activity
20122026
most citedUniversality in Numerical Computations with Random Data. Case Studies

33 citations · 164 across the 51 of their papers we have counts for

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Showing 2017Show all

5 papers · 1 filter

math.NA2017★ 7 cited

On spectral and numerical properties of random butterfly matrices

Thomas Trogdon

Spectral and numerical properties of classes of random orthogonal butterfly matrices, as introduced by Parker (1995), are discussed, including the uniformity of eigenvalue distribu…

math.NA2017

Benchmarking Numerical Methods for Lattice Equations with the Toda Lattice

Deniz Bilman, Thomas Trogdon

We compare performances of well-known numerical time-stepping methods that are widely used to compute solutions of the doubly-infinite Fermi-Pasta-Ulam-Tsingou (FPUT) lattice equat…

math.PR2017★ 2 cited

Universality in numerical computation with random data. Case studies, analytic results and some speculations

Percy Deift, Thomas Trogdon

We discuss various universality aspects of numerical computations using standard algorithms. These aspects include empirical observations and rigorous results. We also make various…

physics.soc-ph2017★ 13 cited

Random matrices and the New York City subway system

Aukosh Jagannath, Thomas Trogdon

We analyze subway arrival times in the New York City subway system. We find regimes where the gaps between trains exhibit both (unitarily invariant) random matrix statistics and Po…

math.NA2017

Universality for eigenvalue algorithms on sample covariance matrices

Percy Deift, Thomas Trogdon

We prove a universal limit theorem for the halting time, or iteration count, of the power/inverse power methods and the QR eigenvalue algorithm. Specifically, we analyze the requir…