Numerical solution of Riemann-Hilbert problems: Painleve II

We describe a new spectral method for solving matrix-valued Riemann-Hilbert problems numerically. We demonstrate the effectiveness of this approach by computing solutions to the homogeneous Painleve II equation. This can be used to relate initial conditions with asymptotic behaviour

Differential constraints compatible with linearized equations

Differential constraints compatible with the linearized equations of partial differential equations are examined. Recursion operators are obtained by integrating the differential constraints

A fast and well-conditioned spectral method

A novel spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, and a numerical solver is presented that takes $O(m^{2}n)$ operations, where $m$ is the number of Chebyshev points needed to resolve the coefficients of the differential operator and $n$ is the number of Chebyshev points needed to resolve the solution to the differential equation. We prove stability of the method by relating it to a diagonally preconditioned system which has a bounded condition number, in a suitable norm. For Dirichlet boundary conditions, this reduces to stability in the standard 2-norm

A practical framework for infinite-dimensional linear algebra

We describe a framework for solving a broad class of infinite-dimensional linear equations, consisting of almost banded operators, which can be used to resepresent linear ordinary differential equations with general boundary conditions. The framework contains a data structure on which row operations can be performed, allowing for the solution of linear equations by the adaptive QR approach. The algorithm achieves $O(n^{\rm opt})$ complexity, where $n^{\rm opt}$ is the number of degrees of freedom required to achieve a desired accuracy, which is determined adaptively. In addition, special tensor product equations, such as partial differential equations on rectangles, can be solved by truncating the operator in the $y$-direction with $n_y$ degrees of freedom and using a generalized Schur decomposition to upper triangularize, before applying the adaptive QR approach to the $x$-direction, requiring $O(n_y^2 n_x^{\rm opt})$ operations. The framework is implemented in the ApproxFun package written in the Julia programming language, which achieves highly competitive computational costs by exploiting unique features of Julia

Evidence of the Poisson/Gaudin-Mehta phase transition for banded matrices on global scales

We prove that the Poisson/Gaudin--Mehta phase transition conjectured to occur when the bandwidth of an $N \times N$ symmetric banded matrix grows like $\sqrt N$ is observable as a critical point in the fourth moment of the level density for a wide class of symmetric banded matrices. A second critical point when the bandwidth grows like ${2 \over 5} N$ leads to a new conjectured phase transition in the eigenvalue localization, whose existence we demonstrate in numerical experiments

Classical and nonclassical symmetries of a generalized Boussinesq equation

We apply the Lie-group formalism and the nonclassical method due to Bluman and Cole to deduce symmetries of the generalized Boussinesq equation, which has the classical Boussinesq equation as an special case. We study the class of functions $f(u)$ for which this equation admit either the classical or the nonclassical method. The reductions obtained are derived. Some new exact solutions can be derived

Differential Invariants of Conformal and Projective Surfaces

We show that, for both the conformal and projective groups, all the differential invariants of a generic surface in three-dimensional space can be written as combinations of the invariant derivatives of a single differential invariant. The proof is based on the equivariant method of moving frames.Comment: This is a contribution to the Proceedings of the 2007 Midwest Geometry Conference in honor of Thomas P. Branson, published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals/SIGMA

GMRES for oscillatory matrix-valued differential equations

We investigate the use of Krylov subspace methods to solve linear, oscillatory ODEs. When we apply a Krylov subspace method to a properly formulated equation, we retain the asymptotic accuracy of the asymptotic expansion whilst converging to the exact solution. We will demonstrate the effectiveness of this method by computing Error and Mathieu functions