Related papers: Hard edge for beta-ensembles and Painlev\'e III
We consider a system of particles undergoing correlated diffusion with elastic boundary conditions on the half-line. By taking the large particle limit we establish existence and uniqueness for the limiting empirical measure valued process…
This paper is devoted to the construction and analysis of the finite element approximations for the $H(D)$ convection-diffusion problems, where $D$ can be chosen as ${\rm grad}$, ${\rm curl}$ or ${\rm div}$ in 3D case. An essential feature…
We consider random lattice triangulations of $n\times k$ rectangular regions with weight $\lambda^{|\sigma|}$ where $\lambda>0$ is a parameter and $|\sigma|$ denotes the total edge length of the triangulation. When $\lambda\in(0,1)$ and $k$…
We show that the coefficients of the three-term recurrence relation for orthogonal polynomials with respect to a semi-classical extension of the Laguerre weight satisfy the fourth Painlev\'e equation when viewed as functions of one of the…
We discuss the exact solutions of various models of the statistics of dimer coverings of a Bethe lattice. We reproduce the well-known exact results for noninteracting hard-core dimers by both a very simple geometrical argument and a general…
We study the nonlinear stochastic time-fractional diffusion equations in the spatial domain $\mathbb{R}$, driven by multiplicative space-time white noise. The fractional index $\beta$ varies continuously from $0$ to $2$. The case $\beta=1$…
For the $q$-Painlev\'e equation with affine Weyl group symmetry of type $E_6^{(1)}$, a $2\times 2$ matrix Lax form and a second order scalar lax form were known. We give a new $3\times 3$ matrix Lax form and a third order scalar equation…
We consider nonlinear partial differential equations (PDEs) for advection-diffusion processes which are augmented by an auxiliary parameter $\delta$ such that $\delta=0$ corresponds to linear advection-diffusion. We derive potentially…
All of the six Painlev\'e equations except the first have families of rational solutions, which are frequently important in applications. The third Painlev\'e equation in generic form depends on two parameters $m$ and $n$, and it has…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…
We consider the problem of the exact computation of the marginal eigenvalue distributions in the Laguerre and Jacobi $\beta$ ensembles. In the case $\beta=1$ this is a question of long standing in the mathematical statistics literature. A…
In this paper we consider scalar parabolic equations in a general non-smooth setting with emphasis on mixed interface and boundary conditions. In particular, we allow for dynamics and diffusion on a Lipschitz interface and on the boundary,…
We study sampling algorithms for $\beta$-ensembles with time complexity less than cubic in the cardinality of the ensemble. Following Dumitriu & Edelman (2002), we see the ensemble as the eigenvalues of a random tridiagonal matrix, namely a…
In this paper, we study the motion of the free surface of a body of fluid over a variable bottom, in a long wave asymptotic regime. We assume that the bottom of the fluid region can be described by a stationary random process $\beta(x,…
It is known that discrete Painlev\'e equations have symmetries of the affine Weyl groups. In this paper we propose a new representation of discrete Painlev\'e equations in which the symmetries become clearly visible. We know how to obtain…
The Lie-group approach was applied to determine symmetries of the third-order non-linear equation formulated for description of shear elastic disturbances in soft solids. Invariant solutions to this equation are derived and it turned out…
We establish various small deviation inequalities for the extremal (soft edge) eigenvalues in the beta-Hermite and beta-Laguerre ensembles. In both settings, upper bounds on the variance of the largest eigenvalue of the anticipated order…
In this paper, we construct exact solutions that character three-dimensional, nonlinear trapped lee waves propagation superimposed on longitudinal atmospheric currents in the $\beta$-plane approximation. The solutions obtained are presented…
We study a class of Galilean-invariant one-dimensional Bethe ansatz solvable models in the thermodynamic limit. Their rapidity distribution obeys an integral equation with a difference kernel over a finite interval, which does not admit a…