Search results for "matrix"
showing 10 items of 3205 documents
Operator (Quasi-)Similarity, Quasi-Hermitian Operators and All that
2016
Motivated by the recent developments of pseudo-Hermitian quantum mechanics, we analyze the structure generated by unbounded metric operators in a Hilbert space. To that effect, we consider the notions of similarity and quasi-similarity between operators and explore to what extent they preserve spectral properties. Then we study quasi-Hermitian operators, bounded or not, that is, operators that are quasi-similar to their adjoint and we discuss their application in pseudo-Hermitian quantum mechanics. Finally, we extend the analysis to operators in a partial inner product space (pip-space), in particular the scale of Hilbert space s generated by a single unbounded metric operator.
New Types of Jacobian-Free Approximate Riemann Solvers for Hyperbolic Systems
2017
We present recent advances in PVM (Polynomial Viscosity Matrix) methods based on internal approximations to the absolute value function. These solvers only require a bound on the maximum wave speed, so no spectral decomposition is needed. Moreover, they can be written in Jacobian-free form, in which only evaluations of the physical flux are used. This is particularly interesting when considering systems with complex Jacobians, as the relativistic magnetohydrodynamics (RMHD) equations. The proposed solvers have also been extended to the case of approximate DOT (Dumbser-Osher-Toro) methods, which can be regarded as simple and efficient approximations to the classical Osher-Solomon method. Som…
Mappings of finite distortion: Reverse inequalities for the Jacobian
2007
Let f be a nonconstant mapping of finite distortion. We establish integrability results on 1/Jf by studying weights that satisfy a weak reverse Holder inequality where the associated constant can depend on the ball in question. Here Jf is the Jacobian determinant of f.
Computing variations of entropy and redundancy under nonlinear mappings not preserving the signal dimension: quantifying the efficiency of V1 cortex
2021
In computational neuroscience, the Efficient Coding Hypothesis argues that the neural organization comes from the optimization of information-theoretic goals [Barlow Proc.Nat.Phys.Lab.59]. A way to confirm this requires the analysis of the statistical performance of biological systems that have not been statistically optimized [Renart et al. Science10, Malo&Laparra Neur.Comp.10, Foster JOSA18, Gomez-Villa&Malo J.Neurophysiol.19]. However, when analyzing the information-theoretic performance, cortical magnification in the retina-cortex pathway poses a theoretical problem. Cortical magnification stands for the increase the signal dimensionality [Cowey&Rolls Exp. Brain Res.74]. Conventional mo…
Genetic Factors as Promising Biomarkers of Sporadic Ascending Aortic Aneurysm
2014
Thoracic aorta shows various changes with advancing age and a progressive deterioration in structure and function. As a result, vascular remodeling (VR) and medial degeneration (MD) occur. VR and MD are typical entities of sporadic thoracic aortic aneurysm (TAA), actually considered a common and serious health risk and a pathology by unclear mechanisms. Increased activity of the coagulation system, inflammation, activation of extracellular matrix remodeling and endothelial dysfunction pathways have been recently evidenced to have a key role in its onset. Thus, polymorphisms of the coagulation system [fibrinogen (rs1800790); Factor II ( rs1799963); Factor V (rs6025); Factor VII (rs121964926)…
Model selection using limiting distributions of second-order blind source separation algorithms
2015
Signals, recorded over time, are often observed as mixtures of multiple source signals. To extract relevant information from such measurements one needs to determine the mixing coefficients. In case of weakly stationary time series with uncorrelated source signals, this separation can be achieved by jointly diagonalizing sample autocovariances at different lags, and several algorithms address this task. Often the mixing estimates contain close-to-zero entries and one wants to decide whether the corresponding source signals have a relevant impact on the observations or not. To address this question of model selection we consider the recently published second-order blind identification proced…
Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models
2016
American options can be priced by solving linear complementary problems (LCPs) with parabolic partial(-integro) differential operators under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. These operators are discretized using finite difference methods leading to a so-called full order model (FOM). Here reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD) and non negative matrix factorization (NNMF) in order to make pricing much faster within a given model parameter variation range. The numerical experiments demonstrate orders of magnitude faster pricing with ROMs. peerReviewed
Exploiting ongoing EEG with multilinear partial least squares during free-listening to music
2016
During real-world experiences, determining the stimulus-relevant brain activity is excitingly attractive and is very challenging, particularly in electroencephalography. Here, spectrograms of ongoing electroencephalogram (EEG) of one participant constructed a third-order tensor with three factors of time, frequency and space; and the stimulus data consisting of acoustical features derived from the naturalistic and continuous music formulated a matrix with two factors of time and the number of features. Thus, the multilinear partial least squares (PLS) conforming to the canonical polyadic (CP) model was performed on the tensor and the matrix for decomposing the ongoing EEG. Consequently, we …
IMEX schemes for pricing options under jump–diffusion models
2014
We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump-diffusion process. The schemes include the families of IMEX-midpoint, IMEX-CNAB and IMEX-BDF2 schemes. Each family is defined by a convex combination parameter [email protected]?[0,1], which divides the zeroth-order term due to the jumps between the implicit and explicit parts in the time discretization. These IMEX schemes lead to tridiagonal systems, which can be solved extremely efficiently. The schemes are studied through Fourier stability analysis and numerical experiments. It is found that, under suitable assumptions and time step restric…
Swelling of cellulose fibres in composite materials: Constraint effects of the surrounding matrix
2013
Swelling of cellulose fibres in composite materials : Constraint effects of the surrounding matrix