Automatic Deformation of Riemann-Hilbert Problems with Applications to the Painlev\'e II Transcendents

The stability and convergence rate of Olver's collocation method for the numerical solution of Riemann-Hilbert problems (RHPs) is known to depend very sensitively on the particular choice of contours used as data of the RHP. By manually performing contour deformations that proved to be successful in the asymptotic analysis of RHPs, such as the method of nonlinear steepest descent, the numerical method can basically be preconditioned, making it asymptotically stable. In this paper, however, we will show that most of these preconditioning deformations, including lensing, can be addressed in an automatic, completely algorithmic fashion that would turn the numerical method into a black-box solver. To this end, the preconditioning of RHPs is recast as a discrete, graph-based optimization problem: the deformed contours are obtained as a system of shortest paths within a planar graph weighted by the relative strength of the jump matrices. The algorithm is illustrated for the RHP representing the Painlev\'e II transcendents.Comment: 20 pages, 16 figure

Smooth adiabatic evolutions with leaky power tails

Adiabatic evolutions with a gap condition have, under a range of circumstances, exponentially small tails that describe the leaking out of the spectral subspace. Adiabatic evolutions without a gap condition do not seem to have this feature in general. This is a known fact for eigenvalue crossing. We show that this is also the case for eigenvalues at the threshold of the continuous spectrum by considering the Friedrichs model.Comment: Final form, to appear in J. Phys. A; 11 pages, no figure

Finite-Element Discretization of Static Hamilton-Jacobi Equations Based on a Local Variational Principle

We propose a linear finite-element discretization of Dirichlet problems for static Hamilton-Jacobi equations on unstructured triangulations. The discretization is based on simplified localized Dirichlet problems that are solved by a local variational principle. It generalizes several approaches known in the literature and allows for a simple and transparent convergence theory. In this paper the resulting system of nonlinear equations is solved by an adaptive Gauss-Seidel iteration that is easily implemented and quite effective as a couple of numerical experiments show.Comment: 19 page

Accuracy and Stability of Computing High-Order Derivatives of Analytic Functions by Cauchy Integrals

High-order derivatives of analytic functions are expressible as Cauchy integrals over circular contours, which can very effectively be approximated, e.g., by trapezoidal sums. Whereas analytically each radius r up to the radius of convergence is equal, numerical stability strongly depends on r. We give a comprehensive study of this effect; in particular we show that there is a unique radius that minimizes the loss of accuracy caused by round-off errors. For large classes of functions, though not for all, this radius actually gives about full accuracy; a remarkable fact that we explain by the theory of Hardy spaces, by the Wiman-Valiron and Levin-Pfluger theory of entire functions, and by the saddle-point method of asymptotic analysis. Many examples and non-trivial applications are discussed in detail.Comment: Version 4 has some references and a discussion of other quadrature rules added; 57 pages, 7 figures, 6 tables; to appear in Found. Comput. Mat

The 1+1-dimensional Kardar-Parisi-Zhang equation and its universality class

We explain the exact solution of the 1+1 dimensional Kardar-Parisi-Zhang equation with sharp wedge initial conditions. Thereby it is confirmed that the continuum model belongs to the KPZ universality class, not only as regards to scaling exponents but also as regards to the full probability distribution of the height in the long time limit.Comment: Proceedings StatPhys 2

Endpoint distribution of directed polymers in 1+1 dimensions

We give an explicit formula for the joint density of the max and argmax of the Airy$_2$ process minus a parabola. The argmax has a universal distribution which governs the rescaled endpoint for large time or temperature of directed polymers in 1+1 dimensions.Comment: Expanded introductio

Airy processes and variational problems

We review the Airy processes; their formulation and how they are conjectured to govern the large time, large distance spatial fluctuations of one dimensional random growth models. We also describe formulas which express the probabilities that they lie below a given curve as Fredholm determinants of certain boundary value operators, and the several applications of these formulas to variational problems involving Airy processes that arise in physical problems, as well as to their local behaviour.Comment: Minor corrections. 41 pages, 4 figures. To appear as chapter in "PASI Proceedings: Topics in percolative and disordered systems

Fourier Acceleration of Langevin Molecular Dynamics

Fourier acceleration has been successfully applied to the simulation of lattice field theories for more than a decade. In this paper, we extend the method to the dynamics of discrete particles moving in continuum. Although our method is based on a mapping of the particles' dynamics to a regular grid so that discrete Fourier transforms may be taken, it should be emphasized that the introduction of the grid is a purely algorithmic device and that no smoothing, coarse-graining or mean-field approximations are made. The method thus can be applied to the equations of motion of molecular dynamics (MD), or its Langevin or Brownian variants. For example, in Langevin MD simulations our acceleration technique permits a straightforward spectral decomposition of forces so that the long-wavelength modes are integrated with a longer time step, thereby reducing the time required to reach equilibrium or to decorrelate the system in equilibrium. Speedup factors of up to 30 are observed relative to pure (unaccelerated) Langevin MD. As with acceleration of critical lattice models, even further gains relative to the unaccelerated method are expected for larger systems. Preliminary results for Fourier-accelerated molecular dynamics are presented in order to illustrate the basic concepts. Possible extensions of the method and further lines of research are discussed.Comment: 11 pages, two illustrations included using graphic

Isotope effects in underdoped cuprate superconductors: a quantum phenomenon

We show that the unusual doping dependence of the isotope effects on transition temperature and zero temperature in - plane penetration depth naturally follows from the doping driven 3D-2D crossover, the 2D quantum superconductor to insulator transition (QSI) in the underdoped limit and the change of the relative doping concentration upon isotope substitution. Close to the QSI transition both, the isotope coefficient of transition temperature and penetration depth approach the coefficient of the relative dopant concentration, and its divergence sets the scale. These predictions are fully consistent with the experimental data and imply that close to the underdoped limit the unusual isotope effect on transition temperature and penetration depth uncovers critical phenomena associated with the quantum superconductor to insulator transition in two dimensions.Comment: 6 pages, 3 figure