Related papers: J\'anossy densities and Darboux transformations fo…
Fredholm determinants associated to deformations of the Airy kernel are closely connected to the solution to the Kardar-Parisi-Zhang (KPZ) equation with narrow wedge initial data, and they also appear as largest particle distribution in…
We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. First, we provide results that give upper estimates in a situation when the corresponding jump measure is allowed to be highly…
This article shows a strong averaging principle for diffusions driven by discontinuous heavy-tailed L\'evy noise, which are invariant on the compact horizontal leaves of a foliated manifold subject to small transversal random perturbations.…
Using a quaternionic calculus, the Christoffel, Darboux, Goursat, and spectral transformations for discrete isothermic nets are described, with their interrelations. The Darboux and spectral transformations are used to define discrete…
We present a class of solutions to the discrete Painlev\'e-II equation for particular values of its parameters. It is shown that these solutions can be expressed in terms of Casorati determinants whose entries are discrete Airy functions.…
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms of determinants of integrable kernels \`a la Its-Izergin-Korepin-Slavnov (IIKS) and hence related to suitable Riemann-Hilbert problems,…
We revisit the classic Wigner semi-circle from two different angles. One consists in studying the Stieltjes transform directly on the real axis, which does not converge to a fixed value but follows a Cauchy distribution that depends on the…
In this paper we consider the Navier-Stokes-Korteweg equations for a viscous compressible fluid with capillarity effects in three space dimensions. We prove global existence of finite energy weak solutions for large initial data. Contrary…
In this paper we present a vectorial Darboux transformation, in terms of ordinary determinants, for the supersymmetric extension of the Korteweg-de Vries equation proposed by Manin and Radul. It is shown how this transformation reduces to…
This paper intends to construct discrete spectral transformations for Cauchy-Jacobi orthogonal polynomials, and find its corresponding discrete integrable systems. It turns out that the normalization factor of Cauchy-Jacobi orthogonal…
We consider various filtered time discretizations of the periodic Korteweg--de Vries equation: a filtered exponential integrator, a filtered Lie splitting scheme as well as a filtered resonance based discretisation and establish convergence…
For the multivariate trigonometric polynomials we study convolution with the corresponding the de la Vallee Poussin kernel from the point of view of discretization. In other words, we replace the normalized Lebesgue measure by a discrete…
We describe the use of confluent Darboux transformations for Schr\"odinger operators, and how they give rise to explicit Wronskian formulae for certain algebraic solutions of Painlev\'e equations. As a preliminary illustration, we briefly…
We study the Cauchy problem for the wave equation on extreme Kerr backgrounds under axisymmetry. Specifically, we consider regular axisymmetric initial data prescribed on a Cauchy hypersurface S which connects the future event horizon with…
In this paper, we give a formulation of the variational iteration method that makes it suitable for the analysis of the solutions of Klein-Gordon equations with variable coefficients. We particularly study a Klein-Gordon problem which has…
We study random domino tilings of the Aztec diamond with different weights for horizontal and vertical dominoes. A domino tiling of an Aztec diamond can also be described by a particle system which is a determinantal process. We give a…
In this paper, we answer a question posed by Kurt Johansson, to find a PDE for the joint distribution of the Airy Process. The latter is a continuous stationary process, describing the motion of the outermost particle of the Dyson Brownian…
We study extreme wave formation for the Korteweg-de Vries equation on the torus with random initial data of average size $\epsilon$. We establish a large deviations principle for the supremum of the solution over arbitrarily long polynomial…
Analytical solution for the stationary density matrix is derived, by using the Morris-Shore transformation, for an open Jaynes-Cummings system of a two-level atom with Zeeman sublevel degeneracy coupled to an arbitrary-polarized cavity…
We study the discretization, convergence, and numerical implementation of recent reformulations of the quadratic porous medium equation (multidimensional and anisotropic) and Burgers' equation (one-dimensional, with optional viscosity), as…