# Tagged Questions

**1**

vote

**0**answers

83 views

### Distribute Monte Carlo samples among dimensions

Simplified problem: Given a $d$-times nested convolution of an input function $g(x):\mathbb{R}\mapsto \mathbb{R}$ with the same band-limited smooth function $f(x):\mathbb{R}\mapsto \mathbb{R}$. I am ...

**2**

votes

**0**answers

205 views

### eigenvalues of the sum of a stochastic matrix and a diagonal matrix

Let $D$ be a real diagonal matrix $D=diag(a_1,a_2,\ldots,a_n)$ with $a_1\le a_2\le\ldots\le a_n$. Assume that at least one of the $a_i$ is positive. Let $P$ be an irreducible, real, row-stochastic ...

**6**

votes

**2**answers

617 views

### analytic approximation of a non-negative matrix by a sequence of positive matrices

Let $L \in \{0,1\}^{n \times n}$ be a non-negative matrix whose row sum is 1. ($L$ stands for "limit"). It is known that there exists a unique $r \times r$ principal minor of $L$ that is a permutation ...

**8**

votes

**2**answers

470 views

### Efficiently computing a few localized eigenvectors

Let $H = \triangle + V(x) : \mathbb{R}^2 \rightarrow \mathbb{R}^2$. I am interested in domain decomposition for an eigenproblem involving $H$.
The lowest 1000 eigenfunctions of $H$, $ \psi_i $, can ...

**5**

votes

**3**answers

420 views

### Traceless GUE : Four Centered Fermions

The proof of the Wigner Semicircle Law comes from studying the GUE Kernel
\[ K_N(\mu, \nu)=e^{-\frac{1}{2}(\mu^2+\nu^2)} \cdot \frac{1}{\sqrt{\pi}} \sum_{j=0}^{N-1}\frac{H_j(\lambda)H_j(\mu)}{2^j j!} ...

**6**

votes

**1**answer

155 views

### numerically track spectrum curves of a parameter dependent linear operator

Hi, I am interested in how to numerically track spectrum curves of a parameter dependent linear operator.
Given a linear operator in square matrix form $M(t)$, where the matrix is smooth dependent of ...

**4**

votes

**2**answers

500 views

### How do you solve linear systems whose solutions decay exponentially?

Consider the heat equation
$$\dot{u} = \Delta u$$
with initial conditions
$$u_0 = \delta(x)$$
for some point $x$ in the domain $\Omega$ of the problem. If $\Omega$ is $\mathbb{R}^n$, then this ...

**1**

vote

**0**answers

309 views

### Definition of spectral gradient

Consider this differential operator
$$
\mathcal{H}(\phi(\mathbf{x})) = -\triangle + V(\mathbf{x})H_\epsilon (\phi(\mathbf{x}))
$$
where $\mathbf{x} \in \mathbb{R}^2$, $\phi : \mathbb{R}^2 \rightarrow ...

**2**

votes

**0**answers

448 views

### Comparision of cubic hermite finite element and cubic B-spline finite element (in condition nunmbers of stiffness matrix, or sth else)

Background
Consider the one dimensional second order elliptic PDE,
$$
\left\{\!\!
\begin{aligned}
& -(a(x)u'(x))'+b(x)u(x)=f(x)\qquad x\in[0,1]\\
& u(0)=u(1)=0
\end{aligned}
...

**0**

votes

**0**answers

358 views

### iterated characteristic polynomials

If I have $N$ $M\times M$ symmetric positive definite matrices $A_i$ and an $N\times N$ positive semi-definite symmetric matrix B, let the $N\times N$ matrix $C_{ij}(\lambda)=B_{ij}$ for $i\ne j$ and ...