Related papers: Asymptotic solution to convolution integral equati…
The paper aims at proposing an efficient and stable quasi-interpolation based method for numerically computing the Helmholtz-Hodge decomposition of a vector field. To this end, we first explicitly construct a matrix kernel in a general form…
In this paper we introduce the class of infinite infimal convolution functionals and apply these functionals to the regularization of ill-posed inverse problems. The proposed regularization involves an infimal convolution of a continuously…
The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability \begin{align*} \mathbb{P}\Big( \mbox{there are no points in the Bessel process on }…
In this work, we construct an explicit, theoretically rigorous deconvolution method that relies entirely on iterative forward convolutions, thus can be numerically implemented. We first prove that convolution with an even Schwartz kernel…
We consider the problem of inferring the interaction kernel of stochastic interacting particle systems from observations of a single particle. We adopt a semi-parametric approach and represent the interaction kernel in terms of a…
Due to its convolution nature, the Stieltjes integral equation can be diagonalized by Mellin transform. Several explicit resolvent kernels were obtained over the years, all of convolution type. The conditions on the given function under…
We apply the nonlinear steepest descent method to a class of 3x3 Riemann-Hilbert problems introduced in connection with the Cauchy two-matrix random model. The general case of two equilibrium measures supported on an arbitrary number of…
In this paper, two numerical schemes for a nonlinear integral equation of Fredholm type with weakly singular kernel are proposed. These numerical methods combine sinc-collocation and sinc-convolution approximations with Newton and steepest…
In many practical applications of numerical methods a substantial increase in efficiency can be obtained by using local grid refinement, since the solution is generally smooth in large parts of the domain and large gradients occur only…
We construct rigorously suitable approximate solutions to the Stokes/Cahn-Hilliard system by using the method of matched asymptotics expansions. This is a main step in the proof of convergence given in the first part of this contribution,…
Symmetric elliptic integrals, which have been used as replacements for Legendre's integrals in recent integral tables and computer codes, are homogeneous functions of three or four variables. When some of the variables are much larger than…
We present a family of integral equation-based solvers for the linear or semilinear heat equation in complicated moving (or stationary) geometries. This approach has significant advantages over more standard finite element or finite…
We study the asymptotic behavior of the Ablowitz-Segur solutions for the second Painlev\'e equation using the Riemann-Hilbert approach and methods based on asymptotic expansions of classical special functions. Recent results show that the…
In this work we propose a new method for investigating connection problems for the class of nonlinear second-order differential equations known as the Painlev{\'e} equations. Such problems can be characterized by the question as to how the…
We develop a new interior-point method (IPM) for symmetric-cone optimization, a common generalization of linear, second-order-cone, and semidefinite programming. In contrast to classical IPMs, we update iterates with a geodesic of the cone…
We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on functional kernel nonparametric regression estimation techniques where…
We investigate an integrable extended modified Korteweg-de Vries equation on the line with the initial value belonging to the Schwartz space. By performing the nonlinear steepest descent analysis of an associated matrix Riemann--Hilbert…
In this article, we present an $O(N \log N)$ rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced…
We examine the long-term asymptotic behavior of dissipating solutions to aggregation equations and Patlak-Keller-Segel models with degenerate power-law and linear diffusion. The purpose of this work is to identify when solutions decay to…
The large time behavior of zero mass solutions to the Cauchy problem for a convection-diffusion equation. We provide conditions on the size and shape of the initial datum such that the large time asymptotics of solutions is given either by…