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In this paper, we will present a strong (or pathwise) approximation of standard Brownian motion by a class of orthogonal polynomials. The coefficients that are obtained from the expansion of Brownian motion in this polynomial basis are…

Numerical Analysis · Mathematics 2020-05-21 James Foster , Terry Lyons , Harald Oberhauser

We develop quaternion--native iterative methods for computing the Moore--Penrose (MP) pseudoinverse of quaternion matrices and analyze their convergence. Our starting point is a damped Newton--Schulz (NS) iteration tailored to…

Numerical Analysis · Mathematics 2025-10-10 Valentin Leplat , Salman Ahmadi-Asl , JunJun Pan , Ning Zheng

In 1991, Brenier proved a theorem that generalizes the polar decomposition for square matrices -- factored as PSD $\times$ unitary -- to any vector field $F:\mathbb{R}^d\rightarrow \mathbb{R}^d$. The theorem, known as the polar…

Machine Learning · Statistics 2025-05-28 Nina Vesseron , Marco Cuturi

A classic result of representation theory is Brauer's construction of a diagrammatical (geometrical) algebra whose matrix representation is a certain given matrix algebra, which is the commutating algebra of the enveloping algebra of the…

Representation Theory · Mathematics 2007-05-23 K. Dosen , Z. Petric

An implicit Euler finite-volume scheme for a degenerate cross-diffusion system describing the ion transport through biological membranes is analyzed. The strongly coupled equations for the ion concentrations include drift terms involving…

Numerical Analysis · Mathematics 2018-01-30 Clément Cancès , Claire Chainais-Hillairet , Anita Gerstenmayer , Ansgar Jüngel

In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this paper lie in that existence and uniqueness of numerical…

Probability · Mathematics 2014-09-24 Jianhai Bao , Jinghai Shao , Chenggui Yuan

A lattice model of critical dense polymers is solved exactly for arbitrary system size on the torus. More generally, an infinite family of lattice loop models is studied on the torus and related to the corresponding Fortuin-Kasteleyn random…

High Energy Physics - Theory · Physics 2015-06-15 Alexi Morin-Duchesne , Paul A. Pearce , Jorgen Rasmussen

Following Nazarov's suggestion~\cite{Naz1}, we refer to the cyclotomic Nazarov-Wenzl algebra as the cyclotomic Brauer algebra. When the cyclotomic Brauer algebra is isomorphic to the endomorphism algebra of $M_{I_i, r}$-- the tensor product…

Representation Theory · Mathematics 2025-02-04 Mengmeng Gao , Hebing Rui

Any square matrix can be transformed into a doubly stochastic matrix via Sinkhorn scaling with diagonal matrices or completing to a larger dimensional matrix. Standard Birkhoff-von Neumann and Pauli decompositions represent such matrices as…

Quantum Physics · Physics 2026-05-28 Ammar Daskin

Given a submersion $\phi: M \to N$, where $M$ is Riemannian, we construct a stochastic process $X$ on $M$ such that the image $Y:=\phi(X)$ is a (reversed, scaled) mean curvature flow of the fibers of the submersion. The model example is the…

Probability · Mathematics 2022-09-02 Ching-Peng Huang

For a $p$-permutation equivalence between two block algebras of finite groups, we introduce new square diagrams that link the $p$-permutation equivalence via the Brauer construction to local equivalences between stabilizers of corresponding…

Representation Theory · Mathematics 2025-12-23 Robert Boltje , John Revere McHugh

We define and investigate a family of permutations matrices, called shuffling matrices, acting on a set of $N=n_1\cdots n_m$ elements, where $m\geq 2$ and $n_i\geq 2$ for any $i=1,\ldots, m$. These elements are identified with the vertices…

Combinatorics · Mathematics 2017-10-17 Daniele D'Angeli , Alfredo Donno

We introduce a family of polynomials, which arise in three distinct ways: in the large $N$ expansion of a matrix integral, as a weighted enumeration of factorisations of permutations, and via the topological recursion. More explicitly, we…

Combinatorics · Mathematics 2025-07-02 Xavier Coulter , Norman Do , Ellena Moskovsky

In this paper we compute the degree of a curve which is the image of a mapping $z\longmapsto (f(z): g(z): h(z))$ constructed out of three linearly independent modular forms of the same even weight $\ge 4$ into $\mathbb P^2$. We prove that…

Number Theory · Mathematics 2018-05-08 Goran Muić

We introduce a simulation scheme for Brownian semistationary processes, which is based on discretizing the stochastic integral representation of the process in the time domain. We assume that the kernel function of the process is regularly…

Probability · Mathematics 2018-09-24 Mikkel Bennedsen , Asger Lunde , Mikko S. Pakkanen

The Bures metric and the associated Bures-Hall measure is arguably the best choice for studying the spectrum of the quantum mechanical density matrix with no apriori knowledge of the system. We investigate the probability of a gap in the…

Classical Analysis and ODEs · Mathematics 2022-08-08 N. S. Witte , L. Wei

Results of Haagerup and Schultz (2009) about existence of invariant subspaces that decompose the Brown measure are extended to a large class of unbounded operators affiliated to a tracial von Neumann algebra. These subspaces are used to…

Operator Algebras · Mathematics 2015-09-14 Ken Dykema , Fedor Sukochev , Dmitriy Zanin

The eigenvalue shift technique is the most well-known and fundamental tool for matrix computations. Applications include the search of eigeninformation, the acceleration of numerical algorithms, the study of Google's PageRank. The shift…

Numerical Analysis · Mathematics 2013-03-04 Chun-Yueh Chiang , Matthew M. Lin

Let $S$ be a scheme and let $\pi : \mathcal{G} \to S$ be a $\mathbb{G}_{m,S}$-gerbe corresponding to a torsion class $[\mathcal{G}]$ in the cohomological Brauer group $\mathrm{Br}'(S)$ of $S$. We show that the cohomological Brauer group…

Algebraic Geometry · Mathematics 2018-05-03 Minseon Shin

We introduce the concept of shape partition of a tensor and formulate a general tensor eigenvalue problem that includes all previously studied eigenvalue problems as special cases. We formulate irreducibility and symmetry properties of a…

Spectral Theory · Mathematics 2021-02-25 Antoine Gautier , Francesco Tudisco , Matthias Hein