Related papers: Numerical solution of Riemann--Hilbert problems: r…
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…
Multi-homogeneous polynomial systems arise in many applications. We provide bit complexity estimates for solving them which, up to a few extra other factors, are quadratic in the number of solutions and linear in the height of the input…
For a class of orthogonal polynomials related to the $q$-Meixner polynomials corresponding to an indeterminate moment problem we give a one-parameter family of orthogonality measures. For these measures we complement the orthogonal…
Using classical results of Rogers bounding the $L^2$-norm of Siegel transforms, we give bounds on the heights of approximate integral solutions of quadratic equations and error terms in the quantiative Oppenheim theorem of…
In this paper, we study an infinite system of Fredholm series of polynomials in $\lambda$, formed, in the classical way, for a continuous Hilbert-Schmidt kernel on $\mathbb{R}\times\mathbb{R}$ of the form…
In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…
This paper presents a universal numerical scheme tailored for tackling linear integral, integro-differential, and both initial and boundary value problems of ordinary differential equations. The numerical scheme is readily adapted for…
We describe the close connection between the linear system for the sixth Painlev\'e equation and the general Heun equation, formulate the Riemann-Hilbert problem for the Heun functions and show how, in the case of reducible monodromy, the…
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…
The authors show that a wide class of Fredholm determinants arising in the representation theory of "big" groups such as the infinite-dimensional unitary group, solve Painleve equations. Their methods are based on the theory of integrable…
We consider the normal matrix model with a cubic potential. The model is ill-defined, and in order to reguralize it, Elbau and Felder introduced a model with a cut-off and corresponding system of orthogonal polynomials with respect to a…
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…
In this paper the authors show how to use Riemann-Hilbert techniques to prove various results, some old, some new, in the theory of Toeplitz operators and orthogonal polynomials on the unit circle (OPUC's). There are four main results: the…
We study a family of distributions that arise in critical unitary random matrix ensembles. They are expressed as Fredholm determinants and describe the limiting distribution of the largest eigenvalue when the dimension of the random…
We develop the Littlewood-Richardson homotopy algorithm, which uses numerical continuation to compute solutions to Schubert problems on Grassmannians and is based on the geometric Littlewood-Richardson rule. One key ingredient of this…
Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics…
We propose a new approach to the numerical solution of ergodic problems arising in the homogenization of Hamilton-Jacobi (HJ) equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming…
In this paper, an easy-to-implement and computationally effective numerical method based on the new orthogonal hybrid functions is developed to solve system of fractional order differential equations numerically. The new orthogonal hybrid…
We combine the known methods for univariate polynomial root-finding and for computations in the Frobenius matrix algebra with our novel techniques to advance numerical solution of a univariate polynomial equation, and in particular…
A general method of obtaining linear differential equations having polynomial solutions is proposed. The method is based on an equivalence of the spectral problem for an element of the universal enveloping algebra of some Lie algebra in the…