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A complete error analysis of variational integrators is obtained, by blowing up the discrete variational principles, all of which have a singularity at zero time-step. Divisions by the time step lead to an order that is one less than…

Numerical Analysis · Mathematics 2009-03-05 George W. Patrick , Charles Cuell

The first step when solving an infinite-dimensional eigenvalue problem is often to discretize it. We show that one must be extremely careful when discretizing nonlinear eigenvalue problems. Using examples, we show that discretization can:…

Numerical Analysis · Mathematics 2023-05-04 Matthew J. Colbrook , Alex Townsend

This paper introduces a data-adaptive non-parametric approach for the estimation of time-varying spectral densities from nonstationary time series. Time-varying spectral densities are commonly estimated by local kernel smoothing. The…

Computation · Statistics 2020-07-21 Anne van Delft , Michael Eichler

Three fundamental variational principles used for solving elastodynamic eigenvalue problems are studied within the context of elastic wave propagation in periodic composites (phononics). We study the convergence of the eigenvalue problems…

Materials Science · Physics 2016-03-23 Yan Lu , Ankit Srivastava

We consider two-point non-self-adjoint boundary eigenvalue problems for linear matrix differential operators. The coefficient matrices in the differential expressions and the matrix boundary conditions are assumed to depend analytically on…

Mathematical Physics · Physics 2010-04-20 Oleg N. Kirillov

In this paper, a parameter-uniform fitted mesh finite difference scheme is constructed and analyzed for a class of singularly perturbed interior turning point problems. The solution of this class of turning point problem possess two outflow…

Numerical Analysis · Mathematics 2019-09-17 Vikas Gupta , Sanjay K. Sahoo , Ritesh K. Dubey

We study spectral graph clustering under edge differential privacy. We propose a matrix shuffling mechanism that combines randomized edge flipping with a random permutation of the adjacency matrix. While edge flipping alone provides only a…

Information Theory · Computer Science 2026-05-12 Antti Koskela , Mohamed Seif , H. Vincent Poor , Andrea J. Goldsmith

We study diffusions, variational principles and associated boundary value problems on directed graphs with natural weightings. Using random walks and exit times, we associate to certain subgraphs (domains) a pair of sequences, each of which…

Spectral Theory · Mathematics 2007-05-23 Patrick McDonald , Robert Meyers

The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…

Numerical Analysis · Mathematics 2021-06-08 Xing Liu

We study principal components analyses in multivariate random and mixed effects linear models, assuming a spherical-plus-spikes structure for the covariance matrix of each random effect. We characterize the behavior of outlier sample…

Statistics Theory · Mathematics 2018-06-26 Zhou Fan , Iain M. Johnstone , Yi Sun

This work investigates the multiplicity and differentiability of eigenfrequencies in structures with various symmetries. In particular, the study explores how the geometric and design variable symmetries affect the distribution of…

Computational Engineering, Finance, and Science · Computer Science 2025-01-28 Shiyao Sun , Kapil Khandelwal

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur…

Machine Learning · Computer Science 2025-06-26 Laura Boggia , Rafael Teixeira de Lima , Bogdan Malaescu

This paper presents a novel methodology of local adaptivity for the frequency-domain analysis of the vibrations of Reissner-Mindlin plates. The adaptive discretization is based on the recently developed Geometry Independent Field…

Numerical Analysis · Mathematics 2018-04-17 Peng Yu , Cosmin Anitescu , Satyendra Tomar , Stéphane Bordas , Pierre Kerfriden

In dynamic imaging, a key challenge is to reconstruct image sequences with high temporal resolution from strong undersampling projections due to a relatively slow data acquisition speed. In this paper, we propose a variational model using…

Numerical Analysis · Mathematics 2018-01-22 Qiaoqiao Ding , Martin Burger , Xiaoqun Zhang

Variational quantum metrology represents a powerful tool for optimizing generic estimation strategies, combining the principles of variational optimization with the techniques of quantum metrology. Such optimization procedures result…

We propose a wave operator method to calculate eigenvalues and eigenvectors of large parameter-dependent matrices, using an adaptative active subspace. We consider a hamiltonian which depends on external adjustable or adiabatic parameters,…

Computational Physics · Physics 2020-05-29 Arnaud Leclerc , Georges Jolicard

When a system of first order linear ordinary differential equations has eigenvalues of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The cost of representing…

Numerical Analysis · Mathematics 2023-09-26 Tony Hu , James Bremer

In this paper, we introduce flexible observation-driven $\mathbb{Z}$-valued time series models constructed from mixtures of negative and non-negative components. Compared to models based on the standard Skellam distribution or on a…

Statistics Theory · Mathematics 2026-03-18 Abdelhakim Aknouche , Christian Francq , Yuichi Goto

It is significant and challenging to solve eigenvalue problems of partial differential operators when many highly accurate eigenpair approximations are required. The adaptive finite element discretization based parallel orbital-updating…

Numerical Analysis · Mathematics 2025-09-24 Xiaoying Dai , Yan Li , Bin Yang , Aihui Zhou

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

Probability · Mathematics 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl