Long-time asymptotic for the Hirota equation via nonlinear steepest descent method

We present the Riemann–Hilbert problem formalism for the initial value problem for the Hirota equation on the line. We show that the solution of this initial value problem can be obtained from that of associated Riemann–Hilbert problem, which allows us to use nonlinear steepest descent method/Deift–Zhou method to analyze the long-time asymptotic for the Hirota equation.     

Long‐Time Asymptotics for the Focusing Nonlinear Schrödinger Equation with Nonzero Boundary Conditions at Infinity and Asymptotic Stage of Modulational Instability

We characterize the long‐time asymptotic behavior of the focusing nonlinear Schrödinger (NLS) equation on the line with symmetric, nonzero boundary conditions at infinity by using a variant of the recently developed inverse scattering transform (IST) for such problems and by employing the nonlinear steepest‐descent method of Deift and Zhou for oscillatory Riemann‐Hilbert problems. First, we formulate the IST over a single sheet of the complex plane without introducing the uniformization variable that was used by Biondini and Kova?i? in 2014. The solution of the focusing NLS equation with nonzero boundary conditions is thereby associated with a matrix Riemann‐Hilbert problem whose jumps grow exponentially with time for certain portions of the continuous spectrum. This growth is the signature of the well‐known modulational instability within the context of the IST. We then eliminate this growth by performing suitable deformations of the Riemann‐Hilbert problem in the complex spectral plane. The results demonstrate that the solution of the focusing NLS equation with nonzero boundary conditions remains bounded at all times. Moreover, we show that, asymptotically in time, the xt ‐plane decomposes into two types of regions: a left far‐field region and a right far‐field region, where the solution equals the condition at infinity to leading order up to a phase shift, and a central region in which the asymptotic behavior is described by slowly modulated periodic oscillations. Finally, we show how, in the latter region, the modulus of the leading‐order solution, initially obtained as a ratio of Jacobi theta functions, can be reduced to the well‐known elliptic solutions of the focusing NLS equation. These results provide the first characterization of the long‐time behavior of generic perturbations of a constant background in a modulationally unstable medium. © 2017 Wiley Periodicals, Inc.     

Universality of the double scaling limit in random matrix models

We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation kernel at such a critical point in a double scaling limit. The limiting kernels are constructed out of functions associated with the second Painlevé equation. This extends a result of Bleher and Its for the special case of a critical quartic potential. The two main tools we use are equilibrium measures and Riemann‐Hilbert problems. In our treatment of equilibrium measures we allow a negative density near the critical point, which enables us to treat all cases simultaneously. The asymptotic analysis of the Riemann‐Hilbert problem is done with the Deift‐Zhou steepest‐descent analysis. For the construction of a local parametrix at the critical point we introduce a modification of the approach of Baik, Deift, and Johansson so that we are able to satisfy the required jump properties exactly. © 2005 Wiley Periodicals, Inc.     

The Nonlinear Steepest Descent Method to Long-Time Asymptotics of the Coupled Nonlinear Schrödinger Equation

The Riemann–Hilbert problem for the coupled nonlinear Schrödinger equation is formulated on the basis of the corresponding \(3\times 3\) matrix spectral problem. Using the nonlinear steepest descent method, we obtain leading-order asymptotics for the Cauchy problem of the coupled nonlinear Schrödinger equation.     

Automatic Deformation of Riemann–Hilbert Problems with Applications to the Painlevé II Transcendents

The stability and convergence rate of Olver’s collocation method for the numerical solution of Riemann–Hilbert problems (RHPs) are 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 Painlevé II transcendents.     

Long-time asymptotics of the focusing Kundu–Eckhaus equation with nonzero boundary conditions

The long-time asymptotics of the focusing Kundu–Eckhaus equation with nonzero boundary conditions at infinity is investigated by the nonlinear steepest descent method of Deift and Zhou. Three asymptotic sectors in space–time plane are found: the plane wave sector I, plane wave sector II and an intermediate sector with a modulated one-phase elliptic wave. The asymptotic solutions of the three sectors are proposed by successively deforming the corresponding Riemann–Hilbert problems to solvable model problems. Moreover, a time-dependent g-function mechanism is introduced to remove the exponential growths of the jump matrices in the modulated one-phase elliptic wave sector. Finally, the modulational instability is studied to reveal the criterion for the existence of modulated elliptic waves in the central region.     

Singular Value Decomposition of a Finite Hilbert Transform Defined on Several Intervals and the Interior Problem of Tomography: The Riemann‐Hilbert Problem Approach

We study the asymptotics of singular values and singular functions of a finite Hilbert transform (FHT), which is defined on several intervals. Transforms of this kind arise in the study of the interior problem of tomography. We suggest a novel approach based on the technique of the matrix Riemann‐Hilbert problem (RHP) and the steepest‐descent method of Deift‐Zhou. We obtain a family of matrix RHPs depending on the spectral parameter λ and show that the singular values of the FHT coincide with the values of λ for which the RHP is not solvable. Expressing the leading‐order solution as λ → 0 of the RHP in terms of the Riemann Theta functions, we prove that the asymptotics of the singular values can be obtained by studying the intersections of the locus of zeroes of a certain Theta function with a straight line. This line can be calculated explicitly, and it depends on the geometry of the intervals that define the FHT. The leading‐order asymptotics of the singular functions and singular values are explicitly expressed in terms of the Riemann Theta functions and of the period matrix of the corresponding normalized differentials, respectively. We also obtain the error estimates for our asymptotic results. © 2016 Wiley Periodicals, Inc.     

On a Nonlinear,Nonlocal Parabolic Problem with Conservation of Mass,Mean and Variance

In this paper we prove that the steepest descent of certain porous-medium type functionals with respect to the quadratic Wasserstein distance over a constrained (but not weakly closed) manifold gives rise to a nonlinear, nonlocal parabolic partial differential equation connected to the study of the asymptotic behavior of solutions for filtration problems. The result by Carlen and Gangbo on constrained optimization for steepest descent of the negative Boltzmann entropy in the Wasserstein space is generalized to porous-medium type functionals. An interesting feature of the resulting Fokker-Planck equation is the nonlocality of its drift term occurring at the same time as its nonlinearity.     

Asymptotics of Discrete Painlevé V transcendents via the Riemann–Hilbert Approach

We study a system of discrete Painlevé V equations via the Riemann–Hilbert approach. We begin with an isomonodromy problem for dPV, which admits a discrete Riemann–Hilbert problem formulation. The asymptotics of the discrete Riemann–Hilbert problem is derived via the nonlinear steepest descent method of Deift and Zhou. In the analysis, a parametrix is constructed in terms of specific Painlevé V transcendents. As a result, the asymptotics of the dPV transcendents are represented in terms of the PV transcendents. In the special case, our result confirms a conjecture of Borodin, that the difference Schlesinger equations converge to the differential Schlesinger equations at the solution level.     

N solutions for a derivative nonlinear Schrödinger‐type equation via Riemann‐Hilbert approach

The inverse scattering transform for the derivative nonlinear Schrödinger‐type equation is studied via the Riemann‐Hilbert approach. In the direct scattering process, the spectral analysis of the Lax pair is performed, from which a Riemann‐Hilbert problem is established for the derivative nonlinear Schrödinger‐type equation. In the inverse scattering process, N‐soliton solutions of the derivative nonlinear Schrödinger‐type equation are obtained by solving Riemann‐Hilbert problems corresponding to the reflectionless cases. Moreover, the dynamics of the exact solutions are discussed.     

Painlevé II asymptotics near the leading edge of the oscillatory zone for the Korteweg—de Vries equation in the small‐dispersion limit

In the small‐dispersion limit, solutions to the Korteweg—de Vries equation develop an interval of fast oscillations after a certain time. We obtain a universal asymptotic expansion for the Korteweg—de Vries solution near the leading edge of the oscillatory zone up to second‐order corrections. This expansion involves the Hastings‐McLeod solution of the Painlevé II equation. We prove our results using the Riemann‐Hilbert approach. © 2009 Wiley Periodicals, Inc.     

A second‐order energy stable backward differentiation formula method for the epitaxial thin film equation with slope selection

In this article, we study a new second‐order energy stable Backward Differentiation Formula (BDF) finite difference scheme for the epitaxial thin film equation with slope selection (SS). One major challenge for higher‐order‐in‐time temporal discretizations is how to ensure an unconditional energy stability without compromising numerical efficiency or accuracy. We propose a framework for designing a second‐order numerical scheme with unconditional energy stability using the BDF method with constant coefficient stabilizing terms. Based on the unconditional energy stability property that we establish, we derive an stability for the numerical solution and provide an optimal convergence analysis. To deal with the highly nonlinear four‐Laplacian term at each time step, we apply efficient preconditioned steepest descent and preconditioned nonlinear conjugate gradient algorithms to solve the corresponding nonlinear system. Various numerical simulations are presented to demonstrate the stability and efficiency of the proposed schemes and solvers. Comparisons with other second‐order schemes are presented.     

The dual reciprocity boundary elements method for the linear and nonlinear two‐dimensional time‐fractional partial differential equations

In this paper, we apply the dual reciprocity boundary elements method for the numerical solution of two‐dimensional linear and nonlinear time‐fractional modified anomalous subdiffusion equations and time‐fractional convection–diffusion equation. The fractional derivative of problems is described in the Riemann–Liouville and Caputo senses. We employ the linear radial basis function for interpolation of the nonlinear, inhomogeneous and time derivative terms. This method is improved by using a predictor–corrector scheme to overcome the nonlinearity which appears in the nonlinear problems under consideration. The accuracy and efficiency of the proposed schemes are checked by five test problems. The proposed method is employed for solving some examples in two dimensions on unit square and also in complex regions to demonstrate the efficiency of the new technique. Copyright © 2016 John Wiley & Sons, Ltd.     

Non‐linear singular integral equations on a finite interval

A class of nonlinear singular integral equations of Cauchy type on a finite interval is transformed to an equivalent class of (discontinuous) boundary value problems for holomorphic functions in the complex unit disk. Using recent results on the solvability of explicit Riemann–Hilbert problems, we prove the existence of solutions to the integral equation with bounded piecewise continuous nonlinearities. We discuss the influence of parameters and additional conditions and demonstrate the approach for a free boundary problem arising from seepage near a channel. Copyright © 2001 John Wiley & Sons, Ltd.     

Two-Stage Method of Construction of Regularizing Algorithms for Nonlinear Ill-Posed Problems

For an equation with a nonlinear differentiable operator acting in a Hilbert space, we study a two-stage method of construction of a regularizing algorithm. First, we use the Lavrentiev regularization scheme. Then we apply to the regularized equation either Newton’s method or nonlinear analogs of α-processes: the minimum error method, the minimum residual method, and the steepest descent method. For these processes, we establish the linear convergence rate and the Fejér property of iterations. Two cases are considered: when the operator of the problem is monotone and when the operator is finite-dimensional and its derivative has nonnegative spectrum. For the two-stage method with a monotone operator, we give an error bound, which has optimal order on the class of sourcewise representable solutions. In the second case, the error of the method is estimated by means of the residual. The proposed methods and their modified analogs are implemented numerically for three-dimensional inverse problems of gravimetry and magnetometry. The results of the numerical experiment are discussed.     

Efficient numerical schemes for solving the self‐consistent field equations of flexible–semiflexible diblock copolymers

We present two efficient iterative schemes for solving the self‐consistent field equations of flexible–semiflexible diblock copolymers. One is a semi‐implicit scheme developed by employing asymptotic expansion, and the other is a hybrid scheme combining the robustness of the steepest descent method with the efficiency of the conjugate gradient method. In our position‐one‐dimensional and position‐two‐dimensional numerical experiments, we demonstrate that these schemes are much more efficient than the steepest descent method. Copyright © 2013 John Wiley & Sons, Ltd.     

Steepest descent preconditioning for nonlinear GMRES optimization

Steepest descent preconditioning is considered for the recently proposed nonlinear generalized minimal residual (N‐GMRES) optimization algorithm for unconstrained nonlinear optimization. Two steepest descent preconditioning variants are proposed. The first employs a line search, whereas the second employs a predefined small step. A simple global convergence proof is provided for the N‐GMRES optimization algorithm with the first steepest descent preconditioner (with line search), under mild standard conditions on the objective function and the line search processes. Steepest descent preconditioning for N‐GMRES optimization is also motivated by relating it to standard non‐preconditioned GMRES for linear systems in the case of a standard quadratic optimization problem with symmetric positive definite operator. Numerical tests on a variety of model problems show that the N‐GMRES optimization algorithm is able to very significantly accelerate convergence of stand‐alone steepest descent optimization. Moreover, performance of steepest‐descent preconditioned N‐GMRES is shown to be competitive with standard nonlinear conjugate gradient and limited‐memory Broyden–Fletcher–Goldfarb–Shanno methods for the model problems considered. These results serve to theoretically and numerically establish steepest‐descent preconditioned N‐GMRES as a general optimization method for unconstrained nonlinear optimization, with performance that appears promising compared with established techniques. In addition, it is argued that the real potential of the N‐GMRES optimization framework lies in the fact that it can make use of problem‐dependent nonlinear preconditioners that are more powerful than steepest descent (or, equivalently, N‐GMRES can be used as a simple wrapper around any other iterative optimization process to seek acceleration of that process), and this potential is illustrated with a further application example. Copyright © 2012 John Wiley & Sons, Ltd.     

Numerical Solution of Riemann–Hilbert Problems: Random Matrix Theory and Orthogonal Polynomials

Recently, a general approach to solving Riemann–Hilbert problems numerically has been developed. We review this numerical framework and apply it to the calculation of orthogonal polynomials on the real line. Combining this numerical algorithm with the approach of Bornemann to compute Fredholm determinants, we are able to calculate spectral densities and gap statistics for a broad class of finite-dimensional unitary invariant ensembles. We show that the accuracy of the numerical algorithm for approximating orthogonal polynomials is uniform as the degree grows, extending the existing theory to handle g-functions. As another example, we compute the Hastings–McLeod solution of the homogeneous Painlevé II equation.     

Numerical computation of the finite-genus solutions of the Korteweg–de Vries equation via Riemann–Hilbert problems

In this letter we describe how to compute the finite-genus solutions of the Korteweg–de Vries equation using a Riemann–Hilbert problem that is satisfied by the Baker–Akhiezer function corresponding to a Schrödinger operator with finite-gap spectrum. The recovery of the corresponding finite-genus solution is performed using the asymptotics of the Baker–Akhiezer function. This method has the benefit that the space and time dependence of the Baker–Akhiezer function appear in an explicit, linear and computable way. We make use of recent advances in the numerical solution of Riemann–Hilbert problems to produce an efficient and uniformly accurate numerical method for computing all finite-genus solutions of the KdV equation.     

Nonlinear Hamiltonian waves with constant frequency and surface waves on vorticity discontinuities

Waves with constant, nonzero linearized frequency form an interesting class of nondispersive waves whose properties differ from those of nondispersive hyperbolic waves. We propose an inviscid Burgers‐Hilbert equation as a model equation for such waves and give a dimensional argument to show that it models Hamiltonian surface waves with constant frequency. Using the method of multiple scales, we derive a cubically nonlinear, quasi‐linear, nonlocal asymptotic equation for weakly nonlinear solutions. We show that the same asymptotic equation describes surface waves on a planar discontinuity in vorticity in two‐dimensional inviscid, incompressible fluid flows. Thus, the Burgers‐Hilbert equation provides an effective equation for these waves. We describe the Hamiltonian structure of the Burgers‐Hilbert and asymptotic equations, and show that the asymptotic equation can also be derived by means of a near‐identity transformation. We derive a semiclassical approximation of the asymptotic equation and show that spatially periodic, harmonic traveling waves are linearly and modulationally stable. Numerical solutions of the Burgers‐Hilbert and asymptotic equations are in excellent agreement in the appropriate regime. In particular, the lifespan of small‐amplitude smooth solutions of the Burgers‐Hilbert equation is given by the cubically nonlinear timescale predicted by the asymptotic equation. © 2009 Wiley Periodicals, Inc.