A general framework for solving Riemann-Hilbert problems 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 transcenden...

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Bibliographic Details
Main Author: Olver, S
Format: Report
Published: Unspecified 2010