Eigenvalues of the one-dimensional Smoluchowski equation

The eigenvalues and eigenfunctions of the Smoluchowski equation are investigated for the case of potentials withN deep wells. The small parameter =kT/V, which measures the ratio of the thermal energy to a typical well depth, is used in connection with the method of matched asymptotic expansion to obtained asymptotic approximations to all the eigenvalues and eigenfunctions. It is found that the eigensolutions fall into two classes, namely (i) the top-of-the-well and (ii) the bottom-of-the-well eigensolutions. The eigenvalues for both classes of solutions are integer multiples of the squqres of the frequencies at the top or bottom of the various wells. The eigenfunctions are, in general, localized to the top or bottom of the corresponding well. The very small eigenvalues require special consideration because the asymptotic analysis is incapable of distinguishing them from the zero eigenvalue with multiplicityN. Another approximation reveals that, in addition to the true zero eigenvalue, there areN-1 eigenvalues of order exp(–). The case of other possible multiple eigenvalues is also examined.     

A new Monte Carlo power method for the eigenvalue problem of transfer matrices

We propose a new Monte Carlo method for calculating eigenvalues of transfer matrices leading to free energies and to correlation lengths of classical and quantum many-body systems. Generally, this method can be applied to the calculation of the maximum eigenvalue of a nonnegative matrix  such that all the matrix elements of Â^k are strictly positive for an integerk. This method is based on a new representation of the maximum eigenvalue of the matrix  as the thermal average of a certain observable of a many-body system. Therefore one can easily calculate the maximum eigenvalue of a transfer matrix leading to the free energy in the standard Monte Carlo simulations, such as the Metropolis algorithm. As test cases, we calculate the free energies of the square-lattice Ising model and of the spin-1/2XY Heisenberg chain. We also prove two useful theorems on the ergodicity in quantum Monte Carlo algorithms, or more generally, on the ergodicity of Monte Carlo algorithms using our new representation of the maximum eigenvalue of the matrixÂ.     

Universal Bounds for Eigenvalues of a Buckling Problem

In this paper, we investigate an eigenvalue problem for a biharmonic operator on a bounded domain in an n-dimensional Euclidean space, which is also called a buckling problem. We introduce a new method to construct ``nice' trial functions and we derive a universal inequality for higher eigenvalues of the buckling problem by making use of the trial functions. Thus, we give an affirmative answer for the problem on universal bounds for eigenvalues of the buckling problem, which was proposed by Payne, Pólya and Weinberger in [14] and this problem has been mentioned again by Ashbaugh in [1]. Research partially supported by a Grant-in-Aid for Scientific Research from the Japan Society for the Promotion of Science. Research partially supported by SF of CAS     

Statistical properties of cross-correlation in the Korean stock market

We investigate the statistical properties of the cross-correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how these affect the portfolio weights in the Markowitz portfolio theory. We find that the distribution of the cross-correlation matrix is positively skewed and changes over time. We find that the eigenvalue distribution of original cross-correlation matrix deviates from the eigenvalues predicted by the RMT, and the largest eigenvalue is 52 times larger than the maximum value among the eigenvalues predicted by the RMT. The b₄₇₃\beta_{473} coefficient, which reflect the largest eigenvalue property, is 0.8, while one of the eigenvalues in the RMT is approximately zero. Notably, we show that the entropy function E(s)E(\sigma) with the portfolio risk σ for the original and filtered cross-correlation matrices are consistent with a power-law function, E(σ) ~ s^-g\sigma^{-\gamma}, with the exponent γ ~ 2.92 and those for Asian currency crisis decreases significantly.     

Eigenvalues of the eight-vertex model transfer matrix and the spectrum of theXYZ Hamiltonian

We study the eigenvalue problem for the transfer matrix of the eight-vertex model. By using an inversion relation which was recently discovered we develop a new method to calculate all eigenvalues of the transfer matrix in the thermodynamic limit. This leads to a complete classification of the spectrum. The results are used to determine all energy excitations of theXYZ-model.Work performed within the research program of the Sonderforschungsbereich 125, Aachen-Jülich-Köln     

A method for selection of significant terms in the assumed solution in a Rayleigh-Ritz analysis

A method is presented which can reduce significantly the size of eigenvalue problems necessary for accurate Rayleigh-Ritz solutions in vibration and buckling problems. Instead of carrying more and more terms in the assumed solution, this method selects terms which are most significant to the eigenvalues of interest. Only the significant terms are used in the eigenvalue problem that is to be solved. The significant terms are chosen by using a Taylor's series approximation of the eigenvalues. The Taylor's series is discussed, the method is explained, and examples of applications of the method are shown which indicate its effectiveness.     

Application of h-adaptive,high order finite element method to solve radial Schrödinger equation

The h-adaptive, high order finite element method is applied to solve a second order one dimension eigenvalue problem. The finite element formulation for the Lobatto basis is given, for which basis functions of arbitrary order can be constructed. The adaptive algorithm is simple, yet very efficient and straightforward to implement. The algorithm is based on the observation that the expansion coefficients of Lobatto basis functions decay rapidly. It allows evaluating the smallest eigenvalues simultaneously with the comparable accuracy for all eigenvalues. The presented algorithm is applied to solve the radial Schrödinger equation with the Coulomb and the Woods–Saxon potentials. For both potentials the convergence rate is presented. After seven adaptive iterations nine-digit accuracy was obtained.     

Determination of eigenvalues of real symmetric para-p diagonal matrices

A method is presented for an accurate numerical determination of eigenvalues of real symmetric para-p diagonal matrices. The method takes advantage of the band structure to break up the matrix intop ×p blocks and performing algebraic operations including inversions on these blocks only, no matter what the size of the matrix is. The eigenvalues are determined independently one at a time. Thus any error in the determination of one eigenvalue does not affect the other eigenvalues. The method is ideally suited for the Schrödinger eigen alue problem of the anharmonic potentials, which is taken up in the following paper.     

Optimization of spectral functions of Dirichlet–Laplacian eigenvalues

We consider the shape optimization of spectral functions of Dirichlet–Laplacian eigenvalues over the set of star-shaped, symmetric, bounded planar regions with smooth boundary. The regions are represented using Fourier-cosine coefficients and the optimization problem is solved numerically using a quasi-Newton method. The method is applied to maximizing two particular nonsmooth spectral functions: the ratio of the nth to first eigenvalues and the ratio of the nth eigenvalue gap to first eigenvalue, both of which are generalizations of the Payne–Pólya–Weinberger ratio. The optimal values and attaining regions for n ? 13 are presented and interpreted as a study of the range of the Dirichlet–Laplacian eigenvalues. For both spectral functions and each n, the optimal attaining region has multiplicity two nth eigenvalue.     

Diagonal structure of the S-matrix in the lee model

The diagonal structure of the S-matrix in the Lee model is studied. The N2θ- and N3θ-type eigenvalues are shown to factor exactly into the products of the corresponding Nθ eigenvalues, and it follows that these eigenvalues are free of production thresholds. The (implicit) eigenvalue equation for the V2θ-type eigenvalue is given, and this eigenvalue is shown to factor asymptotically into the product of the corresponding Vθ eigenvalues. These properties are conjectured to hold for Njθ- and Vjθ-type eigenvalues. It is conjectured that the two-body type eigenphase operator gives the dominant contribution to the S-matrix at high energy.     

Krein Signatures for the Faddeev-Takhtajan Eigenvalue Problem

One of the difficulties in analyzing eigenvalue problems that arise in connection with integrable systems is that they are frequently non-self-adjoint, making it difficult to determine where the spectrum lies. In this paper, we consider the problem of locating and counting the discrete eigenvalues associated with the Faddeev-Takhtajan eigenvalue problem, for which the sine-Gordon equation is the isospectral flow. In particular we show that for potentials having either zero topological charge or topological charge ± 1, and satisfying certain monotonicity conditions, the point spectrum lies on the unit circle and is simple. Furthermore, we give an exact count of the number of eigenvalues. This result is an analog of that of Klaus and Shaw for the Zakharov-Shabat eigenvalue problem. We also relate our results, as well as those of Klaus and Shaw, to the Krein stability theory for J-unitary matrices. In particular we show that the eigenvalue problem associated to the sine-Gordon equation has a J-unitary structure, and under the above conditions the point eigenvalues have a definite Krein signature, and are thus simple and lie on the unit circle.     

On Asymptotic Behavior of Multilinear Eigenvalue Statistics of Random Matrices

We prove the Law of Large Numbers and the Central Limit Theorem for analogs of U- and V- (von Mises) statistics of eigenvalues of random matrices as their size tends to infinity. We show first that for a certain class of test functions (kernels), determining the statistics, the validity of these limiting laws reduces to the validity of analogous facts for certain linear eigenvalue statistics. We then check the conditions of the reduction statements for several most known ensembles of random matrices. The reduction phenomenon is well known in statistics, dealing with i.i.d. random variables. It is of interest that an analogous phenomenon is also the case for random matrices, whose eigenvalues are strongly dependent even if the entries of matrices are independent.     

Universal Inequalities for Eigenvalues of the Buckling Problem on Spherical Domains

In this paper we study the eigenvalues of the buckling problem on domains in a unit sphere. We obtain universal bounds on the (k + 1)^th eigenvalue in terms of the first k eigenvalues independent of the domains. Partially supported by FEMAT. Partially supported by CNPq, Pronex and Proex.     

On the Spectral Theory of Operator Pencils in a Hilbert Space

Abstract

Consider the operator pencil L _λ = A ? λB ? λ ² C, where A, B, and C are linear, in general unbounded and nonsymmetric, operators densely defined in a Hilbert space H. Sufficient conditions for the existence of the eigenvalues of L _λ are investigated in the case when A, B and C are K-positive and K-symmetric operators in H, and a method to bracket the eigenvalues of L _λ is developed by using a variational characterization of the problem (i) L _λ u = 0. The method generates a sequence of lower and upper bounds converging to the eigenvalues of L _λ and can be considered an extension of the Temple-Lehman method to quadratic eigenvalue problems (i).     

Lower bounds for eigenvalues of the Dirac operator on n-spheres with SO(n)-symmetry

In this paper we derive estimates for the eigenvalues of the Dirac operator and their multiplicity on manifolds diffeomorphic to Sⁿ with an isometric SO(n)-action. Especially we prove a new lower bound for the first eigenvalue and show an example, where this new bound coincides in the limit with the known upper bounds.     

The Largest Eigenvalue of Real Symmetric,Hermitian and Hermitian Self-dual Random Matrix Models with Rank One External Source,Part I

We consider the limiting location and limiting distribution of the largest eigenvalue in real symmetric (β=1), Hermitian (β=2), and Hermitian self-dual (β=4) random matrix models with rank 1 external source. They are analyzed in a uniform way by a contour integral representation of the joint probability density function of eigenvalues. Assuming the “one-band” condition and certain regularities of the potential function, we obtain the limiting location of the largest eigenvalue when the nonzero eigenvalue of the external source matrix is not the critical value, and further obtain the limiting distribution of the largest eigenvalue when the nonzero eigenvalue of the external source matrix is greater than the critical value. When the nonzero eigenvalue of the external source matrix is less than or equal to the critical value, the limiting distribution of the largest eigenvalue will be analyzed in a subsequent paper. In this paper we also give a definition of the external source model for all β>0.     

A numerical method for acoustic normal modes for shear flows

The normal modes and their propagation numbers for acoustic propagation in wave guides with flow are the eigenvectors and eigenvalues of a boundary value problem for a non-standard Sturm-Liouville problem. It is non-standard because it depends non-linearly on the eigenvalue parameter. (In the classical problem for ducts with no flow, the problem depends linearly on the eigenvalue parameter.) In this paper a method is presented for the fast numerical solution of this problem. It is a generalization of a method that was developed for the classical problem. A finite difference method is employed that combines well known numerical techniques and a generalization of the Sturm sequence method to solve the resulting algebraic eigenvalue problem. Then a modified Richardson extrapolation method is used that dramatically increases the accuracy of the computed eigenvalues. The method is then applied to two problems. They correspond to acoustic propagation in the ocean in the presence of a current, and to acoustic propagation in shear layers over flat plates.     

Fluctuations of Principal Eigenvalues and Random Scales

We investigate the principal Dirichlet eigenvalue of the Laplacian with soft Poissonian obstacles in large boxes of , d≥ 2. With the help of our recent version of the method of enlargement of obstacles [18], we derive quantitative confidence intervals for these eigenvalues. We also provide less quantitative estimates, which however point out the correct size of fluctuations, and indicate a stiffness in their behavior. In the two-dimensional case we derive geometric controls, which relate these eigenvalues to certain empty circular droplets. Our results also have natural applications to the study of the location of minima of certain intermittent random variational problems, motivated by [13, 17]. Received: 13 June 1996 / Accepted: 10 March 1997     

Ein Eigenwertverfahren zur Lösung des Einteilchenmodells für Atomkerne in ihrer Sattelpunktsdeformation

To study saddle point states of fissioning nuclei in the single-particle model nucleon wave functions and energy-levels for highly deformed nuclei are needed. In this paper a method is developped to calculate single-particle wave functions and energy eigenvalues for potentials with any axially symmetric deformation. For that purpose the eigenvalue problem for the partial diefferential operatorH is replaced by a discrete approximation. A special method is worked out to solve the resulting algebraic eigenvalue problem.     

Renormalizing rectangles and other topics in random matrix theory

We consider random Hermitian matrices made of complex or realM×N rectangular blocks, where the blocks are drawn from various ensembles. These matrices haveN pairs of opposite real nonvanishing eigenvalues, as well asM–N zero eigenvalues (forM>N). These zero eigenvalues are kinematical in the sense that they are independent of randomness. We study the eigenvalue distribution of these matrices to leading order in the large-N, M limit in which the rectangularityr=M/N is held fixed. We apply a variety of methods in our study. We study Gaussian ensembles by a simple diagrammatic method, by the Dyson gas approach, and by a generalization of the Kazakov method. These methods make use of the invariance of such ensembles under the action of symmetry groups. The more complicated Wigner ensemble, which does not enjoy such symmetry properties, is studied by large-N renormalization techniques. In addition to the kinematical -function spike in the eigenvalue density which corresponds to zero eigenvalues, we find for both types of ensembles that if |r–1| is held fixed asN, theN nonzero eigenvalues give rise to two separated lobes that are located symmetrically with respect to the origin. This separation arises because the nonzero eigenvalues are repelled macroscopically from the origin. Finally, we study the oscillatory behavior of the eigenvalue distribution near the endpoints of the lobes, a behavior governed by Airy functions. Asr1 the lobes come closer, and the Airy oscillatory behavior near the endpoints that are close to zero breaks down. We interpret this breakdown as a signal thatr1 drives a crossover to the oscillation governed by Bessel functions near the origin for matrices made of square blocks.