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Using the theory introduced by Casper and Yakimov, we investigate the structure of algebras of differential and difference operators acting on matrix valued orthogonal polynomials (MVOPs) on \(\Bbb R\), and we derive algebraic and differential relations for these MVOPs. A particular case of importance is that of MVOPs with respect to a matrix weight of the form W(x)=e\(^{-v(x)}\)e\(^{xA}\)e\(^{xA*}\) on the real line, where v is a scalar polynomial of even degree with positive leading coefficient and A is a constant matrix.

We study expectations of powers and correlation functions for characteristic polynomials of N × N non-Hermitian random matrices. For the 1-point and 2-point correlation function, we obtain several characterizations in terms of Painlev´e transcendents, both at finite-N and asymptotically as N → ∞. In the asymptotic analysis, two regimes of interest are distinguished: boundary asymptotics where parameters of the correlation function can touch the boundary of the limiting eigenvalue support and bulk asymptotics where they are strictly inside the support. For the complex Ginibre ensemble this involves Painlev´e IV at the boundary as N → ∞. Our approach, together with the results in [49] suggests that this should arise in a much broader class of planar models. For the bulk asymptotics, one of our results can be interpreted as the merging of two ‘planar Fisher-Hartwig singularities’ where Painlev´e V arises in the asymptotics. We also discuss the correspondence of our results with a normal matrix model with d-fold rotational symmetries known as the lemniscate ensemble, recently studied in [14,18]. Our approach is flexible enough to apply to non-Gaussian models such as the truncated unitary ensemble or induced Ginibre ensemble; we show that in the former case Painlev´e VI arises at finite-N. Scaling near the boundary leads to Painlev´e V, in contrast to the Ginibre ensemble.

In this paper, we compute the probability that an NxN matrix from the generalised Gaussian Unitary Ensemble (gGUE) is positive definite, extending a previous result of Dean and Majumdar. For this purpose, we work out the large degree asymptotics of semi-classical Laguerre polynomials and their recurrence coefficients, using the steepest descent analysis of the corresponding Riemann--Hilbert problem.

This paper deals with monic orthogonal polynomials generated by a Geronimus canonical spectral transformation of the Laguerre classical measure for x in [0,?), ? > ?1, a free parameter N and a shift c<0. We analyze the asymptotic behavior (both strong and relative to classical Laguerre polynomials) of these orthogonal polynomials as n tends to infinity.

We prove the topological expansion for the cubic log-gas partition function, with a complex parameter and defined on an unbounded contour on the complex plane. The complex cubic log-gas model exhibits two phase regions on the complex t-plane, with one cut and two cuts, separated by analytic critical arcs of the two types of phase transition: split of a cut and birth of a cut. The common point of the critical arcs is a tricritical point of the Painleve I type. In the present paper we prove the topological expansion for the partition function in the one-cut phase region. The proof is based on the Riemann-Hilbert approach to semiclassical asymptotic expansions for the associated orthogonal polynomials and the theory of S-curves and quadratic differentials.

We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the oscillatory parameter and use its truncation as an exceedingly effective means to discretize the differential equation in question. Numerical examples illustrate the effectiveness of the method.

We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the oscillatory parameter and use its truncation as an exceedingly effective means to discretize the differential equation in question. Numerical examples illustrate the effectiveness of the method.

We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focusing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the oscillatory parameter and use its truncation as an exceedingly effective means to discretize the differential equation in question. Numerical examples illustrate the effectiveness of the method.

We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focusing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the oscillatory parameter and use its truncation as an exceedingly effective means to discretize the differential equation in question. Numerical examples illustrate the effectiveness of the method.

We consider polynomials P_n orthogonal with respect to the weight J_? on [0,?), where J_? is the Bessel function of order ?. Asheim and Huybrechs considered these polynomials in connection with complex Gaussian quadrature for oscillatory integrals. They observed that the zeros are complex and accumulate as n?? near the vertical line Rez=??2. We prove this fact for the case 0???1/2 from strong asymptotic formulas that we derive for the polynomials Pn in the complex plane. Our main tool is the Riemann-Hilbert problem for orthogonal polynomials, suitably modified to cover the present situation, and the Deift-Zhou steepest descent method. A major part of the work is devoted to the construction of a local parametrix at the origin, for which we give an existence proof that only works for ??1/2.

We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree $n$ goes to $\infty$. These are defined on the interval $[-1,1]$ with weight function $w(x)=(1-x)^{\alpha}(1+x)^{\beta}h(x)$, $\alpha,\beta>-1$ and $h(x)$ a real, analytic and strictly positive function on $[-1,1]$. This information is available in the work of Kuijlaars, McLaughlin, Van Assche and Vanlessen, where the authors use the Riemann--Hilbert formulation and the Deift--Zhou non-linear steepest descent method. We show that computing higher-order terms can be simplified, leading to their efficient construction. The resulting asymptotic expansions in every region of the complex plane are implemented both symbolically and numerically, and the code is made publicly available. The main advantage of these expansions is that they lead to increasing accuracy for increasing degree of the polynomials, at a computational cost that is actually independent of the degree. In contrast, the typical use of the recurrence relation for orthogonal polynomials in computations leads to a cost that is at least linear in the degree. Furthermore, the expansions may be used to compute Gaussian quadrature rules in $\mathcal{O}(n)$ operations, rather than $\mathcal{O}(n^2)$ based on the recurrence relation., Comment: 39 pages, 5 figures, 35 references. The article mentioned is arXiv:math/0111252 and the implementation is available on http://nines.cs.kuleuven.be/software/JACOBI/. The final publication is available at Springer via http://dx.doi.org/10.1007/s10444-015-9442-z

We consider polynomials p^w_n(x) that are orthogonal with respect to the oscillatory weight w(x)=exp(iwx) on [?1,1], where w>0 is a real parameter. A first analysis of p^?_n(x) for large values of w was carried out in connection with complex Gaussian quadrature rules with uniform good properties in w. In this contribution we study the existence, asymptotic behavior and asymptotic distribution of the roots of p^?_n(x) in the complex plane as n tends to infinity. The parameter w grows with n linearly. The tools used are logarithmic potential theory and the S-property, together with the Riemann--Hilbert formulation and the Deift-Zhou steepest descent method.

This reported work is concerned with the simulation of MEMRISTORS when they are subject to high-frequency forcing functions. A novel asymptotic-numeric simulation method is applied. For systems involving high-frequency signals or forcing functions, the superiority of the proposed method in terms of accuracy and efficiency when compared to standard simulation techniques shall be illustrated. Relevant dynamical properties in relation to the method shall also be considered.

In this paper, we study the topological expansion in the cubic random matrix model, and we evaluate explicitly the expansion coefficients for genus 0 and 1. For genus 0 our formula coincides with the one in [6]. For higher genus, we obtain the asymptotic behavior of the coefficients in the expansion as the number of vertices of the associated graphs tends to infinity. Our study is based on the Riemann–Hilbert problem, string equations, and the Toda equation.

This paper is concerned with the asymptotic expansion and numerical solution of systems of linear delay differential equations with highly oscillatory forcing terms. The computation of such problems using standard numerical methods is exceedingly slow and inefficient, indeed standard software is practically useless for this purpose. We propose an alternative, consisting of an asymptotic expansion of the solution, where each term can be derived either by recursion or by solving a non-oscillatory problem. This leads to methods which, counter-intuitively to those developed according to standard numerical reasoning, exhibit improved performance with growing frequency of oscillation.

We present a method to compute efficiently solutions of systems of ordinary differential equations that possess highly oscillatory forcing terms. This approach is based on asymptotic expansions in inverse powers of the oscillatory parameter,and features two fundamental advantages with respect to standard ODE solvers: rstly, the construction of the numerical solution is more efficient when the system is highly oscillatory, and secondly, the cost of the computation is essentially independent of the oscillatory parameter. Numerical examples are provided, motivated by problems in electronic engineering.

We present a numerical scheme for an efficient discretization of nonlinear systems of differential equations subjected to highly oscillatory perturbations. This method is superior to standard ODE numerical solvers in the presence of high frequency forcing terms,and is based on asymptotic expansions of the solution in inverse powers of the oscillatory parameter w, featuring modulated Fourier series in the expansion coefficients. Analysis of numerical stability and numerical examples are included.

We present a numerical scheme for an efficient discretization of nonlinear systems of differential equations subjected to highly oscillatory perturbations. This method is superior to standard ODE numerical solvers in the presence of high frequency forcing terms,and is based on asymptotic expansions of the solution in inverse powers of the oscillatory parameter w, featuring modulated Fourier series in the expansion coefficients. Analysis of numerical stability and numerical examples are included.

We present a numerical scheme for an efficient discretization of nonlinear systems of differential equations subjected to highly oscillatory perturbations. This method is superior to standard ODE numerical solvers in the presence of high frequency forcing terms,and is based on asymptotic expansions of the solution in inverse powers of the oscillatory parameter w, featuring modulated Fourier series in the expansion coefficients. Analysis of numerical stability and numerical examples are included.

Several three-term recurrence relations for confluent hypergeometric functions are analyzed from a numerical point of view. Minimal and dominant solutions for complex values of the variable are given, derived from asymptotic estimates of the Whittaker functions with large parameters. The Laguerre polynomials and the regular Coulomb wave functions are studied as particular cases, with numerical examples of their computation.

We present a numerical scheme for an efficient discretization of nonlinear systems of differential equations subject to highly oscillatory perturbations. This method is superior to standard ODE numerical solvers in the presence of high frequency forcing terms, and is based on asymptotic expansions of the solution in inverse powers of the oscillatory parameter ?, featuring modulated Fourier series in the expansion coefficients. Analysis of numerical stability and numerical examples are included.

We present a method to compute efficiently solutions of systems of ordinary differential equations (ODEs) that possess highly oscillatory forcing terms. This approach is based on asymptotic expansions in inverse powers of the oscillatory parameter, and features two fundamental advantages with respect to standard numerical ODE solvers: first, the construction of the numerical solution is more efficient when the system is highly oscillatory, and, second, the cost of the computation is essentially independent of the oscillatory parameter. Numerical examples are provided, featuring the Van der Pol and Duffing oscillators and motivated by problems in electronic engineering.

In this paper, we consider linear ordinary differential equations originating in electronic engineering, which exhibit exceedingly rapid oscillation. Moreover, the oscillation model is completely different from the familiar framework of asymptotic analysis of highly oscillatory integrals. Using a Bessel-function identity, we expand the oscillator into asymptotic series, and this allows us to extend Filon-type approach to this setting. The outcome is a time-stepping method that guarantees high accuracy regardless of the rate of oscillation.

We propose in this paper a novel technique for an efficient numerical approximation of systems of highly oscillatory ordinary differential equations. In particular, we consider electronic systems subject to modulated signals. A Filon-type method is proposed for use and compared with traditional trapezoidal rule and Runge–Kutta methods. The Filontype method is combined with the waveform relaxation technique for nonlinear systems. Preliminary numerical examples highlight the efficacy of this approach.

We propose in this paper a novel technique for an efficient numerical approximation of systems of highly oscillatory ordinary differential equations. In particular, we consider electronic systems subject to modulated signals. A Filon-type method is proposed for use and compared with traditional trapezoidal rule and Runge–Kutta methods. The Filontype method is combined with the waveform relaxation technique for nonlinear systems. Preliminary numerical examples highlight the efficacy of this approach.

In this paper, we consider linear ordinary differential equations originating in electronic engineering, which exhibit exceedingly rapid oscillation. Moreover, the oscillation model is completely different from the familiar framework of asymptotic analysis of highly oscillatory integrals. Using a Bessel-function identity, we expand the oscillator into asymptotic series, and this allows us to extend Filon-type approach to this setting. The outcome is a time-stepping method that guarantees high accuracy regardless of the rate of oscillation.

A modification of the Poincaré-type asymptotic expansion for functions defined by Laplace transforms is analyzed. This modification is based on an alternative power series expansion of the integrand, and the convergence properties are seen to be superior to those of the original asymptotic series. The resulting modified asymptotic expansion involves a series of confluent hypergeometric functions U(a,c,z), which can be computed by means of continued fractions in a backward recursion scheme. Numerical examples are included, such as the incomplete gamma function ?(a,z) and the modified Bessel function K?(z) for large values of z. It is observed that the same procedure can be applied to uniform asymptotic expansions when extra parameters become large as well.

A monic Jacobi matrix is a tridiagonal matrix which contains the parameters of the three-term recurrence relation satisfied by the sequence of monic polynomials orthogonal with respect to a measure. The basic Geronimus transformation with shift ? transforms the monic Jacobi matrix associated with a measure d? into the monic Jacobi matrix associated with d?/(x????)?+?C?(x????), for some constant C. In this paper we examine the algorithms available to compute this transformation and we propose a more accurate algorithm, estimate its forward errors, and prove that it is forward stable. In particular, we show that for C?=?0 the problem is very ill-conditioned, and we present a new algorithm that uses extended precision.

In this paper, we consider linear ordinary differential equations originating in electronic engineering, which exhibit exceedingly rapid oscillation. Moreover, the oscillation model is completely different from the familiar framework of asymptotic analysis of highly oscillatory integrals. Using a Bessel-function identity, we expand the oscillator into asymptotic series, and this allows us to extend Filon-type approach to this setting. The outcome is a time-stepping method that guarantees high accuracy regardless of the rate of oscillation.

We construct and analyze Gauss-type quadrature rules with complex- valued nodes and weights to approximate oscillatory integrals with stationary points of high order. The method is based on substituting the original interval of integration by a set of contours in the complex plane, corresponding to the paths of steepest descent. Each of these line integrals shows an exponentially decaying behaviour, suitable for the application of Gaussian rules with non-standard weight functions. The results differ from those in previous research in the sense that the constructed rules are asymptotically optimal, i.e., among all known methods for oscillatory integrals they deliver the highest possible asymptotic order of convergence, relative to the required number of evaluations of the integrand.

Liouville–Green transformations of the Gauss hypergeometric equation with changes of variable z(x) = x tp?1(1 ? t)q?1 dt are considered. When p + q = 1, p = 0 or q = 0 these transformations, together with the application of Sturm theorems, lead to properties satisfied by all the real zeros xi of any of its solutions in the interval (0, 1). Global bounds on the differences z(xk+1) ? z(xk), 0 < xk < xk+1 < 1 being consecutive zeros, and monotonicity of these distances as a function of k can be obtained. We investigate the parameter ranges for which these two different Sturm-type properties are available. Classical results for Jacobi polynomials (Szegö’s bounds, Grosjean’s inequality) are particular cases of these more general properties. Similar properties are found for other values of p and q, particularly when |p|=|| and |q|=||, and being the usual Jacobi parameters.

Liouville–Green transformations of the Gauss hypergeometric equation with changes of variable z(x) = x tp?1(1 ? t)q?1 dt are considered. When p + q = 1, p = 0 or q = 0 these transformations, together with the application of Sturm theorems, lead to properties satisfied by all the real zeros xi of any of its solutions in the interval (0, 1). Global bounds on the differences z(xk+1) ? z(xk), 0 < xk < xk+1 < 1 being consecutive zeros, and monotonicity of these distances as a function of k can be obtained. We investigate the parameter ranges for which these two different Sturm-type properties are available. Classical results for Jacobi polynomials (Szegö’s bounds, Grosjean’s inequality) are particular cases of these more general properties. Similar properties are found for other values of p and q, particularly when |p|=|| and |q|=||, and being the usual Jacobi parameters.

An algorithm for computing the real zeros of the Kummer function M(a;c;x) is presented. The computation of ratios of functions of the type M(a+1; c+1; x)/M(a; c; x), M(a+1; c; x)/M(a; c; x) plays a key role in the algorithm, which is based on global fixed-point iterations. We analyse the accuracy and efficiency of three continued fraction representations converging to these ratios as a function of the parameter values. The condition of the change of variables appearing in the fixed point method is also studied. Comparison with implicit Maple functions is provided, including the Laguerre polynomial case.