Computation of equilibrium measures

We present a new way of computing equilibrium measures, based on the Riemann-Hilbert formulation. For equilibrium measures whose support is a single interval, the simple algorithm consists of a Newton-Raphson iteration where each step only involves fast cosine transforms. The approach is then generalized for multiple intervals

Computing the Hilbert transform and its inverse

We construct a new method for approximating Hilbert transforms and their inverse throughout the complex plane. Both problems can be formulated as Riemann-Hilbert problems via Plemelj's lemma. Using this framework, we re-derive existing approaches for computing Hilbert transforms over the real line and unit interval, with the added benefit that we can compute the Hilbert transform in the complex plane. We then demonstrate the power of this approach by generalizing to the half line. Combining two half lines, we can compute the Hilbert transform of a more general class of functions on the real line than is possible with existing methods

A note on hierarchical hubbing for a generalization of the VPN problem

Robust network design refers to a class of optimization problems that occur when designing networks to efficiently handle variable demands. The notion of "hierarchical hubbing" was introduced (in the narrow context of a specific robust network design question), by Olver and Shepherd [2010]. Hierarchical hubbing allows for routings with a multiplicity of "hubs" which are connected to the terminals and to each other in a treelike fashion. Recently, Fr\'echette et al. [2013] explored this notion much more generally, focusing on its applicability to an extension of the well-studied hose model that allows for upper bounds on individual point-to-point demands. In this paper, we consider hierarchical hubbing in the context of a previously studied (and extremely natural) generalization of the hose model, and prove that the optimal hierarchical hubbing solution can be found efficiently. This result is relevant to a recently proposed generalization of the "VPN Conjecture".Comment: 14 pages, 1 figur

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

A general framework for solving Riemann-Hilbert problems\ud numerically

A new, numerical framework for the approximation of solutions to matrix-valued Riemann-Hilbert problems is developed, based on a recent method for the homogeneous Painlev\'e II Riemann- Hilbert problem. We demonstrate its effectiveness by computing solutions to other Painlev\'e transcendents.\ud \ud An implementation in MATHEMATICA is made available online

Fast, numerically stable computation of oscillatory integrals with stationary points

We present a numerically stable way to compute oscillatory integrals of the form $\int{-1}^{1} f(x)e^{i\omega g(x)}dx$. For each additional frequency, only a small, well-conditioned linear system with a Hessenberg matrix must be solved, and the amount of work needed decreases as the frequency increases. Moreover, we can modify the method for computing oscillatory integrals with stationary points. This is the first stable algorithm for oscillatory integrals with stationary points which does not lose accuracy as the frequency increases and does not require deformation into the complex plane

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

The perturbed Bessel equation, I. A Duality Theorem

The Euler-Gauss linear transformation formula for the hypergeometric function was extended by Goursat for the case of logarithmic singularities. By replacing the perturbed Bessel differential equation by a monodromic functional equation, and studying this equation separately from the differential equation by an appropriate Laplace-Borel technique, we associate with the latter equation another monodromic relation in the dual complex plane. This enables us to prove a duality theorem and to extend Goursat's formula to much larger classes of functions

Analytical description of the coherent structures within the hyperbolic generalization of Burgers equation

We present new periodic, kink-like and soliton-like travelling wave solutions to the hyperbolic generalization of Burgers equation. To obtain them, we employ the classical and generalized symmetry methods and the ansatz-based approachComment: 12 pages, 8 figure