Numerical solution of Riemann-Hilbert problems: Painleve II

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.

Bibliographic Details
Main Author:	Olver, S
Format:	Report
Published:	Unspecified 2009

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