Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems

In this paper we analyse applicability and robustness of Markov chain Monte Carlo algorithms for eigenvalue problems. We restrict our consideration to real symmetric matrices. Almost Optimal Monte Carlo (MAO) algorithms for solving eigenvalue problems are formulated. Results for the structure of both - systematic and probability error are presented. It is shown that the values of both errors can be controlled independently by different algorithmic parameters. The results present how the systematic error depends on the matrix spectrum. The analysis of the probability error is presented. It shows that the close (in some sense) the matrix under consideration is to the stochastic matrix the smaller is this error. Sufficient conditions for constructing robust and interpolation Monte Carlo algorithms are obtained. For stochastic matrices an interpolation Monte Carlo algorithm is constructed. A number of numerical tests for large symmetric dense matrices are performed in order to study experimentally the dependence of the systematic error from the structure of matrix spectrum. We also study how the probability error depends on the balancing of the matrix. (c) 2007 Elsevier Inc. All rights reserved.

On the principal eigenvalue of a Robin problem with a large parameter

We study the asymptotic behaviour of the principal eigenvalue of a Robin (or generalised Neumann) problem with a large parameter in the boundary condition for the Laplacian in a piecewise smooth domain. We show that the leading asymptotic term depends only on the singularities of the boundary of the domain, and give either explicit expressions or two-sided estimates for this term in a variety of situations.

On the generalized eigenvalue problem for the Rossby wave vertical velocity in the presence of mean flow and topography

In a series of papers, Killworth and Blundell have proposed to study the effects of a background mean flow and topography on Rossby wave propagation by means of a generalized eigenvalue problem formulated in terms of the vertical velocity, obtained from a linearization of the primitive equations of motion. However, it has been known for a number of years that this eigenvalue problem contains an error, which Killworth was prevented from correcting himself by his unfortunate passing and whose correction is therefore taken up in this note. Here, the author shows in the context of quasigeostrophic (QG) theory that the error can ulti- mately be traced to the fact that the eigenvalue problem for the vertical velocity is fundamentally a non- linear one (the eigenvalue appears both in the numerator and denominator), unlike that for the pressure. The reason that this nonlinear term is lacking in the Killworth and Blundell theory comes from neglecting the depth dependence of a depth-dependent term. This nonlinear term is shown on idealized examples to alter significantly the Rossby wave dispersion relation in the high-wavenumber regime but is otherwise irrelevant in the long-wave limit, in which case the eigenvalue problems for the vertical velocity and pressure are both linear. In the general dispersive case, however, one should first solve the generalized eigenvalue problem for the pressure vertical structure and, if needed, diagnose the vertical velocity vertical structure from the latter.

Semilinear elliptic problems near resonance with a nonprincipal eigenvalue

We consider the Dirichlet problem for the equation -Delta u = lambda u +/- (x, u) + h(x) in a bounded domain, where f has a sublinear growth and h is an element of L-2. We find suitable conditions on f and It in order to have at least two solutions for X near to an eigenvalue of -Delta. A typical example to which our results apply is when f (x, u) behaves at infinity like a(x)vertical bar u vertical bar(q-2)u, with M > a(x) > delta > 0, and I < q < 2. (C) 2007 Elsevier Inc. All rights reserved.

Decomposition of spectral density in individual eigenvalue contributions

The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of all eigenvalues, for medium matrix sizes, are described with a good precision by nearly normal distributions.

On the generalized eigenvalue method for energies and matrix elements in lattice field theory

We discuss the generalized eigenvalue problem for computing energies and matrix elements in lattice gauge theory, including effective theories such as HQET. It is analyzed how the extracted effective energies and matrix elements converge when the time separations are made large. This suggests a particularly efficient application of the method for which we can prove that corrections vanish asymptotically as exp(-(E(N+1) - E(n))t). The gap E(N+1) - E(n) can be made large by increasing the number N of interpolating fields in the correlation matrix. We also show how excited state matrix elements can be extracted such that contaminations from all other states disappear exponentially in time. As a demonstration we present numerical results for the extraction of ground state and excited B-meson masses and decay constants in static approximation and to order 1/m(b) in HQET.

An eigenvalue problem for the biharmonic operator on Z(2)-symmetric regions

In this work we show that the eigenvalues of the Dirichlet problem for the biharmonic operator are generically simple in the set Of Z(2)-symmetric regions of R-n, n >= 2, with a suitable topology. To accomplish this, we combine Baire`s lemma, a generalised version of the transversality theorem, due to Henry [Perturbation of the boundary in boundary value problems of PDEs, London Mathematical Society Lecture Note Series 318 (Cambridge University Press, 2005)], and the method of rapidly oscillating functions developed in [A. L. Pereira and M. C. Pereira, Mat. Contemp. 27 (2004) 225-241].

Eigenvalue analyses of two parallel lines using a single real transformation matrix

For a typical non-symmetrical system with two parallel three phase transmission lines, modal transformation is applied using some examples of single real transformation matrices. These examples are applied searching an adequate single real transformation matrix to two parallel three phase transmission line systems. The analyses are started with the eigenvector and eigenvalue studies, using Clarke's transformation or linear combinations of Clarke's elements. The Z C and parameters are analyzed for the case that presents the smallest errors between the exact eigenvalues and the single real transformation matrix application results. The single real transformation determined for this case is based on Clarke's matrix and its main characteristic is the use of a unique homopolar reference. So, the homopolar mode becomes a connector mode between the two three-phase circuits of the analyzed system. ©2005 IEEE.

Eigenvalue analyses for non-transposed three-phase transmission line considering non-implicit ground wires

This paper presents a method for analyzing electromagnetic transients using real transformation matrices in three-phase systems considering the presence of ground wires. So, for the Z and Y matrices that represent the transmission line, the characteristics of ground wires are not implied in the values related to the phases. A first approach uses a real transformation matrix for the entire frequency range considered in this case. This transformation matrix is an approximation to the exact transformation matrix. For those elements related to the phases of the considered system, the transformation matrix is composed of the elements of Clarke's matrix. In part related to the ground wires, the elements of the transformation matrix must establish a relationship with the elements of the phases considering the establishment of a single homopolar reference in the mode domain. In the case of three-phase lines with the presence of two ground wires, it is unable to get the full diagonalization of the matrices Z and Y in the mode domain. This leads to the second proposal for the composition of real transformation matrix: obtain such transformation matrix from the multiplication of two real and constant matrices. In this case, the inclusion of a second matrix had the objective to minimize errors from the first proposal for the composition of the transformation matrix mentioned. © 2012 IEEE.

Higher spin constraints and the super (W∞/2 ⊕ W1+∞/2) algebra in the super eigenvalue model

We show that the partition function of the super eigenvalue model satisfies, for finite N (non-perturbatively), an infinite set of constraints with even spins s = 4, 6, . . . , ∞. These constraints are associated with half of the bosonic generators of the super (W∞/2 ⊕ W1+∞/2) algebra. The simplest constraint (s = 4) is shown to be reducible to the super Virasoro constraints, previously used to construct the model.

The tangential variation of a localized flux-type eigenvalue problem

In this work the differentiability of the principal eigenvalue lambda = lambda(1)(Gamma) to the localized Steklov problem -Delta u + qu = 0 in Omega, partial derivative u/partial derivative nu = lambda chi(Gamma)(x)u on partial derivative Omega, where Gamma subset of partial derivative Omega is a smooth subdomain of partial derivative Omega and chi(Gamma) is its characteristic function relative to partial derivative Omega, is shown. As a key point, the flux subdomain Gamma is regarded here as the variable with respect to which such differentiation is performed. An explicit formula for the derivative of lambda(1) (Gamma) with respect to Gamma is obtained. The lack of regularity up to the boundary of the first derivative of the principal eigenfunctions is a further intrinsic feature of the problem. Therefore, the whole analysis must be done in the weak sense of H(1)(Omega). The study is of interest in mathematical models in morphogenesis. (C) 2011 Elsevier Inc. All rights reserved.

On some Banach space constants arising in nonlinear fixed point and eigenvalue theory

[EN] As is well known, in any infinite-dimensional Banach space one may find fixed point free self-maps of the unit ball, retractions of the unit ball onto its boundary, contractions of the unit sphere, and nonzero maps without positive eigenvalues and normalized eigenvectors. In this paper, we give upper and lower estimates, or even explicit formulas, for the minimal Lipschitz constant and measure of noncompactness of such maps.