Related papers: Matrix Biorthogonal Polynomials: eigenvalue proble…
In this paper, we study second-order and fourth-order elliptic problems which include not only a Poisson equation in the bulk but also an inhomogeneous Laplace--Beltrami equation on the boundary of the domain. The bulk and the surface PDE…
A polynomial transformation for non-Hermitian matrices is presented, which provides access to wedge-shaped spectral windows. For Wilson-Dirac type matrices this procedure not only allows the determination of the physically interesting…
We study polynomials that are orthogonal with respect to the modified Laguerre weight $z^{-n + \nu} e^{-Nz} (z-1)^{2b}$ in the limit where $n, N \to \infty$ with $N/n \to 1$ and $\nu$ is a fixed number in $\mathbb{R} \setminus…
We show that the distribution function of the first particle in a discrete orthogonal polynomial ensemble can be obtained through a certain recurrence procedure, if the (difference or q-) log-derivative of the weight function is rational.…
Eigenvalue problems for linear differential equations, such as time-independent Schr\"odinger equations, can be generalized to eigenvalue problems for nonlinear differential equations. In the nonlinear context a separatrix plays the role of…
We develop methods for the solution of inhomogeneous Robin type boundary value problems (BVPs) that arise for certain linear parabolic Partial Differential Equations (PDEs) on a half line, as well as a second order generalisation. We are…
Calogero-Sutherland models associated to the Weyl groups of type A and B with exchange terms included in the Hamiltonians systems have non-symmetric eigenfunctions, which are products of the ground state with members of a family of…
Explicit solutions to the Riemann-Hilbert problem will be found realising some irreducible non-rigid local systems. The relation to isomonodromy and the sixth Painleve equation will be described. Keywords: Riemann-Hilbert problem, Painleve…
Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…
We consider orthogonal polynomials on the unit circle associated with certain semi-classical weight functions. This means that the Pearson-type differential equations satisfied by these weight functions involve two polynomials of degree at…
Many matching, tracking, sorting, and ranking problems require probabilistic reasoning about possible permutations, a set that grows factorially with dimension. Combinatorial optimization algorithms may enable efficient point estimation,…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
In this paper, linearly structured partial polynomial inverse eigenvalue problem is considered for the $n\times n$ matrix polynomial of arbitrary degree $k$. Given a set of $m$ eigenpairs ($1 \leqslant m \leqslant kn$), this problem…
In this paper, we investigate the $\partial$-complex on weighted Bergman spaces on Hermitian manifolds satisfying a certain holomorphicity/duality condition. This generalizes the situation of the Segal-Bargmann space in $\mathbb{C}^n$,…
We propose two different strategies to find eigenvalues and eigenvectors of a given, not necessarily Hermitian, matrix $A$. Our methods apply also to the case of complex eigenvalues, making the strategies interesting for applications to…
In this article, we study a special class of Jimbo-Miwa-Mori-Sato isomonodromy equations, which can be seen as a higher-dimensional generalization of Painlev\'e VI. We first construct its convergent $n\times n$ matrix series solutions…
We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…
Bleher and Kuijlaars recently showed that the eigenvalue correlations from matrix ensembles with external source can be expressed by means of a kernel built out of special multiple orthogonal polynomials. We derive a Christoffel-Darboux…
We collect here elementary properties of differentiation matrices for univariate polynomials expressed in various bases, including orthogonal polynomial bases and non-degree-graded bases such as Bernstein bases and Lagrange \& Hermite…
We propose three iterative methods for solving the Moser-Veselov equation, which arises in the discretization of the Euler-Arnold differential equations governing the motion of a generalized rigid body. We start by formulating the problem…