A Note on the Calculation of Step-Lengths in Interior-Point Methods for Semidefinite Programming

In each iteration of an interior-point method for semidefinite programming, the maximum step-length that can be taken by the iterate while maintaining the positive semidefiniteness constraint needs to be estimated. In this note, we show how the maximum step-length can be estimated via the Lanczos iteration, a standard iterative method for estimating the extremal eigenvalues of a matrix. We also give a posteriori error bounds for the estimate. Numerical results on the performance of the proposed method against two commonly used methods for calculating step-lengths (backtracking via Cholesky factorizations and exact eigenvalues computations) are included.     

Dark solitons in external potentials

We consider the persistence and stability of dark solitons in the Gross–Pitaevskii (GP) equation with a small decaying potential. We show that families of black solitons with zero speed originate from extremal points of an appropriately defined effective potential and persist for sufficiently small strength of the potential. We prove that families at the maximum points are generally unstable with exactly one real positive eigenvalue, while families at the minimum points are generally unstable with exactly two complex-conjugated eigenvalues with positive real part. This mechanism of destabilization of the black soliton is confirmed in numerical approximations of eigenvalues of the linearized GP equation and full numerical simulations of the nonlinear GP equation. We illustrate the monotonic instability associated with the real eigenvalues and the oscillatory instability associated with the complex eigenvalues and compare the numerical results of evolution of a dark soliton with the predictions of Newton’s particle law for its position.     

Dark solitons in external potentials

We consider the persistence and stability of dark solitons in the Gross–Pitaevskii (GP) equation with a small decaying potential. We show that families of black solitons with zero speed originate from extremal points of an appropriately defined effective potential and persist for sufficiently small strength of the potential. We prove that families at the maximum points are generally unstable with exactly one real positive eigenvalue, while families at the minimum points are generally unstable with exactly two complex-conjugated eigenvalues with positive real part. This mechanism of destabilization of the black soliton is confirmed in numerical approximations of eigenvalues of the linearized GP equation and full numerical simulations of the nonlinear GP equation. We illustrate the monotonic instability associated with the real eigenvalues and the oscillatory instability associated with the complex eigenvalues and compare the numerical results of evolution of a dark soliton with the predictions of Newton’s particle law for its position.      

A new matrix characterization of fredholm eigenvalues of quasicircles

We give a new characterization of the Fredholm eigenvalues of a quasicircle or of a quasisymmetric transformation. This leads to a matrix eigenvalue problem for a suitable Hermitian matrix. There are connections to extremal quasiconformal mappings and reflections.     

On the extremal sets of extremal quasiconformal mappings

The properties of the extremal sets of extremal quasiconformal mappings are discussed. It is proved that if an extremal Beltrami coefficient μ(z) is not uniquely extremal, then there exists an extremal Beltrami coefficient v(z) in its equivalent class and a compact subset E Δ with positive measure such that the essential upper bound of v(z) on E is less than the norm of [μ].     

Storm processes and stochastic geometry

This paper is devoted to a prototype of max-stable models called the storm process. At first its spatial distribution is given in association with different observation supports. Then the compatibility relationships between extremal coefficients at various supports are completely characterized. Particular attention is paid to the special case where the storms are indicator functions of Poisson polytopes. Explicit formulae are found for the extremal coefficients with finite or convex supports. A new algorithm for exactly simulating the Poisson storm process in continuous space is also provided. Overall, the storm process can be used as a benchmark for comparing the performances of several estimators of extremal coefficients, or for model selection.     

Extremal eigenvalues of measure differential equations with fixed variation

In this paper we will study eigenvalues of measure differential equations which are motivated by physical problems when physical quantities are not absolutely continuous. By taking Neumann eigenvalues of measure differential equations as an example, we will show how the extremal problems can be completely solved by exploiting the continuity results of eigenvalues in weak* topology of measures and the Lagrange multiplier rule for nonsmooth functionals. These results can give another explanation for extremal eigenvalues of Sturm-Liouville operators with integrable potentials.     

A new derivation of eigenvalue inequalities for the multinomial distribution

We consider the covariance matrix of the multinomial distribution. We suggest a new derivation of inequalities for the eigenvalues of this matrix using a classical result on the product of two positive semi-definite matrices.     

Shift ergodicity for stationary Markov processes

In this paper shift ergodicity and related topics are studied for certain stationary processes. We first present a simple proof of the conclusion that every stationary Markov process is a generalized convex combination of stationary ergodic Markov processes. A direct consequence is that a stationary distribution of a Markov process is extremal if and only if the corresponding stationary Markov process is time ergodic and every stationary distribution is a generalized convex combination of such extremal ones. We then consider space ergodicity for spin flip particle systems. We prove space shift ergodicity and mixing for certain extremal invariant measures for a class of spin systems, in which most of the typical models, such as the Voter Models and the Contact Models, are included. As a consequence of these results we see that for such systems, under each of those extremal invariant measures, the space and time means of an observable coincide, an important phenomenon in statistical physics. Our results provide partial answers to certain interesting problems in spin systems.     

Tracy-Widom�ֲ�����Ӧ��

??Tracy and Widom found a new type of probability distribution in the study of high dimensional random matrices in the 1990s, which is nowadays normally called Tracy-Widom distribution. It is used to described the limiting distribution of the extremal eigenvalues in Gaussian Unitary Ensemble. Later on, the study in the past two decades indicates that Tracy-Widom distribution is universal like normal distribution and can be well used to describe a lot of seemingly distinct random phenomena. As illustrations, the paper briefly review nine widely studied random models, each of which is more or less related to Tracy-Widom distribution. Compared to normal distribution, Tracy-Widom distribution has horribly intricate distribution function, density function and moments. people need to use deep mathematical knowledge and advanced computation technology in order to extend and to apply Tracy-Widom distribution in practice. But it is absolutely worthy further study on account of its importance.     

Extremal problems for Fredholm eigenvalues

The study of extremal problems for Fredholm eigenvalues was initiated by Schiffer in the context of the existence of conformal maps onto canonical domains. We present a different approach to solving rather general extremal problems for Fredholm eigenvalues related to appropriate univalent functions with quasiconformal extensions. It involves the complex geometry of the universal Teichmüller space.     

Random block matrices generalizing the classical Jacobi and Laguerre ensembles

In this paper we consider random block matrices which generalize the classical Laguerre ensemble and the Jacobi ensemble. We show that the random eigenvalues of the matrices can be uniformly approximated by the zeros of matrix orthogonal polynomials and obtain a rate for the maximum difference between the eigenvalues and the zeros. This relation between the random block matrices and matrix orthogonal polynomials allows a derivation of the asymptotic spectral distribution of the matrices.     

On the extremes of a class of non-linear processes with heavy tailed innovations

The aim of this paper is to look at the limiting form of certain empirical point processes induced by a particular class of non-linear processes generated by heavy tailed innovations. Such asymptotic results will be highly useful in obtaining the weak limiting behavior of various functionals of the underlying process including the asymptotic distribution of upper and lower order statistics. In particular, we investigate the maximum limiting distribution and its corresponding extremal index. The results are applied to the study of the extremal properties of bilinear processes.     

Extremal eigenvalue intervals of symmetric tridiagonal interval matrices

Computing the extremal eigenvalue bounds of interval matrices is non‐deterministic polynomial‐time (NP)‐hard. We investigate bounds on real eigenvalues of real symmetric tridiagonal interval matrices and prove that for a given real symmetric tridiagonal interval matrices, we can achieve its exact range of the smallest and largest eigenvalues just by computing extremal eigenvalues of four symmetric tridiagonal matrices.     

Extremal spectral properties of Otsuki tori

Otsuki tori form a countable family of immersed minimal two‐dimensional tori in the unitary three‐dimensional sphere. According to the El Soufi‐Ilias theorem, the metrics on the Otsuki tori are extremal for some unknown eigenvalues of the Laplace‐Beltrami operator. Despite the fact that the Otsuki tori are defined in quite an implicit way, we find explicitly the numbers of the corresponding extremal eigenvalues. In particular we provide an extremal metric for the third eigenvalue of the torus.     

The spread of matrices and polynomials

The spread of a matrix (or polynomial) is the maximum distance between any two of its eigenvalues (or its zeros). E. Deutsch has recently given upper bounds for the spread of matrices and polynomials. We obtain sharper, simpler upper bounds and observe that they are also upper bounds for the sum of the absolute values of the two largest eigenvalues (or zeros).     

Inequalities for the Extremal Coefficients of Multivariate Extreme Value Distributions

The extremal coefficients are the natural dependence measures for multivariate extreme value distributions. For an m-variate distribution 2^m distinct extremal coefficients of different orders exist; they are closely linked and therefore a complete set of 2^m coefficients cannot take any arbitrary values. We give a full characterization of all the sets of extremal coefficients. To this end, we introduce a simple class of extreme value distributions that allows for a 1-1 mapping to the complete sets of extremal coefficients. We construct bounds that higher order extremal coefficients need to satisfy to be consistent with lower order extremal coefficients. These bounds are useful as lower order extremal coefficients are the most easily inferred from data.     

Unification of extremal length geometry on Teichmüller space via intersection number

In this paper, we give a framework for the study of the extremal length geometry of Teichmüller space after S. Kerckhoff, F. Gardiner and H. Masur. There is a natural compactification using extremal length geometry introduced by Gardiner and Masur. The compactification is realized in a certain projective space. We develop the extremal length geometry in the cone which is defined as the inverse image of the compactification via the quotient mapping. The compactification is identified with a subset of the cone by taking an appropriate lift. The cone contains canonically the space of measured foliations in the boundary. We first extend the geometric intersection number on the space of measured foliations to the cone, and observe that the restriction of the intersection number to Teichmüller space is represented by an explicit formula in terms of the Gromov product with respect to the Teichmüller distance. From this observation, we deduce that the Gromov product extends continuously to the compactification. As an application, we obtain an alternative approach to a characterization of the isometry group of Teichmüller space. We also obtain a new realization of Teichmüller space, a hyperboloid model of Teichmüller space with respect to the Teichmüller distance.     

Haudorff测度与等径不等式

对于:Hausdorff维数为s>0的满足开集条件的自相似集E(?)Rn(n>1),我们引入等径不等式Hs|E(X)≤|X|s,以及使该不等式等号成立而直径大于0的极限集U(?)Rn.这里,Hs|E(·)是限制到集合E上的s维Hausdorff测度,而|X|指集合X在欧氏度量下的直径.当s=n时,n维球是唯一的极限集;当s∈(1,n)时,除去一些反面例子以外,我们对上述等径不等式的极限集的基本性质所知甚少.可以看出,这些不等式与Hs(E)的准确值的计算有密切联系.作为特例,我们将考虑Sierpinski垫片,指出计算这一典型自相似集的In2/In3维Hausdorff测度准确值的困难何在.由此可以大致推想,为什么除去平凡情形以外,至今还没有一个具体的满足开集条件而维数大于1的自相似集的:Hausdorff测度准确值被计算出来.     

Extremal principles and optimization dualities for khinchin-kullback-leibler estimation

This paper presents a new extremal approach to deriving dual optimization problems with proper duality inequality which simplifies, and generalizes the Fenchel-Rockafellar scheme. Our derivation proceeds in two stages, (i) inequality attainment,(ii) decoupling primal and dual variables, The power and convenience of this approach are exhibited through a new, much simpler derivation of the Charnes-Cooper results for Khinchin-Kullback-Leibler statistical estimation [1], the immediate establishment of the C² duality for general distributions and its extensions to general linear inequality constraints, plus the development of a new two-person zero-sum game connection.