Related papers: Stochastic Loewner Evolutions, Fuchsian Systems an…
We consider the whole-plane Shramm-Loewner evolution. Using exact solutions of fundamental equations for moments of derivative of conformal mappings we determine its average integral means beta-spectrum.
Levy-Loewner evolution (LLE) is a generalization of the Schramm-Loewner evolution (SLE) where the branching is possible in a course of growth process. We consider a class of radial Levy-Loewner evolutions for which sets of points of the…
We consider a biological population evolving under the joint action of selection, mutation and random genetic drift. The evolutionary dynamics are described by a one-dimensional Fokker-Planck equation whose eigenfunctions obey a confluent…
Let $(x(t),y(t))^\top$ be a solution of a Fuchsian system of order two with three singular points. The vector space of functions of the form $P(t)x(t)+Q(t)y(t)$, where $P,Q$ are real polynomials, has a natural filtration of vector spaces,…
We study the problem of placing effective upper bounds for the number of zeros of solutions of Fuchsian systems on the Riemann sphere. The principal result is an explicit (non-uniform) upper bound, polynomially growing on the frontier of…
A matrix representation of the evolution operator associated with a nonlinear stochastic flow with additive noise is used to compute its spectrum. In the weak noise limit a perturbative expansion for the spectrum is formulated in terms of…
As for the spatially homogeneous Boltzmann equation of Maxwellian molecules with the fractional Fokker-Planck diffusion term, we consider the Cauchy problem for its Fourier-transformed version, which can be viewed as a kinetic model for the…
We review applications of theory of classical and quantum integrable systems to the free-boundary problems of fluid mechanics as well as to corresponding problems of statistical mechanics. We also review important exact results obtained in…
We discuss the issue of maximal regularity for evolutionary equations with non-autonomous coefficients. Here evolutionary equations are abstract partial-differential algebraic equations considered in Hilbert spaces. The catch is to consider…
The paper is concerned with a class of stochastic evolution equations in Hilbert space with random coefficients driven by Teugel's martingales and an independent multi-dimensional Brownian motion and its optimal control problem. Here…
We give fundamental solutions of arbitrarily sized matrix Fuchsian linear systems, in the case where the coefficients $B^{(i)}$ of the systems are matrix solutions of the Schlesinger system that are upper triangular, and whose eigenvalues…
The spectral density for random matrix $\beta$ ensembles can be written in terms of the average of the absolute value of the characteristic polynomial raised to the power of $\beta$, which for even $\beta$ is a polynomial of degree…
We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
In this article, we establish polynomial-growth bound for the sequence of Fourier coefficients associated to even integer weight vector-valued automorphic forms of Fuchsian groups of the first kind. At the end, their $L$-functions and…
We study second-order modular differential equations whose solutions transform equivariantly under the modular group. In the reducible case, we construct all such solutions using an explicit ansatz involving Eisenstein series and the…
The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…
In this paper, we consider tridiagonal matrices the eigenvalues of which evolve according to $\beta$-Dyson Brownian motion. This is the stochastic gradient flow on $\mathbb{R}^n$ given by, for all $1 \leq i \leq n,$ \[ d\lambda_{i,t} =…
We construct 3 finite systems of $4-F-3$ hypergeometric orthogonal polynomials. The weights are 1) the weight defined by the $5-H-5$ Dougall summation formula; 2) the integrand in the Askey beta-integral; 3) the weight $w(s)=|p(s)/q(s)|^2$,…
We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…
We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not…