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20122026
most citedUniversality in Numerical Computations with Random Data. Case Studies

33 citations · 164 across the 51 of their papers we have counts for

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5 papers · 1 filter

math-ph2014★ 2 cited

Sampling unitary invariant ensembles

Sheehan Olver, Raj Rao Nadakuditi, Thomas Trogdon

We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point…

math-ph2014

An extension of the Derrida-Lebowitz-Speer-Spohn equation

Charles Bordenave, Pierre Germain, Thomas Trogdon

Derrida, Lebowitz, Speer and Spohn have proposed a simplified model to describe the low temperature Glauber dynamics of an anchored Toom interface. We show how the derivation of th…

math-ph2013★ 5 cited

Dispersive and soliton perturbations of finite-genus solutions of the KdV equation: computational results

Thomas Trogdon, Bernard Deconinck

All solutions of the Korteweg -- de Vries equation that are bounded on the real line are physically relevant, depending on the application area of interest. Usually, both analytica…

math-ph2013★ 18 cited

A numerical dressing method for the nonlinear superposition of solutions of the KdV equation

Thomas Trogdon, Bernard Deconinck

In this paper we present the unification of two existing numerical methods for the construction of solutions of the Korteweg-de Vries (KdV) equation. The first method is used to so…

math-ph2012

Numerical solution of Riemann--Hilbert problems: random matrix theory and orthogonal polynomials

Sheehan Olver, Thomas Trogdon

In recent developments, a general approach for solving Riemann--Hilbert problems numerically has been developed. We review this numerical framework, and apply it to the calculation…