Related papers: Riemann-Hilbert Problem for the Matrix Laguerre Bi…
We consider the polynomials $\phi_n(z)= \kappa_n (z^n+ b_{n-1} z^{n-1}+ >...)$ orthonormal with respect to the weight $\exp(\sqrt{\lambda} (z+ 1/z)) dz/2 \pi i z$ on the unit circle in the complex plane. The leading coefficient $\kappa_n$…
We develop algorithms for the numerical computation of the quadratic hedging strategy in incomplete markets modeled by pure jump Markov process. Using the Hamilton-Jacobi-Bellman approach, the value function of the quadratic hedging problem…
Boundary value problems for integrable nonlinear evolution PDEs formulated on the finite interval can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this…
The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…
This paper provides results for eigencurves associated with self-adjoint linear elliptic boundary value problems. The elliptic problems are treated as a general two-parameter eigenproblem for a triple (a, b, m) of continuous symmetric…
A starting point of this paper is a classification of quadratic polynomial transformations of the monodromy manifold for the 2x2 isomonodromic Fuchsian systems associated to the Painleve VI equation. Up to birational automorphisms of the…
This work concerns the distance in 2-norm from a matrix polynomial to a nearest polynomial with a specified number of its eigenvalues at specified locations in the complex plane. Perturbations are allowed only on the constant coefficient…
By combining the ideas of Cartan's equivalence method and the method of the equivariant moving frame for pseudo-groups, we develop an efficient method for solving equivalence problems arising from horizontal Lie pseudo-group actions. The…
We consider the problem of minimising the $L^\infty$ norm of a function of the hessian over a class of maps, subject to a mass constraint involving the $L^\infty$ norm of a function of the gradient and the map itself. We assume zeroth and…
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…
Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…
We consider the relation of the multi-component 2D Toda hierarchy with matrix orthogonal and biorthogonal polynomials. The multi-graded Hankel reduction of this hierarchy is considered and the corresponding generalized matrix orthogonal…
This paper studies the Hankel determinants generated by a discontinuous Gaussian weight with one and two jumps. It is an extension of Chen and Pruessner \cite{Chen2005}, in which they studied the discontinuous Gaussian weight with a single…
In this paper, We study the asymptotics of the leading coefficients and the recurrence coefficients for the orthogonal polynomials with repect to the Laguerre weight with singularity of root type and jump type at the soft edge via the…
In this work, the Haar wavelet method for the coupled non-linear transient PDE-ODEs system with the Neumann boundary condition has been proposed. The capability of the method in handling multiple jump discontinuities in the coefficients and…
The Bures metric and the associated Bures-Hall measure is arguably the best choice for studying the spectrum of the quantum mechanical density matrix with no apriori knowledge of the system. We investigate the probability of a gap in the…
This paper considers optimization problems on Riemannian manifolds and analyzes iteration-complexity for gradient and subgradient methods on manifolds with non-negative curvature. By using tools from the Riemannian convex analysis and…
We study Lie-Hamilton systems on the plane, i.e. systems of first-order differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional real Lie algebra of planar Hamiltonian…
In this paper, we consider the Dirichlet problem for a new class of augmented Hessian equations. Under sharp assumptions that the matrix function in the augmented Hessian is regular and there exists a smooth subsolution, we establish global…
The Painleve test is very useful to construct not only the Laurent series solutions of systems of nonlinear ordinary differential equations but also the elliptic and trigonometric ones. The standard methods for constructing the elliptic…