Related papers: Nonlinear steepest descent and the numerical solut…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
We study the problem of finding the global Riemannian center of mass of a set of data points on a Riemannian manifold. Specifically, we investigate the convergence of constant step-size gradient descent algorithms for solving this problem.…
This paper investigates solution strategies for nonlinear problems in Hilbert spaces, such as nonlinear partial differential equations (PDEs) in Sobolev spaces, when only finite measurements are available. We formulate this as a nonlinear…
We consider a class of nonsmooth optimization problems over the Stiefel manifold, in which the objective function is weakly convex in the ambient Euclidean space. Such problems are ubiquitous in engineering applications but still largely…
The Painleve-IV equation has two families of rational solutions generated respectively by the generalized Hermite polynomials and the generalized Okamoto polynomials. We apply the isomonodromy method to represent all of these rational…
Various tasks in scientific computing can be modeled as an optimization problem on the indefinite Stiefel manifold. We address this using the Riemannian approach, which basically consists of equipping the feasible set with a Riemannian…
We consider the initial-value problem for the Sasa-Satsuma equation on the line with decaying initial data. Using a Riemann-Hilbert formulation and steepest descent arguments, we compute the long-time asymptotics of the solution in the…
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…
The generalized Hastings-McLeod solutions to the inhomogeneous Painlev\'{e}-II equation arise in multi-critical unitary random matrix ensembles, the chiral two-matrix model for rectangular matrices, non-intersecting squared Bessel paths,…
This paper is concerned with the numerical solution of a class of variational inequalities of the second kind, involving the $p$-Laplacian operator. This kind of problems arise, for instance, in the mathematical modelling of non-Newtonian…
A novel approach to Riemann--Hilbert problems of particular class is introduced. The approach is applicable to problems in which the multiplicative jump is set on a half-line. Such problems are linked to some Wiener--Hopf problems motivated…
In this paper, we propose a Riemannian smoothing steepest descent method to minimize a nonconvex and non-Lipschitz function on submanifolds. The generalized subdifferentials on Riemannian manifold and the Riemannian gradient sub-consistency…
This paper addresses the numerical solution of nonlinear eigenvector problems such as the Gross-Pitaevskii and Kohn-Sham equation arising in computational physics and chemistry. These problems characterize critical points of energy…
In this article we introduce an asymptotic preserving scheme designed to compute the solution of a two dimensional elliptic equation presenting large anisotropies. We focus on an anisotropy aligned with one direction, the dominant part of…
We study the asymptotic behavior of Laguerre polynomials $L_n^{(\alpha_n)}(nz)$ as $n \to \infty$, where $\alpha_n$ is a sequence of negative parameters such that $-\alpha_n/n$ tends to a limit $A > 1$ as $n \to \infty$. These polynomials…
In this paper, we propose a horizontal type method of lines numerical scheme for the unsteady Euler-Bernoulli beam equation. The problem is initially reformulated as a first order system of initial value problems and a suitable one-step…
The 0-instanton solution of Painlev\'e I is a sequence $(u_{n,0})$ of complex numbers which appears universally in many enumerative problems in algebraic geometry, graph theory, matrix models and 2-dimensional quantum gravity. The…
In this paper we give the asymptotic behavior of type I multiple orthogonal polynomials for a Nikishin system of order two with two disjoint intervals. We use the Riemann-Hilbert problem for multiple orthogonal polynomials and the steepest…
Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically…
In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set by using the semidefinite programming…