Related papers: Boutroux curves with external field: equilibrium m…
We study polynomials that are orthogonal with respect to a varying quartic weight \exp(-N(x^2/2+tx^4/4)) for t<0, where the orthogonality takes place on certain contours in the complex plane. Inspired by developments in 2D quantum gravity,…
This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…
We obtain Plancherel-Rotach type asymptotics valid in all regions of the complex plane for orthogonal polynomials with varying weights of the form $e^{-NV(x)}$ on the real line, assuming that $V$ has only two Lipschitz continuous…
We prove the existence of an algebraic plane curve of equation $P(x,y)=0$, with prescribed asymptotic behaviors at punctures, and with the Boutroux property, namely, periods have vanishing real part, i.e, $\Re(\int_\gamma y dx)=0$ for every…
We apply the nonlinear steepest descent method to a class of 3x3 Riemann-Hilbert problems introduced in connection with the Cauchy two-matrix random model. The general case of two equilibrium measures supported on an arbitrary number of…
In this survey, we review asymptotic results of some orthogonal polynomials which are relate to the Painlev\'e transcendents. They are obtained by applying Deift-Zhou's nonlinear steepest descent method for Riemann-Hilbert problems. In the…
Several new methods of numerical integration of Cauchy problems with blow-up solutions for nonlinear ordinary differential equations of the first- and second-order are described. Solutions of such problems have singularities whose positions…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
These lectures introduce the method of nonlinear steepest descent for Riemann-Hilbert problems. This method finds use in studying asymptotics associated to a variety of special functions such as the Painlev\'{e} equations and orthogonal…
In this work, we propose a new approach called ``stationary reduction method based on nonisospectral deformation of orthogonal polynomials" for deriving discrete Painlev\'{e}-type (d-P-type) equations. We apply this approach to…
Given a smooth 2-dimensional Riemannian or pseudo-Riemannian manifold $(M, \boldsymbol{g})$ and an ambient 3-dimensional Riemannian or pseudo-Riemannian manifold $(N, \boldsymbol{h})$, one can ask under what circumstances does the exterior…
We consider the hermitian random matrix model with external source and general polynomial potential, when the source has two distinct eigenvalues but is otherwise arbitrary. All such models studied so far have a common feature: an…
The asymptotics of the generic second Painleve transcendent in the complex domain is found and justified via the direct asymptotic analysis of the associated Riemann-Hilbert problem based on the Deift-Zhou nonlinear steepest descent method.…
We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…
This paper is devoted to a study of $S$-curves, that is systems of curves in the complex plane whose equilibrium potential in a harmonic external field satisfies a special symmetry property ($S$-property). Such curves have many…
A global approximation method of Nystr\"om type is explored for the numerical solution of a class of nonlinear integral equations of the second kind. The cases of smooth and weakly singular kernels are both considered. In the first…
The aim of this paper is to study the global existence of solutions to a coupled wave-Klein-Gordon system in space dimension two when initial data are small, smooth and mildly decaying at infinity. Some physical models strictly related to…
Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…
This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…
We develop a new asymptotic method for the analysis of matrix Riemann-Hilbert problems. Our method is a generalization of the steepest descent method first proposed by Deift and Zhou; however our method systematically handles jump matrices…