Spectral conditioning and pseudospectral growth

Using the language of pseudospectra, we study the behavior of matrix eigenvalues under two scales of matrix perturbation. First, we relate Lidskii’s analysis of small perturbations to a recent result of Karow on the growth rate of pseudospectra. Then, considering larger perturbations, we follow recent work of Alam and Bora in characterizing the distance from a given matrix to the set of matrices with multiple eigenvalues in terms of the number of connected components of pseudospectra. J. V. Burke’s research was supported in part by National Science Foundation Grant DMS-0505712. A. S. Lewis’s research was supported in part by National Science Foundation Grant DMS-0504032. M. L. Overton’s research was supported in part by National Science Foundation Grant DMS-0412049.     

Occupation time large deviations of the voter model

This paper is a sequel to [5] and [6]. We continue our study of occupation time large deviation probabilities for some simple infinite particle systems by analysing the so-called voter model _t (see e.g., [11] or [8]). In keeping with our previous results, we show that the large deviations are classical in high dimensions (d5 for _t) but fat in low dimensions (d4). Interaction distinguishes the voter model from the independent particle systems of [5] and [6], and consequently exact computations no longer seem feasible. Instead, we derive upper and lower bounds which capture the asymptotic decay rate of the large deviation tails.Dedicated to Frank Spitzer on his 60th birthdayPartially supported by the National Science Foundation under Grant DMS-831080Partially supported by the National Science Foundation under Grant DMS-841317Partially supported by the National Science Foundation under Grant DMS-830549     

On the distribution of imaginary parts of zeros of the Riemann zeta function,II

We continue our investigation of the distribution of the fractional parts of αγ, where α is a fixed non-zero real number and γ runs over the imaginary parts of the non-trivial zeros of the Riemann zeta function. We establish some connections to Montgomery’s pair correlation function and the distribution of primes in short intervals. We also discuss analogous results for a more general L-function. The first author is supported by National Science Foundation Grant DMS-0555367. The second author is partially supported by the National Science Foundation and the American Institute of Mathematics (AIM). The third author is supported by National Science Foundation Grant DMS-0456615.     

Q-Learning Algorithms with Random Truncation Bounds and Applications to Effective Parallel Computing

Motivated by an important problem of load balancing in parallel computing, this paper examines a modified algorithm to enhance Q-learning methods, especially in asynchronous recursive procedures for self-adaptive load distribution at run-time. Unlike the existing projection method that utilizes a fixed region, our algorithm employs a sequence of growing truncation bounds to ensure the boundedness of the iterates. Convergence and rates of convergence of the proposed algorithm are established. This class of algorithms has broad applications in signal processing, learning, financial engineering, and other related fields. G. Yin’s research was supported in part by the National Science Foundation under Grants DMS-0603287 and DMS-0624849 and in part by the National Security Agency under Grant MSPF-068-029. C.Z. Xu’s research was supported in part by the National Science Foundation under Grants CCF-0611750, DMS-0624849, CNS-0702488, and CRI-0708232. L.Y. Wang’s research was supported in part by the National Science Foundation under Grants ECS-0329597 and DMS-0624849 and by the Michigan Economic Development Council.     

A robust sequential quadratic programming method

The sequential quadratic programming method developed by Wilson, Han and Powell may fail if the quadratic programming subproblems become infeasible, or if the associated sequence of search directions is unbounded. This paper considers techniques which circumvent these difficulties by modifying the structure of the constraint region in the quadratic programming subproblems. Furthermore, questions concerning the occurrence of an unbounded sequence of multipliers and problem feasibility are also addressed.Work supported in part by the National Science Foundation under Grant No. DMS-8602399 and by the Air Force Office of Scientific Research under Grant No. ISSA-860080.Work supported in part by the National Science Foundation under Grant No. DMS-8602419.     

On the eigenvalues of matrices with given upper triangular part

We give necessary and sufficient conditions for a set of numbers to be the eigenvalues of a completion of a matrix prescribed in its upper triangular part.Partially supported by the NSF Grant DMS-8701615-02Partially supported by the NSF Grant DMS-8802836 and United States-Israel Binational Science Foundation Grant 88-00304/I.     

A nonconforming finite element method for a two-dimensional curl–curl and grad-div problem

A numerical method for a two-dimensional curl–curl and grad-div problem is studied in this paper. It is based on a discretization using weakly continuous P ₁ vector fields and includes two consistency terms involving the jumps of the vector fields across element boundaries. Optimal convergence rates (up to an arbitrary positive ) in both the energy norm and the L ₂ norm are established on graded meshes. The theoretical results are confirmed by numerical experiments. The work of the first author was supported in part by the National Science Foundation under Grant No. DMS-03-11790 and by the Humboldt Foundation through her Humboldt Research Award. The work of the third author was supported in part by the National Science Foundation under Grant No. DMS-06-52481.     

Polynomial bounds for Large Bernoulli sections of ℓ 1 N

We present a quantitative form of the result of Bai and Yin from [2], and use to show that the section of ℓ ₁ ^(1+δ)n spanned byn random independent sign vectors is with high probability isomorphic to euclidean with isomorphism constant polynomial in δ⁻¹. Partially supported by BSF grant 2002-006. Supported by the National Science Foundation under agreement No. DMS-0111298. Supported in part by the Israel Science Academy.     

Local Linear Convergence for Alternating and Averaged Nonconvex Projections

The idea of a finite collection of closed sets having “linearly regular intersection” at a point is crucial in variational analysis. This central theoretical condition also has striking algorithmic consequences: in the case of two sets, one of which satisfies a further regularity condition (convexity or smoothness, for example), we prove that von Neumann’s method of “alternating projections” converges locally to a point in the intersection, at a linear rate associated with a modulus of regularity. As a consequence, in the case of several arbitrary closed sets having linearly regular intersection at some point, the method of “averaged projections” converges locally at a linear rate to a point in the intersection. Inexact versions of both algorithms also converge linearly. Research of A.S. Lewis supported in part by National Science Foundation Grant DMS-0504032. Research of D.R. Luke supported in part by National Science Foundation Grant DMS-0712796.     

Perturbation of operators and applications to frame theory

A celebrated classical result states that an operator U on a Banach space is invertible if it is close enough to the identity operator I in the sense that ‖I−U‖<1. Here we show that U actually is invertible under a much weaker condition. As an application we prove new theorems concerning stability offrames (and frame-like decompositions) under perturbation in both Hilbert spaces and Banach spaces. The first named author is partially supported by grants from the U.S. National Science Foundation (grant no. NSF DMS-9201357), the Danish Natural Science Research Council (Grant no. 9401598), and grants from the University of Missouri System Research Board, and the MU Research Council. The second named author thanks the University of Missouri for its hospitality during a visit, where the first draft of the paper was written.     

A probabilistic approach to one class of nonlinear differential equations

Summary We establish connections between positive solutions of one class of nonlinear partial differential equations and hitting probabilities and additive functionals of superdiffusion processes. As an application, we improve results on superprocesses by using the recent progress in the theory of removable singularities for differential equations.Partially supported by National Science Foundation Grant DMS-8802667     

Generalized Polar Decompositions for Closed Operators in Hilbert Spaces and Some Applications

We study generalized polar decompositions of densely defined closed linear operators in Hilbert spaces and provide some applications to relatively (form) bounded and relatively (form) compact perturbations of self-adjoint, normal, and m-sectorial operators. Based upon work partially supported by the US National Science Foundation under Grant Nos. DMS-0400639 and FRG-0456306, and the Austrian Science Fund (FWF) under Grant No. Y330.     

A proximal-based decomposition method for convex minimization problems

This paper presents a decomposition method for solving convex minimization problems. At each iteration, the algorithm computes two proximal steps in the dual variables and one proximal step in the primal variables. We derive this algorithm from Rockafellar's proximal method of multipliers, which involves an augmented Lagrangian with an additional quadratic proximal term. The algorithm preserves the good features of the proximal method of multipliers, with the additional advantage that it leads to a decoupling of the constraints, and is thus suitable for parallel implementation. We allow for computing approximately the proximal minimization steps and we prove that under mild assumptions on the problem's data, the method is globally convergent and at a linear rate. The method is compared with alternating direction type methods and applied to the particular case of minimizing a convex function over a finite intersection of closed convex sets.Corresponding author. Partially supported by Air Force Office of Scientific Research Grant 91-0008 and National Science Foundation Grant DMS-9201297.     

Computing the geodesic center of a simple polygon

The geodesic center of a simple polygon is a point inside the polygon which minimizes the maximum internal distance to any point in the polygon. We present an algorithm which calculates the geodesic center of a simple polygon withn vertices in timeO(n logn).Work on this paper by the first author has been supported by National Science Foundation Grant No. DMS-8501947. Work on this paper by the second author has been supported by Office of Naval Research Grant No. N00014-82-K-0381, National Science Foundation Grant No. NSF-DCR-83-20085, and by grants from the Digital Equipment Corporation, and the IBM Corporation. Part of the work on this paper by the first two authors has been carried out at the Workshop on Movable Separability of Sets at the Bellairs Research Institute of McGill University, Barbados, February 1986. Work on this paper by the third author has been supported by the Fonds zur Förderung der wissenschaftlichen Forschung (FWF), Project S32/01.     

Nonlinear rescaling and proximal-like methods in convex optimization

The nonlinear rescaling principle (NRP) consists of transforming the objective function and/or the constraints of a given constrained optimization problem into another problem which is equivalent to the original one in the sense that their optimal set of solutions coincides. A nonlinear transformation parameterized by a positive scalar parameter and based on a smooth sealing function is used to transform the constraints. The methods based on NRP consist of sequential unconstrained minimization of the classical Lagrangian for the equivalent problem, followed by an explicit formula updating the Lagrange multipliers. We first show that the NRP leads naturally to proximal methods with an entropy-like kernel, which is defined by the conjugate of the scaling function, and establish that the two methods are dually equivalent for convex constrained minimization problems. We then study the convergence properties of the nonlinear rescaling algorithm and the corresponding entropy-like proximal methods for convex constrained optimization problems. Special cases of the nonlinear rescaling algorithm are presented. In particular a new class of exponential penalty-modified barrier functions methods is introduced. Partially supported by the National Science Foundation, under Grants DMS-9201297, and DMS-9401871. Partially supported by NASA Grant NAG3-1397 and NSF Grant DMS-9403218.     

Uniform embeddings of metric spaces and of banach spaces into hilbert spaces

It is proved using positive definite functions that a normed spaceX is unifomly homeomorphic to a subset of a Hilbert space, if and only ifX is (linearly) isomorphic to a subspace of aL ₀(μ) space (=the space of the measurable functions on a probability space with convergence in probability). As a result we get thatl _p (respectivelyL _p (0, 1)), 2<p<∞, is not uniformly embedded in a bounded subset of itself. This answers negatively the question whether every infinite dimensional Banach space is uniformly homeomorphic to a bounded subset of itself. Positive definite functions are also used to characterize geometrical properties of Banach spaces. Partially supported by the National Science Foundation, Grant MCS-79-03322. Partially supported by the National Science Foundation, Grant MCS-80-06073.     

Index formulas for geometric Dirac operators in Riemannian foliations

With regards to certain Riemannian foliations we consider Kasparov pairings of leafwise and transverse Dirac operators. Relative to a pairing with a transversal class we commence by establishing an index formula for foliations with leaves of nonpositive sectional curvature. The underlying ideas are then developed in a more general setting leading to pairings of images under the Baum-Connes map in geometricK-theory with transversal classes. Several ideas implicit in the work of Connes and Hilsum-Skandalis are formulated in the context of Riemannian foliations. From these we establish the notion of a dual pairing inK-homology and a theorem of the Grothendieck-Riemann-Roch type.R. G. D. was supported by The National Science Foundation under Grant No. DMS-9304283.J. F. G. and F. W. K. were supported in part by The National Science Foundation under Grant No. DMS-9208182.F. W. K. was also supported in part by an Arnold O. Beckman Research Award from the Research Board of the University of Illinois.     

Optimal kernel estimation of densities

Precise asymptotic behavior for mean integrated squared error (MISE) is determined for sequences of kernel estimators of a density in a broad class, including discontinuous and possibly unbounded densities. The paper shows that the sequence using the kernel optimal at each fixed sample size is asymptotically more efficient than a sequence generated by changing the bandwidth of a fixed kernel shape, regardless of the kernel shape. The class of densities considered are those whose characteristic functions behave at large arguments like the product of a Fourier series and a regularly varying function. This condition may be related to the smoothness of an m-th derivative of the density.Partially supported by National Science Foundation Grant DMS-8711924.     

Properties of compact complex manifolds carrying closed positive currents

We show that a compact complex manifold is Moishezon if and only if it carries a strictly positive, integral (1, 1)-current. We then study holomorphic line bundles carrying singular hermitian metrics with semi-positive curvature currents, and we give some cases in which these line bundles are big. We use these cases to provide sufficient conditions for a compact complex manifold to be Moishezon in terms of the existence of certain semi-positive, integral (1,1)-currents. We also show that the intersection number of two closed semi-positive currents of complementary degrees on a compact complex manifold is positive when the intersection of their singular supports is contained in a Stein domain. The first author was partially supported by National Science Foundation Grant Nos. DMS-8922760 and DMS-9204273. The second author was partially supported by National Science Foundation Grant Nos. DMS-9001365 and DMS-9204037.     

Characterizations of spaces related to metasymplectic spaces

This research was partially supported by the National Science Foundation under Grant Number DMS-8691779.