Related papers: Analyticity of Parametric Elliptic Eigenvalue Prob…

The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…

In this work we establish eigenvalue inequalities for elliptic differential operators either for Dirichlet or for Robin eigenvalue problems, by using the technique introduced by Alexandroff, Bakelman and Pucci. These inequalities can be…

We consider the extreme eigenvalues of the sample covariance matrix $Q=YY^*$ under the generalized elliptical model that $Y=\Sigma^{1/2}XD.$ Here $\Sigma$ is a bounded $p \times p$ positive definite deterministic matrix representing the…

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

For a Hamiltonian $H \in C^2(\mathbb{R}^{N \times n})$ and a map $u:\Omega \subseteq \mathbb{R}^n /!\longrightarrow \mathbb{R}^N$, we consider the supremal functional \[ \label{1} \tag{1} E_\infty (u,\Omega) \ :=\…

We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…

When solving partial differential equations with random fields as coefficients the efficient sampling of random field realisations can be challenging. In this paper we focus on the fast sampling of Gaussian fields using quasi-random points…

In $L_2(\mathbb{R}^d;\mathbb{C}^n)$, we consider a selfadjoint matrix strongly elliptic second order differential operator $\mathcal{A}_\varepsilon$, $\varepsilon >0$. The coefficients of the operator $\mathcal{A}_\varepsilon$ are periodic…

The Gaussian and Laguerre orthogonal ensembles are fundamental to random matrix theory, and the marginal eigenvalue distributions are basic observable quantities. Notwithstanding a long history, a formulation providing high precision…

We investigate real eigenvalues of real elliptic Ginibre matrices of size $n$, indexed by the parameter of asymmetry $\tau \in [0,1]$. In both the strongly and weakly non-Hermitian regimes, where $\tau \in [0,1)$ is fixed or…

In this paper we give an estimate on the asymptotic behavior of eigenvalues of discretized elliptic boundary values problems. We first prove a simple min-max principle for selfadjoint operators on a Hilbert space. Then we show two sided…

In this paper the discrete eigenvalues of elliptic second order differential operators in $L^2(\mathbb{R}^n)$, $n \in \mathbb{N}$, with singular $\delta$- and $\delta'$-interactions are studied. We show the self-adjointness of these…

We construct Monte Carlo methods for the $L^2$-approximation in Hilbert spaces of multivariate functions sampling no more than $n$ function values of the target function. Their errors catch up with the rate of convergence and the…

We present novel Monte Carlo (MC) and multilevel Monte Carlo (MLMC) methods to determine the unbiased covariance of random variables using h-statistics. The advantage of this procedure lies in the unbiased construction of the estimator's…

We discuss properties of $L^2$-eigenfunctions of Schr\"odinger operators and elliptic partial differential operators. The focus is set on unique continuation principles and equidistribution properties. We review recent results and announce…

We investigate an $L_{q}(L_{p})$-regularity ($1<p,q<\infty$) theory for space-time nonlocal equations of the type $\partial^{\alpha}_{t}u = \mathcal{L}u +f$. Here, $\partial^{\alpha}_{t}$ is the Caputo fractional derivative of order…

We continue the work of [Camano, Lackner, Monk, SIAM J. Math. Anal., Vol. 49, No. 6, pp. 4376-4401 (2017)] on electromagnetic Stekloff eigenvalues. The authors recognized that in general the eigenvalues due not correspond to the spectrum of…

Consider an $M$-th order linear differential operator, $M\geq 2$, $$ \mathcal{L}^{(M)}=\sum_{k=0}^{M}\rho_{k}(z)\frac{d^k}{dz^k}, $$ where $\rho_M $ is a monic complex polynomial such that $degree[\rho_M]=M$ and $(\rho_k)_{k=0}^{M-1}$ are…

Let $X$ be a metric space with a doubling measure. Let $L$ be a nonnegative self-adjoint operator acting on $L^2(X)$, hence $L$ generates an analytic semigroup $e^{-tL}$. Assume that the kernels $p_t(x,y)$ of $e^{-tL}$ satisfy Gaussian…

We characterize the set of semiclassical measures corresponding to sequences of eigenfunctions of the attractive Coulomb operator $\widehat{H}_{\hbar}:=-\frac{\hbar^2}{2}\Delta_{\mathbb{R}^3}-\frac{1}{|x|}$. In particular, any Radon…