Finite sections of random Jacobi operators

DOI10.1137/100813877MaRDI QIDQ2882343zbMATH OpenOpenAlexFDO

Authors Marko Lindner, Steffen Roch

Publication date 4 May 2012

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1011.0907

zbMATH Keywords

numerical exampleJacobi operatorrandom operatorfinite section methodstochastic coefficientsinfinite second order difference equations

Mathematics Subject Classification ID

Additive difference equations (39A10) Numerical solutions to stochastic differential and integral equations (65C30) Jacobi (tridiagonal) operators (matrices) and generalizations (47B36) Random linear operators (47B80) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical solutions to equations with linear operators (65J10)

Abstract: This article is about a problem in the numerical analysis of random operators. We study a version of the finite section method for the approximate solution of equations $Ax=b$ in infinitely many variables, where $A$ is a random Jacobi operator. In other words, we approximately solve infinite second order difference equations with stochastic coefficients by reducing the infinite volume case to the (large) finite volume case via a particular truncation technique. For most of the paper we consider non-selfadjoint operators $A$ but we also comment on the self-adjoint case when simplifications occur.

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Cited in

(12)

• Truncations of a class of pseudo-Hermitian tridiagonal matrices
• Matrix methods for Padé approximation: numerical calculation of poles, zeros and residues
• The finite section method for dissipative operators
• Coburn's lemma and the finite section method for random Jacobi operators
• On the spectrum and numerical range of tridiagonal random operators
• Spectrum of a Feinberg-Zee random hopping matrix
• Note on Spectra of Non-Selfadjoint Operators Over Dynamical Systems
• Spectral approximation of generalized Schrödinger operators via approximation of subwords
• Half-line compressions and finite sections of discrete Schrödinger operators with integer-valued potentials
• Probabilistic averages of Jacobi operators
• Pseudoergodic operators and periodic boundary conditions
• More Than 40 Years of Algebraic Techniques in Numerical Analysis

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