Quadratic Hermite-Padé approximation to the exponential function: A Riemann-Hilbert approach (Q2386422)

The scaled Hermite-Padé approximants \(P_n, Q_n, R_n\) of order \(n\) to the exponential function are defined as the -- up to a common factor unique -- polynomials of degree \(n\) satisfying \[ P_n \Big( \frac{z}{3n}\Big) + Q_n \Big( \frac{z}{3n}\Big) e^z + R_n \Big( \frac{z}{3n}\Big) e^{2z} = O (z^{3n+2}) \] as \(z\to 0\). The authors investigate the asymptotic behaviour of \(P_n, Q_n, R_n\) and of the remainder term \[ E_n (z) = P_n (z) e^{-3nz} + Q_n (z) + R_n (z) e^{3nz} \] in every region of the complex plane. From these asymptotics, the limit distributions of the zeros are deduced. The results are strongly related to recent work of \textit{H. Stahl} [Electron. Trans. Numer. Anal. 14, 195--222 (2002; Zbl 1030.41013) and J. Approximation Theory 125, 238--294 (2003; Zbl 1044.41009)]. However, while Stahl's proofs are based on saddle point analysis for explicit integral formulas of \(P_n, Q_n\) and \(R_n\), the authors propose a different approach based on a Riemann-Hilbert formulation combined with a steepest descent analysis for Riemann-Hilbert problems. In the present situation, the Riemann-Hilbert problem consists in finding an appropriate \(3 \times 3\) matrix-valued function \(Y\) on \(\mathbb{C} \setminus \Gamma\), where \(\Gamma\) is a closed contour surrounding origin which is chosen in such a way that it contains two cuts arising from the 3-sheeted Riemann surface of \(z = (w^2 - 1/3)/(w(w^2-1))\).