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We investigate the SL(2,R) invariant geodesic curves with the as- sociated invariant distance function in parabolic geometry. Parabolic geom- etry naturally occurs in the study of SL(2,R) and is placed in between the elliptic and the…

We study the Dubrovin equation of the infinite-dimensional 2D Toda Dubrovin-Frobenius manifold at its irregular singularity. We first revisit the definition of the canonical coordinates, proving that they emerge naturally as generalized…

We consider boundary value problems for stochastic differential equations of second order with a small parameter. For this case we prove a special existence and unicity theorem for strong solutions. The asymptotic behavior of these…

We consider solutions of the $2\times 2$ matrix Hamiltonian of physical systems within the context of the asymptotic iteration method. Our technique is based on transformation of the associated Hamiltonian in the form of the first order…

In the first part of the paper, we solve the boundary and monodromy problems for the isomonodromy equation of the $n\times n$ meromorphic linear system of ordinary differential equations with Poncar\'{e} rank $1$. In particular, we derive…

There are two well-known approaches to studying nonperturbative aspects of quantum mechanical systems: Saddle point analysis of the partition functions in Euclidean path integral formulation and the exact-WKB analysis based on the wave…

It is well established that the spectral analysis of canonically quantized four-dimensional Seiberg-Witten curves can be systematically studied via the Nekrasov-Shatashvili functions. In this paper, we explore another aspect of the relation…

We study a sequence of polynomials orthogonal with respect to a one parameter family of weights $$ w(x):=w(x,t)=\rex^{-t/x}\:x^{\al}(1-x)^{\bt},\quad t\geq 0, $$ defined for $x\in[0,1].$ If $t=0,$ this reduces to a shifted Jacobi weight.…

The article studies the Fifth Painlev\'e equation and of the nonlinear Stokes phenomenon at its irregular singularity at infinity from the point of view of confluence from the Sixth Painlev\'e equation. This approach is developped…

In the present work zero of dispersive function from Stokes' second problem are investigated. Stokes' second problem is a problem about behavior of the rarefied gas filling half-space. A plane, limiting half-space, makes harmonious…

In this paper we introduce the "interpolation-degneration" strategy to study Kahler-Einstein metrics on a smooth Fano manifold with cone singularities along a smooth divisor that is proportional to the anti-canonical divisor. By…

The second Stokes problem about behavior of the viscous fluid (matter) filling half-space is considered. A flat surface limiting half-space makes harmonious oscillations in the eigen plane. The equations of mechanics of the continuous…

We investigate the unique solvability of second order parabolic equations in non-divergence form in $W_p^{1,2}((0,T) \times \bR^d)$, $p \ge 2$. The leading coefficients are only measurable in either one spatial variable or time and one…

We use the theory of p-curvature of connections to analyze stable vector bundles of rank 2 on curves of genus 2 which pull back to unstable bundles under the Frobenius morphism. We take two approaches, first using explicit formulas for…

In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, the double transform often provides the only analytically…

We discuss a two-parameter family of maps that generalize piecewise linear, expanding maps of the circle. One parameter measures the effect of a non-linearity which bends the branches of the linear map. The second parameter rotates points…

In this paper, we consider the inverse problem of determining some coefficients within a coupled nonlinear parabolic system, through boundary observation of its non-negative solutions. In the physical setup, the non-negative solutions…

We prove new integral formulas for generalized hypergeometric functions and their confuent variants. We apply them, via stationary phase formula, to study WKB expansions of solutions: for large argument in the confuent case and for large…

We show that the jumps correlation matrix of a multivariate Hawkes process is related to the Hawkes kernel matrix through a system of Wiener-Hopf integral equations. A Wiener-Hopf argument allows one to prove that this system (in which the…

Local superlinear convergence of the semismooth Newton method usually necessitates assumptions on the uniform invertibility of the utilized, generalized Jacobian matrices, such as, e.g., BD- or CD-regularity. For certain composite-type…