Quasi-optimal multiplication of linear differential operators

We show that linear differential operators with polynomial coefficients over a field of characteristic zero can be multiplied in quasi-optimal time. This answers an open question raised by van der Hoeven.Comment: To appear in the Proceedings of the 53rd Annual IEEE Symposium on Foundations of Computer Science (FOCS'12

Computing derivative-based global sensitivity measures using polynomial chaos expansions

In the field of computer experiments sensitivity analysis aims at quantifying the relative importance of each input parameter (or combinations thereof) of a computational model with respect to the model output uncertainty. Variance decomposition methods leading to the well-known Sobol' indices are recognized as accurate techniques, at a rather high computational cost though. The use of polynomial chaos expansions (PCE) to compute Sobol' indices has allowed to alleviate the computational burden though. However, when dealing with large dimensional input vectors, it is good practice to first use screening methods in order to discard unimportant variables. The {\em derivative-based global sensitivity measures} (DGSM) have been developed recently in this respect. In this paper we show how polynomial chaos expansions may be used to compute analytically DGSMs as a mere post-processing. This requires the analytical derivation of derivatives of the orthonormal polynomials which enter PC expansions. The efficiency of the approach is illustrated on two well-known benchmark problems in sensitivity analysis

Non-commutative Painleve' equations and Hermite-type matrix orthogonal polynomials

We study double integral representations of Christoffel-Darboux kernels associated with two examples of Hermite-type matrix orthogonal polynomials. We show that the Fredholm determinants connected with these kernels are related through the Its-Izergin-Korepin-Slavnov (IIKS) theory with a certain Riemann-Hilbert problem. Using this Riemann-Hilbert problem we obtain a Lax pair whose compatibility conditions lead to a non-commutative version of the Painleve' IV differential equation for each family.Comment: Final version, accepted for publication on CMP: Communications in Mathematical Physics. 24 pages, 1 figur