An elementary algorithm to evaluate trigonometric functions to high precision

Evaluation of the cosine function is done via a simple Cordic-like algorithm, together with a package for handling arbitrary-precision arithmetic in the computer program Matlab. Approximations to the cosine function having hundreds of correct decimals are presented with a discussion around errors and implementation

Stability of central finite difference schemes for the Heston PDE

This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large semi-discrete systems with non-normal matrices A. By employing the logarithmic spectral norm we prove practical, rigorous stability bounds. Our theoretical stability results are illustrated by ample numerical experiments

Inferring transient dynamics of human populations from matrix non-normality

This is the final version of the article. Available from Springer Verlag via the DOI in this record.In our increasingly unstable and unpredictable world, population dynamics rarely settle uniformly to long-term behaviour. However, projecting period-by-period through the preceding fluctuations is more data-intensive and analytically involved than evaluating at equilibrium. To efficiently model populations and best inform policy, we require pragmatic suggestions as to when it is necessary to incorporate short-term transient dynamics and their effect on eventual projected population size. To estimate this need for matrix population modelling, we adopt a linear algebraic quantity known as non-normality. Matrix non-normality is distinct from normality in the Gaussian sense, and indicates the amplificatory potential of the population projection matrix given a particular population vector. In this paper, we compare and contrast three well-regarded metrics of non-normality, which were calculated for over 1000 age-structured human population projection matrices from 42 European countries in the period 1960 to 2014. Non-normality increased over time, mirroring the indices of transient dynamics that peaked around the millennium. By standardising the matrices to focus on transient dynamics and not changes in the asymptotic growth rate, we show that the damping ratio is an uninformative predictor of whether a population is prone to transient booms or busts in its size. These analyses suggest that population ecology approaches to inferring transient dynamics have too often relied on suboptimal analytical tools focussed on an initial population vector rather than the capacity of the life cycle to amplify or dampen transient fluctuations. Finally, we introduce the engineering technique of pseudospectra analysis to population ecology, which, like matrix non-normality, provides a more complete description of the transient fluctuations than the damping ratio. Pseudospectra analysis could further support non-normality assessment to enable a greater understanding of when we might expect transient phases to impact eventual population dynamics.This work was funded by Wellcome Trust New Investigator 103780 to TE, who is also funded by NERC Fellowship NE/J018163/1. JB gratefully acknowledges the ESRC Centre for Population Change ES/K007394/1

Exact Controllability of the Time Discrete Wave Equation: A Multiplier Approach

In this paper we summarize our recent results on the exact boundary controllability of a trapezoidal time discrete wave equation in a bounded domain. It is shown that the projection of the solution in an appropriate space in which the high frequencies have been filtered is exactly controllable with uniformly bounded controls (with respect to the time-step). By classical duality arguments, the problem is reduced to a boundary observability inequality for a time-discrete wave equation. Using multiplier techniques the uniform observability property is proved in a class of filtered initial data. The optimality of the filtering parameter is also analyzed

A scalar field condensation instability of rotating anti-de Sitter black holes

Near-extreme Reissner-Nordstrom-anti-de Sitter black holes are unstable against the condensation of an uncharged scalar field with mass close to the Breitenlohner-Freedman bound. It is shown that a similar instability afflicts near-extreme large rotating AdS black holes, and near-extreme hyperbolic Schwarzschild-AdS black holes. The resulting nonlinear hairy black hole solutions are determined numerically. Some stability results for (possibly charged) scalar fields in black hole backgrounds are proved. For most of the extreme black holes we consider, these demonstrate stability if the ``effective mass" respects the near-horizon BF bound. Small spherical Reissner-Nordstrom-AdS black holes are an interesting exception to this result.Comment: 34 pages; 13 figure

A Regularized Graph Layout Framework for Dynamic Network Visualization

Many real-world networks, including social and information networks, are dynamic structures that evolve over time. Such dynamic networks are typically visualized using a sequence of static graph layouts. In addition to providing a visual representation of the network structure at each time step, the sequence should preserve the mental map between layouts of consecutive time steps to allow a human to interpret the temporal evolution of the network. In this paper, we propose a framework for dynamic network visualization in the on-line setting where only present and past graph snapshots are available to create the present layout. The proposed framework creates regularized graph layouts by augmenting the cost function of a static graph layout algorithm with a grouping penalty, which discourages nodes from deviating too far from other nodes belonging to the same group, and a temporal penalty, which discourages large node movements between consecutive time steps. The penalties increase the stability of the layout sequence, thus preserving the mental map. We introduce two dynamic layout algorithms within the proposed framework, namely dynamic multidimensional scaling (DMDS) and dynamic graph Laplacian layout (DGLL). We apply these algorithms on several data sets to illustrate the importance of both grouping and temporal regularization for producing interpretable visualizations of dynamic networks.Comment: To appear in Data Mining and Knowledge Discovery, supporting material (animations and MATLAB toolbox) available at http://tbayes.eecs.umich.edu/xukevin/visualization_dmkd_201

The tearing instability of resistive magnetohydrodynamics

In this chapter we explore the linear onset of one of the most important instabilities of resistive magnetohydrodynamics, the tearing instability. In particular, we focus on two important aspects of the onset of tearing: asymptotic (modal) stability and transient (non-modal) stability. We discuss the theory required to understand these two aspects of stability, both of which have undergone significant development in recent years

Ultraspinning instability of anti-de Sitter black holes

Myers-Perry black holes with a single spin in d>5 have been shown to be unstable if rotating sufficiently rapidly. We extend the numerical analysis which allowed for that result to the asymptotically AdS case. We determine numerically the stationary perturbations that mark the onset of the instabilities for the modes that preserve the rotational symmetries of the background. The parameter space of solutions is thoroughly analysed, and the onset of the instabilities is obtained as a function of the cosmological constant. Each of these perturbations has been conjectured to represent a bifurcation point to a new phase of stationary AdS black holes, and this is consistent with our results.Comment: 22 pages, 7 figures. v2: Reference added. Matches published versio

Effect of spatial configuration of an extended nonlinear Kierstead-Slobodkin reaction-transport model with adaptive numerical scheme

In this paper, we consider the numerical simulations of an extended nonlinear form of Kierstead-Slobodkin reaction-transport system in one and two dimensions. We employ the popular fourth-order exponential time differencing Runge-Kutta (ETDRK4) schemes proposed by Cox and Matthew (J Comput Phys 176:430-455, 2002), that was modified by Kassam and Trefethen (SIAM J Sci Comput 26:1214-1233, 2005), for the time integration of spatially discretized partial differential equations. We demonstrate the supremacy of ETDRK4 over the existing exponential time differencing integrators that are of standard approaches and provide timings and error comparison. Numerical results obtained in this paper have granted further insight to the question "What is the minimal size of the spatial domain so that the population persists?" posed by Kierstead and Slobodkin (J Mar Res 12:141-147, 1953 ), with a conclusive remark that the popula- tion size increases with the size of the domain. In attempt to examine the biological wave phenomena of the solutions, we present the numerical results in both one- and two-dimensional space, which have interesting ecological implications. Initial data and parameter values were chosen to mimic some existing patternsScopus 201

Construction and implementation of asymptotic expansions for Jacobi-type orthogonal polynomials

We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree n goes to ∞. These are defined on the interval [−1, 1] with weight function: w(x)=(1−x)α(1+x)βh(x),α,β>−1 and h(x) a real, analytic and strictly positive function on [−1, 1]. This information is available in the work of Kuijlaars et al. (Adv. Math. 188, 337–398 2004), where the authors use the Riemann–Hilbert formulation and the Deift–Zhou non-linear steepest descent method. We show that computing higher-order terms can be simplified, leading to their efficient construction. The resulting asymptotic expansions in every region of the complex plane are implemented both symbolically and numerically, and the code is made publicly available. The main advantage of these expansions is that they lead to increasing accuracy for increasing degree of the polynomials, at a computational cost that is actually independent of the degree. In contrast, the typical use of the recurrence relation for orthogonal polynomials in computations leads to a cost that is at least linear in the degree. Furthermore, the expansions may be used to compute Gaussian quadrature rules in O(n) operations, rather than O(n2) based on the recurrence relation