Related papers: On $\beta=6$ Tracy-Widom distribution and the seco…
We propose a new integrable generalization of the Toda lattice wherein the original Flaschka-Manakov variables are coupled to newly introduced dependent variables; the general case wherein the additional dependent variables are…
We study polynomials that are orthogonal with respect to a varying quartic weight \exp(-N(x^2/2+tx^4/4)) for t<0, where the orthogonality takes place on certain contours in the complex plane. Inspired by developments in 2D quantum gravity,…
Stochastic gradient descent is a classic algorithm that has gained great popularity especially in the last decades as the most common approach for training models in machine learning. While the algorithm has been well-studied when…
For ill-posed inverse problems, a regularised solution can be interpreted as a mode of the posterior distribution in a Bayesian framework. This framework enriches the set the solutions, as other posterior estimates can be used as a solution…
Nonconvex optimization is central in solving many machine learning problems, in which block-wise structure is commonly encountered. In this work, we propose cyclic block coordinate methods for nonconvex optimization problems with…
In the paper, we consider the extended Gross-Witten-Wadia unitary matrix model by introducing a logarithmic term in the potential. The partition function of the model can be expressed equivalently in terms of the Toeplitz determinant with…
As in the case of soliton PDEs in 2+1 dimensions, the evolutionary form of integrable dispersionless multidimensional PDEs is non-local, and the proper choice of integration constants should be the one dictated by the associated Inverse…
In this article an other equivalent linear representation of classical Painlev\'e second equation is derived by introducing a gauge transformation to old Lax pair. The new linear system of that equation carries similar structure as other…
We show that the Kontsevich integral on $n\times n$ matrices ($n< \infty$) is the isomonodromic tau function associated to a $2\times 2$ Riemann--Hilbert problem. The approach allows us to gain control of the analysis of the convergence as…
We consider nonparametric Bayesian inference in a reflected diffusion model $dX_t = b (X_t)dt + \sigma(X_t) dW_t,$ with discretely sampled observations $X_0, X_\Delta, \dots, X_{n\Delta}$. We analyse the nonlinear inverse problem…
From a specific series of exchange conditions for a one-parameter Hamiltonian vector field, we establish an integrable hierarchy using Lax pairs derived from the dispersionless partial differential equation. An exterior differential form of…
Investigating the long time asymptotics of the totally asymmetric simple exclusion process, Sasamoto obtains rather indirectly a formula for the GOE Tracy-Widom distribution. We establish that his novel formula indeed agrees with more…
The Painleve-IV equation has two families of rational solutions generated respectively by the generalized Hermite polynomials and the generalized Okamoto polynomials. We apply the isomonodromy method to represent all of these rational…
We have recently solved the inverse spectral problem for one-parameter families of vector fields, and used this result to construct the formal solution of the Cauchy problem for a class of integrable nonlinear partial differential equations…
We propose a novel semi-discrete Kadomtsev--Petviashvili equation with two discrete and one continuous independent variables, which is integrable in the sense of having the standard and adjoint Lax pairs, from the direct linearisation…
Rational solutions of the inhomogeneous Painleve-II equation and of a related coupled Painleve-II system have recently arisen in studies of fluid vortices and of the sine-Gordon equation. For the sine-Gordon application in particular it is…
Riemann-Hilbert problems are jump problems for holomorphic functions along given interfaces. They arise in various contexts, e.g. in the asymptotic study of certain nonlinear partial differential equations and in the asymptotic analysis of…
In this announcement we present a general and new approach to analyzing the asymptotics of oscillatory Riemann-Hilbert problems. Such problems arise, in particular, in evaluating the long-time behavior of nonlinear wave equations solvable…
A higher order Painleve system of type D^{(1)}_{2n+2} was introduced by Y. Sasano. It is an extension of the sixth Painleve equation for the affine Weyl group symmetry. It is also expressed as a Hamiltonian system of order 2n with a coupled…
I investigate contractions via Kac-Moody formalism. In particular, I show how the symmetry algebra of the standard 2-D Kepler system, which was identified by Daboul and Slodowy as an infinite-dimensional Kac-Moody loop algebra, and was…