Related papers: Kernel Formula Approach to the Universal Whitham H…
A general scheme for analyzing reductions of Whitham hierarchies is presented. It is based on a method for determining the $S$-function by means of a system of first order partial differential equations. Compatibility systems of…
The integrable structure, recently revealed in some classical problems of the theory of functions in one complex variable, is discussed. Given a simply connected domain in the complex plane, bounded by a simple analytic curve, we consider…
We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…
The method of covariant perturbation theory allowed for the computation of the kernel of the evolution equation on a spin Riemannian manifold. The proposed axiomatic definition of the covariant effective action introduces the universal…
The recent progress in revealing classical integrable structures in quantum models solved by Bethe ansatz is reviewed. Fusion relations for eigenvalues of quantum transfer matrices can be written in the form of classical Hirota's bilinear…
Analytic-bilinear approach for construction and study of integrable hierarchies, in particular, the KP hierarchy is discussed. It is based on the generalized Hirota identity. This approach allows to represent generalized hierarchies of…
We study from a Hamiltonian point of view the generalized dispersionless KdV hierarchy of equations. From the so called dispersionless Lax representation of these equations we obtain three compatible Hamiltonian structures. The second and…
In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to exibly combine individual regression estimators $r_1, \ldots, r_M$ using a weighted average where the weights are dened based on…
Solutions of the Riemann-Hilbert problem implementing the twistorial structure of the dispersionless Toda (dToda) hierarchy are obtained. Two types of string equations are considered which characterize solutions arising in hodograph sectors…
The dispersionless KP and Toda hierarchies possess an underlying twistorial structure. A twistorial approach is partly implemented by the method of Riemann-Hilbert problem. This is however still short of clarifying geometric ingredients of…
We develop a framework for function classes generated by parametric ridge kernels: one-dimensional kernels composed with affine projections and averaged over a parameter measure. The induced kernels are positive definite, and the resulting…
The method of 'covariant perturbation theory' allowed for the computation of the kernel of the evolution equation on a spin Riemannian manifold. The proposed axiomatic definition of the effective action introduces the universal scale…
The algebraic and Hamiltonian structures of the multicomponent dispersionless Benney and Toda hierarchies are studied. This is achieved by using a modified set of variables for which there is a symmetry between the basic fields. This…
The hyper-CR Einstein-Weyl structures on $\R^3$ can be described in terms of the solutions to the dispersionless Hirota equation. In the present paper we show that simple geometric constructions on the associated twistor space lead to…
We consider dispersionless Lax systems and present a new systematic method of deriving new integrable systems from a given one. We provide examples that include: the dispersionless Hirota equation, the general heavenly equation and the web…
We prove that general correlation functions of both ratios and products of characteristic polynomials of Hermitian random matrices are governed by integrable kernels of three different types: a) those constructed from orthogonal…
We extend integrable systems on quad-graphs, such as the Hirota equation and the cross-ratio equation, to the non-commutative context, when the fields take values in an arbitrary associative algebra. We demonstrate that the…
The $r$-KdV-CH hierarchy is a generalization of the Korteweg-de Vries and Camassa-Holm hierarchies parametrized by $r+1$ constants. In this paper we clarify some properties of its multi-Hamiltonian structures, prove the semisimplicity of…
The aim of this paper is to summarize some recently obtained relations between the Ablowitz-Ladik hierarchy (ALH) and other integrable equations. It has been shown that solutions of finite subsystems of the ALH can be used to derive a wide…
This paper will demonstrate some new techniques for developing the theory of Asian (arithmetic average) options pricing. We discuss the basic derivation of the diffusion equations, and how various techniques from potential theory can be…