Search results for "Eigenvector"

showing 10 items of 303 documents

Evolution of Worldwide Stock Markets, Correlation Structure and Correlation Based Graphs

2011

We investigate the daily correlation present among market indices of stock exchanges located all over the world in the time period Jan 1996 - Jul 2009. We discover that the correlation among market indices presents both a fast and a slow dynamics. The slow dynamics reflects the development and consolidation of globalization. The fast dynamics is associated with critical events that originate in a specific country or region of the world and rapidly affect the global system. We provide evidence that the short term timescale of correlation among market indices is less than 3 trading months (about 60 trading days). The average values of the non diagonal elements of the correlation matrix, corre…

CorrelationActuarial scienceStock exchangeCovariance matrixFinancial marketEconometricsMutual informationCorrelation swapStock (geology)Eigenvalues and eigenvectorsMathematicsSSRN Electronic Journal
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Numerical analysis of composite plates with multiple delaminations subjected to uniaxial buckling load

2006

Abstract In this paper the buckling and post-buckling behaviour of unidirectional and cross-ply composite laminated plates with multiple delaminations has been studied. Finite elements analyses have been performed, using a linear buckling model, based on the solution of the eigenvalues problem, and a non-linear one, based on an incremental-iterative method. With non-linear method large displacements have been taken into account and also contact constraints between sublaminates have been added to avoid their interpenetration. It has been found that both delamination length and position and stacking sequence of the plies influence the critical load of the plate; furthermore, linear and non-li…

Critical loadMaterials scienceComputer simulationnumerical analysisNumerical analysisComposite numberDelaminationGeneral Engineeringcomposite materialFinite element methoddelaminationBucklingCeramics and CompositesbucklingComposite materialcomposite laminated plateSettore ING-IND/15 - Disegno E Metodi Dell'Ingegneria IndustrialeEigenvalues and eigenvectors
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Oscillator Strengths of Electronic Excitations with Response Theory using Phase Including Natural Orbital Functionals

2013

The key characteristics of electronic excitations of many-electron systems, the excitation energies ωα and the oscillator strengths fα, can be obtained from linear response theory. In one-electron models and within the adiabatic approximation, the zeros of the inverse response matrix, which occur at the excitation energies, can be obtained from a simple diagonalization. Particular cases are the eigenvalue equations of time-dependent density functional theory (TDDFT), time-dependent density matrix functional theory, and the recently developed phase-including natural orbital (PINO) functional theory. In this paper, an expression for the oscillator strengths fα of the electronic excitations is…

Density matrixta114Chemistryexcitation energytiheysfunktionaaliteoriaGeneral Physics and AstronomyTime-dependent density functional theoryelektronitAdiabatic theoremMatrix (mathematics)Quantum mechanicsExcited stateDensity functional theoryeigenvalues and eigenfunctionsPhysical and Theoretical ChemistryAdiabatic processEigenvalues and eigenvectorsJournal of Chemical Physics
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On the construction of lusternik-schnirelmann critical values with application to bifurcation problems

1987

An iterative method to construct Lusternik-Schnirelmann critical values is presented. Examples of its use to obtain numerical solutions to nonlinear eigenvalue problems and their bifurcation branches are given

Differential equationIterative methodApplied MathematicsMathematical analysisMathematics::General TopologyBifurcation diagramMathematics::Algebraic TopologyNonlinear systemBifurcation theoryTranscritical bifurcationAnalysisEigenvalues and eigenvectorsBifurcationMathematicsApplicable Analysis
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Singular systems in dimension 3: Cuspidal case and tangent elliptic flat case

2007

We study two singular systems in R3. The first one is affine in control and we achieve weighted blowings-up to prove that singular trajectories exist and that they are not locally time optimal. The second one is linear in control. The characteristic vector field in sub-Riemannian geometry is generically singular at isolated points in dimension 3. We define a case with symmetries, which we call flat, and we parametrize the sub-Riemannian sphere. This sphere is subanalytic.

Dimension (vector space)Homogeneous spaceMathematical analysisTangentTangent vectorAffine transformationExceptional divisorSingular controlEigenvalues and eigenvectorsMathematics
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An eigenvalue Dirichlet problem involving the p-Laplacian with discontinuous nonlinearities

2005

AbstractA multiplicity result for an eigenvalue Dirichlet problem involving the p-Laplacian with discontinuous nonlinearities is obtained. The proof is based on a three critical points theorem for nondifferentiable functionals.

Dirichlet problemDiscontinuous nonlinearitiesApplied MathematicsMathematical analysisp-LaplacianMultiple solutionsMathematics::Optimization and ControlDirichlet's energyMathematics::Spectral TheoryEigenvalue Dirichlet problemCritical points of nonsmooth functionsNonlinear systemsymbols.namesakeDirichlet eigenvalueDirichlet's principleRayleigh–Faber–Krahn inequalitysymbolsp-LaplacianEigenvalues and eigenvectorsAnalysisMathematicsJournal of Mathematical Analysis and Applications
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New isoperimetric estimates for solutions to Monge - Ampère equations

2009

Abstract We prove some sharp estimates for solutions to Dirichlet problems relative to Monge–Ampere equations. Among them we show that the eigenvalue of the Dirichlet problem, when computed on convex domains with fixed measure, is maximal on ellipsoids. This result falls in the class of affine isoperimetric inequalities and shows that the eigenvalue of the Monge–Ampere operator behaves just the contrary of the first eigenvalue of the Laplace operator.

Dirichlet problemMonge-Ampère operatoreigenvalue.Mathematics::Complex VariablesApplied MathematicsMathematical analysisMathematics::Analysis of PDEsMonge–Ampère equationMonge-Ampère equationMathematics::Spectral TheoryMeasure (mathematics)Operator (computer programming)Settore MAT/05 - Analisi MatematicaAffine isoperimetric inequaltieRayleigh–Faber–Krahn inequalityAffine isoperimetric inequalitiesIsoperimetric inequalityLaplace operatorMathematical PhysicsAnalysisEigenvalues and eigenvectorsMathematics
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A Note on Riesz Bases of Eigenvectors of Certain Holomorphic Operator-Functions

2001

Abstract Operator-valued functions of the form A (λ) ≔ A − λ + Q(λ) with λ ↦ Q(λ)(A − μ)− 1 compact-valued and holomorphic on certain domains Ω ⊂  C are considered in separable Hilbert space. Assuming that the resolvent of A is compact, its eigenvalues are simple and the corresponding eigenvectors form a Riesz basis for H of finite defect, it is shown that under certain growth conditions on ‖Q(λ)(A − λ)− 1‖ the eigenvectors of A corresponding to a part of its spectrum also form a Riesz basis of finite defect. Applications are given to operator-valued functions of the form A (λ) = A − λ + B(λ − D)− 1C and to spectral problems in L2(0, 1) of the form −f″(x) + p(x, λ)f′(x) + q(x, λ)f(x) = λf(x…

Dirichlet problemPure mathematicsApplied MathematicsMathematical analysisHolomorphic functionHilbert spaceeigenvectorsoperator-functionRiesz basisSeparable spacesymbols.namesakeDirichlet boundary conditionsymbolsCauchy's integral theoremAnalysisEigenvalues and eigenvectorsMathematicsResolventJournal of Mathematical Analysis and Applications
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Planar maps whose second iterate has a unique fixed point

2007

Let a>0, F: R^2 -> R^2 be a differentiable (not necessarily C^1) map and Spec(F) be the set of (complex) eigenvalues of the derivative F'(p) when p varies in R^2. (a) If Spec(F) is disjoint of the interval [1,1+a[, then Fix(F) has at most one element, where Fix(F) denotes the set of fixed points of F. (b) If Spec(F) is disjoint of the real line R, then Fix(F^2) has at most one element. (c) If F is a C^1 map and, for all p belonging to R^2, the derivative F'(p) is neither a homothety nor has simple real eigenvalues, then Fix(F^2) has at most one element, provided that Spec(F) is disjoint of either (c1) the union of the number 0 with the intervals ]-\infty, -1] and [1,\infty[, or (c2) t…

Discrete mathematics37G10; 37G15; 34K18Algebra and Number TheoryApplied Mathematics37G15Dynamical Systems (math.DS)Fixed point37G10Homothetic transformationPlanar graphSet (abstract data type)symbols.namesakeMathematics - Classical Analysis and ODEsSimple (abstract algebra)Classical Analysis and ODEs (math.CA)FOS: MathematicssymbolsEmbeddingDifferentiable functionMathematics - Dynamical Systems34K18AnalysisEigenvalues and eigenvectorsMathematicsJournal of Difference Equations and Applications
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Some properties of [tr(Q2p)]12p with application to linear minimax estimation

1990

Abstract A nondifferentiable minimization problem is considered which occurs in linear minimax estimation. This problem is solved by replacing the nondifferentiable maximal eigenvalue of a real nonnegative definite matrix Q with [tr( Q 2 p )] 1/2 p . It is shown that any descent algorithm with inexact step-length rule can be used to obtain linear minimax estimators for the parameter vector of a parameter-restricted linear model.

Discrete mathematicsNumerical AnalysisAlgebra and Number TheoryMinimization problemLinear modelMathematics::Optimization and ControlMinimaxMinimax approximation algorithmMatrix (mathematics)Discrete Mathematics and CombinatoricsGeometry and TopologyMinimax estimatorDescent algorithmEigenvalues and eigenvectorsMathematicsLinear Algebra and its Applications
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