182 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- The University of MelbourneAU58 papers
- Queensland University of TechnologyAU33 papers
- Monash UniversityAU18 papers
- University of Science and Technology of ChinaCN16 papers
- The University of AdelaideAU10 papers
- Australian Research CouncilAU7 papers
- Centre National de la Recherche ScientifiqueFR6 papers
- Minjiang UniversityCN6 papers
- University of OxfordGB6 papers
- University of Technology SydneyAU6 papers
- UNSW SydneyAU6 papers
- The University of SydneyAU5 papers
18 papers · 1 filter
Wider contours and adaptive contours
Shev MacNamara, William McLean, Kevin Burrage
Contour integrals in the complex plane are the basis of effective numerical methods for computing matrix functions, such as the matrix exponential and the Mittag-Leffler function.…
Multiplicative Convolution of Real Asymmetric and Real Antisymmetric Matrices
Mario Kieburg, Peter J. Forrester, Jesper R. Ipsen
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribut…
Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles
Peter J. Forrester, Jesper R. Ipsen, Dang-Zheng Liu +1
In this paper, we highlight the role played by orthogonal and symplectic Harish-Chandra integrals in the study of real-valued matrix product ensembles. By making use of these integ…
Lifted Worm Algorithm for the Ising Model
Eren Metin Elçi, Jens Grimm, Lijie Ding +3
We design an irreversible worm algorithm for the zero-field ferromagnetic Ising model by using the lifting technique. We study the dynamic critical behavior of an energy estimator…
Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE
Peter J Forrester, Allan K Trinh
The neighbourhood of the largest eigenvalue in the Gaussian unitary ensemble (GUE) and Laguerre unitary ensemble (LUE) is referred to as the soft edge. It is known th…
A curious mapping between supersymmetric quantum chains
Gyorgy Z. Feher, Alexandr Garbali, Jan de Gier +1
We present a unitary transformation relating two apparently different supersymmetric lattice models in one dimension. The first \cite{FS07} describes semionic particles on a 1D lad…
Novel numerical analysis of multi-term time fractional viscoelastic non-Newtonian fluid models for simulating unsteady MHD Couette flow of a generalized Oldroyd-B fluid
Libo Feng, Fawang Liu, Ian Turner +1
In recent years, non-Newtonian fluids have received much attention due to their numerous applications, such as plastic manufacture and extrusion of polymer fluids. They are more co…
ABC model selection for spatial extremes models applied to South Australian maximum temperature data
Xing Ju Lee, Markus Hainy, James P. McKeone +2
Max-stable processes are a common choice for modelling spatial extreme data as they arise naturally as the infinite-dimensional generalisation of multivariate extreme value theory.…
Integrable stochastic dualities and the deformed Knizhnik-Zamolodchikov equation
Zeying Chen, Jan de Gier, Michael Wheeler
We present a new method for obtaining duality functions in multi-species asymmetric exclusion processes (mASEP), from solutions of the deformed Knizhnik-Zamolodchikov equations. Ou…
On the analysis of mixed-index time fractional differential equation systems
Kevin Burrage, Pamela M. Burrage, Ian W. Turner +1
In this paper we study the class of mixed-index time fractional differential equations in which different components of the problem have different time fractional derivatives on th…
Volumes and distributions for random unimodular complex and quaternion lattices
Peter J. Forrester, Jiyuan Zhang
Two themes associated with invariant measures on the matrix groups , with or , and their corresponding lattices…
How many eigenvalues of a product of truncated orthogonal matrices are real?
P. J. Forrester, J. R. Ipsen, S. Kumar
A truncation of a Haar distributed orthogonal random matrix gives rise to a matrix whose eigenvalues are either real or complex conjugate pairs, and are supported within the closed…
Large expansions for the Laguerre and Jacobi ensembles from the loop equations
Peter J. Forrester, Anas A. Rahman, Nicholas S. Witte
The -ensembles of random matrix theory with classical weights have many special properties. One is that the loop equations specifying the resolvent and corresponding multipoint…
Integrable structure of products of finite complex Ginibre random matrices
Vladimir V. Mangazeev, Peter J. Forrester
We consider the squared singular values of the product of standard complex Gaussian matrices. Since the squared singular values form a determinantal point process with a partic…
On the coupling time of the heat-bath process for the Fortuin-Kasteleyn random-cluster model
Andrea Collevecchio, Eren Metin Elci, Timothy M. Garoni +1
We consider the coupling from the past implementation of the random-cluster heat-bath process, and study its random running time, or coupling time. We focus on hypercubic lattices…
May-Wigner transition in large random dynamical systems
J. R. Ipsen
We consider stability in a class of random non-linear dynamical systems characterised by a relaxation rate together with a Gaussian random vector field which is white-in-time and s…
Matrix product ensembles of Hermite-type and the hyperbolic Harish-Chandra-Itzykson-Zuber integral
P. J. Forrester, J. R. Ipsen, Dang-Zheng Liu
We investigate spectral properties of a Hermitised random matrix product which, contrary to previous product ensembles, allows for eigenvalues on the full real line. We prove that…
Probabilistic Numerical Methods for PDE-constrained Bayesian Inverse Problems
Jon Cockayne, Chris Oates, Tim Sullivan +1
This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables th…