2
votes
0answers
78 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
0answers
192 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
2answers
614 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 ...
7
votes
2answers
456 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
3answers
411 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
1answer
147 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
2answers
494 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
0answers
291 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
0answers
427 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
0answers
351 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 ...