Related papers: How Many Numerical Eigenvalues can We Trust?
Estimating the fidelity with a target state is important in quantum information tasks. Many fidelity estimation techniques present a suitable measurement scheme to perform the estimation. In contrast, we present techniques that allow the…
The numerical analysis of a family of distributed mixed optimal control problems governed by elliptic variational inequalities (with parameter $\alpha >0$) is obtained through the finite element method when its parameter $h\rightarrow 0$.…
This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…
We consider the problem of estimating the number of false null hypotheses among a very large number of independently tested hypotheses, focusing on the situation in which the proportion of false null hypotheses is very small. We propose a…
The probability that there are $k$ real eigenvalues for an $n$ dimensional real random matrix is known. Here we study this for the case of products of independent random matrices. Relating the problem of the probability that the product of…
The paper concerns the discreteness of the eigenvalues and the solvability of the interior transmission problem for anisotropic media. Conditions for the ellipticity of the problem are written explicitly, and it is shown that they do not…
The first step when solving an infinite-dimensional eigenvalue problem is often to discretize it. We show that one must be extremely careful when discretizing nonlinear eigenvalue problems. Using examples, we show that discretization can:…
This paper demonstrates the existence of a finite set of equilibria in the case of the indeterminacy of linear rational expectations models. The number of equilibria corresponds to the number of ways to select n eigenvectors among a larger…
To provide mathematically rigorous eigenvalue bounds for the Steklov eigenvalue problem, an enhanced version of the eigenvalue estimation algorithm developed by the third author is proposed, which removes the requirements of the positive…
This paper presents a posteriori error estimates for conforming numerical approximations of eigenvalue clusters of second-order self-adjoint elliptic linear operators with compact resolvent. Given a cluster of eigenvalues, we estimate the…
In latest years, several advancements have been made in symbolic-numerical eigenvalue techniques for solving polynomial systems. In this article, we add to this list. We design an algorithm which solves systems with isolated solutions…
Sensitivity of an eigenvalue $\lambda_i$ to the perturbation of matrix elements is controlled by the eigenvalue condition number defined as $\kappa_i = \sqrt{\left< L_i | L_i\right> \left< R_i|R_i \right> }$, where $\left<L_i\right|$ and…
It is shown how mixed finite element methods for symmetric positive definite eigenvalue problems related to partial differential operators can provide guaranteed lower eigenvalue bounds. The method is based on a classical compatibility…
A multigrid method is proposed for solving nonlinear eigenvalue problems by the finite element method. With this new scheme, solving nonlinear eigenvalue problem is decomposed to a series of solutions of linear boundary value problems on…
We propose an analysis for the stabilized finite element methods proposed in, E. Burman, Stabilized finite element methods for nonsymmetric, noncoercive, and ill-posed problems. Part I: Elliptic equations. SIAM J. Sci. Comput., 35(6) 2013,…
The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…
It is considered a semilinear elliptic partial differential equation in $\mathbb{R}^N$ with a potential that may vanish at infinity and a nonlinear term with subcritical growth. A positive solution is proved to exist depending on the…
With the rise of increasingly powerful and user-facing NLP systems, there is growing interest in assessing whether they have a good representation of uncertainty by evaluating the quality of their predictive distribution over outcomes. We…
We study person-level differentially private (DP) mean estimation in the case where each person holds multiple samples. DP here requires the usual notion of distributional stability when $\textit{all}$ of a person's datapoints can be…
Finite difference approximations to multi-asset American put option price are considered. The assets are modelled as a multi-dimensional diffusion process with variable drift and volatility. Approximation error of order one quarter with…