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We consider the dynamics of bodies with "active" microstructure described by vector valued phase fields. For waves with time-varying amplitude, the associated evolution equation involves a matrix that can be non-normal, depending on the constitutive choices adopted for the microstructural actions associated with the phase field. In the presence of non-normality, the spectral analysis of such a matrix when (unknown or uncertain or time-dependent) constitutive parameters vary is generically not decisive to evaluate the material stability. We thus need to look at the pseudospectrum, that is, the set of all possible eigenvalues of matrices in an {\epsilon}-neighborhood of the matrix of interest. As a case study, we look at quasicrystals and evaluate through spectra and pseudospectra the influence of a microstructural self-action on the material stability. This approach allows us to reliably determine thresholds where stable-unstable transitions in the material behavior occur., Comment: 30 pages, 8 figures, 6 tables

In this paper we propose and analyze an algorithm for identifying spectral gaps of a real symmetric matrix $A$ by simultaneously approximating the traces of spectral projectors associated with multiple different spectral slices. Our method utilizes Hutchinson's stochastic trace estimator together with the Lanczos algorithm to approximate quadratic forms involving spectral projectors. Instead of focusing on determining the gap between two particular consecutive eigenvalues of $A$, we aim to find all gaps that are wider than a specified threshold. By examining the problem from this perspective, and thoroughly analyzing both the Hutchinson and the Lanczos components of the algorithm, we obtain error bounds that allow us to determine the numbers of Hutchinson's sample vectors and Lanczos iterations needed to ensure the detection of all gaps above the target width with high probability. In particular, we conclude that the most efficient strategy is to always use a single random sample vector for Hutchinson's estimator and concentrate all computational effort in the Lanczos algorithm. Our numerical experiments demonstrate the efficiency and reliability of this approach., Comment: 28 pages, 5 figures, 4 tables

In this paper we propose a model for describing advection dynamics on distance-weighted directed graphs. To this end we establish a set of key properties, or axioms, that a discrete advection operator should satisfy, and prove that there exists an essentially unique operator satisfying all such properties. Both infinite and finite networks are considered, as well as possible variants and extensions. We illustrate the proposed model through examples, both analytical and numerical, and we describe an application to the simulation of a traffic network.

We address the solution of the distributed control problem for the steady, incompressible Navier--Stokes equations. We propose an inexact Newton linearization of the optimality conditions. Upon discretization by a finite element scheme, we obtain a sequence of large symmetric linear systems of saddle-point type. We use an augmented Lagrangian-based block triangular preconditioner in combination with the flexible GMRES method at each Newton step. The preconditioner is applied inexactly via a suitable multigrid solver. Numerical experiments indicate that the resulting method appears to be fairly robust with respect to viscosity, mesh size, and the choice of regularization parameter when applied to 2D problems.

We propose an augmented Lagrangian-based preconditioner to accelerate the convergence of Krylov subspace methods applied to linear systems of equations with a block three-by-three structure such as those arising from mixed finite element discretizations of the coupled Stokes-Darcy flow problem. We analyze the spectrum of the preconditioned matrix and we show how the new preconditioner can be efficiently applied. Numerical experiments are reported to illustrate the effectiveness of the preconditioner in conjunction with flexible GMRES for solving linear systems of equations arising from a 3D test problem.

This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each sub-iterate is minimized over a certain two-dimensional subspace. Convergence properties of the proposed method are studied in detail. The approach is further developed to solve (regularized) normal equations arising from the discretization of ill-posed problems. The results of numerical experiments are reported to illustrate the performance of exact and inexact variants of the method on several test problems from different application areas.

We consider the problem of approximating the von Neumann entropy of a large, sparse, symmetric positive semidefinite matrix $A$, defined as $\operatorname{tr}(f(A))$ where $f(x)=-x\log x$. After establishing some useful properties of this matrix function, we consider the use of both polynomial and rational Krylov subspace algorithms within two types of approximations methods, namely, randomized trace estimators and probing techniques based on graph colorings. We develop error bounds and heuristics which are employed in the implementation of the algorithms. Numerical experiments on density matrices of different types of networks illustrate the performance of the methods., Comment: 32 pages, 10 figures

Liquid water, besides being fundamental for life on Earth, has long fascinated scientists due to several anomalies. Different hypotheses have been put forward to explain these peculiarities. The most accredited one foresees the presence in the supercooled region of two phases at different densities: the low-density liquid phase and the high-density liquid phase. In our previous work [Faccio et al., J. Mol. Liq. 355 (2022): 118922], we showed that it is possible to identify these two forms in water networks through a computational approach based on molecular dynamics simulation and on the calculation of the total communicability of the associated graph, in which the nodes correspond to water molecules and the edges represent the connections (interactions) between molecules. In this paper, we present a more in-depth investigation of the application of graph-theory based approaches to the analysis of the structure of water networks. In particular, we investigate different connectivity and centrality measures and we report on the use of a variety of global metrics aimed at giving a topological and geometrical characterization of liquid water., Comment: 25 pages, 22 figures

In this paper we address the numerical solution of the quadratic optimal transport problem in its dynamical form, the so-called Benamou-Brenier formulation. When solved using interior point methods, the main computational bottleneck is the solution of large saddle point linear systems arising from the associated Newton-Raphson scheme. The main purpose of this paper is to design efficient preconditioners to solve these linear systems via iterative methods. Among the proposed preconditioners, we introduce one based on the partial commutation of the operators that compose the dual Schur complement of these saddle point linear systems, which we refer as $\boldsymbol{B}\boldsymbol{B}$-preconditioner. A series of numerical tests show that the $\boldsymbol{B}\boldsymbol{B}$-preconditioner is the most efficient among those presented, despite a performance deterioration in the last steps of the interior point method. It is in fact the only one having a CPU-time that scales only slightly worse than linearly with respect to the number of unknowns used to discretize the problem.

We consider the iterative solution of large linear systems of equations in which the coefficient matrix is the sum of two terms, a sparse matrix $A$ and a possibly dense, rank deficient matrix of the form $\gamma UU^T$, where $\gamma > 0$ is a parameter which in some applications may be taken to be 1. The matrix $A$ itself can be singular, but we assume that the symmetric part of $A$ is positive semidefinite and that $A+\gamma UU^T$ is nonsingular. Linear systems of this form arise frequently in fields like optimization, fluid mechanics, computational statistics, and others. We investigate preconditioning strategies based on an alternating splitting approach combined with the use of the Sherman-Morrison-Woodbury matrix identity. The potential of the proposed approach is demonstrated by means of numerical experiments on linear systems from different application areas., Comment: 18 pages, 7 figures

In this paper we consider the spatial semi-discretization of conservative PDEs. Such finite dimensional approximations of infinite dimensional dynamical systems can be described as flows in suitable matrix spaces, which in turn leads to the need to solve polynomial matrix equations, a classical and important topic both in theoretical and in applied mathematics. Solving numerically these equations is challenging due to the presence of several conservation laws which our finite models incorporate and which must be retained while integrating the equations of motion. In the last thirty years, the theory of geometric integration has provided a variety of techniques to tackle this problem. These numerical methods require solving both direct and inverse problems in matrix spaces. We present three algorithms to solve a cubic matrix equation arising in the geometric integration of isospectral flows. This type of ODEs includes finite models of ideal hydrodynamics, plasma dynamics, and spin particles, which we use as test problems for our algorithms., Comment: 14 pages, 1 figure

Subgraph centrality, introduced by Estrada and Rodr\'iguez-Vel\'azquez in [12], has become a widely used centrality measure in the analysis of networks, with applications in biology, neuroscience, economics and many other fields. It is also worthy of study from a strictly mathematical point of view, in view of its connections to topics in spectral graph theory, number theory, analytic matrix functions, and combinatorics. In this paper we present some new results and a list of open questions about subgraph centrality and other node centrality measures based on graph walks., Comment: 22 pages, 4 figures

We present in this paper a computational approach based on molecular dynamics simulations and graph theory to characterize the structure of liquid water considering not only the local structural arrangement within the first (or second) hydration shell, but also the medium- to long-range order. In particular, a new order parameter borrowed from the graph-theory framework, i.e. the node total communicability (NTC ), is introduced to analyze the dynamic network of water molecules in the liquid phase. This order parameter is able not only to accurately report on the different high-density-liquid (HDL) and low-density-liquid (LDL) water phases postulated in the liquid-liquid phase transition hypothesis, but also to unveil the presence of very high density liquid (VHDL) clusters, both under pressure and at ambient conditions. To the best of our knowledge, VHDL water patches under moderate pressures were not observed before.

Spectral projectors of Hermitian matrices play a key role in many applications, and especially in electronic structure computations. Linear scaling methods for gapped systems are based on the fact that these special matrix functions are localized, which means that the entries decay exponentially away from the main diagonal or with respect to more general sparsity patterns. The relation with the sign function together with an integral representation is used to obtain new decay bounds, which turn out to be optimal in an asymptotic sense. The influence of isolated eigenvalues in the spectrum on the decay properties is also investigated and a superexponential behaviour is predicted., Comment: 25 pages, 7 figures

The fully atomistic modeling of real-size plasmonic nanostructures is computationally demanding, therefore most calculations are limited to small-to-medium sized systems. However, plasmonic properties strongly depend on the actual shape and size of the samples. In this paper we substantially extend the applicability of classical, fully atomistic approaches by exploiting state-of-the-art numerical iterative Krylov-based techniques. In particular, we focus on the recently developed $\omega$FQ model, when specified to carbon nanotubes, graphene-based nanostructures and metal nanoparticles. The performance of Generalized Minimal Residual (GMRES) and Quasi-Minimum Residual (QMR) algorithms is studied, with special emphasis on the dependence of the convergence rate on the dimension of the structures (up to 1 million atoms) and the physical parameters entering the definition of the atomistic approach., Comment: 15 pages, 15 figures

In this paper we propose a method to compute the solution to the fractional diffusion equation on directed networks, which can be expressed in terms of the graph Laplacian $L$ as a product $f(L^T) \boldsymbol{b}$, where $f$ is a non-analytic function involving fractional powers and $\boldsymbol{b}$ is a given vector. The graph Laplacian is a singular matrix, causing Krylov methods for $f(L^T) \boldsymbol{b}$ to converge more slowly. In order to overcome this difficulty and achieve faster convergence, we use rational Krylov methods applied to a desingularized version of the graph Laplacian, obtained with either a rank-one shift or a projection on a subspace., Comment: 24 pages, 5 figures

In this paper, we address the numerical solution of the Optimal Transport Problem on undirected weighted graphs, taking the shortest path distance as transport cost. The optimal solution is obtained from the long-time limit of the gradient descent dynamics. Among different time stepping procedures for the discretization of this dynamics, a backward Euler time stepping scheme combined with the inexact Newton-Raphson method results in a robust and accurate approach for the solution of the Optimal Transport Problem on graphs. It is found experimentally that the algorithm requires solving between $\mathcal{O}(1)$ and $\mathcal{O}(M^{0.36})$ linear systems involving weighted Laplacian matrices, where $M$ is the number of edges. These linear systems are solved via algebraic multigrid methods, resulting in an efficient solver for the Optimal Transport Problem on graphs.

We introduce nonlocal dynamics on directed networks through the construction of a fractional version of a nonsymmetric Laplacian for weighted directed graphs. Furthermore, we provide an analytic treatment of fractional dynamics for both directed and undirected graphs, showing the possibility of exploring the network employing random walks with jumps of arbitrary length. We also provide some examples of the applicability of the proposed dynamics, including consensus over multi-agent systems described by directed networks.

Node centrality is one of the most important and widely used concepts in the study of complex networks. Here, we extend the paradigm of node centrality in financial and economic networks to consider the changes of node "importance" produced not only by the variation of the topology of the system but also as a consequence of the external levels of risk to which the network as a whole is submitted. Starting from the "Susceptible-Infected" (SI) model of epidemics and its relation to the communicability functions of networks we develop a series of risk-dependent centralities for nodes in (financial and economic) networks. We analyze here some of the most important mathematical properties of these risk-dependent centrality measures. In particular, we study the newly observed phenomenon of ranking interlacement, by means of which two entities may interlace their ranking positions in terms of risk in the network as a consequence of the change in the external conditions only, i.e., without any change in the topology. We test the risk-dependent centralities by studying two real-world systems: the network generated by collecting assets of the S\&P 100 and the corporate board network of the US top companies, according to Forbes in 1999. We found that a high position in the ranking of the analyzed financial companies according to their risk-dependent centrality corresponds to companies more sensitive to the external market variations during the periods of crisis., Comment: This version is accepted on SIAM journal on Financial Mathematics

For a simple graph $G=(V,E)$ with eigenvalues of the adjacency matrix $\lambda_{1}\geq\lambda_{2}\geq\cdots\geq\lambda_{n}$, the energy of the graph is defined by $E(G)=\sum_{j=1}^{n}|\lambda_{j}|$. Myriads of papers have been published in the mathematical and chemistry literature about properties of this graph invariant due to its connection with the energy of (bipartite) conjugated molecules. However, a structural interpretation of this concept in terms of the contributions of even and odd walks, and consequently on the contribution of subgraphs, is not yet known. Here, we find such interpretation and prove that the (adjacency) energy of any graph (bipartite or not) is a weighted sum of the traces of even powers of the adjacency matrix. We then use such result to find bounds for the energy in terms of subgraphs contributing to it. The new bounds are studied for some specific simple graphs, such as cycles and fullerenes. We observe that including contributions from subgraphs of sizes not bigger than 6 improves some of the best known bounds for the energy, and more importantly gives insights about the contributions of specific subgraphs to the energy of these graphs.

We analyze a recently proposed temporal centrality measure applied to an empirical network based on person-to-person contacts in an emergency department of a busy urban hospital. We show that temporal centrality identifies a distinct set of top-spreaders than centrality based on the time-aggregated binarized contact matrix, so that taken together, the accuracy of capturing top-spreaders improves significantly. However, with respect to predicting epidemic outcome, the temporal measure does not necessarily outperform less complex measures. Our results also show that other temporal markers such as duration observed and the time of first appearance in the the network can be used in a simple predictive model to generate predictions that capture the trend of the observed data remarkably well., Comment: 31 pages, 15 figures, 11 tables; typos corrected; references added; Figure 3 added; some changes to the conclusion and introduction

We develop numerical algorithms for the efficient evaluation of quantities associated with generalized matrix functions [J. B. Hawkins and A. Ben-Israel, Linear and Multilinear Algebra 1(2), 1973, pp. 163-171]. Our algorithms are based on Gaussian quadrature and Golub--Kahan bidiagonalization. Block variants are also investigated. Numerical experiments are performed to illustrate the effectiveness and efficiency of our techniques in computing generalized matrix functions arising in the analysis of networks., Comment: 25 paged, 2 figures

Core-satellite graphs (sometimes referred to as generalized friendship graphs) are an interesting class of graphs that generalize many well known types of graphs. In this paper we show that two popular clustering measures, the average Watts-Strogatz clustering coefficient and the transitivity index, diverge when the graph size increases. We also show that these graphs are disassortative. In addition, we completely describe the spectrum of the adjacency and Laplacian matrices associated with core-satellite graphs. Finally, we introduce the class of generalized core-satellite graphs, and we analyze the spectral properties of such graphs., Comment: 15 pages, 6 figures

We introduce new broadcast and receive communicability indices that can be used as global measures of how effectively information is spread in a directed network. Furthermore, we describe fast and effective criteria for the selection of edges to be added to (or deleted from) a given directed network so as to enhance these network communicability measures. Numerical experiments illustrate the effectiveness of the proposed techniques., Comment: 26 pages, 11 figures, 4 tables

We consider the numerical approximation of $f({\cal A})b$ where $b\in{\mathbb R}^{N}$ and $\cal A$ is the sum of Kronecker products, that is ${\cal A}=M_2 \otimes I + I \otimes M_1\in{\mathbb R}^{N\times N}$. Here $f$ is a regular function such that $f({\cal A})$ is well defined. We derive a computational strategy that significantly lowers the memory requirements and computational efforts of the standard approximations, with special emphasis on the exponential function, for which the new procedure becomes particularly advantageous. Our findings are illustrated by numerical experiments with typical functions used in applications.

We present decay bounds for a broad class of Hermitian matrix functions where the matrix argument is banded or a Kronecker sum of banded matrices. Besides being significantly tighter than previous estimates, the new bounds closely capture the actual (non-monotonic) decay behavior of the entries of functions of matrices with Kronecker sum structure. We also discuss extensions to more general sparse matrices.

The total communicability of a network (or graph) is defined as the sum of the entries in the exponential of the adjacency matrix of the network, possibly normalized by the number of nodes. This quantity offers a good measure of how easily information spreads across the network, and can be useful in the design of networks having certain desirable properties. The total communicability can be computed quickly even for large networks using techniques based on the Lanczos algorithm. In this work we introduce some heuristics that can be used to add, delete, or rewire a limited number of edges in a given sparse network so that the modified network has a large total communicability. To this end, we introduce new edge centrality measures which can be used to guide in the selection of edges to be added or removed. Moreover, we show experimentally that the total communicability provides an effective and easily computable measure of how "well-connected" a sparse network is., Comment: 20 pages, 9 pages Supplementary Material

There is a long-standing belief that in social networks with simultaneous friendly/hostile interactions (signed networks) there is a general tendency to a global balance. Balance represents a state of the network with lack of contentious situations. Here we introduce a method to quantify the degree of balance of any signed (social) network. It accounts for the contribution of all signed cycles in the network and gives, in agreement with empirical evidences, more weight to the shorter than to the longer cycles. We found that, contrary to what is believed, many signed social networks -- in particular very large directed online social networks -- are in general very poorly balanced. We also show that unbalanced states can be changed by tuning the weights of the social interactions among the agents in the network.

We consider a broad class of walk-based, parameterized node centrality measures for network analysis. These measures are expressed in terms of functions of the adjacency matrix and generalize various well-known centrality indices, including Katz and subgraph centrality. We show that the parameter can be "tuned" to interpolate between degree and eigenvector centrality, which appear as limiting cases. Our analysis helps explain certain correlations often observed between the rankings obtained using different centrality measures, and provides some guidance for the tuning of parameters. We also highlight the roles played by the spectral gap of the adjacency matrix and by the number of triangles in the network. Our analysis covers both undirected and directed networks, including weighted ones. A brief discussion of PageRank is also given., Comment: First 22 pages are the paper, pages 22-38 are the supplementary materials

We extend previous results on the exponential off-diagonal decay of the entries of analytic functions of banded and sparse matrices to the case where the matrix entries are elements of a $C^*$-algebra.

We examine a node centrality measure based on the notion of total communicability, defined in terms of the row sums of the exponential of the adjacency matrix of the network. We argue that this is a natural metric for ranking nodes in a network, and we point out that it can be computed very rapidly even in the case of large networks. Furthermore, we propose the total sum of node communicabilities as a useful measure of network connectivity. Extensive numerical studies are conducted in order to compare this centrality measure with the closely related ones of subgraph centrality [E. Estrada and J. A. Rodriguez-Velazquez, Phys. Rev. E, 71 (2005), 056103] and Katz centrality [L. Katz, Psychometrica, 18 (1953), pp. 39-43]. Both synthetic and real-world networks are used in the computations., Comment: 27 pages, 6 figures

Motivated by applications in quantum chemistry and solid state physics, we apply general results from approximation theory and matrix analysis to the study of the decay properties of spectral projectors associated with large and sparse Hermitian matrices. Our theory leads to a rigorous proof of the exponential off-diagonal decay ("nearsightedness") for the density matrix of gapped systems at zero electronic temperature in both orthogonal and non-orthogonal representations, thus providing a firm theoretical basis for the possibility of linear scaling methods in electronic structure calculations for non-metallic systems. We further discuss the case of density matrices for metallic systems at positive electronic temperature. A few other possible applications are also discussed., Comment: 63 pages, 13 figures

The notions of subgraph centrality and communicability, based on the exponential of the adjacency matrix of the underlying graph, have been effectively used in the analysis of undirected networks. In this paper we propose an extension of these measures to directed networks, and we apply them to the problem of ranking hubs and authorities. The extension is achieved by bipartization, i.e., the directed network is mapped onto a bipartite undirected network with twice as many nodes in order to obtain a network with a symmetric adjacency matrix. We explicitly determine the exponential of this adjacency matrix in terms of the adjacency matrix of the original, directed network, and we give an interpretation of centrality and communicability in this new context, leading to a technique for ranking hubs and authorities. The matrix exponential method for computing hubs and authorities is compared to the well known HITS algorithm, both on small artificial examples and on more realistic real-world networks. A few other ranking algorithms are also discussed and compared with our technique. The use of Gaussian quadrature rules for calculating hub and authority scores is discussed., Comment: 28 pages, 6 figures

A fundamental problem in the study of complex networks is to provide quantitative measures of correlation and information flow between different parts of a system. To this end, several notions of communicability have been introduced and applied to a wide variety of real-world networks in recent years. Several such communicability functions are reviewed in this paper. It is emphasized that communication and correlation in networks can take place through many more routes than the shortest paths, a fact that may not have been sufficiently appreciated in previously proposed correlation measures. In contrast to these, the communicability measures reviewed in this paper are defined by taking into account all possible routes between two nodes, assigning smaller weights to longer ones. This point of view naturally leads to the definition of communicability in terms of matrix functions, such as the exponential, resolvent, and hyperbolic functions, in which the matrix argument is either the adjacency matrix or the graph Laplacian associated with the network. Considerable insight on communicability can be gained by modeling a network as a system of oscillators and deriving physical interpretations, both classical and quantum-mechanical, of various communicability functions. Applications of communicability measures to the analysis of complex systems are illustrated on a variety of biological, physical and social networks. The last part of the paper is devoted to a review of the notion of locality in complex networks and to computational aspects that by exploiting sparsity can greatly reduce the computational efforts for the calculation of communicability functions for large networks., Comment: Review Article. 90 pages, 14 figures. Contents: Introduction; Communicability in Networks; Physical Analogies; Comparing Communicability Functions; Communicability and the Analysis of Networks; Communicability and Localization in Complex Networks; Computability of Communicability Functions; Conclusions and Prespectives