Related papers: Riemann-Hilbert Theory without local Parametrix Pr…
We consider the recently introduced notion of denominators of Pad\'e--like approximation problems on a Riemann surface. These denominators are related as in the classical case to the notion of orthogonality over a contour. We investigate a…
In this paper, we revisit the classical problem of solving over-determined systems of nonsmooth equations numerically. We suggest a nonsmooth Levenberg--Marquardt method for its solution which, in contrast to the existing literature, does…
We elaborate a systematic way to obtain higher order contributions in the nonlinear steepest descent method for Riemann-Hilbert problem associated with homogeneous Painleve II equation. The problem is reformulated as a matrix factorization…
We analyze the long-time asymptotics for the Degasperis--Procesi equation on the half-line. By applying nonlinear steepest descent techniques to an associated $3 \times 3$-matrix valued Riemann--Hilbert problem, we find an explicit formula…
In these lectures three different methods of computing the asymptotic expansion of a Hermitian matrix integral is presented. The first one is a combinatorial method using Feynman diagrams. This leads us to the generating function of the…
We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…
This work investigates the long-time asymptotic behaviors of the solution to the KdV equation with delta function initial profiles in different regions, employing the Riemann-Hilbert formulation and Deift-Zhou nonlinear steepest descent…
In this work, the nonlinear steepest descent method is employed to study the long-time asymptotics of the integrable nonlocal Lakshmanan-Porsezian-Daniel (LPD) equation with a step-like initial data: $q_{0}(x)\rightarrow0$ as…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
We study the asymptotic behavior of the discrete analogue of the holomorphic map $z^a$. The analysis is based on the use of the Riemann-Hilbert approach. Specifically, using the Deift-Zhou nonlinear steepest descent method we prove the…
We employ an adapted version of H\"ormander's asymptotic systems method to show heuristically that the standard good-bad-ugly model admits formal polyhomogeneous asymptotic solutions near null infinity. In a related earlier approach, our…
In this paper, we propose a new global analysis framework for a class of low-rank matrix recovery problems on the Riemannian manifold. We analyze the global behavior for the Riemannian optimization with random initialization. We use the…
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…
In this paper, we study the theory of orthogonal trigonometric polynomials (OTP). We obtain asymptotics of OTP with positive and analytic weight functions by Riemann-Hilbert approach and find they have relations with orthogonal polynomials…
The initial value problem of an integrable system, such as the Nonlinear Schr\" odinger equation, is solved by subjecting the linear eigenvalue problem arising from its Lax pair to inverse scattering, and, thus, transforming it to a matrix…
Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…
We study the asymptotics of recurrence coefficients for monic orthogonal polynomials p_n(z) with the quartic exponential weight exp [-N (1/2 z^2 + t/4 z^4)], where t is complex. Our goals are: A) to describe the regions of different…
We obtain an asymptotic expansion for the solution of the Cauchy problem for the Korteweg-de Vries (KdV) equation in the small dispersion limit near the point of gradient catastrophe (x_c,t_c) for the solution of the dispersionless…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain first and second order differential equations for the orthogonal polynomials and associated functions with a weight on the unit circle. We…
The Painleve-IV equation has three families of rational solutions generated by the generalized Hermite polynomials. Each family is indexed by two positive integers m and n. These functions have applications to nonlinear wave equations,…