Related papers: On Kernel Formulas and Dispersionless Hirota Equat…
Writing the Hirota-Satsuma (HS) system of equations in a symmetrical form we find its local and new nonlocal reductions. It turns out that all reductions of the HS system are Korteweg-de Vries (KdV), complex KdV, and new nonlocal KdV…
We consider the relation of the multi-component 2D Toda hierarchy with matrix orthogonal and biorthogonal polynomials. The multi-graded Hankel reduction of this hierarchy is considered and the corresponding generalized matrix orthogonal…
In this paper, we present a novel numerical scheme for solving a class of nonlinear degenerate parabolic equations with non-smooth solutions. The proposed method relies on a special kernel based formulation of the solutions found in our…
Symmetry constraints for (2+1)-dimensional dispersionless integrable equations are considered. It is demonstrated that they naturally lead to systems of hydrodynamic type which arise within the reduction method. One also easily obtaines an…
The \hbar-dependent KP hierarchy is a formulation of the KP hierarchy that depends on the Planck constant \hbar and reduces to the dispersionless KP hierarchy as \hbar -> 0. A recursive construction of its solutions on the basis of a…
We propose kernel distributionally robust optimization (Kernel DRO) using insights from the robust optimization theory and functional analysis. Our method uses reproducing kernel Hilbert spaces (RKHS) to construct a wide range of convex…
This paper will demonstrate some new techniques for developing the theory of Asian (arithmetic average) options pricing. We discuss the basic derivation of the diffusion equations, and how various techniques from potential theory can be…
We extend integrable systems on quad-graphs, such as the Hirota equation and the cross-ratio equation, to the non-commutative context, when the fields take values in an arbitrary associative algebra. We demonstrate that the…
The Clifford algebraic formulation of the Duffin-Kemmer-Petiau (DKP) algebras is applied to recast the De Donder-Weyl Hamiltonian (DWH) theory as an algebraic description independent of the matrix representation of the DKP algebra. We show…
We consider two multi-dimensional generalisations of the dispersionless Kadomtsev-Petviashvili (dKP) equation, both allowing for arbitrary dimensionality, and non-linearity. For one of these generalisations, we characterise all solutions…
Relations between differential calculi, quantum groups, integrable systems, and q-analysis are studied. Some new Hirota type formulas are established for qKP along with variations on classical Hirota formulas.
Starting from a fairly explicit homogeneous realization of the toroidal Lie algebra $\mathcal{L}^{\tor}_{r+1}(\fsl_\ell)$ via a lattice vertex algebra, we derive an integrable hierarchy of Hirota bilinear equations. Moreover, we represent…
We first introduce the notion of Hamiltonian structure for a partial difference equation. Then we construct some infinite quivers, and realize the discrete KdV equation, the Hirota-Miwa equation and its various reductions as the mutation…
Among the available perturbative approaches in quantum field theory, heat kernel techniques provide a powerful and geometrically transparent framework for computing effective actions in nontrivial backgrounds. In this work, resummation…
The multicomponent 2D Toda hierarchy is analyzed through a factorization problem associated to an infinite-dimensional group. A new set of discrete flows is considered and the corresponding Lax and Zakharov--Shabat equations are…
Analytic-bilinear approach for construction and study of integrable hierarchies is discussed. Generalized multicomponent KP and 2D Toda lattice hierarchies are considered. This approach allows to represent generalized hierarchies of…
We extend a recent result of [13] for the KdV hierarchy to the Toda lattice hierarchy. Namely, for an arbitrary solution to the Toda lattice hierarchy, we define a pair of wave functions, and use them to give explicit formulae for the…
In this paper we combine the theory of reproducing kernel Hilbert spaces with the field of collocation methods to solve boundary value problems with special emphasis on reproducing property of kernels. From the reproducing property of…
Various solutions to the discrete Schwarzian KdV equation are discussed. We first derive the bilinear difference equations of Hirota type of the discrete Schwarzian KP equation, which is decomposed into three discrete two-dimensional Toda…
Inspired by the forms of delay-Painleve equations, we consider some new differential-discrete systems of KdV, mKdV and Sine-Gordon - type related by simple one way Miura transformations to classical ones. Using Hirota bilinear formalism we…