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Abstract Motivated by Fredholm theory, we develop a framework to establish the convergence of spectral methods for operator equations $$\mathcal L u = f$$. The framework posits the existence of a left-Fredholm regulator for $$\mathcal L$$ and the existence of a sufficiently good approximation of this regulator. Importantly, the numerical method itself need not make use of this extra approximant. We apply the framework to Fourier finite-section and collocation-based numerical methods for solving differential equations with periodic boundary conditions and to solving Riemann–Hilbert problems on the unit circle. We also obtain improved results concerning the approximation of eigenvalues of differential operators with periodic coefficients.more » « less
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We study the GMRES algorithm applied to linear systems of equations involving a scaled and shifted matrix whose entries are independent complex Gaussians. When the right-hand side of this linear system is independent of this random matrix, the behavior of the GMRES residual error can be determined exactly. To handle cases where the right hand side depends on the random matrix, we study the pseudospectra and numerical range of Ginibre matrices and prove a restricted version of Crouzeix’s conjecture.more » « less
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We compute the Tracy-Widom distribution describing the asymptotic distribution of the largest eigenvalue of a large random matrix by solving a boundary-value problem posed by Bloemendal in his Ph.D. Thesis (2011). The distribution is computed in two ways. The first method is a second-order finite-difference method and the second is a highly accurate Fourier spectral method. Since $$\beta$$ is simply a parameter in the boundary-value problem, any $$\beta> 0$$ can be used, in principle. The limiting distribution of the $$n$$th largest eigenvalue can also be computed. Our methods are available in the Julia package TracyWidomBeta.jl.more » « less
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