The cyclic queue and the tandem queue

We consider a closed queueing network, consisting of two FCFS single server queues in series: a queue with general service times and a queue with exponential service times. A fixed number \(N\) of customers cycle through this network. We determine the joint sojourn time distribution of a tagged customer in, first, the general queue and, then, the exponential queue. Subsequently, we indicate how the approach toward this closed system also allows us to study the joint sojourn time distribution of a tagged customer in the equivalent open two-queue system, consisting of FCFS single server queues with general and exponential service times, respectively, in the case that the input process to the first queue is a Poisson process.     

The asymptotic distribution of a single eigenvalue gap of a Wigner matrix

We show that the distribution of (a suitable rescaling of) a single eigenvalue gap $\lambda _{i+1}(M_n)-\lambda _i(M_n)$ of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin–Mehta distribution, if the Wigner ensemble obeys a finite moment condition and matches moments with the GUE ensemble to fourth order. This is new even in the GUE case, as prior results establishing the Gaudin–Mehta law required either an averaging in the eigenvalue index parameter $i$ , or fixing the energy level $u$ instead of the eigenvalue index. The extension from the GUE case to the Wigner case is a routine application of the Four Moment Theorem. The main difficulty is to establish the approximate independence of the eigenvalue counting function $N_{(-\infty ,x)}(\tilde{M}_n)$ (where $\tilde{M}_n$ is a suitably rescaled version of $M_n$ ) with the event that there is no spectrum in an interval $[x,x+s]$ , in the case of a GUE matrix. This will be done through some general considerations regarding determinantal processes given by a projection kernel.     

Solving inverse cone-constrained eigenvalue problems

We compare various algorithms for constructing a matrix of order $n$ whose Pareto spectrum contains a prescribed set $\Lambda =\{\lambda _1,\ldots , \lambda _p\}$ of reals. In order to avoid overdetermination one assumes that $p$ does not exceed $n^2.$ The inverse Pareto eigenvalue problem under consideration is formulated as an underdetermined system of nonlinear equations. We also address the issue of computing Lorentz spectra and solving inverse Lorentz eigenvalue problems.     

Functional limit theorems for random regular graphs

Consider $d$ uniformly random permutation matrices on $n$ labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree $2d$ on $n$ vertices. We consider limit theorems for various combinatorial and analytical properties of this graph (or the matrix) as $n$ grows to infinity, either when $d$ is kept fixed or grows slowly with $n$ . In a suitable weak convergence framework, we prove that the (finite but growing in length) sequences of the number of short cycles and of cyclically non-backtracking walks converge to distributional limits. We estimate the total variation distance from the limit using Stein’s method. As an application of these results we derive limits of linear functionals of the eigenvalues of the adjacency matrix. A key step in this latter derivation is an extension of the Kahn–Szemerédi argument for estimating the second largest eigenvalue for all values of $d$ and $n$ .     

Asymptotic Analysis of Spectral Properties of Finite Capacity Processor Shared Queues

We consider sojourn (or response) times in processor‐shared queues that have a finite customer capacity. Computing the response time of a tagged customer involves solving a finite system of linear ODEs. Writing the system in matrix form, we study the eigenvectors and eigenvalues in the limit as the size of the matrix becomes large. This corresponds to finite capacity models where the system can only hold a large number K of customers. Using asymptotic methods we reduce the eigenvalue problem to that of a standard differential equation, such as the Airy equation. The dominant eigenvalue leads to the tail of a customer's sojourn time distribution. Some numerical results are given to assess the accuracy of the asymptotic results.     

Analysis of an M/M/1+G queue operated under the FCFS policy with exact admission control

In this article, we present an exact theoretical analysis of an $M/M/1$ M / M / 1 system, with arbitrary distribution of relative deadline for the end of service, operated under the first come first served scheduling policy with exact admission control. We provide an explicit solution to the functional equation that must be satisfied by the workload distribution, when the system reaches steady state. We use this solution to derive explicit expressions for the loss ratio and the sojourn time distribution. Finally, we compare this loss ratio with that of a similar system operating without admission control, in the cases of some common distributions of the relative deadline.     

An indefinite variant of LOBPCG for definite matrix pencils

In this paper, we propose a novel preconditioned solver for generalized Hermitian eigenvalue problems. More specifically, we address the case of a definite matrix pencil \(A-\lambda B\) , that is, A, B are Hermitian and there is a shift \(\lambda _{0}\) such that \(A-\lambda _{0} B\) is definite. Our new method can be seen as a variant of the popular LOBPCG method operating in an indefinite inner product. It also turns out to be a generalization of the recently proposed LOBP4DCG method by Bai and Li for solving product eigenvalue problems. Several numerical experiments demonstrate the effectiveness of our method for addressing certain product and quadratic eigenvalue problems.     

Second eigenvalue of the Yamabe operator and applications

Let \((M,g)\) be a compact Riemannian manifold of dimension \(n\ge 3\) . In this paper, we give various properties of the eigenvalues of the Yamabe operator \(L_g\) . In particular, we show how the second eigenvalue of \(L_g\) is related to the existence of nodal solutions of the equation \(L_g u = {\varepsilon }|u|^{N-2}u,\) where \({\varepsilon }= +1,\) \(0,\) or \(-1.\)      

On the computation of all eigenvalues for the eigenvalue complementarity problem

In this paper, a parametric algorithm is introduced for computing all eigenvalues for two Eigenvalue Complementarity Problems discussed in the literature. The algorithm searches a finite number of nested intervals \([\bar{l}, \bar{u}]\) in such a way that, in each iteration, either an eigenvalue is computed in \([\bar{l}, \bar{u}]\) or a certificate of nonexistence of an eigenvalue in \([\bar{l}, \bar{u}]\) is provided. A hybrid method that combines an enumerative method [1] and a semi-smooth algorithm [2] is discussed for dealing with the Eigenvalue Complementarity Problem over an interval \([\bar{l}, \bar{u}]\) . Computational experience is presented to illustrate the efficacy and efficiency of the proposed techniques.     

A problem of Carlitz and its generalizations

Let ${\mathbb{F}_q}$ be the finite field of characteristic p > 2 with q elements. Carlitz proposed the problem of finding an explicit formula for the number of solutions to the equation $$(x_1+ x_2+\cdots+x_n)^2=a\, x_1x_2\cdots x_n,$$ where ${a\in \mathbb{F}_q^*}$ and n ≥ 3. By using the augmented degree matrix and Gauss sums, we consider the generalizations of the above equation and partially solve Carlitz’s problem. Moreover, the technique developed in this paper may be applied to other equations of the form ${h_1^\lambda=h_2}$ with ${h_1, h_2 \in \mathbb{F}_q[x_1,\ldots,x_n]}$ and ${\lambda \in \mathbb{N}}$ .     

Tunneling for a Class of Difference Operators

We analyze a general class of difference operators ${H_\varepsilon = T_\varepsilon + V_\varepsilon}$ on ${\ell^2((\varepsilon \mathbb {Z})^d)}$ where ${V_\varepsilon}$ is a multi-well potential and ${\varepsilon}$ is a small parameter. We decouple the wells by introducing certain Dirichlet operators on regions containing only one potential well, and we shall treat the eigenvalue problem for ${H_\varepsilon}$ as a small perturbation of these comparison problems. We describe tunneling by a certain interaction matrix, similar to the analysis for the Schr?dinger operator [see Helffer and Sj?strand in Commun Partial Differ Equ 9:337–408, 1984], and estimate the remainder, which is exponentially small and roughly quadratic compared with the interaction matrix.     

On the Distance to the Closest Matrix with Triple Zero Eigenvalue

The 2-norm distance from a matrix A to the set ${\mathcal{M}}$ of n × n matrices with a zero eigenvalue of multiplicity ≥3 is estimated. If $$Q(\gamma _1 ,\gamma _2 ,\gamma _3 ) = \left( {\begin{array}{*{20}c} A & {\gamma _1 I_n } & {\gamma _3 I_n } \\ 0 & A & {\gamma _2 I_n } \\ 0 & 0 & A \\ \end{array} } \right), n \geqslant 3,$$ then $$\rho _2 (A,{\mathcal{M}}) \geqslant {\mathop {max}\limits_{\gamma _1 ,\gamma _2 \geqslant 0,\gamma _3 \in {\mathbb{C}}}} \sigma _{3n - 2} (Q(\gamma _1 ,\gamma _2 ,\gamma _3 )),$$ where σⁱ(·)is the ith singular value of the corresponding matrix in the decreasing order of singular values. Moreover, if the maximum on the right-hand side is attained at the point $\gamma ^ * = (\gamma _1^ * ,\gamma _2^ * ,\gamma _3^ * )$ , where $\gamma _1^ * \gamma _2^ * \ne 0$ , then, in fact, one has the exact equality $$\rho _2 (A,{\mathcal{M}}) = \sigma _{3n - 2} (Q(\gamma _1^ * ,\gamma _2^ * ,\gamma _3^ * )).$$ This result can be regarded as an extension of Malyshev's formula, which gives the 2-norm distance from A to the set of matrices with a multiple zero eigenvalue.     

Construction of error-tolerance pooling designs in symplectic spaces

The paper provides the construction of error-correcting pooling designs with the incidence matrix of two types of subspaces of symplectic spaces over finite fields. As a generalization of Guo et al.’s matrix, we use the general subspaces of type $(m,s)$ to substitute special subspaces of type $(2s,s)$ . If $\nu $ is big enough, we can get the higher degree of error-tolerant property.     

On the Fučik spectrum of non-local elliptic operators

In this article, we study the Fu?ik spectrum of the fractional Laplace operator which is defined as the set of all \({(\alpha, \beta)\in \mathbb{R}^2}\) such that $$\quad \left.\begin{array}{ll}\quad (-\Delta)^s u = \alpha u^{+} - \beta u^{-} \quad {\rm in}\;\Omega \\ \quad \quad \quad u = 0 \quad \quad \quad \qquad {\rm in}\; \mathbb{R}^n{\setminus}\Omega.\end{array}\right\}$$ has a non-trivial solution u, where \({\Omega}\) is a bounded domain in \({\mathbb{R}^n}\) with Lipschitz boundary, n > 2s, \({s \in (0, 1)}\) . The existence of a first nontrivial curve \({\mathcal{C}}\) of this spectrum, some properties of this curve \({\mathcal{C}}\) , e.g. Lipschitz continuous, strictly decreasing and asymptotic behavior are studied in this article. A variational characterization of second eigenvalue of the fractional eigenvalue problem is also obtained. At the end, we study a nonresonance problem with respect to the Fu?ik spectrum.     

Finite-time blowup for a complex Ginzburg–Landau equation with linear driving

In this paper, we consider the complex Ginzburg–Landau equation ${u_t = e^{i\theta} [\Delta u + |u|^\alpha u] + \gamma u}$ on ${\mathbb{R}^N}$ , where ${\alpha > 0,\,\gamma \in \mathbb{R}}$ and ${-\pi /2 < \theta < \pi /2}$ . By convexity arguments, we prove that, under certain conditions on ${\alpha,\theta,\gamma}$ , a class of solutions with negative initial energy blows up in finite time.     

Implicit QR for rank-structured matrix pencils

A fast implicit QR algorithm for eigenvalue computation of low rank corrections of Hermitian matrices is adjusted to work with matrix pencils arising from zerofinding problems for polynomials expressed in Chebyshev-like bases. The modified QZ algorithm computes the generalized eigenvalues of certain $N\times N$ rank structured matrix pencils using $O(N^2)$ flops and $O(N)$ memory storage. Numerical experiments and comparisons confirm the effectiveness and the stability of the proposed method.     

Asymptotic Behavior of the Maximum and Minimum Singular Value of Random Vandermonde Matrices

This study examines various statistical distributions in connection with random Vandermonde matrices and their extension to \(d\) -dimensional phase distributions. Upper and lower bound asymptotics for the maximum singular value are found to be \(O(\log ^{1/2}{N^{d}})\) and \(\Omega ((\log N^{d} /(\log \log N^d))^{1/2})\) , respectively, where \(N\) is the dimension of the matrix, generalizing the results in Tucci and Whiting (IEEE Trans Inf Theory 57(6):3938–3954, 2011). We further study the behavior of the minimum singular value of these random matrices. In particular, we prove that the minimum singular value is at most \(N\exp (-C\sqrt{N}))\) with high probability where \(C\) is a constant independent of \(N\) . Furthermore, the value of the constant \(C\) is determined explicitly. The main result is obtained in two different ways. One approach uses techniques from stochastic processes and in particular a construction related to the Brownian bridge. The other one is a more direct analytical approach involving combinatorics and complex analysis. As a consequence, we obtain a lower bound for the maximum absolute value of a random complex polynomial on the unit circle, which may be of independent mathematical interest. Lastly, for each sequence of positive integers \(\{k_p\}_{p=1}^{\infty }\) we present a generalized version of the previously discussed matrices. The classical random Vandermonde matrix corresponds to the sequence \(k_{p}=p-1\) . We find a combinatorial formula for their moments and show that the limit eigenvalue distribution converges to a probability measure supported on \([0,\infty )\) . Finally, we show that for the sequence \(k_p=2^{p}\) the limit eigenvalue distribution is the famous Marchenko–Pastur distribution.     

A backward \lambda -lemma for the forward heat flow

The inclination or \(\lambda \) -lemma is a fundamental tool in finite dimensional hyperbolic dynamics. In contrast to finite dimension, we consider the forward semi-flow on the loop space of a closed Riemannian manifold \(M\) provided by the heat flow. The main result is a backward \(\lambda \) -lemma for the heat flow near a hyperbolic fixed point \(x\) . There are the following novelties. Firstly, infinite versus finite dimension. Secondly, semi-flow versus flow. Thirdly, suitable adaption provides a new proof in the finite dimensional case. Fourthly and a priori most surprisingly, our \(\lambda \) -lemma moves the given disk transversal to the unstable manifold backward in time, although there is no backward flow. As a first application we propose a new method to calculate the Conley homotopy index of \(x\) .     

Eigenvalue estimates for generalized Dirac operators on Sasakian manifolds

We consider a two-parameter generalization $D_{ab}$ of the Riemann Dirac operator $D$ on a closed Sasakian spin manifold, focusing attention on eigenvalue estimates for $D_{ab}$ . We investigate a Sasakian version of twistor spinors and Killing spinors, applying it to establish a new connection deformation technique that is adapted to fit with the Sasakian structure. Using the technique and the fact that there are two types of eigenspinors of $D_{ab}$ , we prove several eigenvalue estimates for $D_{ab}$ which improve Friedrich’s estimate (Friedrich, Math Nachr 97, 117–146, 1980).