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This paper establishes connection between discrete cosine transform (DCT) and 1st and 2nd order discrete-time fractional Brownian motion process. It is proved that the eigenvectors of the auto-covariance matrix of a 1st and 2nd order…

Applications · Statistics 2013-02-25 Anubha Gupta , ShivDutt Joshi

We study finite temperature dynamical correlation functions of the magnetization operator in the one-dimensional Ising quantum field theory. Our approach is based on a finite temperature form factor series and on a Fredholm determinant…

Statistical Mechanics · Physics 2024-12-11 István Csépányi , Márton Kormos

We study the Floquet solutions of the Mathieu equation. In order to find an explicit relation between the characteristic exponents and their corresponding eigenvalues of the Mathieu operator, we consider the Whittaker-Hill formula. This…

Mathematical Physics · Physics 2013-11-18 Jan Eric Sträng

In the bulk scaling limit of the Gaussian Unitary Ensemble of Hermitian matrices the probability that an interval of length $s$ contains no eigenvalues is the Fredholm determinant of the sine kernel $\sin(x-y)\over\pi(x-y)$ over this…

High Energy Physics - Theory · Physics 2009-10-28 Harold Widom

A discrete analog is considered for the inverse transmission eigenvalue problem, having applications in acoustics. We provide a well-posed inverse problem statement, develop a constructive procedure for solving this problem, prove…

Spectral Theory · Mathematics 2021-11-01 Natalia P. Bondarenko , Vjacheslav A. Yurko

We extend the unified kernel framework for transport equations and Koopman eigenfunctions, developed in previous work by the authors for deterministic systems, to stochastic differential equations (SDEs). In the deterministic setting, three…

Dynamical Systems · Mathematics 2026-03-03 Boumediene Hamzi , Houman Owhadi , Umesh Vaidya

A recent area of interest is the development and study of eigenvalue problems arising in scattering theory that may provide potential target signatures for use in nondestructive testing of materials. We consider a generalization of the…

Analysis of PDEs · Mathematics 2020-07-01 Samuel Cogar

For smooth hyperbolic dynamical systems and smooth weights, we relate Ruelle transfer operators with dynamical Fredholm determinants and dynamical zeta functions: First, we establish bounds for the essential spectral radii of the transfer…

Dynamical Systems · Mathematics 2008-01-17 Viviane Baladi , Masato Tsujii

We introduce an efficient method for computing the Stekloff eigenvalues associated with the Helmholtz equation. In general, this eigenvalue problem requires solving the Helmholtz equation with Dirichlet and/or Neumann boundary condition…

Numerical Analysis · Mathematics 2017-11-17 Yangqingxiang Wu , Ludmil T Zikatanov

This paper is a continuation of our previous works about coordinate, momentum, dispersion operators and phase space representation of quantum mechanics. It concerns a study on the properties of wavefunctions in the phase space…

In this paper we study a linear inverse problem with a biological interpretation, which is modeled by a Fredholm integral equation of the first kind. When the kernel in the Fredholm equation is represented by step func- tions, we obtain…

Optimization and Control · Mathematics 2013-04-11 C. Conca , R. Lecaros , J. H. Ortega , L. Rosier

The Koopman operator is an useful analytical tool for studying dynamical systems -- both controlled and uncontrolled. For example, Koopman eigenfunctions can provide non-local stability information about the underlying dynamical system.…

Dynamical Systems · Mathematics 2020-05-01 Craig Bakker , Thiagarajan Ramachandran , W. Steven Rosenthal

We show that the problem of finding the primary and secondary characteristic directions of a linear lossless optical element can be reformulated in terms of an eigenvalue problem related to the unimodular factor of the transfer matrix of…

Optics · Physics 2007-05-23 Hanno Hammer

In this paper we study Steklov eigenvalues for the Lam\'e operator which arise in the theory of linear elasticity. In this eigenproblem the spectral parameter appears in a Robin boundary condition, linking the traction and the displacement.…

Analysis of PDEs · Mathematics 2021-04-14 Sebastián Domínguez

We present a framework which enables the analysis of dynamic inverse problems for wave phenomena that are modeled through second-order hyperbolic PDEs. This includes well-posedness and regularity results for the forward operator in an…

Analysis of PDEs · Mathematics 2020-02-19 Thies Gerken

In this paper, we investigate the interior transmission eigenvalue problem for an inhomogeneous media with conductive boundary conditions. We prove the discreteness and existence of the transmission eigenvalues. We also investigate the…

Analysis of PDEs · Mathematics 2016-10-31 Oleksandr Bondarenko , Isaac Harris , Andreas Kleefeld

The Koopman-von Neumann equation describes the evolution of wavefunctions associated with autonomous ordinary differential equations and can be regarded as a quantum physics-inspired formulation of classical mechanics. The main advantage…

Dynamical Systems · Mathematics 2026-04-10 Stefan Klus , Feliks Nüske , Patrick Gelß

Applying Physics-Informed Gaussian Process Regression to the eigenvalue problem $(\mathcal{L}-\lambda)u = 0$ poses a fundamental challenge, where the null source term results in a trivial predictive mean and a degenerate marginal…

Machine Learning · Statistics 2026-01-13 Tianming Bai , Jiannan Yang

We consider the differential of a self-consistent transfer operator at a fixed point of the operator itself and show that its spectral properties can be used to establish a kind of local exponential convergence to equilibrium: probability…

Dynamical Systems · Mathematics 2024-10-25 Roberto Castorrini , Stefano Galatolo , Matteo Tanzi

In this paper we present a mathematical and numerical analysis of an eigenvalue problem associated to the elasticity-Stokes equations stated in two and three dimensions. Both problems are related through the Herrmann pressure. Employing the…

Numerical Analysis · Mathematics 2023-12-19 Arbaz Khan , Felipe Lepe , David Mora , Jesus Vellojin