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A general framework for solving Riemann-Hilbert problems numerically

Abstract:
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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Unspecified
Publication date:
2010-06-01


UUID:
uuid:ed9da183-b953-4f8b-bb5c-76aac22d1368
Local pid:
oai:eprints.maths.ox.ac.uk:938
Deposit date:
2011-05-20
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