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The stories told in this paper are dealing with the solution of finite, infinite, and biinfinite Toeplitz-type systems. A crucial role plays the off-diagonal decay behavior of Toeplitz matrices and their inverses. Classical results of…

Numerical Analysis · Mathematics 2025-10-20 Thomas Strohmer

The present paper implements a complex analytic method to recover the spectrum of a matrix perturbed by either the addition or the multiplication of a random matrix noise, under the assumption that the distribution of the noise is unitarily…

Probability · Mathematics 2020-11-25 Pierre Tarrago

Starting from measured data, we develop a method to compute the fine structure of the spectrum of the Koopman operator with rigorous convergence guarantees. The method is based on the observation that, in the measure-preserving ergodic…

Dynamical Systems · Mathematics 2018-08-28 Milan Korda , Mihai Putinar , Igor Mezić

We previously demonstrated that the bulk transport coefficients of uniaxial polycrystalline materials, including electrical and thermal conductivity, diffusivity, complex permittivity, and magnetic permeability, have Stieltjes integral…

Mathematical Physics · Physics 2024-12-05 N. Benjamin Murphy , Daniel Hallman , Elena Cherkaev , Kenneth M. Golden

In several applications, one must estimate a real-valued (symmetric) Toeplitz covariance matrix, typically shifted by the conjugated diagonal matrices of phase progression and phase "calibration" errors. Unlike the Hermitian Toeplitz…

Signal Processing · Electrical Eng. & Systems 2025-07-03 Yuri Abramovich , Victor Abramovich , Tanit Pongsiri

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…

Numerical Analysis · Mathematics 2026-03-10 Long-Ling Du , Zejun Sun , Li-Li Wang , Guang-Hui Zheng

In 2D semiconductors and insulators, the Chern number of the valence band Bloch state is an important quantity that has been linked to various material properties, such as the topological order. We elaborate that the opacity of 2D materials…

Strongly Correlated Electrons · Physics 2023-10-25 Paolo Molignini , Bastien Lapierre , R. Chitra , Wei Chen

The problem of estimating the covariance matrix $\Sigma$ of a $p$-variate distribution based on its $n$ observations arises in many data analysis contexts. While for $n>p$, the classical sample covariance matrix $\hat{\Sigma}_n$ is a good…

Information Theory · Computer Science 2017-09-28 Maryia Kabanava , Holger Rauhut

A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…

Statistical Mechanics · Physics 2026-05-12 Carolina Garcia , Lucía Perea Durán , Agnese Venezia , Alex Conradie

This paper is concerned with networks of identical linear quantum stochastic systems which interact with each other and external bosonic fields in a translation invariant fashion. The systems are associated with sites of a multidimensional…

Quantum Physics · Physics 2022-02-07 Igor G. Vladimirov , Ian R. Petersen

A major issue in harmonic analysis is to capture the phase dependence of frequency representations, which carries important signal properties. It seems that convolutional neural networks have found a way. Over time-series and images,…

Signal Processing · Electrical Eng. & Systems 2019-07-02 Stéphane Mallat , Sixin Zhang , Gaspar Rochette

This paper studies the spectral properties of large matrices and the preconditioning of linear systems, arising from the finite difference discretization of a time-dependent space-fractional diffusion equation with a variable coefficient…

Numerical Analysis · Mathematics 2026-03-17 Muhammad Faisal Khan , Asim Ilyas , Rolf Krause , Stefano Serra-Capizzano , Cristina Tablino-Possio

The problem of estimating the L\'evy density of a partially observed multidimensional affine process from low-frequency and mixed-frequency data is considered. The estimation methodology is based on the log-affine representation of the…

Methodology · Statistics 2015-03-13 Denis Belomestny

We consider the hermitian random matrix model with external source and general polynomial potential, when the source has two distinct eigenvalues but is otherwise arbitrary. All such models studied so far have a common feature: an…

Mathematical Physics · Physics 2020-12-11 Andrei Martínez-Finkelshtein , Guilherme L. F. Silva

In this paper, we provide the spectral decomposition in Hilbert space of the $\mathcal{C}_0$-semigroup $P$ and its adjoint $\hatP$ having as generator, respectively, the Caputo and the right-sided Riemann-Liouville fractional derivatives of…

Probability · Mathematics 2019-05-28 Pierre Patie , Yixuan Zhao

We explore the block nature of the matrix representation of multiplex networks, introducing a new formalism to deal with its spectral properties as a function of the inter-layer coupling parameter. This approach allows us to derive…

Physics and Society · Physics 2018-07-17 Guilherme Ferraz de Arruda , Emanuele Cozzo , Francisco A. Rodrigues , Yamir Moreno

We present an efficient procedure for computing resonances and resonant modes of Helmholtz problems posed in exterior domains. The problem is formulated as a nonlinear eigenvalue problem (NEP), where the nonlinearity arises from the use of…

Numerical Analysis · Mathematics 2016-07-01 Juan Carlos Araujo-Cabarcas , Christian Engstrom , Elias Jarlebring

A system of singular integral equations with monotone and concave nonlinearity in the subcritical case is investigated. The specified system and its scalar analog have direct applications in various areas of physics and biology. In…

Functional Analysis · Mathematics 2024-10-28 A. Kh. Khachatryan , Kh. A. Khachatryan , H. S. Petrosyan

The electrodynamic features of the multiband model are examined using the transverse equation of motion approach in order to give the explanation of several long-standing problems. It turns out that the exact summation of the most singular…

Strongly Correlated Electrons · Physics 2007-05-23 Ivan Kupcic , Slaven Barisic

We study the limiting eigenvalue distribution of $n\times n$ banded Toeplitz matrices as $n\to \infty$. From classical results of Schmidt-Spitzer and Hirschman it is known that the eigenvalues accumulate on a special curve in the complex…

Complex Variables · Mathematics 2007-10-10 Maurice Duits , Arno B. J. Kuijlaars