Related papers: Pearson Equations for Discrete Orthogonal Polynomi…
We give four examples of families of orthogonal polynomials for which the coefficients in the recurrence relation satisfy a discrete Painlev\'e equation. The first example deals with Freud weights $|x|^\rho \exp(-|x|^m)$ on the real line,…
We show, in one dimension, that an $hp$-Finite Element Method ($hp$-FEM) discretisation can be solved in optimal complexity because the discretisation has a special sparsity structure that ensures that the reverse Cholesky factorisation…
Orthogonal polynomials and the Fourier orthogonal series on a cone of revolution in $\mathbb{R}^{d+1}$ are studied. It is shown that orthogonal polynomials with respect to the weight function $(1-t)^\gamma (t^2-\|x\|^2)^{\mu-\frac12}$ on…
We introduce an integrable time-discretized version of the classical Calogero-Moser model, which goes to the original model in a continuum limit. This discrete model is obtained from pole solutions of a semi-discretized version of the…
This work is a thorough investigation of skew-orthogonal polynomials with respect to a quartic Freud weight. We provide an explicit method to evaluate skew-orthogonal polynomials of any degree as linear combinations of orthogonal…
When numerical solution of elliptic and parabolic partial differential equations is required to be highly accurate in space, the discrete problem usually takes the form of large-scale and sparse linear systems. In this work, as an…
We study geodesics of multivariate normal distributions with respect to the Fisher metric. First it will be shown that a computational formula for geodesics can be understood using the block Cholesky decomposition and a natural Riemannian…
We consider orthogonal polynomials p_n with respect to an exponential weight function w(x) = exp(-P(x)). The related equations for the recurrence coefficients have been explored by many people, starting essentially with Laguerre [49], in…
In 1974 J\"urgen Moser has shown that the classical Moment Problem plays a fundamental role for the theory of completely integrable systems, by proving that the simplest case of the finite Toda lattice is described exhaustively in its…
The discrete models of the Toda and Volterra chains are being constructed out of the continuum two-boson KP hierarchies. The main tool is the discrete symmetry preserving the Hamiltonian structure of the continuum models. The two-boson…
The first part of this work consists of a study of the ODE/IM correspondence for simply-laced affine Toda field theories. It is a first step towards a full generalisation of the results of Lukyanov and Zamolodchikov on $\hat{\mathfrak a}_1$…
The Ruijsenaars-Schneider systems are `discrete' version of the Calogero-Moser (C-M) systems in the sense that the momentum operator p appears in the Hamiltonians as a polynomial in e^{\pm\beta' p} (\beta' is a deformation parameter)…
A correlation function of the classical orthogonal polynomials is defined and determined. The correlation function obeys a second order difference equation in two variables. The correlation function for the Gegenbauer, Chebyshev and…
We consider orthogonal polynomials on the unit circle with respect to a weight which is a quotient of $q$-gamma functions. We show that the Verblunsky coefficients of these polynomials satisfy discrete Painlev\'e equations, in a Lax form,…
The Kantorovich-Rubinshtein metric is an $L^1$-like metric on spaces of probability distributions that enjoys several serendipitous properties. It is complete separable if the underlying metric space of points is complete separable, and in…
In this paper, we introduce new generalized barycentric coordinates (coined as {\em moment coordinates}) on nonconvex quadrilaterals and convex hexahedra with planar faces. This work draws on recent advances in constructing interpolants to…
We determine properties of the lattice Boltzmann method for semiclassical fluids, which is based on the Boltzmann equation and the equilibrium distribution function is given either by the Bose-Einstein or the Fermi-Dirac ones. New…
The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…
Weyl-orbit functions have been defined for each simple Lie algebra, and permit Fourier-like analysis on the fundamental region of the corresponding affine Weyl group. They have also been discretized, using a refinement of the coweight…
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…