A general framework for solving Riemann-Hilbert problems numerically (Q455673): Difference between revisions
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Let \(\Gamma\subset{\mathbb C}\) be a given contour. The author finds approximations for a function \(\Phi: {\mathbb C}\setminus\Gamma \mapsto {\mathbb C}^{2\times 2}\) which is analytic everywhere except on \(\Gamma\) such that \[ \Phi^{+}(t)=\Phi^{-}(t)G(t), \quad t\in\Gamma, \tag{RH} \] and \(\Phi(\infty) =I.\) Here \(G(t)\) is given \(2\times 2\) matrix defined on \(\Gamma\), \(\Phi^{+}\) and \(\Phi^{-}\) stand for the limits of \(\Phi\) as \(z\) approaches \(\Gamma\) from the left and from the right correspondingly, and \(I\) is the unit matrix. The boundary value problem (RH) is known as the matrix Riemann-Hilbert problem. The author proposes a numerical solution of the problem using an approximation of the Cauchy transform in terms of the Chebychev polynomial basis, and estimates the rate of convergence of the method. The last section of the paper contains examples of numerical approximation of the Painlevé transcendent functions by means of the Riemann-Hilbert approach, see [\textit{A. S. Fokas, A. R. Its, A. A. Kapaev} and \textit{V. Y. Novokshenov}, Painlevé transcendents: The Riemann-Hilbert Approach. Mathematical Surveys and Monographs 128. Providence, RI: American Mathematical Society (AMS) (2006; Zbl 1111.34001)]. | |||
Property / review text: Let \(\Gamma\subset{\mathbb C}\) be a given contour. The author finds approximations for a function \(\Phi: {\mathbb C}\setminus\Gamma \mapsto {\mathbb C}^{2\times 2}\) which is analytic everywhere except on \(\Gamma\) such that \[ \Phi^{+}(t)=\Phi^{-}(t)G(t), \quad t\in\Gamma, \tag{RH} \] and \(\Phi(\infty) =I.\) Here \(G(t)\) is given \(2\times 2\) matrix defined on \(\Gamma\), \(\Phi^{+}\) and \(\Phi^{-}\) stand for the limits of \(\Phi\) as \(z\) approaches \(\Gamma\) from the left and from the right correspondingly, and \(I\) is the unit matrix. The boundary value problem (RH) is known as the matrix Riemann-Hilbert problem. The author proposes a numerical solution of the problem using an approximation of the Cauchy transform in terms of the Chebychev polynomial basis, and estimates the rate of convergence of the method. The last section of the paper contains examples of numerical approximation of the Painlevé transcendent functions by means of the Riemann-Hilbert approach, see [\textit{A. S. Fokas, A. R. Its, A. A. Kapaev} and \textit{V. Y. Novokshenov}, Painlevé transcendents: The Riemann-Hilbert Approach. Mathematical Surveys and Monographs 128. Providence, RI: American Mathematical Society (AMS) (2006; Zbl 1111.34001)]. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Boris A. Kats / rank | |||
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Property / Mathematics Subject Classification ID: 65E05 / rank | |||
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Property / Mathematics Subject Classification ID: 30E25 / rank | |||
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Property / Mathematics Subject Classification ID: 33E17 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6097144 / rank | |||
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Property / zbMATH Keywords | |||
matrix Riemann-Hilbert boundary value problem | |||
Property / zbMATH Keywords: matrix Riemann-Hilbert boundary value problem / rank | |||
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Property / zbMATH Keywords | |||
Painlevé transcendent functions | |||
Property / zbMATH Keywords: Painlevé transcendent functions / rank | |||
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Cauchy transform | |||
Property / zbMATH Keywords: Cauchy transform / rank | |||
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Property / zbMATH Keywords | |||
Chebychev approximation | |||
Property / zbMATH Keywords: Chebychev approximation / rank | |||
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Property / describes a project that uses: DLMF / rank | |||
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Property / describes a project that uses: RHPackage / rank | |||
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Property / describes a project that uses | |||
Property / describes a project that uses: RiemannHilbert.jl / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s00211-012-0459-7 / rank | |||
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Property / OpenAlex ID: W2013562903 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 20:40, 19 March 2024
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English | A general framework for solving Riemann-Hilbert problems numerically |
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A general framework for solving Riemann-Hilbert problems numerically (English)
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22 October 2012
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Let \(\Gamma\subset{\mathbb C}\) be a given contour. The author finds approximations for a function \(\Phi: {\mathbb C}\setminus\Gamma \mapsto {\mathbb C}^{2\times 2}\) which is analytic everywhere except on \(\Gamma\) such that \[ \Phi^{+}(t)=\Phi^{-}(t)G(t), \quad t\in\Gamma, \tag{RH} \] and \(\Phi(\infty) =I.\) Here \(G(t)\) is given \(2\times 2\) matrix defined on \(\Gamma\), \(\Phi^{+}\) and \(\Phi^{-}\) stand for the limits of \(\Phi\) as \(z\) approaches \(\Gamma\) from the left and from the right correspondingly, and \(I\) is the unit matrix. The boundary value problem (RH) is known as the matrix Riemann-Hilbert problem. The author proposes a numerical solution of the problem using an approximation of the Cauchy transform in terms of the Chebychev polynomial basis, and estimates the rate of convergence of the method. The last section of the paper contains examples of numerical approximation of the Painlevé transcendent functions by means of the Riemann-Hilbert approach, see [\textit{A. S. Fokas, A. R. Its, A. A. Kapaev} and \textit{V. Y. Novokshenov}, Painlevé transcendents: The Riemann-Hilbert Approach. Mathematical Surveys and Monographs 128. Providence, RI: American Mathematical Society (AMS) (2006; Zbl 1111.34001)].
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matrix Riemann-Hilbert boundary value problem
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Painlevé transcendent functions
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Cauchy transform
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Chebychev approximation
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