Algorithms which solve mathematical problems by means of numerical approximation (as opposed to symbolic computation).

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Estimating Pi with random darts on dartboard - high complexity issues

I've been trying to write nice snippet of code to simulate pi estimation by randomly throwing darts on a dartboard. While running the following code on high but reasonable numbers my mac doesn't plot. ...
7
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1answer
73 views

Generate iCalendar .ics files with events for astrological aspects

I'm relatively new to Python, coming from a deep C++ background. I'm mostly looking for feedback on how to make my code more idiomatic/pythonic, but I would welcome and appreciate any and all other ...
3
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1answer
43 views

Polynomial curve-fitting over a large 3D data set

I have a list of 4 images, called listfile.list, which looks like this: image1 image2 image3 image4 Each image has 10 frames containing a 2000 x 2000 array of ...
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1answer
124 views

Runge-Kutta 4th order using Python numexpr.evaluate()

I am implementing an ODE solver, where the user provides rates and coefficients as a string. ODE solver has to work with vectors. The best implementation I got so far is the following: ...
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1answer
66 views

A quartic polynomial in four variables, for numerical integration

About half year ago, I derived a integral of a piecewise polynomial, which was a complex formula. Below is one of that formula: Obviously, the above formula has relationship with four varibles \$u_i,\...
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1answer
79 views

Multivariable Gradient Descent in Numpy

Just recently started learning ML, first I've gone through the notes of Ng's Coursera stuff. While I have nothing against Octave, I'm trying to solve exercises in Python. It's my beginning with that ...
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Arbitrary precision π (Circular Constant) in Java - MathCore #2

This post is the second in the MathCore series. The previous post is here: Arbitrary Precision nth Principal Root in Java - MathCore #1 The posts are made incrementally, that is, the classes in the ...
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66 views
+50

Arbitrary Precision nth Principal Root in Java - MathCore #1

This post is the first in the MathCore series. The next post is here: Arbitrary precision π (Circular Constant) in Java - MathCore #2 Disclaimer My project is too big to be reviewed in a single ...
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53 views

Calculating Pi to a tolerance

I'm taking my first steps in the Scala world, though I'm not wholly unfamiliar with functional style. Apparently one way of calculating Pi is to sum the terms of the infinite series: $$4 * (\frac{1}{...
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28 views

Multithreaded Monte Carlo pi approximation with own pseudorandom number generator - follow up

This is a follow up of the question I posted previously here. I made some changes, based in the answer by MikeMB, making use of asynchronous calls (with std::async ...
3
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1answer
50 views

Multithreaded Monte Carlo pi approximation with own pseudorandom number generator

I made a Monte Carlo pi approximation program, that makes use of multithreading and a pseudorandom number generator I wrote (the one from big_wheel.hpp, which I ...
4
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1answer
136 views

Compute Gini Coefficient

Recently, I was given a math assignment to calculate Gini Indexes for a table of percent distributions of aggregate income. The table takes the form of: ...
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Computing nth roots of a number - SICP exercise 1.45

From SICP Exercise 1.45: We saw in 1.3.3 that attempting to compute square roots by naively finding a fixed point of x/y does not converge, and that this can be fixed by average damping. ...
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2answers
134 views

Euler's Method in C#

I was just looking for some feedback for my c# program to run Euler's method. I was just wondering on any possible improvements, refactoring, inefficiencies... the usual stuff you probably deal with ...
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1answer
49 views

Approximating pi/4 using Wallis Product - SICP exercise 1.31

From SICP The sum procedure is only the simplest of a vast number of similar abstractions that can be captured as higher-order procedures. Write an analagous procedure called product that ...
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2answers
87 views

Calculating Pi with Android

I'm kind of new to Java but I am writing an Android app. Right now I'm working on an async task to calculate Pi but when I run it the memory usage increases alarmingly (+5MB per second). This one ...
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1answer
72 views

Computing exponential function by Taylor Series without overflow

The original question is to write a Fortran program to compute the sum of the first 20 terms in the exponential equation (for x=1,2,3,4,5): $$\sum_{n=0}^\infty \frac{x^n}{n!} = 1 + \frac{x^1}{1!} + \...
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1answer
158 views

C++ HyperLogLog Implementation

I'm a scientific C programmer moving my way over to using Modern C++. I found myself needing a HyperLogLog implementation, and I wanted to use this for practice. I plan to move a number of these ...
7
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1answer
176 views

Approximating Pi, Monte Carlo integration

I wrote some code that uses Monte Carlo Integration to Approximate pi in Java and Akka. The tl;dr explanation is you can imagine throwing darts at a square with a circle inscribed inside of it. You ...
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187 views
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113 views

Monte-Carlo method to estimate Pi runs slower in multiple threads, than in single thread

I'm learning Scala, and I wrote a program to estimate the value of Pi. When I'm using multiple threads, it takes 5-6 times longer to calculate the same iterations. I wrote a similar program in Java, ...
2
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1answer
70 views

Calculation of elasticity for non-linear curve

I've written this code to calculate the elasticity for econometric analysis. Basically, this algorithm estimate the function: $$\epsilon(x) = \frac{x}{f(x)}\ f'(x)$$ ...
5
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1answer
68 views

Generate dictionary of points on n-sphere

This is a long-shot, but my question is to simply optimize this particular function in some code I have written: ...
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1answer
41 views

Evaluation of e^x with series expansion

My code calculates \$e^x\$ with series expansion. Is there any way to make it shorter and cleaner? ...
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1answer
157 views

Evaluating a series of Legendre polynomials

The following function represents the electrostatic potential, in spherical coordinates, due to a ring of charge \$q=1\$ and radius \$R=1\$, placed in the plane \$x\$-\$y\$: $$\phi(r,\theta) = \sum_{...
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1answer
314 views

Calculate the arclength

I am trying to estimate a good approximation for the arclength of the curve \$ y = \sqrt{1-x^2}\$ for \$x \in [0, 1]\$. I did this using a Bezièr curve, and made it so that the area under the two ...
5
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2answers
122 views

Monte Carlo simulation of amoeba population

I wrote a simple Python simulation to answer the "Amoeba" population question posed here: A population of amoebas starts with 1. After 1 period that amoeba can divide into 1, 2, 3, or 0 (it can die)...
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Numerical differentiation using the y-intercept

I have a routine for determining the derivative of a function using the y-intercept (B) to infer the finite difference step (h). ...
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168 views

Calculating pi by adding areas of thin rectangles

I wrote a small program for fun to try to prove Pi by taking a certain precision and radius and using it to calculate the area of the circle. My method should be giving me an area that is just ...
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1answer
137 views

Visualizing Newton-Raphson method for finding zeroes of a function

I have created a program to visualize the working of Newton-Raphson method to find the zeroes of a function: newton.m: ...
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2answers
397 views

Implementation of exp function in C using Taylor Series expansion

I am trying to write code to calcultate ex using: $$e^x = \sum_{n=0}^\infty \frac{x^n}{n!} = 1 + x + \frac{x^2}{2!} + \frac{x^3}{3!} + \frac{x^4}{4!} + \cdots $$ This is the code I have, which works ...
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3answers
205 views

1D shock tube problem written in Fortran

I have written a simple Euler solver for the 1D shock tube problem. Eventually, I plan to extend this code to solve the full 3D compressible Navier-Stokes equations. Therefore, I want to start with ...
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0answers
393 views

Linear Interpolation C++

I have to write a collection of methods for performing linear, bilinear and trilinear interpolation. I have also to write some tests to show that interpolation is exact for polynomials (which should ...
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1answer
60 views

Square root calculation in Scheme (SICP Exercise 1.7)

I have done exercise 1.7 in SICP (calculate square root precision when change in guesses is under a certain value), but I am calling the change-in-precision function twice in each iteration, which ...
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2answers
60 views

`atof` revisited

In an answer to this question I mentioned best effort. Here I try to explain what I meant. Please keep in mind that the implementation is intentionally incomplete (missing features such as ...
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1answer
67 views

Integer square root

This essentially performs the same function as exact-integer-sqrt in math.numeric-tower. ...
3
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1answer
63 views

Computing the double Integral using MonteCarlo techniques using Julia

I decided to try and learn Julia for doing scientific computing, and I decided to tackle the problem of finding $$ \int_{D_{\frac{1}{4}}} x^4 + y^2 dA $$ where \$ D_{\frac{1}{4}} \$ is the part of ...
3
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1answer
85 views

Linear shooting method to solve a B.V.P

I have wrote a code to approximate the solution of a boundary value problem: x'' = p(t)x'(t)+q(t)x(t)+r(t) x(b) = beta in [a,b] by using Runge-Kutta method ...
2
votes
1answer
260 views

Double integral solver in TI-84

Here's a program I made for estimating a double integral over a general region. It's pretty accurate, but it's VERY, VERY slow. (Getting an accurate enough result takes about 30 seconds) Here's the ...
6
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1answer
101 views

Approximating π via Monte Carlo simulation

Inspired by a tweet linked to me by a friend and a Haskell implementation by her for the same problem, I decided to try my hand at approximating the value of π using everything in the Haskell standard ...
3
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4answers
312 views

Computing integer square roots in Java - follow-up

(See the previous iteration.) My two previous methods for computing the integer square root of a number \$N\$ ran in the \$\mathcal{O}(\sqrt{N})\$ worst case time. Now I have added a method (...
7
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1answer
235 views

Gamma function in Rust

The gamma function is one of a couple nice continuous extensions to the traditional factorial function. I used this Python program as a reference, which in turn, uses this Ada program. As the Ada ...
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99 views

Reinventing the Math Functions

Just for practice in the mathematical side of programming, I decided to rewrite the math functions, with the addition of the root() function, which the Math library ...
5
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1answer
202 views

Newton's Method Polynomial solver in Ruby

I am learning Ruby programming from "Learn Ruby the Hard way" and I am doing the "Ruby koans". I have heard a little bit about "Idiomatic" Ruby but I don't know much about it. How can I make it more ...
3
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1answer
141 views

Simple neural-network simulation in C++ (Round 4)

You may want to take a look at Rounds 1, 2, and 3, though that isn't necessary for understanding what's below. The major change since Round 3 is that my code is much cleaner and I'm including ...
3
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1answer
124 views

Simple neural-network simulation in C++ (Round 3)

As I mentioned at the end of my Round 2 answer, I've needed to expand my code in order to produce faithfully the data needed for Figure 1 of this paper. Unfortunately, the updates have made my script ...
3
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1answer
157 views

Simple neural-network simulation in C++ (Round 2)

Intro Yesterday I posted this question. Since then, I've updated my code to incorporate these suggestions. I've also removed the dependence on C++11. Finally, I've made the following changes that ...
4
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1answer
486 views

Simple neural-network simulation in C++

The C++ code below simulates the timecourse of the membrane potential (V) of a population of 128 leaky integrate-and-fire ...
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1answer
76 views

Golden Section Search in Lisp

I implemented the golden section search algorithm recursively in Lisp. My code is: ...
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62 views

Decorator for setting up bracketing rootfinding functions

I'm looking for comments on the use of decorators for the following problem (validating initial guesses for bracketing rootfinding methods), as well as any other comments you might have on the design ...