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We consider the convergence of iterative solvers for problems of nonlinear magnetostatics. Using the equivalence to an underlying minimization problem, we can establish global linear convergence of a large class of methods, including the…

Numerical Analysis · Mathematics 2024-03-28 Herbert Egger , Felix Engertsberger , Bogdan Radu

In 2005 Janson, extending earlier work of Mahmoud, Smythe, and Szyma\'nski, established the joint asymptotic normality of the outdegrees of a random plane recursive tree. In particular, he gave an explicit description of the limiting…

Combinatorics · Mathematics 2014-11-24 Hüseyin Acan , Paweł Hitczenko

Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical…

Probability · Mathematics 2013-11-26 Jonathan C. Mattingly , Andrew M. Stuart , M. V. Tretyakov

In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications,…

Probability · Mathematics 2012-02-02 Terence Tao , Van Vu

Systems of reaction-diffusion partial differential equations (RD-PDEs) are widely applied for modelling life science and physico-chemical phenomena. In particular, the coupling between diffusion and nonlinear kinetics can lead to the…

Numerical Analysis · Mathematics 2019-03-13 Maria Chiara D'Autilia , Ivonne Sgura , Valeria Simoncini

The paper develops the method for construction of families of particular solutions to some classes of nonlinear Partial Differential Equations (PDE). Method is based on the specific link between algebraic matrix equations and PDE.…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. I. Zenchuk

We prove that the distribution of eigenvectors of generalized Wigner matrices is universal both in the bulk and at the edge. This includes a probabilistic version of local quantum unique ergodicity and asymptotic normality of the…

Probability · Mathematics 2016-01-12 Paul Bourgade , Horng-Tzer Yau

This paper develops an inferential framework for matrix completion when missing is not at random and without the requirement of strong signals. Our development is based on the observation that if the number of missing entries is small…

Methodology · Statistics 2023-08-07 Jungjun Choi , Ming Yuan

We give simple criteria to identify the exponential order of magnitude of the absolute value of the determinant for wide classes of random matrix models, not requiring the assumption of invariance. These include Gaussian matrices with…

Probability · Mathematics 2023-02-22 Gérard Ben Arous , Paul Bourgade , Benjamin McKenna

Contrary to widespread perception, there is ever since 1994 a unified, general type independent theory for the existence of solutions for very large classes of nonlinear systems of PDEs. This solution method is based on the Dedekind order…

Analysis of PDEs · Mathematics 2007-05-23 E. E. Rosinger

The objective of this paper is to complete certain issues from our recent contribution [J. Calatayud, J.-C. Cort\'es, M. Jornet, L. Villafuerte, Random non-autonomous second order linear differential equations: mean square analytic…

Numerical Analysis · Mathematics 2018-11-21 J. Calatayud , J. -C. Cortés , M. Jornet

In a recent paper (arXiv:1501.06164) the author has introduced a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows the interpretation of merely measurable maps as solutions. This…

Analysis of PDEs · Mathematics 2015-08-25 Nikos Katzourakis

The problem of recovering the configuration of points from their partial pairwise distances, referred to as the Euclidean Distance Matrix Completion (EDMC) problem, arises in a broad range of applications, including sensor network…

Optimization and Control · Mathematics 2026-05-07 Chandler Smith , HanQin Cai , Abiy Tasissa

We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…

Disordered Systems and Neural Networks · Physics 2018-08-15 Isaac Pérez Castillo , Fernando L. Metz

The distribution function of the local density of states is computed exactly for the Wigner-Dyson ensemble of random Hamiltonians. In the absence of time-reversal symmetry, precise agreement is obtained with the "supersymmetry" theory by…

Condensed Matter · Physics 2017-12-07 C. W. J. Beenakker

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

We consider a random matrix model with both pairwise and non-pairwise contracted indices. The partition function of the matrix model is similar to that appearing in some replicated systems with random tensor couplings, such as the p-spin…

High Energy Physics - Theory · Physics 2019-12-06 Luca Lionni , Naoki Sasakura

Evaluating the permanent of a matrix is a fundamental computation that emerges in many domains, including traditional fields like computational complexity theory, graph theory, many-body quantum theory and emerging disciplines like machine…

Quantum Physics · Physics 2025-10-07 Cassandra Masschelein , Michelle Richer , Paul W. Ayers

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin.…

Machine Learning · Computer Science 2022-02-08 Patrick Kidger

It is shown how the universal correlation function of Brezin and Zee, and Beenakker, for random matrix ensembles of Wigner-Dyson type with density support on a finite interval can be derived using a linear response argument and macroscopic…

Condensed Matter · Physics 2009-10-22 P. J. Forrester
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