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This note introduces a new analytic approach to the solution of a very general class of finite-horizon optimal control problems formulated for discrete-time systems. This approach provides a parametric expression for the optimal control…

Optimization and Control · Mathematics 2012-09-03 Augusto Ferrante , Lorenzo Ntogramatzidis

We consider the max-plus analogue of the eigenproblem for matrix pencils Ax=lambda Bx. We show that the spectrum of (A,B) (i.e., the set of possible values of lambda), which is a finite union of intervals, can be computed in…

Metric Geometry · Mathematics 2014-01-16 Stephane Gaubert , Sergei Sergeev

Maximization and minimization problems of the principle eigenvalue for divergence form second order elliptic operators with the Dirichlet boundary condition are considered. The principal eigen map of such elliptic operators is introduced…

Optimization and Control · Mathematics 2019-08-28 Hongwei Lou , Jiongmin Yong

The quadratic programming over one inequality quadratic constraint (QP1QC) is a very special case of quadratically constrained quadratic programming (QCQP) and attracted much attention since early 1990's. It is now understood that, under…

Optimization and Control · Mathematics 2016-11-25 Yong Hsia , Gang-Xuan Lin , Ruey-Lin Sheu

Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…

Numerical Analysis · Mathematics 2021-09-22 Keiichi Morikuni

We consider the phenomenon of spectral pollution arising in calculation of spectra of self-adjoint operators by projection methods. We suggest a strategy of dealing with spectral pollution by using the so-called second order relative…

Spectral Theory · Mathematics 2025-10-20 Michael Levitin , Eugene Shargorodsky

A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentical covariance. These pencils arise when…

Statistics Theory · Mathematics 2015-10-02 Piero Barone

The quantitative information on the spectral gaps for the linearized Boltzmann operator is of primary importance on justifying the Boltzmann model and study of relaxation to equilibrium. This work, for the first time, provides numerical…

Mathematical Physics · Physics 2018-07-27 Chenglong Zhang , Irene M. Gamba

It is well known that under certain conditions on a Banach space $X$, the set of bounded linear operators attaining their numerical radius is a dense subset. We prove in this paper that if $X$ is assumed to be uniformly convex and uniformly…

Functional Analysis · Mathematics 2023-02-28 Mohammed Bachir

The matrix pencil method (MPM) is a well-known technique for estimating the parameters of exponentially damped sinusoids in noise by solving a generalized eigenvalue problem. However, in several cases, this is an ill-conditioned problem…

Signal Processing · Electrical Eng. & Systems 2024-04-18 Raymundo Albert , Cecilia G. Galarza

This paper is concerned with general $n\times n$ upper triangular operator matrices with given diagonal entries. We characterize perturbations of the left (right) essential spectrum, the essential spectrum, as well as the left (right) the…

Functional Analysis · Mathematics 2021-08-30 Nikola Sarajlija

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…

Numerical Analysis · Mathematics 2016-01-08 Daniel Kressner , André Uschmajew

Suppose that c is a linear operator acting on an n-dimensional complex Hilbert Space H, and let tau denote the normalized trace on B(H). Set b_1 = (c+c*)/2 and b_2 = (c-c*)/2i, and write B for the the spectral scale of {b_1, b_2} with…

Rings and Algebras · Mathematics 2007-05-23 Charles A. Akemann , Joel Anderson

Let $D$ be a bounded convex domain in $\mathbb{C}$ with a regular analytic boundary. Suppose that the numerical range $W(A)$ of a bounded linear operator $A$ is contained in $\overline{D}$. If $\overline{W(A)}$ intersects the boundary…

Functional Analysis · Mathematics 2020-03-12 Brian Lins

Super-resolution is a fundamental task in imaging, where the goal is to extract fine-grained structure from coarse-grained measurements. Here we are interested in a popular mathematical abstraction of this problem that has been widely…

Information Theory · Computer Science 2015-04-30 Ankur Moitra

We consider the plasmonic eigenvalue problem for a general 2D domain with a curvilinear corner, studying the spectral theory of the Neumann--Poincar\'e operator of the boundary. A limiting absorption principle is proved, valid when the…

Spectral Theory · Mathematics 2020-10-13 Karl-Mikael Perfekt

We consider a quadratic matrix boundary value problem with equations and boundary conditions dependent on a spectral parameter. We study an inverse problem that consists in recovering the differential pencil by the so-called Weyl matrix. We…

Spectral Theory · Mathematics 2013-01-15 Natalia Bondarenko

In arXiv:2401.00636 we introduced the notion of a periodic pencil of flat connections on a smooth variety $X$. Namely, a pencil is a linear family of flat connections $\nabla(s_1,...,s_n)=d-\sum_{i=1}^r\sum_{j=1}^ns_jB_{ij}dx_i,$ where…

Algebraic Geometry · Mathematics 2026-02-17 Pavel Etingof , Alexander Varchenko

We say that a complex number $\lambda$ is an extended eigenvalueof a bounded linear operator T on a Hilbert space H if there exists anonzero bounded linear operator X acting on H, called extended eigen-vector associated to $\lambda$, and…

Functional Analysis · Mathematics 2017-04-05 Gilles Cassier , Hasan Alkanjo

We consider a general elliptic operator in an infinite multi-dimensional cylinder with several distant perturbations; this operator is obtained by ``gluing'' several single perturbation operators $\mathcal{H}^{(k)}$, $k=1,\ldots,n$, at…

Spectral Theory · Mathematics 2020-08-18 D. I. Borisov , A. M. Golovina