关于对称不定线性方程组Ax=b的一种求解算法

本文针对系数矩阵A具有少数几个正(负)特征值的对称不定性方程组Ax=b构造了一个有效的稳定算法.这个算法充分利用了矩阵的对称性及具有少数几个正(或负)特征值的特点,其运算量与Cholesky方法相当,大约为?个乘法和加法,所用贮存单元为?.从第四节的数值例子可以看出在上述假定条件下用本算法求解较Parlett和Reid算法要好些.尤其对A又是大型稀疏矩阵更为有效.     

Eigenvalues and eigenfunctions of the Fokker-Planck equation for the extremely underdamped Brownian motion in a double-well potential

The eigenvalues and eigenfunctions of the Fokker-Planck equation describing the extremely underdamped Brownian motion in a symmetric double-well potential are investigated. By transforming the Fokker-Planck equation to energy and position coordinates and by performing a suitable averaging over the position coordinate, a differential equation depending only on energy is derived. For finite temperatures this equation is solved by numerical integration, whereas in the weak-noise limit an analytic result for the lowest nonzero eigenvalue is obtained. Furthermore, by using a boundary-layer theory near the critical trajectory, the correction term to the zero-friction-limit result is found.     

Markov Chains with finite convergence time

We study the properties of finite ergodic Markov Chains whose transition probability matrix P is singular. The results establish bounds on the convergence time of P^m to a matrix where all the rows are equal to the stationary distribution of P. The results suggest a simple rule for identifying the singular matrices which do not have a finite convergence time. We next study finite convergence to the stationary distribution independent of the initial distribution. The results establish the connection between the convergence time and the order of the minimal polynomial of the transition probability matrix. A queuing problem and a maintenance Markovian decision problem which possess the property of rapid convergence are presented.     

The approximation of the Maxwell eigenvalue problem using a least-squares method

In this paper we consider an approximation to the Maxwell's eigenvalue problem based on a very weak formulation of two div-curl systems with complementary boundary conditions. We formulate each of these div-curl systems as a general variational problem with different test and trial spaces, i.e., the solution space is and components in the test spaces are in subspaces of , the Sobolev space of order one on the computational domain . A finite-element least-squares approximation to these variational problems is used as a basis for the approximation. Using the structure of the continuous eigenvalue problem, a discrete approximation to the eigenvalues is set up involving only the approximation to either of the div-curl systems. We give some theorems that guarantee the convergence of the eigenvalues to those of the continuous problem without the occurrence of spurious values. Finally, some results of numerical experiments are given.

     

Discontinuous Sturm–Liouville Problems with Eigenparameter-Dependent Boundary and Transmissions Conditions

The purpose of this paper is to study a Sturm–Liouville problem with discontinuities in the case when an eigenparameter appears not only in the differential equation but it also appears in both the boundary and transmission conditions. We suggest a new approach for the definition of a suitable Hilbert space and a symmetric linear operator defined in this space in such a way that the considered problem can be interpreted as the eigenvalue problem of this operator and for construction and approximation of a fundamental solution. We apply these results to find asymptotic formulas of eigenvalues and corresponding eigenfunctions. Mathematics Subject Classification (2000) 34L20.This work was supported by the Research Fund of Gaziosmanpasa University under grand no:2004/01.     

Discretization of Compact Riemannian Manifolds Applied to the Spectrum of Laplacian

For κ ⩾ 0 and r₀ > 0 let ℳ(n, κ, r₀) be the set of all connected, compact n-dimensional Riemannian manifolds (Mⁿ, g) with Ricci (M, g) ⩾ −(n−1) κ g and Inj (M) ⩾ r₀. We study the relation between the kth eigenvalue λ_k(M) of the Laplacian associated to (Mⁿ,g), Δ = −div(grad), and the kth eigenvalue λ_k(X) of a combinatorial Laplacian associated to a discretization X of M. We show that there exist constants c, C > 0 (depending only on n, κ and r₀) such that for all M ∈ ℳ(n, κ, r₀) and X a discretization of for all k < |X|. Then, we obtain the same kind of result for two compact manifolds M and N ∈ ℳ(n, κ, r₀) such that the Gromov–Hausdorff distance between M and N is smaller than some η > 0. We show that there exist constants c, C > 0 depending on η, n, κ and r₀ such that for all . Mathematics Subject Classification (2000): 58J50, 53C20 Supported by Swiss National Science Foundation, grant No. 20-101 469     

A limit theorem for the eigenvalues of product of two random matrices

The existence of limit spectral distribution of the product of two independent random matrices is proved when the number of variables tends to infinity. One of the above matrices is the Wishart matrix and the other is a symmetric nonnegative definite matrix.