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It is well known that the weak limit of a suitably scaled continuous-time random walk (CTRW) is the Brownian motion. We investigate the convergence of certain patterned random matrices whose entries are independent CTRWs and their…
We study boundary value problems posed in a semistrip for the elliptic sine-Gordon equation, which is the paradigm of an elliptic integrable PDE in two variables. We use the method introduced by one of the authors, which provides a…
A new technique is presented to solve a class of linear boundary value problems (BVP). Technique is primarily based on an operational matrix developed from a set of modified Bernoulli polynomials. The new set of polynomials is an…
We demonstrate the reparametrization invariance of perturbatively defined one-dimensional functional integrals up to the three-loop level for a path integral of a quantum-mechanical point particle in a box. We exhibit the origin of the…
Self-avoiding walks are studied on the 3-simplex fractal lattice as a model of linear polymer conformations in a dilute, non-homogeneous solution. A model is supplemented with bending energies and attractive-interaction energies between…
We introduce a new class of models for polymer collapse, given by random walks on regular lattices which are weighted according to multiple site visits. A Boltzmann weight $\omega_l$ is assigned to each $(l+1)$-fold visited lattice site,…
We present improved simulations of three-dimensional self avoiding walks with one end attached to an impenetrable surface on the simple cubic lattice. This surface can either be a-thermal, having thus only an entropic effect, or attractive.…
In this paper, we explore the initial-boundary value (IBV) problem for an integrable spin-1 Gross-Pitaevskii system with a 4x4 Lax pair on the finite interval by extending the Fokas unified transform approach. The solution of this system…
Our goal is to find a matrix model with $BMS_3$ constraints built in. These constraints are imposed through Loop equations. We solve them using a free field realisation of the algebra and write down the partition function in eigenvalue…
We demonstrate the remarkable effectiveness of boundary value formulations coupled to numerical continuation for the computation of stable and unstable manifolds in systems of ordinary differential equations. Specifically, we consider the…
In this paper we show that if one writes down the structure equations for the evolution of a curve embedded in an (n)-dimensional Riemannian manifold with constant curvature this leads to a symplectic, a Hamiltonian and an hereditary…
In this paper, we analyse a sub-class of two-dimensional homogeneous nearest neighbour (simple) random walk restricted on the lattice using the matrix geometric approach. In particular, we first present an alternative approach for the…
We consider a discrete random walk on a diagonal lattice in two and three dimensions and obtain explicit solutions of absorption probabilities and probabilities of return in several domains. In three dimensions we consider both the cube and…
We study the two--dimensional magnetic Schr\"odinger operator with a penetrable circular wall modeled by a $\delta$--interaction. Using the boundary triple approach we classify all self--adjoint extensions and obtain Krein's resolvent…
A bootstrap program is presented for algebraically solving the $R$-matrix of a generic integrable quantum spin chain from its Hamiltonian. The Yang-Baxter equation contains an infinite number of seemingly independent constraints on the…
Complex analysis is a powerful tool to study classical integrable systems, statistical physics on the random lattice, random matrix theory, topological string theory,... All these topics share certain relations, called "loop equations" or…
In the paper we develop a general theory of solvability of linear inhomogeneous boundary-value problems for systems of first-order ordinary differential equations in spaces of smooth functions on a finite interval. This problems are set…
Trigonometric formulas for eigenvalues of $3 \times 3$ matrices that build on Cardano's and Vi\`ete's work on algebraic solutions of the cubic are numerically unstable for matrices with repeated eigenvalues. This work presents numerically…
We consider integrable systems that are connected with orthogonal separation of variables in complex Riemannian spaces of constant curvature. An isomorphism with the hyperbolic Gaudin magnet, previously pointed out by one of us, extends to…
Many recent papers deal with the enumeration of 2-dimensional walks with prescribed steps confined to the positive quadrant. The classification is now complete for walks with steps in $\{0, \pm 1\}^2$: the generating function is D-finite if…