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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Main Author: Olver, S
Format: Report
Published: Unspecified 2010
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author Olver, S
author_facet Olver, S
author_sort Olver, S
collection OXFORD
description 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 transcendents. An implementation in MATHEMATICA is made available online.
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institution University of Oxford
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spelling oxford-uuid:ed9da183-b953-4f8b-bb5c-76aac22d13682022-03-27T11:26:27ZA general framework for solving Riemann-Hilbert problems numericallyReporthttp://purl.org/coar/resource_type/c_93fcuuid:ed9da183-b953-4f8b-bb5c-76aac22d1368Mathematical Institute - ePrintsUnspecified2010Olver, SA 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 transcendents. An implementation in MATHEMATICA is made available online.
spellingShingle Olver, S
A general framework for solving Riemann-Hilbert problems numerically
title A general framework for solving Riemann-Hilbert problems numerically
title_full A general framework for solving Riemann-Hilbert problems numerically
title_fullStr A general framework for solving Riemann-Hilbert problems numerically
title_full_unstemmed A general framework for solving Riemann-Hilbert problems numerically
title_short A general framework for solving Riemann-Hilbert problems numerically
title_sort general framework for solving riemann hilbert problems numerically
work_keys_str_mv AT olvers ageneralframeworkforsolvingriemannhilbertproblemsnumerically
AT olvers generalframeworkforsolvingriemannhilbertproblemsnumerically