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We study the Cauchy problem for the Korteweg de Vries (KdV) equation with small dispersion and with monotonically increasing initial data using the Riemann-Hilbert (RH) approach. The solution of the Cauchy problem, in the zero dispersion…
The univariate elliptic beta integral was discovered by the author in 2000. Recently Bazhanov and Sergeev have interpreted it as a star-triangle relation (STR). This important observation is discussed in more detail in connection to…
The normalized incomplete beta function can be defined either as cumulative distribution function of beta density or as the Gauss hypergeometric function with one of the upper parameters equal to unity. Logarithmic concavity/convexity of…
We consider an inverse problem of identifying the diffusion coefficient in matrix form in a parabolic PDE. In 2006, Cao and Pereverzev, used a \textit{natural linearisation} method for identifying a scalar valued diffusion coefficient in a…
In this paper, we propose a primal-dual algorithm with a novel momentum term using the partial gradients of the coupling function that can be viewed as a generalization of the method proposed by Chambolle and Pock in 2016 to solve saddle…
The classical 1961 solution to the problem of determining the number of perfect matchings (or dimer coverings) of a rectangular grid graph -- due independently to Kasteleyn and to Temperley and Fisher -- consists of changing the sign of…
The goal of this "Habilitation \`a diriger des recherches" is to present two different applications, namely computations of certain partition functions in probability and applications to integrable systems, of the topological recursion…
This paper deals with the estimation of the unknown distribution of hidden random variables from the observation of pairwise comparisons between these variables. This problem is inspired by recent developments on Bradley-Terry models in…
A discretization of Painlev\'e VI equation was obtained by Jimbo and Sakai in 1996. There are two ways to quantize it: 1) use the affine Weyl group symmetry (of $D_5^{(1)}$) (Hasegawa, 2011), 2) Lax formalism i.e. monodromy preserving point…
The integrability of the classical and quantum rational Calogero-Moser systems is verified explicitly via the Lax pair method for the case $n=3$. We provide an extensive survey of reflection groups and root systems. The…
In this article we combine the projective Landweber method, recently proposed by the authors, with Kaczmarz's method for solving systems of non-linear ill-posed equations. The underlying assumption used in this work is the tangential cone…
The Painlev\'e analysis introduced by Weiss, Tabor and Carnevale (WTC) in 1983 for nonlinear partial differential equations (PDE's) is an extension of the method initiated by Painlev\'e and Gambier at the beginning of this century for the…
We introduce $3N\times 3N$ Lax pair with spectral parameter for Calogero-Inozemtsev model. The one degree of freedom case appears to have $2\times 2$ Lax representation. We derive it from the elliptic Gaudin model via some reduction…
In this paper, the semiclassical limit of Davey-Stewartson systems are studied. It shows that these dispersionless limited integrable systems of hydrodynamic type, which are defined as dDS (dispersionless Davey-Stewartson) systems, are…
Nonconvex-nonconcave minimax optimization has received intense attention over the last decade due to its broad applications in machine learning. Most existing algorithms rely on one-sided information, such as the convexity (resp. concavity)…
For the first time, a globally convergent numerical method is presented for ill-posed Cauchy problems for quasilinear PDEs. The key idea is to use Carleman Weight Functions to construct globally strictly convex Tikhonov-like cost…
We consider the Painleve asymptotics for a solution of integrable coupled Hirota equationwith a 3*3 Lax pair whose initial data decay rapidly at infinity. Using Riemann-Hilbert techniques and Deift-Zhou nonlinear steepest descent arguments,…
The $2\times 2$ Schlesinger system for the case of four regular singularities is equivalent to the Painlev\'e VI equation. The Painlev\'e VI equation can in turn be rewritten in the symmetric form of Okamoto's equation; the dependent…
Brooks and Makover introduced an approach to studying the global geometric quantities (in particular, the first eigenvalue of the Laplacian, injectivity radius and diameter) of a ``typical'' compact Riemann surface of large genus based on…
A version of the so-called "convexification" numerical method for a coefficient inverse scattering problem for the 3D Hemholtz equation is developed analytically and tested numerically. Backscattering data are used, which result from a…