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This paper studies computational methods for quasi-stationary distributions (QSDs). We first proposed a data-driven solver that solves Fokker-Planck equations for QSDs. Similar as the case of Fokker-Planck equations for invariant…

Dynamical Systems · Mathematics 2021-03-03 Yao Li , Yaping Yuan

Regression analysis with probability measures as input predictors and output response has recently drawn great attention. However, it is challenging to handle multiple input probability measures due to the non-flat Riemannian geometry of…

Methodology · Statistics 2024-05-23 Xiaoyu Chen , Mengfan Fu , Yujing Huang , Xinwei Deng

The growing size of modern data sets brings many challenges to the existing statistical estimation approaches, which calls for new distributed methodologies. This paper studies distributed estimation for a fundamental statistical machine…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-04 Xi Chen , Jason D. Lee , He Li , Yun Yang

The computation of scattering poles for a sound-soft obstacle is investigated. These poles correspond to the eigenvalues of two boundary integral operators. We construct novel decompositions of these operators and show that they are…

Numerical Analysis · Mathematics 2025-10-07 Yunyun Ma , Jiguang Sun

The quantum statistical parton distributions approach proposed more than one decade ago is revisited by considering a larger set of recent and accurate Deep Inelastic Scattering experimental results. It enables us to improve the description…

High Energy Physics - Phenomenology · Physics 2015-10-22 Jacques Soffer , Claude Bourrely

We investigate the effects of low-lying fermion eigenmodes on the QCD partition function in the $\epsilon$-regime. The fermion determinant is approximated by a truncated product of low-lying eigenvalues of the overlap-Dirac operator. With…

High Energy Physics - Lattice · Physics 2009-11-11 Kenji Ogawa , Shoji Hashimoto

The eigenvalue spectrum $\rho(\lambda)$ of the Dirac operator is numerically calculated in lattice QCD with 2+1 flavors of dynamical domain-wall fermions. In the high-energy regime, the discretization effects become significant. We subtract…

High Energy Physics - Lattice · Physics 2018-07-11 Katsumasa Nakayama , Hidenori Fukaya , Shoji Hashimoto

We compute the chiral condensate in 2+1-flavor QCD through the spectrum of low-lying eigenmodes of Dirac operator. The number of eigenvalues of the Dirac operator is evaluated using a stochastic method with an eigenvalue filtering technique…

High Energy Physics - Lattice · Physics 2016-08-22 Guido Cossu , Hidenori Fukaya , Shoji Hashimoto , Takashi Kaneko , Jun-Ichi Noaki

The spectra of empirical correlation matrices, constructed from multivariate data, are widely used in many areas of sciences, engineering and social sciences as a tool to understand the information contained in typically large datasets. In…

Data Analysis, Statistics and Probability · Physics 2021-08-12 Udaysinh T. Bhosale , S. Harshini Tekur , M. S. Santhanam

We study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data. With the stochastic Galerkin approach, the solutions are represented as…

Numerical Analysis · Mathematics 2018-03-13 Howard C. Elman , Tengfei Su

The energy landscape of multiverse cosmology is often modeled by a multi-dimensional random Gaussian potential. The physical predictions of such models crucially depend on the eigenvalue distribution of the Hessian matrix at potential…

High Energy Physics - Theory · Physics 2018-04-04 Masaki Yamada , Alexander Vilenkin

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Portfolio Management · Quantitative Finance 2016-05-24 Takashi Shinzato

The one-dimensional Dickman distribution arises in various stochastic models across number theory, combinatorics, physics, and biology. Recently, a definition of the multidimensional Dickman distribution has appeared in the literature,…

Probability · Mathematics 2026-04-30 Anastasiia S. Kovtun , Nikolai N. Leonenko , Andrey Pepelyshev

Randomized methods, such as the randomized SVD (singular value decomposition) and Nystr\"om approximation, are an effective way to compute low-rank approximations of large matrices. Motivated by applications to operator learning, Boull\'e…

Numerical Analysis · Mathematics 2026-02-09 Daniel Kressner , David Persson , André Uschmajew

In this paper, an eigenvalue mapping-based discretization method is applied to discretize the generalized super-twisting algorithm. The existing eigenvalue mapping is extended to the complex domain which greatly enlarges the range of…

Systems and Control · Electrical Eng. & Systems 2024-01-23 Ningning Ding

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

Probability · Mathematics 2019-04-12 Elizabeth Meckes , Kathryn Stewart

In this paper, we study the smallest non-zero eigenvalue of the sample covariance matrices $\mathcal{S}(Y)=YY^*$, where $Y=(y_{ij})$ is an $M\times N$ matrix with iid mean $0$ variance $N^{-1}$ entries. We prove a phase transition for its…

Probability · Mathematics 2023-11-09 Zhigang Bao , Jaehun Lee , Xiaocong Xu

We present efficient numerical techniques for calculation of eigenvalue distributions of random matrices in the beta-ensembles. We compute histograms using direct simulations on very large matrices, by using tridiagonal matrices with…

Mathematical Physics · Physics 2007-05-23 Alan Edelman , Per-Olof Persson

The zero momentum sectors in effective theories of QCD coupled to pseudoreal (two colors) and real (adjoint) quarks have alternative descriptions in terms of chiral orthogonal and symplectic ensembles of random matrices. Using this…

High Energy Physics - Theory · Physics 2009-10-31 T. Nagao , S. M. Nishigaki

We implement fermions on dynamical random triangulation and determine numerically the spectrum of the Dirac-Wilson operator D for the system of Majorana fermions coupled to two-dimensional Euclidean quantum gravity. We study the dependence…

High Energy Physics - Lattice · Physics 2009-11-07 L. Bogacz , Z. Burda , C. Petersen , B. Petersson