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Given a linear self-adjoint differential operator $\mathcal{L}$ along with a discretization scheme (like Finite Differences, Finite Elements, Galerkin Isogeometric Analysis, etc.), in many numerical applications it is crucial to understand…
A novel approach towards the spectral analysis of stationary random bivariate signals is proposed. Using the Quaternion Fourier Transform, we introduce a quaternion-valued spectral representation of random bivariate signals seen as…
The tensorial principal component analysis is a generalization of ordinary principal component analysis, focusing on data which are suitably described by tensors rather than matrices. This paper aims at giving the nonperturbative…
Recent work in time-frequency analysis proposed to switch the focus from the maxima of the spectrogram toward its zeros, which, for signals corrupted by Gaussian noise, form a random point pattern with a very stable structure leveraged by…
By considering an empirical approximation, and a new class of operators that we will call walking operators, we construct, for any positive ND-toeplitz matrix, an infinite in all dimensions matrix, for which the inverse approximates the…
A new density matrix and corresponding quantum kinetic equations are introduced for fermions undergoing coherent evolution either in time (coherent particle production) or in space (quantum reflection). A central element in our derivation…
We formulate and partially prove a general conjecture providing necessary and sufficient conditions for the reality of the asymptotic spectrum of an arbitrary real banded block Toeplitz matrix. Additionally we present numerical experiments…
The usual Helmholtz decomposition gives a decomposition of any vector valued function into a sum of gradient of a scalar function and rotation of a vector valued function under some mild condition. In this paper we show that the vector…
The inverse Toeplitz eigenvalue problem (ToIEP) concerns finding a vector that specifies the real-valued symmetric Toeplitz matrix with the prescribed set of eigenvalues. Since phase "calibration" errors in uniform linear antenna arrays…
We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an…
The computation of the matrix exponential is a ubiquitous operation in numerical mathematics, and for a general, unstructured $n\times n$ matrix it can be computed in $\mathcal{O}(n^3)$ operations. An interesting problem arises if the input…
Wideband communication receivers often deal with the problems of detecting weak signals from distant sources received together with strong nearby interferers. When the techniques of random modulation are used in communication system…
We discuss the stability theory and numerical analysis of the Helmholtz equation with variable and possibly non-smooth or oscillatory coefficients. Using the unique continuation principle and the Fredholm alternative, we first give an…
Generalized Locally Toeplitz (GLT) matrix sequences arise from large linear systems that approximate Partial Differential Equations (PDEs), Fractional Differential Equations (FDEs), and Integro-Differential Equations (IDEs). GLT sequences…
A theory is formulated for time dependent fluctuations of the spectrum of a single molecule in a dynamic environment. In particular, we investigate the photon counting statistics of a single molecule undergoing a spectral diffusion process.…
We investigate combinatorial properties of aperiodic simple Toeplitz subshifts, as well as spectral properties of Jacobi operators defined by them. More precisely, we derive explicit formulas for complexity, palindrome complexity and, for…
A general theory of nonlinear signal-noise interactions for wavelength division multiplexed fiber-optic coherent transmission systems is presented. This theory is based on the regular perturbation treatment of the nonlinear Schrodinger…
In this paper, we discuss index theory for Toeplitz operators on a discrete quarter-plane of two-variable rational matrix function symbols. By using Gohberg-Krein theory for matrix factorizations, we extend the symbols defined originally on…
The constant center frequency to bandwidth ratio (Q-factor) of wavelet transforms provides a very natural representation for audio data. However, invertible wavelet transforms have either required non-uniform decimation -- leading to…
The discretisation of boundary integral equations for the scalar Helmholtz equation leads to large dense linear systems. Efficient boundary element methods (BEM), such as the fast multipole method (FMM) and $\Hmat$ based methods, focus on…