Scribd
Upload
29 views3 pages

Applied 2012 Individual

The document outlines the S.-T Yau College Math Contests 2012, presenting five problems related to applied and computational mathematics. Participants are required to solve four out of the five problems, which cover topics such as numerical integration, moving least squares approximation, finite difference schemes, matrix inequalities, and twin primes. Each problem includes specific tasks and proofs that need to be completed to demonstrate understanding and application of mathematical concepts.

Uploaded by

vidieu1298
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
29 views3 pages

Applied 2012 Individual

The document outlines the S.-T Yau College Math Contests 2012, presenting five problems related to applied and computational mathematics. Participants are required to solve four out of the five problems, which cover topics such as numerical integration, moving least squares approximation, finite difference schemes, matrix inequalities, and twin primes. Each problem includes specific tasks and proofs that need to be completed to demonstrate understanding and application of mathematical concepts.

Uploaded by

vidieu1298
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

INDIVIDUAL TEST

S.-T YAU COLLEGE MATH CONTESTS 2012

Applied Math. and Computational Math.

Please solve 4 out of the following 5 problems,


or highest scores of 4 problems will be counted.

1. In the numerical integration formula


Z 1
(1) f (x)dx ≈ af (−1) + bf (c),
−1

if the constants a, b, c can be chosen arbitrarily, what is the highest


degree k such that the formula is exact for all polynomials of degree
up to k? Find the constants a, b, c for which the formula is exact for
all polynomials of degree up to this k.
2. Here is the definition of a moving least square approximation of a
function f (x) near a point x given K points xk around x in R, k ∈
[1, · · · , K].
K
X
(2) min |Px (xk ) − fk |2
Px ∈Πm
k=1

where fk = f (xk ), Πm is the space of polynomials of degree less or


equal to m, i.e.
Px (x) = bx (x)T c(x),
c(x) = [c0 , c1 , · · · , cm ]T is the coefficient vector to be determined by (2),
T
bx (x) is the polynomial basis vector, bx (x) = [1, x − x, (x − x)2 , . . . , (x − x)m ] .
Assume that there are K > m different points xk and f (x) is smooth,
(a) prove that there is a unique solution P x (x) to (2)
(b) denote h = maxk |xk − x|, prove
1 (i)
|ci − f (x)| = C(f, i)hm+1−i , i = 0, 1, . . . , m,
i!
where f (i) (·) is the i-th derivative of f and C(f, i) denote some constant
depending on f, i.
1
2

(c) if S = {xk |k = 1, 2, . . . , K} are symmetrically distributed around


x, that is, if xk ∈ S then 2x − xk ∈ S, prove that
1
|ci − f (i) (x)| = C(f, i)hm+2−i , i = 0, 1, . . . , m,
i!
for i (∈ {0, 1, · · · , m}) with the same parity of m.
3. Describe the forward-in-time and center-in-space finite difference
scheme for the one-wave wave equation:
ut + ux = 0.
(i). Conduct the von Neumann stability analysis and comment on
their stability property.
(ii). Under what condition on ∆t and ∆x would this scheme be
stable and convergent?
(iii). How many ways you can modify this scheme to make it stable
when the CFL condition is satisfied.
4. Let C and D in Cn×n be Hermitian matrices. Denote their eigen-
values by
λ1 ≥ λ2 ≥ · · · ≥ λn and µ1 ≥ µ2 ≥ · · · ≥ µn ,
respectively. Then it is known that
X n
(λi − µi )2 ≤ kC − Dk2F .
i=1

1) Let A and B be in Cn×n . Denote their singular values by


σ1 ≥ σ2 ≥ · · · ≥ σn and τ1 ≥ τ2 ≥ · · · ≥ τn ,
respectively. Prove that the following inequality holds:
Xn
(σi − τi )2 ≤ kA − Bk2F .
i=1

2) Given A ∈ Rn×n and its SVD is A = U ΣV T , where U =


(u1 , u2 , . . . , un ), V = (v1 , v2 , . . . , vn ) are orthogonal matrices,
and
Σ = diag(σ1 , σ2 , . . . , σn ), σ1 ≥ σ2 ≥ · · · ≥ σn ≥ 0.
Suppose rank(A) > k and denote by
Uk = (u1 , u2 , . . . , uk ), Vk = (v1 , v2 , . . . , vk ), Σk = diag(σ1 , σ2 , . . . , σk ),
and
k
X
Ak = Uk Σk VkT = σi ui viT .
i=1
Prove that
n
X
min kA − Bk2F = kA − Ak k2F = σi2 .
rank(B)=k
i=k+1
3

3) Let the vectors xi ∈ Rn , i = 1, 2, . . . , n, be in the space W with


dimension d, where d ¿ n. Let the orthonormal basis of W be
W ∈ Rn×d . Then we can represent xi by
xi = c + W ri + ei , i = 1, 2, . . . , n,
where c ∈ Rn is a constant vector, ri ∈ Rd is the coordinate
of the point xi in the space W, and ei is the error. Denote
R = (r1 , r2 , . . . , rn ) and E = (e1 , e2 , . . . , en ). Find W , R and c
such that the error kEkF is minimized.
(Hint: write X = [x1 , x2 , . . . , xn ] = c(1, 1, . . . , 1) + W R + E.)
5. Two primes p and q are called twin primes if q = p + 2. For
example, 5 and 7, 11 and 13, 29 and 31 are twin primes. There is
a still unproven (but extensively numerically verified) conjecture that
there are infinitely many twin primes and that they are rather common.
Show how to factor an integer N which is a product of two twin primes.

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy