We derive bounds on the moduli of the eigenvalues of special type of matrix rational functions using the following techniques/methods: (1) the Bauer-Fike theorem on an associated block matrix of the given matrix rational function, (2) by associating a real rational function, along with Rouch$\text{\'e}$ theorem for the matrix rational function and (3) by a numerical radius inequality for a block matrix for the matrix rational function. These bounds are compared when the coefficients are unitary matrices. Numerical examples are given to illustrate the results obtained.
First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and verify Lyapunov functions for classes of ordinary and stochastic differential equations. More precisely, we extend the performance estimation framework, originally proposed by Drori and Teboulle [10], to continuous-time models. We retrieve convergence results comparable to those of discrete methods using fewer assumptions and convexity inequalities, and provide new results for stochastic accelerated gradient flows.
In decision-making, maxitive functions are used for worst-case and best-case evaluations. Maxitivity gives rise to a rich structure that is well-studied in the context of the pointwise order. In this article, we investigate maxitivity with respect to general preorders and provide a representation theorem for such functionals. The results are illustrated for different stochastic orders in the literature, including the usual stochastic order, the increasing convex/concave order, and the dispersive order.
It is well known that the quasi-optimality of the Galerkin finite element method for the Helmholtz equation is dependent on the mesh size and the wave-number. In literature, different criteria have been proposed to ensure quasi-optimality. Often these criteria are difficult to obtain and depend on wave-number explicit regularity estimates. In the present work, we focus on criteria based on T-coercivity and weak T-coercivity, which highlight mesh size dependence on the gap between the square of the wavenumber and Laplace eigenvalues. We also propose an adaptive scheme, coupled with a residual-based indicator, for optimal mesh generation with minimal degrees of freedom.
The worst-case complexity of group-theoretic algorithms has been studied for a long time. Generic-case complexity, or complexity on random inputs, was introduced and studied relatively recently. In this paper, we address the average-case time complexity of the word problem in several classes of groups and show that it is often the case that the average-case complexity is linear with respect to the length of an input word. The classes of groups that we consider include groups of matrices over rationals (in particular, polycyclic groups), some classes of solvable groups, as well as free products. Along the way, we improve several bounds for the worst-case complexity of the word problem in groups of matrices, in particular in nilpotent groups. For free products, we also address the average-case complexity of the subgroup membership problem and show that it is often linear, too. Finally, we discuss complexity of the identity problem that has not been considered before.
This work proposes a discretization of the acoustic wave equation with possibly oscillatory coefficients based on a superposition of discrete solutions to spatially localized subproblems computed with an implicit time discretization. Based on exponentially decaying entries of the global system matrices and an appropriate partition of unity, it is proved that the superposition of localized solutions is appropriately close to the solution of the (global) implicit scheme. It is thereby justified that the localized (and especially parallel) computation on multiple overlapping subdomains is reasonable. Moreover, a re-start is introduced after a certain amount of time steps to maintain a moderate overlap of the subdomains. Overall, the approach may be understood as a domain decomposition strategy in space on successive short time intervals that completely avoids inner iterations. Numerical examples are presented.
It is known that singular values of idempotent matrices are either zero or larger or equal to one \cite{HouC63}. We state exactly how many singular values greater than one, equal to one, and equal to zero there are. Moreover, we derive a singular value decomposition of idempotent matrices which reveals a tight relationship between its left and right singular vectors. The same idea is used to augment a discovery regarding the singular values of involutory matrices as presented in \cite{FasH20}.
Functional Differential Equations (FDEs) play a fundamental role in many areas of mathematical physics, including fluid dynamics (Hopf characteristic functional equation), quantum field theory (Schwinger-Dyson equation), and statistical physics. Despite their significance, computing solutions to FDEs remains a longstanding challenge in mathematical physics. In this paper we address this challenge by introducing new approximation theory and high-performance computational algorithms designed for solving FDEs on tensor manifolds. Our approach involves approximating FDEs using high-dimensional partial differential equations (PDEs), and then solving such high-dimensional PDEs on a low-rank tensor manifold leveraging high-performance parallel tensor algorithms. The effectiveness of the proposed approach is demonstrated through its application to the Burgers-Hopf FDE, which governs the characteristic functional of the stochastic solution to the Burgers equation evolving from a random initial state.
Belnap-Dunn logic, also knows as the logic of First-Degree Entailment, is a logic that can serve as the underlying logic of theories that are inconsistent or incomplete. For various reasons, different expansions of Belnap-Dunn logic with non-classical connectives have been studied. This paper investigates the question whether those expansions are interdefinable with an expansion whose connectives include only classical connectives. This is worth knowing because it is difficult to say how close a logic with non-classical connectives is related to classical logic. The notion of interdefinability of logics used is based on a general notion of definability of a connective in a logic that seems to have been forgotten.
We propose and analyze a novel approach to construct structure preserving approximations for the Poisson-Nernst-Planck equations, focusing on the positivity preserving and mass conservation properties. The strategy consists of a standard time marching step with a projection (or correction) step to satisfy the desired physical constraints (positivity and mass conservation). Based on the $L^2$ projection, we construct a second order Crank-Nicolson type finite difference scheme, which is linear (exclude the very efficient $L^2$ projection part), positivity preserving and mass conserving. Rigorous error estimates in $L^2$ norm are established, which are both second order accurate in space and time. The other choice of projection, e.g. $H^1$ projection, is discussed. Numerical examples are presented to verify the theoretical results and demonstrate the efficiency of the proposed method.
The minimum covariance determinant (MCD) estimator is a popular method for robustly estimating the mean and covariance of multivariate data. We extend the MCD to the setting where the observations are matrices rather than vectors and introduce the matrix minimum covariance determinant (MMCD) estimators for robust parameter estimation. These estimators hold equivariance properties, achieve a high breakdown point, and are consistent under elliptical matrix-variate distributions. We have also developed an efficient algorithm with convergence guarantees to compute the MMCD estimators. Using the MMCD estimators, we can compute robust Mahalanobis distances that can be used for outlier detection. Those distances can be decomposed into outlyingness contributions from each cell, row, or column of a matrix-variate observation using Shapley values, a concept for outlier explanation recently introduced in the multivariate setting. Simulations and examples reveal the excellent properties and usefulness of the robust estimators.