activity
20022023
most citedOn the Numerical Evaluation of Fredholm Determinants

286 citations · 587 across the 20 of their papers we have counts for

collaborators

23 papers

math.PR2023★ 4 cited

Asymptotic expansions relating to the lengths of longest monotone subsequences of involutions

Folkmar Bornemann

We study the distribution of the length of longest monotone subsequences in random (fixed-point free) involutions of integers as grows large, establishing asymptotic expans…

math.PR2023★ 5 cited

Asymptotic expansions relating to the distribution of the length of longest increasing subsequences

Folkmar Bornemann

We study the distribution of the length of longest increasing subsequences in random permutations of integers as grows large and establish an asymptotic expansion in powers…

math.CO2022★ 10 cited

A Stirling-type formula for the distribution of the length of longest increasing subsequences

Folkmar Bornemann

The discrete distribution of the length of longest increasing subsequences in random permutations of integers is deeply related to random matrix theory. In a seminal work, Baik…

math.CA2022

The Challenge of Sixfold Integrals: The Closed-Form Evaluation of Newton Potentials between Two Cubes

Folkmar Bornemann

The challenge of explicitly evaluating, in elementary closed form, the weakly singular sixfold integrals for potentials and forces between two cubes has been taken up at various pl…

math.CV2021★ 2 cited

A Jentzsch-Theorem for Kapteyn, Neumann, and General Dirichlet Series

Folkmar Bornemann

Comparing phase plots of truncated series solutions of Kepler's equation by Lagrange's power series with those by Bessel's Kapteyn series strongly suggest that a Jentzsch-type theo…

math.NA2020

Efficient numerical evaluation of thermodynamic quantities on infinite (semi-)classical chains

Christian B. Mendl, Folkmar Bornemann

This work presents an efficient numerical method to evaluate the free energy density and associated thermodynamic quantities of (quasi) one-dimensional classical systems, by combin…

math-ph2016

Finite size effects for spacing distributions in random matrix theory: circular ensembles and Riemann zeros

Folkmar Bornemann, Peter J. Forrester, Anthony Mays

According to Dyson's three fold way, from the viewpoint of global time reversal symmetry there are three circular ensembles of unitary random matrices relevant to the study of chao…

math.NA2015★ 1 cited

Numerical Methods for the Discrete Map

Folkmar Bornemann, Alexander Its, Sheehan Olver +1

As a basic example in nonlinear theories of discrete complex analysis, we explore various numerical methods for the accurate evaluation of the discrete map introduced by Agaf…

math.PR2015★ 16 cited

A note on the expansion of the smallest eigenvalue distribution of the LUE at the hard edge

Folkmar Bornemann

In a recent paper, Edelman, Guionnet and Péché conjectured a particular correction term of the smallest eigenvalue distribution of the Laguerre unitary ensemble (LUE) of o…

math.PR2015

Singular Values and Evenness Symmetry in Random Matrix Theory

Folkmar Bornemann, Peter J. Forrester

Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular v…

math.PR2015

The Singular Values of the GOE

Folkmar Bornemann, Michael La Croix

As a unifying framework for examining several properties that nominally involve eigenvalues, we present a particular structure of the singular values of the Gaussian orthogonal ens…

math.CA2012★ 22 cited

Joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles

N. S. Witte, F. Bornemann, P. J. Forrester

The density function for the joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles is found in terms of a Painlevé II transcendent and its as…

math.NA2012★ 2 cited

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

Georg Wechslberger, Folkmar Bornemann

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…

math.NA2012

On the convergence rates of Gauss and Clenshaw-Curtis quadrature for functions of limited regularity

Shuhuang Xiang, Folkmar Bornemann

We study the optimal general rate of convergence of the n-point quadrature rules of Gauss and Clenshaw-Curtis when applied to functions of limited regularity: if the Chebyshev coef…

math.NA2011

Optimal Contours for High-Order Derivatives

Folkmar Bornemann, Georg Wechslberger

As a model of more general contour integration problems we consider the numerical calculation of high-order derivatives of holomorphic functions using Cauchy's integral formula. Bo…

math-ph2011★ 11 cited

On the Scaling Limits of Determinantal Point Processes with Kernels Induced by Sturm-Liouville Operators

Folkmar Bornemann

By applying an idea of Borodin and Olshanski [J. Algebra 313 (2007), 40-60], we study various scaling limits of determinantal point processes with trace class projection kernels gi…

math.PR2009★ 77 cited

On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review

Folkmar Bornemann

In this paper we review and compare the numerical evaluation of those probability distributions in random matrix theory that are analytically represented in terms of Painlevé trans…

math.PR2009★ 18 cited

Asymptotic Independence of the Extreme Eigenvalues of GUE

Folkmar Bornemann

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitar…

math-ph2008★ 42 cited

The Airy_1 process is not the limit of the largest eigenvalue in GOE matrix diffusion

Folkmar Bornemann, Patrik L. Ferrari, Michael Prähofer

Using a systematic approach to evaluate Fredholm determinants numerically, we provide convincing evidence that the Airy_1-process, arising as a limit law in stochastic surface grow…

math.NA2008★ 286 cited

On the Numerical Evaluation of Fredholm Determinants

Folkmar Bornemann

Some significant quantities in mathematics and physics are most naturally expressed as the Fredholm determinant of an integral operator, most notably many of the distribution funct…

math.NA2005★ 4 cited

A Model for Understanding Numerical Stability

Folkmar Bornemann

We present a model of roundoff error analysis that combines simplicity with predictive power. Though not considering all sources of roundoff within an algorithm, the model is relat…

math.NA2004★ 83 cited

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

Folkmar Bornemann, Christian Rasch

We propose a linear finite-element discretization of Dirichlet problems for static Hamilton-Jacobi equations on unstructured triangulations. The discretization is based on simplifi…

math.NA2002★ 4 cited

Runge-Kutta methods, trees, and Mathematica

Folkmar Bornemann

A simple and elementary proof of Butcher's theorem on the order conditions of Runge-Kutta methods is presented. It is based on a recursive definition of rooted trees and avoids com…