Stochastic collocation on unstructured multivariate meshes

Collocation has become a standard tool for approximation of parameterized systems in the uncertainty quantification (UQ) community. Techniques for least-squares regularization, compressive sampling recovery, and interpolatory reconstruction are becoming standard tools used in a variety of applications. Selection of a collocation mesh is frequently a challenge, but methods that construct geometrically "unstructured" collocation meshes have shown great potential due to attractive theoretical properties and direct, simple generation and implementation. We investigate properties of these meshes, presenting stability and accuracy results that can be used as guides for generating stochastic collocation grids in multiple dimensions.Comment: 29 pages, 6 figure

Random matrix theory and symmetric spaces

In this review we discuss the relationship between random matrix theories and symmetric spaces. We show that the integration manifolds of random matrix theories, the eigenvalue distribution, and the Dyson and boundary indices characterizing the ensembles are in strict correspondence with symmetric spaces and the intrinsic characteristics of their restricted root lattices. Several important results can be obtained from this identification. In particular the Cartan classification of triplets of symmetric spaces with positive, zero and negative curvature gives rise to a new classification of random matrix ensembles. The review is organized into two main parts. In Part I the theory of symmetric spaces is reviewed with particular emphasis on the ideas relevant for appreciating the correspondence with random matrix theories. In Part II we discuss various applications of symmetric spaces to random matrix theories and in particular the new classification of disordered systems derived from the classification of symmetric spaces. We also review how the mapping from integrable Calogero--Sutherland models to symmetric spaces can be used in the theory of random matrices, with particular consequences for quantum transport problems. We conclude indicating some interesting new directions of research based on these identifications.Comment: 161 pages, LaTeX, no figures. Revised version with major additions in the second part of the review. Version accepted for publication on Physics Report

Simulating Cosmic Microwave Background maps in multi-connected spaces

This article describes the computation of cosmic microwave background anisotropies in a universe with multi-connected spatial sections and focuses on the implementation of the topology in standard CMB computer codes. The key ingredient is the computation of the eigenmodes of the Laplacian with boundary conditions compatible with multi-connected space topology. The correlators of the coefficients of the decomposition of the temperature fluctuation in spherical harmonics are computed and examples are given for spatially flat spaces and one family of spherical spaces, namely the lens spaces. Under the hypothesis of Gaussian initial conditions, these correlators encode all the topological information of the CMB and suffice to simulate CMB maps.Comment: 33 pages, 55 figures, submitted to PRD. Higher resolution figures available on deman

Numerical Analysis

Acknowledgements: This article will appear in the forthcoming Princeton Companion to Mathematics, edited by Timothy Gowers with June Barrow-Green, to be published by Princeton University Press.\ud \ud In preparing this essay I have benefitted from the advice of many colleagues who corrected a number of errors of fact and emphasis. I have not always followed their advice, however, preferring as one friend put it, to "put my head above the parapet". So I must take full responsibility for errors and omissions here.\ud \ud With thanks to: Aurelio Arranz, Alexander Barnett, Carl de Boor, David Bindel, Jean-Marc Blanc, Mike Bochev, Folkmar Bornemann, Richard Brent, Martin Campbell-Kelly, Sam Clark, Tim Davis, Iain Duff, Stan Eisenstat, Don Estep, Janice Giudice, Gene Golub, Nick Gould, Tim Gowers, Anne Greenbaum, Leslie Greengard, Martin Gutknecht, Raphael Hauser, Des Higham, Nick Higham, Ilse Ipsen, Arieh Iserles, David Kincaid, Louis Komzsik, David Knezevic, Dirk Laurie, Randy LeVeque, Bill Morton, John C Nash, Michael Overton, Yoshio Oyanagi, Beresford Parlett, Linda Petzold, Bill Phillips, Mike Powell, Alex Prideaux, Siegfried Rump, Thomas Schmelzer, Thomas Sonar, Hans Stetter, Gil Strang, Endre Süli, Defeng Sun, Mike Sussman, Daniel Szyld, Garry Tee, Dmitry Vasilyev, Andy Wathen, Margaret Wright and Steve Wright