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We present an adaptive grid matrix-free operator approximation scheme based on a "product-convolution" interpolation of convolution operators. This scheme is appropriate for operators that are locally translation-invariant, even if these…

Numerical Analysis · Mathematics 2019-02-07 Nick Alger , Vishwas Rao , Aaron Myers , Tan Bui-Thanh , Omar Ghattas

We introduce a variant of PCPs, that we refer to as rectangular PCPs, wherein proofs are thought of as square matrices, and the random coins used by the verifier can be partitioned into two disjoint sets, one determining the row of each…

Computational Complexity · Computer Science 2022-11-24 Amey Bhangale , Prahladh Harsha , Orr Paradise , Avishay Tal

Fr\'echet mean and variance provide a way of obtaining mean and variance for general metric space valued random variables and can be used for statistical analysis of data objects that lie in abstract spaces devoid of algebraic structure and…

Statistics Theory · Mathematics 2019-10-22 Paromita Dubey , Hans-Georg Müller

In this Letter, we strengthen and extend the connection between simulation and estimation to exploit simulation routines that do not exactly compute the probability of experimental data, known as the likelihood function. Rather, we provide…

Quantum Physics · Physics 2014-04-14 Christopher Ferrie , Christopher E. Granade

We consider continuous Dirac operators defined on $\mathbf{R}^d$, $d\in\{1,2,3\}$, together with various discrete versions of them. Both forward-backward and symmetric finite differences are used as approximations to partial derivatives. We…

Mathematical Physics · Physics 2023-07-19 Horia D. Cornean , Henrik Garde , Arne Jensen

Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for $n \times n$ random matrix ensembles with their infinite-dimensional, free-probability analogues. Under…

Analysis of PDEs · Mathematics 2025-12-01 Wilfrid Gangbo , David Jekel , Kyeongsik Nam , Aaron Z. Palmer

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

In this article we introduce powerful tools and techniques from invariant theory to free analysis. This enables us to study free maps with involution. These maps are free noncommutative analogs of real analytic functions of several…

Rings and Algebras · Mathematics 2019-08-15 Igor Klep , Špela Špenko

Free exponential families have been previously introduced as a special case of the q-exponential family. We show that free exponential families arise also from a procedure analogous to the definition of exponential families by using the…

Probability · Mathematics 2010-06-08 Wlodzimierz Bryc

A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…

Numerical Analysis · Mathematics 2012-12-27 Victor Y. Pan , Guoliang Qian

In this paper we revisit the classical Cauchy problem for Laplace's equation as well as two further related problems in the light of regularisation of this highly ill-conditioned problem by replacing integer derivatives with fractional…

Numerical Analysis · Mathematics 2023-09-26 Barbara Kaltenbacher an William Rundell

Over the past decades, a great body of theoretical and mathematical work has been devoted to random-matrix descriptions of open quantum systems. In these notes, based on lectures delivered at the Les Houches Summer School "Stochastic…

Disordered Systems and Neural Networks · Physics 2017-01-09 Henning Schomerus

We exhibit several bounds for operator norms of the sum of $\epsilon$-free semicircular random variables introduced in the paper of Speicher and Wysocza\'{n}ski. In particular, using the first and second largest eigenvalues of the adjacency…

Functional Analysis · Mathematics 2025-10-23 Benoît Collins , Akihiro Miyagawa

Voiculescu's freeness emerges in computing the asymptotic of spectra of polynomials on $N\times N$ random matrices with eigenspaces in generic positions: they are randomly rotated with a uniform unitary random matrix $U_N$. In this article…

Probability · Mathematics 2022-07-14 Guillaume Cébron , Nicolas Gilliers

This paper considers the problem of approximating the inverse of the wave-equation Hessian, also called normal operator, in seismology and other types of wave-based imaging. An expansion scheme for the pseudodifferential symbol of the…

Numerical Analysis · Mathematics 2015-03-17 Laurent Demanet , Pierre-David Létourneau , Nicolas Boumal , Henri Calandra , Jiawei Chiu , Stanley Snelson

The relation between continuous functions and random vectors is revealed in the paper that the main meaning is described as, for any given continuous function, there must be a sequence of probability spaces and a sequence of random vectors…

Probability · Mathematics 2022-11-15 Hong-Xing Li , Wei Zhou , Hong-Hai Mi

This paper derives a free analog of the Euler-Maruyama method (fEMM) to numerically approximate solutions of free stochastic differential equations (fSDEs). Simply speaking fSDEs are stochastic differential equations in the context of…

Probability · Mathematics 2025-01-13 Georg Schluechtermann , Michael Wibmer

Usual quantum mechanics predicts probabilities for the outcomes of measurements carried out at definite moments of time. However, realistic measurements do not take place in an instant, but are extended over a period of time. The assumption…

Quantum Physics · Physics 2009-10-30 Richard J. Micanek , James B. Hartle

A similarity transformation is constructed through which a system of particles interacting with inverse-square two-body and harmonic potentials in one dimension, can be mapped identically, to a set of free harmonic oscillators. This…

Condensed Matter · Physics 2009-10-30 N. Gurappa , Prasanta. K. Panigrahi

The random matrix ensembles are applied to the quantum statistical two-dimensional systems of electrons. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The…

Statistical Mechanics · Physics 2015-06-24 Maciej M. Duras