Related papers: Stochastic Loewner Evolutions, Fuchsian Systems an…
Orthogonal systems in $\mathrm{L}_2(\mathbb{R})$, once implemented in spectral methods, enjoy a number of important advantages if their differentiation matrix is skew-symmetric and highly structured. Such systems, where the differentiation…
. We study the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random perturbation drawn from (i) a generalized Gaussian ensemble (ii) a non-Gaussian ensemble with a measure variable under the change of…
We develop an eigenvalue-based approach for the stability assessment and stabilization of linear systems with multiple delays and periodic coefficient matrices. Delays and period are assumed commensurate numbers, such that the Floquet…
We study one-parameter expanding evolution families of simply connected domains in the complex plane described by infinite systems of evolution parameters. These evolution parameters in some cases admit Hamiltonian formulation and lead to…
Differential systems with a Fuchsian linear part are studied in regions including all the singularities in the complex plane of these equations. Such systems are not necessarily analytically equivalent to their linear part (they are not…
We consider evolution in the unit disk in which the sample paths are represented by the trajectories of points evolving randomly under the generalized Loewner equation. The driving mechanism differs from the SLE evolution, but nevertheless…
A classical result due to Bochner characterizes the classical orthogonal polynomial systems as solutions of a second-order eigenvalue equation. We extend Bochner's result by dropping the assumption that the first element of the orthogonal…
A Fuchsian system of rank 8 in 3 variables with 4 parameters is presented. The singular locus consists of six planes and a cubic surface. The restriction of the system onto the intersection of two singular planes is an ordinary differential…
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…
We investigate the problem of fast-forwarding quantum evolution, whereby the dynamics of certain quantum systems can be simulated with gate complexity that is sublinear in the evolution time. We provide a definition of fast-forwarding that…
Beta-ensembles of random matrices are naturally considered as quantum integrable systems, in particular, due to their relation with conformal field theory, and more recently appeared connection with quantized Painlev\'e Hamiltonians. Here…
Let a second order Fuchsian differential equation with only univalued solutions have finite singular points at z_1, ..., z_n with exponents (a_1,b_1), ..., (a_n,b_n). Let the exponents at infinity be (A,B). Then for fixed generic…
Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…
We show that the global fluctuations of spectra of GOE and GUE matrices and their principal submatrices executing Dyson's Brownian motion are Gaussian in the limit of large matrix dimensions. For nested submatrices one obtains a limiting…
New partial differential equations for the Wiener-Hermite expansions of the Langevin (stochastic) transitions are formulated. They are solved recursively in full order series solutions with respect to $\sqrt{t}$. A sort of 'gauge' degrees…
Stochastic Loewner evolutions (SLE) are random growth processes of sets, called hulls, embedded in the two dimensional upper half plane. We elaborate and develop a relation between SLE evolutions and conformal field theories (CFT) which is…
Hamiltonian matrices appear in a variety or problems in physics and engineering, mostly related to the time evolution of linear dynamical systems as for instance in ion beam optics. The time evolution is given by symplectic transfer…
We investigate the long-time behavior of exact solutions and numerical approximations of linear stochastic evolution equations defined on the sphere. We focus on three classical models arising in mathematical physics: the stochastic wave…
There is a two-component log-gas system with Boltzmann factor which provides an interpolation between the eigenvalue PDF for $\beta = 1$ and $\beta = 4$ invariant random matrix ensembles. The solvability of this log-gas system relies on the…
We analytically solve for the time dependent solutions of various density evolution models. With specific forms of the diffusion, drift and sink coefficients, the eigenfunctions can be expressed in terms of hypergeometric functions. We…