer software to make this routine. But numerical analysis has done much more than this. Most numerical analysts specialize in small subfields, but they share some common concerns, perspectives, and mathematical methods of analysis.

Here is some issues that numerical analysis is used in:

$1.\quad$ Solving linear/non-linear equations and finding the real roots, many methods exist like: Bisection, Newton-Raphson ... etc.

$2.\quad$Fit some points to curve, good approximation and simple solution.

$3.\quad$Interpolation, great to get any value in between a table of values. It can solve the equally spaced readings for unequally spaced methods, Newton general method is implied.

$4.\quad$Solve definite integration, simple methods is used to compute an integration based on idea that the definite integration is the bounded area by the given curve, these methods approximate the area with great approximation. Many methods there, like Simpson’s rule.

$5.\quad$Solving initial value 1st and 2nd order differential equations, good approximation and simpler than normal analysis.

$6.\quad$Solving partial differential equations like Laplace equation for wave equation, very fast solution.

Applications:

Numerical analysis / Numerical calculus is the area of mathematics and computer science that creates, analyzes, and implements algorithms for solving numerically the problems of continuous mathematics. Such problems originate generally from real-world applications of algebra, geometry, and calculus, and they involve variables which vary continuously. These problems occur throughout the natural sciences, social sciences, medicine, engineering, and business. Beginning in the 1940's, the growth in power and availability of digital computers has led to an increasing use of realistic mathematical models in science, medicine, engineering, and business; and numerical analysis of increasing sophistication has been needed to solve these more accurate and complex mathematical models of the world. The formal academic area of numerical analysis varies from highly theoretical mathematical studies to computer science issues involving the effects of computer hardware and software on the implementation of specific algorithms.

References:

https://en.wikipedia.org/wiki/Numerical_analysis

"Numerical Methods for Scientific and Engineering Computation" by M. K. Jain, S.R.K. Iyengar, R. K. Jain.

" Introduction to Numerical Analysis" by F. B. Hildebrand

"Numerical Mathematical Analysis" by James B. Scarborough

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high order approximation of the first derivative

These are the numerical approximations of the first derivative $$\begin{gathered} f'\left( x \right) \simeq \frac{{f\left( {x + h} \right) - f\left( x \right)}}{h}, \hfill \\ f'\left( x \right) \simeq \frac{{f\left( {x + h} \right) - f\left( {x…
p.kn
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Question about norms on function space

I have a question concerning the equivalence of some norms. Let $\Omega$ be a bounded domain (with sufficiently smooth boundary). On $ \mathrm{C}^1_0(\Omega) $ there is the norm $ || \nabla v||_2 $ for $ v\in\mathrm{C}^1_0(\Omega).$ If we now…
Bueggi
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RK 4 simultaneous method

Help with using the Runge-Kutta 4th order simultaneous method on a system of 12 first order ODE's. i have 12 ODE and want to solve them using RK simultaneous method.
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Maximum of a non linear ODE (Scilab)

Let $u'=\frac{2}{t+1.3}sin(u+t+5.78)$ with $u(1)=0.278$. Find the maximum of u(t). My attempt on SCILAB: I tried to use taylor's method and vary the values ​​of t, but I found an absurdly large value, so I'm not confident, follow my code function…
idk
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What's the number of operations for the Gauss Jordan elimination method and the Cholesky method?

I scoured through the internet looking for an answer on how many operations it would take to solve a system of linear equations using these two methods to no avail. Is there a documentation of some kind where I can look up the number of operations…
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Solving $f(0.00001)$ with Taylor

Find a way to calculate $\begin{equation} f(x)= \frac{1-e^{-2x^{2}}}{x\sin x} \end{equation}$ correctly. Determine $f(0.00001)$ correctly to $12$ decimal places. I try to find the solution with Taylor. After a long calculation I…
Elenmel
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Proof of Dedekind cut

If there exist a rational number whose square = D, then there exist two positive integers $t, u$, that satisfy the equation $t^2 − Du^2 = 0$, and we may assume that $u$ is the least positive integer. In the end of the proof, he proved that there…
Kylinny
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How does this numerical integration works?

I am studying this paper on black holes quasi-normal modes, in particular I am reading section III-E (page 10). It deals with the numerical integration of the equation: $$4\dfrac{\partial^2}{\partial u\partial v} \Phi(u,v) +V(u,v) \Phi(u,v)=0$$ it…
mattiav27
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Who first introduced the concept of "Condition Number"?

It seems that Wilkinson mentioned Condition Number when introducing the concept of backward error in his "Rounding Errors in Algebraic Process", which contributed to his Turing Award in 1970. I would like to know when the concept of "condition…
zell
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how can I prove this statement using the o definition?

If having $$\Omega_i =\frac{\Gamma(i+v+1)\Gamma(i+s+1)}{i!\Gamma(i+v+s+2)},$$ how can I prove that $\lvert \Omega_i \rvert=o(\frac{1}{i}) $. I am really struggling to understand and use the definition of "o"
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Numerically stable computation of $\frac{1}{a}((1-c)^a - 1)$ for $a \simeq 0$

The function $$f(a,c) = \frac{1}{a}((1-c)^a - 1), $c \in [0,1], a < 1$$ is smooth around $a = 0$ - the limit exists as $\lim_{a \rightarrow 0} f(a,c) = log(1 - c)$. However, for $|a| \ll 1$ the formula becomes numerically unstable, as for $|a| <…
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Give an exact expression for the doubling time of the function y = 80 (1.4)^x/4, and quote an approximate numerical value.

Give an exact expression for the doubling time of the function y = 80 (1.4)^x/4, and quote an approximate numerical value. what I did: y = 80 (1.4)^x/4 y = 80 (1.4)^2/4 y = 80 (1.4)^1/2 y=56 is that the correct?