Related papers: An ODE--based approach to some Riemann--Hilbert pr…

The current paper is the second part of a series of two papers dedicated to 2D problem of diffraction of acoustic waves by a segment bearing impedance boundary conditions. In the first part some preliminary steps were made, namely, the…

A 2D problem of acoustic wave scattering by a segment bearing impedance boundary conditions is considered. In the current paper (the first part of a series of two) some preliminary steps are made, namely, the diffraction problem is reduced…

A matrix factorization problem is considered. The matrix to be factorized is algebraic, has dimension 2 X 2 and belongs to Moiseev's class. A new method of factorization is proposed. First, the matrix factorization problem is reduced to a…

A fast and accurate numerical method for the solution of scalar and matrix Wiener--Hopf problems is presented. The Wiener--Hopf problems are formulated as Riemann--Hilbert problems on the real line, and a numerical approach developed for…

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…

This article is dedicated to unifying the framework used to derive the Wiener--Hopf equations arising from some discrete and continuous wave diffraction problems.The main tools are the discrete Green's identity and the appropriate notion of…

Riemann-Hilbert problems are jump problems for holomorphic functions along given interfaces. They arise in various contexts, e.g. in the asymptotic study of certain nonlinear partial differential equations and in the asymptotic analysis of…

This article considers the problem of diffraction by a wedge consisting of two semi-infinite periodic arrays of point scatterers. The solution is obtained in terms of two coupled systems, each of which is solved using the discrete…

We develop embedding formulae for all possible diffraction problems with Dirichlet scatterers on square lattices using the Wiener--Hopf perspective. The embedding formula expresses solutions for arbitrary plane-wave incidence in terms of a…

Analytical methods are fundamental in studying acoustics problems. One of the important tools is the Wiener-Hopf method, which can be used to solve many canonical problems with sharp transitions in boundary conditions on a plane/plate.…

We show, how the Riemann-Hilbert approach to the elastodynamic equations, which have been suggested in our preceding papers, works in the half-plane case. We pay a special attention to the appearance of the Rayleigh waves within the scheme.

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…

We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…

In this announcement we present a general and new approach to analyzing the asymptotics of oscillatory Riemann-Hilbert problems. Such problems arise, in particular, in evaluating the long-time behavior of nonlinear wave equations solvable…

Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…

This paper concerns an extension of discrete gradient methods to finite-dimensional Riemannian manifolds termed discrete Riemannian gradients, and their application to dissipative ordinary differential equations. This includes Riemannian…

On an example of the open nonlinear electrodynamic system - transverse non-homogeneous, isotropic, nonlinear (a Kerr-like dielectric nonlinearity) dielectric layer, the algorithms of solution of the diffraction problem of a plane wave on…

In this paper the Wiener--Hopf factorisation problem is presented in a unified framework with the Riemann--Hilbert factorisation. This allows to establish the exact relationship between the two types of factorisation. In particular, in the…

By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…

We present a new and relatively elementary method for studying the solution of the initial-value problem for dispersive linear and integrable equations in the large-$t$ limit, based on a generalization of steepest descent techniques for…