Related papers: The Doubly Stochastic Single Eigenvalue Problem: A…
The eigenvalue problem of stochastic Hamiltonian systems with boundary conditions was studied by Peng \cite{peng} in 2000. For one-dimensional case, denoting by $\{\lambda_n\}_{n=1}^{\infty}$ all the eigenvalues of such an eigenvalue…
A plasmon of a bounded domain $\Omega\subset\mathbb{R}^n$ is a non-trivial bounded harmonic function on $\mathbb{R}^n\setminus\partial\Omega$ which is continuous at $\partial\Omega$ and whose exterior and interior normal derivatives at…
We consider stochastic differential equations, obtained by adding weak Gaussian white noise to ordinary differential equations admitting $N$ asymptotically stable periodic orbits. We construct a discrete-time, continuous-space Markov chain,…
Consider a random matrix of the form $W_n = M_n + D_n$, where $M_n$ is a Wigner matrix and $D_n$ is a real deterministic diagonal matrix ($D_n$ is commonly referred to as an external source in the mathematical physics literature). We study…
Global well-posedness of the initial-boundary value problem for the stochastic Kuramoto-Sivashinsky equation in a bounded domain $D$ with a multiplicative noise is studied. It is shown that under suitable sufficient conditions, for any…
This paper presents existence and uniqueness results for reflected backward doubly stochastic differential equations (in short RBDDSEs) in a convex domain D. Moreover, using a stochastic flow approach a probabilistic interpretation for a…
We investigate a fully discrete finite element approximation for the stochastic Kuramoto-Sivashinsky equation, combining the standard finite element methods in spatial discretization with the implicit Euler-Maruyama scheme in time. Rigorous…
For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…
This paper studies an inverse boundary value problem for a semilinear Helmholtz equation with Neumann boundary conditions in a bounded domain $\Omega \subset \mathbb{R}^n$ ($n\ge2$). The objective is to recover the unknown linear and…
Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…
Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c…
The stochastic inverse eigenvalue problem aims to reconstruct a stochastic matrix from its spectrum. While there exists a large literature on the existence of solutions for special settings, there are only few numerical solution methods…
In this paper, we study the computational question of whether the Steklov spectrum of smooth simply connected planar domains can be approximated accurately by a boundary-only formulation based on harmonic conjugation. For the unit disk, the…
Dual complex numbers can represent rigid body motion in 2D spaces. Dual complex matrices are linked with screw theory, and have potential applications in various areas. In this paper, we study low rank approximation of dual complex…
Let ({\lambda}, v) be a known real eigenpair of a square real matrix A. In this paper it is shown how to locate the other eigenvalues of A in terms of the components of v. The obtained region is a union of Gershgorin discs of the second…
We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent…
We propose a supplement matrix method for computing eigenvalues of a dual Hermitian matrix, and discuss its application in multi-agent formation control. Suppose we have a ring, which can be the real field, the complex field, or the…
Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…
The question of the exact region in the complex plane of the possible single eigenvalues of all $n$-by-$n$ stochastic matrices was raised by Kolmogorov in 1937 and settled by Karpelevi\v{c} in 1951 after a partial result by Dmitriev and…
Identifying the spectrum of the sum of two given Hermitian matrices with fixed eigenvalues is the famous Horn's problem.In this note, we investigate a variant of Horn's problem, i.e., we identify the probability density function (abbr. pdf)…