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The main result of this paper is an edge-coloured version of Tutte's $f$-factor theorem. We give a necessary and sufficient condition for an edge-coloured graph $G^c$ to have a properly coloured $f$-factor. We state and prove our result in terms of an auxiliary graph $G_f^c$ which has a 1-factor if and only if $G^c$ has a properly coloured $f$-factor; this is analogous to the "short proof" of the $f$-factor theorem given by Tutte in 1954. An alternative statement, analogous to the original $f$-factor theorem, is also given. We show that our theorem generalises the $f$-factor theorem; that is, the former implies the latter. We consider other properties of edge-coloured graphs, and show that similar results are unlikely for $f$-factors with rainbow components and distance-$d$-coloured $f$-factors, even when $d=2$ and the number of colours used is asymptotically minimal.

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The theory of generalized locally Toeplitz (GLT) sequences is a powerful apparatus for computing the asymptotic spectral distribution of matrices $A_n$ arising from numerical discretizations of differential equations. Indeed, when the mesh fineness parameter $n$ tends to infinity, these matrices $A_n$ give rise to a sequence $\{A_n\}_n$, which often turns out to be a GLT sequence. In this paper, we extend the theory of GLT sequences in several directions: we show that every GLT sequence enjoys a normal form, we identify the spectral symbol of every GLT sequence formed by normal matrices, and we prove that, for every GLT sequence $\{A_n\}_n$ formed by normal matrices and every continuous function $f:\mathbb C\to\mathbb C$, the sequence $\{f(A_n)\}_n$ is again a GLT sequence whose spectral symbol is $f(\kappa)$, where $\kappa$ is the spectral symbol of $\{A_n\}_n$. In addition, using the theory of GLT sequences, we prove a spectral distribution result for perturbed normal matrices.

One tuple of probability vectors is more informative than another tuple when there exists a single stochastic matrix transforming the probability vectors of the first tuple into the probability vectors of the other. This is called matrix majorization. Solving an open problem raised by Mu et al, we show that if certain monotones - namely multivariate extensions of R\'{e}nyi divergences - are strictly ordered between the two tuples, then for sufficiently large $n$, there exists a stochastic matrix taking the $n$-fold Kronecker power of each input distribution to the $n$-fold Kronecker power of the corresponding output distribution. The same conditions, with non-strict ordering for the monotones, are also necessary for such matrix majorization in large samples. Our result also gives conditions for the existence of a sequence of statistical maps that asymptotically (with vanishing error) convert a single copy of each input distribution to the corresponding output distribution with the help of a catalyst that is returned unchanged. Allowing for transformation with arbitrarily small error, we find conditions that are both necessary and sufficient for such catalytic matrix majorization. We derive our results by building on a general algebraic theory of preordered semirings recently developed by one of the authors. This also allows us to recover various existing results on majorization in large samples and in the catalytic regime as well as relative majorization in a unified manner.

In this paper, we provide a simple proof of a generalization of the Gauss-Lucas theorem. By using methods of D-companion matrix, we get the majorization relationship between the zeros of convex combinations of incomplete polynomials and an origin polynomial. Moreover, we prove that the set of all zeros of all convex combinations of incomplete polynomials coincides with the closed convex hull of zeros of the original polynomial. The location of zeros of convex combinations of incomplete polynomials is determined.

Two-sample spiked model is an important issue in multivariate statistical inference. This paper focuses on testing the number of spikes in a high-dimensional generalized two-sample spiked model, which is free of Gaussian population assumption and the diagonal or block-wise diagonal restriction of population covariance matrix, and the spiked eigenvalues are not necessary required to be bounded. In order to determine the number of spikes, we first propose a general test, which relies on the partial linear spectral statistics. We establish its asymptotic normality under the null hypothesis. Then we apply the conclusion to two statistical problem, variable selection in large-dimensional linear regression and change point detection when change points and additive outliers exist simultaneously. Simulations and empirical analysis are conducted to illustrate the good performance of our methods.

This paper proposes several approaches as baselines to compute a shared active subspace for multivariate vector-valued functions. The goal is to minimize the deviation between the function evaluations on the original space and those on the reconstructed one. This is done either by manipulating the gradients or the symmetric positive (semi-)definite (SPD) matrices computed from the gradients of each component function so as to get a single structure common to all component functions. These approaches can be applied to any data irrespective of the underlying distribution unlike the existing vector-valued approach that is constrained to a normal distribution. We test the effectiveness of these methods on five optimization problems. The experiments show that, in general, the SPD-level methods are superior to the gradient-level ones, and are close to the vector-valued approach in the case of a normal distribution. Interestingly, in most cases it suffices to take the sum of the SPD matrices to identify the best shared active subspace.

We propose a finite difference scheme for the numerical solution of a two-dimensional singularly perturbed convection-diffusion partial differential equation whose solution features interacting boundary and interior layers, the latter due to discontinuities in source term. The problem is posed on the unit square. The second derivative is multiplied by a singular perturbation parameter, $\epsilon$, while the nature of the first derivative term is such that flow is aligned with a boundary. These two facts mean that solutions tend to exhibit layers of both exponential and characteristic type. We solve the problem using a finite difference method, specially adapted to the discontinuities, and applied on a piecewise-uniform (Shishkin). We prove that that the computed solution converges to the true one at a rate that is independent of the perturbation parameter, and is nearly first-order. We present numerical results that verify that these results are sharp.

In this paper, we conduct rigorous error analysis of the Lie-Totter time-splitting Fourier spectral scheme for the nonlinear Schr\"odinger equation with a logarithmic nonlinear term $f(u)=u\ln|u|^2$ (LogSE) and periodic boundary conditions on a $d$-dimensional torus $\mathbb T^d$. Different from existing works based on regularisation of the nonlinear term $ f(u)\approx f^\varepsilon(u)=u\ln (|u| + \varepsilon )^2,$ we directly discretize the LogSE with the understanding $f(0)=0.$ Remarkably, in the time-splitting scheme, the solution flow map of the nonlinear part: $g(u)= u {\rm e}^{-{\rm} i t \ln|u|^{2}}$ has a higher regularity than $f(u)$ (which is not differentiable at $u=0$ but H\"older continuous), where $g(u)$ is Lipschitz continuous and possesses a certain fractional Sobolev regularity with index $0<s<1$. Accordingly, we can derive the $L^2$-error estimate: $O\big((\tau^{s/2} + N^{-s})\ln\! N\big)$ of the proposed scheme for the LogSE with low regularity solution $u\in C((0,T]; H^s( \mathbb{T}^d)\cap L^\infty( \mathbb{T}^d)).$ Moreover, we can show that the estimate holds for $s=1$ with more delicate analysis of the nonlinear term and the associated solution flow maps. Furthermore, we provide ample numerical results to demonstrate such a fractional-order convergence for initial data with low regularity. This work is the first one devoted to the analysis of splitting scheme for the LogSE without regularisation in the low regularity setting, as far as we can tell.

We introduce in this paper the numerical analysis of high order both in time and space Lagrange-Galerkin methods for the conservative formulation of the advection-diffusion equation. As time discretization scheme we consider the Backward Differentiation Formulas up to order $q=5$. The development and analysis of the methods are performed in the framework of time evolving finite elements presented in C. M. Elliot and T. Ranner, IMA Journal of Numerical Analysis \textbf{41}, 1696-1845 (2021). The error estimates show through their dependence on the parameters of the equation the existence of different regimes in the behavior of the numerical solution; namely, in the diffusive regime, that is, when the diffusion parameter $\mu$ is large, the error is $O(h^{k+1}+\Delta t^{q})$, whereas in the advective regime, $\mu \ll 1$, the convergence is $O(\min (h^{k},\frac{h^{k+1} }{\Delta t})+\Delta t^{q})$. It is worth remarking that the error constant does not have exponential $\mu ^{-1}$ dependence.

We study some properties of a multi-species degenerate Ginzburg-Landau energy and its relation to a cross-diffusion Cahn-Hilliard system. The model is motivated by multicomponent mixtures where crossdiffusion effects between the different species are taken into account, and where only one species does separate from the others. Using a comparison argument, we obtain strict bounds on the minimizers from which we can derive first-order optimality conditions, revealing a link with the single-species energy, and providing enough regularity to qualify the minimizers as stationary solutions of the evolution system. We also discuss convexity properties of the energy as well as long time asymptotics of the time-dependent problem. Lastly, we introduce a structure-preserving finite volume scheme for the time-dependent problem and present several numerical experiments in one and two spatial dimensions.

We introduce a novel sampler called the energy based diffusion generator for generating samples from arbitrary target distributions. The sampling model employs a structure similar to a variational autoencoder, utilizing a decoder to transform latent variables from a simple distribution into random variables approximating the target distribution, and we design an encoder based on the diffusion model. Leveraging the powerful modeling capacity of the diffusion model for complex distributions, we can obtain an accurate variational estimate of the Kullback-Leibler divergence between the distributions of the generated samples and the target. Moreover, we propose a decoder based on generalized Hamiltonian dynamics to further enhance sampling performance. Through empirical evaluation, we demonstrate the effectiveness of our method across various complex distribution functions, showcasing its superiority compared to existing methods.

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