Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can be applied to processes with asymptotically coupled and uncoupled finite phase spaces.Comment: 83 page

Computing generalized inverses using LU factorization of matrix product

An algorithm for computing {2, 3}, {2, 4}, {1, 2, 3}, {1, 2, 4} -inverses and the Moore-Penrose inverse of a given rational matrix A is established. Classes A(2, 3)s and A(2, 4)s are characterized in terms of matrix products (R*A)+R* and T*(AT*)+, where R and T are rational matrices with appropriate dimensions and corresponding rank. The proposed algorithm is based on these general representations and the Cholesky factorization of symmetric positive matrices. The algorithm is implemented in programming languages MATHEMATICA and DELPHI, and illustrated via examples. Numerical results of the algorithm, corresponding to the Moore-Penrose inverse, are compared with corresponding results obtained by several known methods for computing the Moore-Penrose inverse

Rates of convergence for the approximation of dual shift-invariant systems in l2(Z)l_2(Z)

A shift-invariant system is a collection of functions $\{g_{m,n}\}$ of the form $g_{m,n}(k) = g_m(k-an)$. Such systems play an important role in time-frequency analysis and digital signal processing. A principal problem is to find a dual system $\gamma_{m,n}(k) = \gamma_m(k-an)$ such that each function $f$ can be written as $f = \sum g_{m,n}$. The mathematical theory usually addresses this problem in infinite dimensions (typically in $L_2(R)$ or $l_2(Z)$), whereas numerical methods have to operate with a finite-dimensional model. Exploiting the link between the frame operator and Laurent operators with matrix-valued symbol, we apply the finite section method to show that the dual functions obtained by solving a finite-dimensional problem converge to the dual functions of the original infinite-dimensional problem in $l_2(Z)$. For compactly supported $g_{m,n}$ (FIR filter banks) we prove an exponential rate of convergence and derive explicit expressions for the involved constants. Further we investigate under which conditions one can replace the discrete model of the finite section method by the periodic discrete model, which is used in many numerical procedures. Again we provide explicit estimates for the speed of convergence. Some remarks on tight frames complete the paper

Numerical calculation of three-point branched covers of the projective line

We exhibit a numerical method to compute three-point branched covers of the complex projective line. We develop algorithms for working explicitly with Fuchsian triangle groups and their finite index subgroups, and we use these algorithms to compute power series expansions of modular forms on these groups.Comment: 58 pages, 24 figures; referee's comments incorporate

Holographic Calculation for Large Interval R\'enyi Entropy at High Temperature

In this paper, we study the holographic R\'enyi entropy of a large interval on a circle at high temperature for the two-dimensional conformal field theory (CFT) dual to pure AdS$_3$ gravity. In the field theory, the R\'enyi entropy is encoded in the CFT partition function on $n$-sheeted torus connected with each other by a large branch cut. As proposed by Chen and Wu [Large interval limit of R\'enyi entropy at high temperature, arXiv:1412.0763], the effective way to read the entropy in the large interval limit is to insert a complete set of state bases of the twist sector at the branch cut. Then the calculation transforms into an expansion of four-point functions in the twist sector with respect to $e^{-\frac{2\pi TR}{n}}$. By using the operator product expansion of the twist operators at the branch points, we read the first few terms of the R\'enyi entropy, including the leading and next-to-leading contributions in the large central charge limit. Moreover, we show that the leading contribution is actually captured by the twist vacuum module. In this case by the Ward identity the four-point functions can be derived from the correlation function of four twist operators, which is related to double interval entanglement entropy. Holographically, we apply the recipe in [T. Faulkner, The entanglement R\'enyi entropies of disjoint intervals in AdS/CFT, arXiv:1303.7221] and [T. Barrella et al., Holographic entanglement beyond classical gravity, J. High Energy Phys. 09 (2013) 109] to compute the classical R\'enyi entropy and its one-loop quantum correction, after imposing a new set of monodromy conditions. The holographic classical result matches exactly with the leading contribution in the field theory up to $e^{-4\pi TR}$ and $l^6$, while the holographical one-loop contribution is in exact agreement with next-to-leading results in field theory up to $e^{-\frac{6\pi TR}{n}}$ and $l^4$ as well.Comment: minor corrections, match with the published versio

Low-complexity computation of plate eigenmodes with Vekua approximations and the Method of Particular Solutions

This paper extends the Method of Particular Solutions (MPS) to the computation of eigenfrequencies and eigenmodes of plates. Specific approximation schemes are developed, with plane waves (MPS-PW) or Fourier-Bessel functions (MPS-FB). This framework also requires a suitable formulation of the boundary conditions. Numerical tests, on two plates with various boundary conditions, demonstrate that the proposed approach provides competitive results with standard numerical schemes such as the Finite Element Method, at reduced complexity, and with large flexibility in the implementation choices

A fast and well-conditioned spectral method for singular integral equations

We develop a spectral method for solving univariate singular integral equations over unions of intervals by utilizing Chebyshev and ultraspherical polynomials to reformulate the equations as almost-banded infinite-dimensional systems. This is accomplished by utilizing low rank approximations for sparse representations of the bivariate kernels. The resulting system can be solved in ${\cal O}(m^2n)$ operations using an adaptive QR factorization, where $m$ is the bandwidth and $n$ is the optimal number of unknowns needed to resolve the true solution. The complexity is reduced to ${\cal O}(m n)$ operations by pre-caching the QR factorization when the same operator is used for multiple right-hand sides. Stability is proved by showing that the resulting linear operator can be diagonally preconditioned to be a compact perturbation of the identity. Applications considered include the Faraday cage, and acoustic scattering for the Helmholtz and gravity Helmholtz equations, including spectrally accurate numerical evaluation of the far- and near-field solution. The Julia software package SingularIntegralEquations.jl implements our method with a convenient, user-friendly interface

Decimated generalized Prony systems

We continue studying robustness of solving algebraic systems of Prony type (also known as the exponential fitting systems), which appear prominently in many areas of mathematics, in particular modern "sub-Nyquist" sampling theories. We show that by considering these systems at arithmetic progressions (or "decimating" them), one can achieve better performance in the presence of noise. We also show that the corresponding lower bounds are closely related to well-known estimates, obtained for similar problems but in different contexts