Specific heat of the simple-cubic Ising model

We provide an expression quantitatively describing the specific heat of the Ising model on the simple-cubic lattice in the critical region. This expression is based on finite-size scaling of numerical results obtained by means of a Monte Carlo method. It agrees satisfactorily with series expansions and with a set of experimental results. Our results include a determination of the universal amplitude ratio of the specific-heat divergences at both sides of the critical point.Comment: 20 pages, 3 figure

On the efficient computation of high-order derivatives for implicitly defined functions

Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order derivatives. A technique based on algorithmic differentiation is presented which allows for a precise calculation of higher-order derivatives. The method can be widely applied even for the case of only numerically solvable, implicit dependencies which totally hamper a semi-analytical calculation of the derivatives. As a demonstration the method is applied to a quantum field theoretical physical model. The results are compared with standard numerical derivative methods.Comment: 11 pages, 4 figures, to appear in Comput. Phys. Commu

Numerical integration of asymptotic solutions of ordinary differential equations

Classical asymptotic analysis of ordinary differential equations derives approximate solutions that are numerically stable. However, the analysis also leads to tedious expansions in powers of the relevant parameter for a particular problem. The expansions are replaced with integrals that can be evaluated by numerical integration. The resulting numerical solutions retain the linear independence that is the main advantage of asymptotic solutions. Examples, including the Falkner-Skan equation from laminar boundary layer theory, illustrate the method of asymptotic analysis with numerical integration

Divided Differences

Starting with a novel definition of divided differences, this essay derives and discusses the basic properties of, and facts about, (univariate) divided differences.Comment: 24 page

Numerical Analysis

Acknowledgements: This article will appear in the forthcoming Princeton Companion to Mathematics, edited by Timothy Gowers with June Barrow-Green, to be published by Princeton University Press.\ud \ud In preparing this essay I have benefitted from the advice of many colleagues who corrected a number of errors of fact and emphasis. I have not always followed their advice, however, preferring as one friend put it, to "put my head above the parapet". So I must take full responsibility for errors and omissions here.\ud \ud With thanks to: Aurelio Arranz, Alexander Barnett, Carl de Boor, David Bindel, Jean-Marc Blanc, Mike Bochev, Folkmar Bornemann, Richard Brent, Martin Campbell-Kelly, Sam Clark, Tim Davis, Iain Duff, Stan Eisenstat, Don Estep, Janice Giudice, Gene Golub, Nick Gould, Tim Gowers, Anne Greenbaum, Leslie Greengard, Martin Gutknecht, Raphael Hauser, Des Higham, Nick Higham, Ilse Ipsen, Arieh Iserles, David Kincaid, Louis Komzsik, David Knezevic, Dirk Laurie, Randy LeVeque, Bill Morton, John C Nash, Michael Overton, Yoshio Oyanagi, Beresford Parlett, Linda Petzold, Bill Phillips, Mike Powell, Alex Prideaux, Siegfried Rump, Thomas Schmelzer, Thomas Sonar, Hans Stetter, Gil Strang, Endre Süli, Defeng Sun, Mike Sussman, Daniel Szyld, Garry Tee, Dmitry Vasilyev, Andy Wathen, Margaret Wright and Steve Wright