Related papers: Recursion Operators for Multidimensional Integrabl…
We consider Hermite-Pad\'e approximants in the framework of discrete integrable systems defined on the lattice $\mathbb{Z}^2$. We show that the concept of multiple orthogonality is intimately related to the Lax representations for the…
We continue studies on phase retrieval for continuous and discrete Fourier transforms in multidimensions. Using finite difference operators, we give a large class of unexpected examples of non-uniqueness for this problem, including examples…
A semi-discrete Lax pair formed from the differential system and recurrence relation for semi-classical orthogonal polynomials, leads to a discrete integrable equation for a specific semi-classical orthogonal polynomial weight. The main…
We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential equations. Solving such dynamic programs…
This paper develops the technique of constructing Lax representations for PDEs via non-central extensions of their contact symmetry algebras. We show that the method is applicable to the Lax representations with non-removable spectral…
In his article "Powerlist: A Structure for Parallel Recursion" Jayadev Misra wrote: "Many data parallel algorithms - Fast Fourier Transform, Batcher's sorting schemes and prefix sum - exhibit recursive structure. We propose a data…
We first strictly expressed the basic notions and research methods of abstract operators, which systematically expounded the main results of abstract operator theory. By combining abstract operators with the Laplace transform, we can easily…
We introduce a class of second order backward stochastic differential equations and show relations to fully non-linear parabolic PDEs. In particular, we provide a stochastic representation result for solutions of such PDEs and discuss Monte…
This paper surveys recent work on Lie algebras of differential operators and their application to the construction of quasi-exactly solvable Schroedinger operators.
This course, intended for undergraduates familiar with elementary calculus and linear algebra, introduces the extension of differential calculus to functions on more general vector spaces, such as functions that take as input a matrix and…
We study algebras of differential and difference operators acting on matrix valued orthogonal polynomials (MVOPs) with respect to a weight matrix of the form $W^{(\nu)}_{\phi}(x) = x^{\nu}e^{-\phi(x)} W^{(\nu)}_{pol}(x)$, where $\nu>0$,…
Lax operator algebras for the root system $G_2$, and arbitrary finite genus Riemann surfaces and Tyurin data on them are constructed.
We propose new linear combinations of compositions of a basic second-order scheme with appropriately chosen coefficients to construct higher order numerical integrators for differential equations. They can be considered as a generalization…
Space-time multivectors in Clifford algebra (space-time algebra) and their application to nonlinear electrodynamics are considered. Functional product and infinitesimal operators for translation and rotation groups are introduced, where…
We present a general scheme to derive lattice differential operators from the discrete velocities and associated Maxwell-Boltzmann distributions used in lattice hydrodynamics. Such discretizations offer built-in isotropy and recursive…
We discuss a system of third order PDEs for strictly convex smooth functions on domains of Euclidean space. We argue that it may be understood as a closure of sorts of the first order prolongation of a family of second order PDEs. We…
An explicit second-order numerical method to integrate the isokinetic equations of motion is derived by fitting circular arcs through every three consecutive points of the discretized trajectory, so that the tangent and the curvature…
We consider a general discrete Sobolev inner product involving the Hahn difference operator, so this includes the well--known difference operators $\mathscr{D}_{q}$ and $\Delta$ and, as a limit case, the derivative operator. The objective…
We consider the problem of reconstruction of an $n\times n$ matrix with coefficients depending rationally on $x\in \mathbb P^1$ from the data of: (a) its characteristic polynomial and (b) a line bundle of degree $g+n-1$, with $g$ the…
Radial basis functions have become a popular tool for approximation and solution of partial differential equations (PDEs). The recently proposed multilevel sparse interpolation with kernels (MuSIK) algorithm proposed in \cite{Georgoulis}…