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We present numerical upscaling techniques for a class of linear second-order self-adjoint elliptic partial differential operators (or their high-resolution finite element discretization). As prototypes for the application of our theory we…

Numerical Analysis · Mathematics 2014-09-11 Axel Malqvist , Daniel Peterseim

In the aim of reducing the computational cost of the resolution of parameter-dependent eigenvalue problems, a model order reduction (MOR) procedure is proposed. We focus on the case of non-self-adjoint generalized eigenvalue problems, such…

Numerical Analysis · Mathematics 2023-11-27 Yonah Conjungo Taumhas , Geneviève Dusson , Virginie Ehrlacher , Tony Lelièvre , François Madiot

We consider filtered subspace iteration for approximating a cluster of eigenvalues (and its associated eigenspace) of a (possibly unbounded) selfadjoint operator in a Hilbert space. The algorithm is motivated by a quadrature approximation…

Numerical Analysis · Mathematics 2019-02-05 Jay Gopalakrishnan , Luka Grubišić , Jeffrey Ovall

We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…

Probability · Mathematics 2025-05-28 Daniel Barzilai , Ohad Shamir

We consider a singular perturbed eigenvalue problem for Laplace operator in a cylinder with frequent interchange of type of boundary condition on a lateral surface. These boundary conditions are prescribed by partition of lateral surface in…

Mathematical Physics · Physics 2007-05-23 Denis I. Borisov

The distribution of the ratios of consecutive eigenvalue spacings of random matrices has emerged as an important tool to study spectral properties of many-body systems. This article numerically investigates the eigenvalue ratios…

Disordered Systems and Neural Networks · Physics 2022-07-13 Ankit Mishra , Tanu Raghav , Sarika Jalan

The problem of increasing the accuracy of an approximate solution is considered for boundary value problems for parabolic equations. For ordinary differential equations (ODEs), nonstandard finite difference schemes are in common use for…

Numerical Analysis · Computer Science 2017-05-22 Petr N. Vabishchevich

Partial differential equations can be used to model many problems in several fields of application including, e.g., fluid mechanics, heat and mass transfer, and electromagnetism. Accurate discretization methods (e.g., finite element or…

Numerical Analysis · Mathematics 2022-03-18 Pierfrancesco Siena , Michele Girfoglio , Gianluigi Rozza

In this paper we propose local approximation spaces for localized model order reduction procedures such as domain decomposition and multiscale methods. Those spaces are constructed from local solutions of the partial differential equation…

Numerical Analysis · Mathematics 2018-07-31 Andreas Buhr , Kathrin Smetana

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Probability · Mathematics 2025-01-06 Yujia Guo , Xiaojie Wang , Yue Wu

The present paper is devoted to clustering geometric graphs. While the standard spectral clustering is often not effective for geometric graphs, we present an effective generalization, which we call higher-order spectral clustering. It…

Machine Learning · Computer Science 2021-03-16 Konstantin Avrachenkov , Andrei Bobu , Maximilien Dreveton

We develop a well-posedness theory for second order systems in bounded domains where boundary phenomena like glancing and surface waves play an important role. Attempts have previously been made to write a second order system consisting of…

Analysis of PDEs · Mathematics 2010-12-08 Heinz-Otto Kreiss , Omar E. Ortiz , N. Anders Petersson

This paper develops matrix-multiplication-based iterative refinement for diagonalizable non-Hermitian eigendecompositions. The main theory concerns simple eigenvalues and distinguishes two input regimes. In the right-only regime, where only…

Numerical Analysis · Mathematics 2026-04-06 Takeshi Terao

A numerical algorithm is proposed to deal with parametric eigenvalue problems involving non-Hermitian matrices and is exploited to find location of defective eigenvalues in the parameter space of non-Hermitian parametric eigenvalue…

Computational Physics · Physics 2026-01-23 Benoit Nennig , Martin Ghienne , Emmanuel Perrey-Debain

Spectral methods include a family of algorithms related to the eigenvectors of certain data-generated matrices. In this work, we are interested in studying the geometric landscape of the eigendecomposition problem in various spectral…

Optimization and Control · Mathematics 2022-07-13 Shuang Li , Gongguo Tang , Michael B. Wakin

We consider the problem of learning from a similarity matrix (such as spectral clustering and lowd imensional embedding), when computing pairwise similarities are costly, and only a limited number of entries can be observed. We provide a…

Machine Learning · Statistics 2014-06-11 Ethan Fetaya , Ohad Shamir , Shimon Ullman

Low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection are among the most important problems in machine learning. The existing methods usually consider the case when each instance has a fixed,…

Machine Learning · Computer Science 2012-02-20 Barnabas Poczos , Liang Xiong , Jeff Schneider

We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…

Machine Learning · Statistics 2020-03-03 Bradley S. Price , Aaron J. Molstad , Ben Sherwood

M.Levitin and E.Shargorodsky purposed in a recent article, [math.SP/0212087], the use of the so called ``second order relative spectrum'', to find eigenvalues of self-adjoint operators in gaps of the essential spectrum. Let $M$ be a…

Spectral Theory · Mathematics 2025-10-20 Lyonell Boulton

A novel and intuitive nearest neighbours based clustering algorithm is introduced, in which a cluster is defined in terms of an equilibrium condition which balances its size and cohesiveness. The formulation of the equilibrium condition…

Machine Learning · Computer Science 2025-03-31 David P. Hofmeyr