In this paper, we consider the application of the homotopy perturbation method (HPM) to compute the eigenvalues of the Sturm-Liouville problem (SLP) which is called non-definite SLP. Two important Examples show that HPM is reliable method for computing the eigenvalues of SLP.

So far, various components of image characteristics have been used for steganalysis, including the histogram characteristic function, adjacent colors distribution, and sample pair analysis. However, some certain steganography methods have been proposed that can thwart some analysis approaches through managing the embedding patterns. In this regard, the present paper is intended to introduce a n...

‎Let $G$ be a graph without an isolated vertex‎, ‎the normalized Laplacian matrix $tilde{mathcal{L}}(G)$‎ ‎is defined as $tilde{mathcal{L}}(G)=mathcal{D}^{-frac{1}{2}}mathcal{L}(G)mathcal{D}^{-frac{1}{2}}$‎, where ‎$mathcal{D}$ ‎is a‎ diagonal matrix whose entries are degree of ‎vertices ‎‎of ‎$‎G‎$‎‎. ‎The eigenvalues of‎ $tilde{mathcal{L}}(G)$ are ‎called as ‎the ‎normalized Laplacian eigenva...

in this paper, we investigate some properties of eigenvalues and eigenfunctions of boundary value problems with separated boundary conditions. also, we obtain formal series solutions for some partial differential equations associated with the second order differential equation, and study necessary and sufficient conditions for the negative and positive eigenvalues of the boundary value problem....

the purpose of this paper is to study the higher order asymptotic distributions of the eigenvalues associated with a class of sturm-liouville problem with equation of the form w??=(?2f(x)?r(x)) (1), on [a,b, where ? is a real parameter and f(x) is a real valued function in c2(a,b which has a single zero (so called turning point) at point 0x=x and r(x) is a continuously differentiable function. ...

The properties of eigenvalues of large dimensional random matrices have received considerable attention. One important achievement is the existence and identification of the limiting spectral distribution of the empirical spectral distribution of eigenvalues of Wigner matrix. In the present paper, we explore the limiting spectral distribution for more general random matrices, and, furthermore, ...

A stronger result on the limiting distribution of the eigenvalues of random Hermitian matrices of the form A+XTX∗, originally studied in Marčenko and Pastur [4], is presented. Here, X (N×n), T (n×n), and A (N×N) are independent, with X containing i.i.d. entries having finite second moments, T is diagonal with real (diagonal) entries, A is Hermitian, and n/N → c > 0 as N → ∞. Under addtional ass...

We consider two types of spiked multivariate F distributions: a scaled distribution with the scale matrix equal to a rank-k perturbation of the identity, and a distribution with trivial scale, but rank-k non-centrality. The eigenvalues of the rank-r matrix (spikes) parameterize the joint distribution of the eigenvalues of the corresponding F matrix. We show that, for the spikes located above a ...

The analysis of cross-correlations is extensively applied for understanding of interconnections in stock markets. Variety of methods are used in order to search stock cross-correlations including the Random Matrix Theory (RMT), the Principal Component Analysis (PCA) and the Hierachical ‎Structures.‎ In ‎this work‎, we analyze cross-crrelations between price fluctuations of 20 ‎company ‎stocks‎...