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The characterization of the solution set for a class of algebraic Riccati inequalities is studied. This class arises in the passivity analysis of linear time invariant control systems. Eigenvalue perturbation theory for the Hamiltonian…

Optimization and Control · Mathematics 2024-04-23 Volker Mehrmann , Hongguo Xu

We show that the distribution of (a suitable rescaling of) a single eigenvalue gap $\lambda_{i+1}(M_n)-\lambda_i(M_n)$ of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner…

Probability · Mathematics 2012-09-03 Terence Tao

A method of estimating all eigenvalues of a preconditioned discretized scalar diffusion operator with Dirichlet boundary conditions has been recently introduced in T. Gergelits, K.A. Mardal, B.F. Nielsen, Z. Strako\v{s}: Laplacian…

Numerical Analysis · Mathematics 2022-03-08 Martin Ladecký , Ivana Pultarová , Jan Zeman

We introduce a new biharmonic Steklov problem on differential forms with Dirichlet-type boundary conditions and show that it is elliptic. We prove the existence of a discrete spectrum for this problem and give variational characterizations…

Differential Geometry · Mathematics 2026-02-11 Rodolphe Abou Assali

We consider the numerical approximation of second-order semi-linear parabolic stochastic partial differential equations interpreted in the mild sense which we solve on general two-dimensional domains with a $\mathcal{C}^2$ boundary with…

Numerical Analysis · Mathematics 2023-06-26 Julian Clausnitzer , Andreas Kleefeld

Because of the significant increase in size and complexity of the networks, the distributed computation of eigenvalues and eigenvectors of graph matrices has become very challenging and yet it remains as important as before. In this paper…

Numerical Analysis · Mathematics 2017-11-27 Konstantin Avrachenkov , Philippe Jacquet , Jithin Sreedharan

Nowadays, more and more datasets are stored in a distributed way for the sake of memory storage or data privacy. The generalized eigenvalue problem (GEP) plays a vital role in a large family of high-dimensional statistical models. However,…

Machine Learning · Computer Science 2021-11-25 Kexin Lv , Fan He , Xiaolin Huang , Jie Yang , Liming Chen

Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…

Probability · Mathematics 2010-11-16 Adam Massey , Steven J. Miller , John Sinsheimer

In the planar limit, in the deconfined phase, the Euclidean Dirac operator has a spectral gap around zero. We show that functions of eigenvalues close to the spectral edge, which are independent of common rescalings and shifts gauge…

High Energy Physics - Lattice · Physics 2008-11-26 R. Narayanan , H. Neuberger

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…

Numerical Analysis · Mathematics 2021-11-04 Thirupathi Gudi , Gouranga Mallik , Ramesh Ch. Sau

A spectral method using associated Legendre functions with algebraic mapping is developed for a linear stability analysis of wake vortices. These functions serve as Galerkin basis functions, capturing correct analyticity and boundary…

Fluid Dynamics · Physics 2025-10-20 Sangjoon Lee , Philip S. Marcus

In this paper, we derive a unified method for establishing the distributional convergence of linear eigenvalue statistics (LES) for generalized patterned random matrices. We prove that for an $N \times N$ generalized patterned random matrix…

Probability · Mathematics 2025-03-14 Kiran Kumar A. S. , Shambhu Nath Maurya , Koushik Saha

We apply the local discontinuous Galerkin (LDG for short) method to solve a mixed boundary value problems for the Helmholtz equation in bounded polygonal domain in 2D. Under some assumptions on regularity of the solution of an adjoint…

Numerical Analysis · Mathematics 2013-10-11 T. P. Barrios , R. Bustinza , V. Dominguez

In this article, an abstract framework for the error analysis of discontinuous Galerkin methods for control constrained optimal control problems is developed. The analysis establishes the best approximation result from a priori analysis…

Numerical Analysis · Mathematics 2014-11-05 Sudipto Chowdhury , Thirupathi Gudi , A. K. Nandakumaran

This paper develops a closed-form spectral decomposition framework for the Gramian matrices of discrete-time linear dynamical systems. The main results provide explicit decompositions of the discrete-time controllability Gramian and its…

Optimization and Control · Mathematics 2026-04-02 Alexey Iskakov

Controllability and observability Gramians, along with their inverses, are widely used to solve various problems in control theory. This paper proposes spectral decompositions of the controllability Gramian and its inverse based on system…

Optimization and Control · Mathematics 2025-12-12 Alexey Iskakov , Igor Yadykin

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

Probability · Mathematics 2015-12-07 N. J. Simm

We study the asymptotic behavior of the eigenvalues of Gaussian perturbations of large Hermitian random matrices for which the limiting eigenvalue density vanishes at a singular interior point or vanishes faster than a square root at a…

Probability · Mathematics 2019-03-27 Tom Claeys , Arno B. J. Kuijlaars , Karl Liechty , Dong Wang

We study the eigenvalue problem for the Dirichlet Laplacian in bounded simply connected plane domains $\Omega\subset\mathbb{C}$ using conformal transformations of the original problem to the weighted eigenvalue problem for the Dirichlet…

Spectral Theory · Mathematics 2015-04-07 Victor Burenkov , Vladimir Gol'dshtein , Alexander Ukhlov