Automatic deformation of Riemann-Hilbert problems with applications to the Painlevé II transcendents

DOI10.1007/S00365-013-9199-XzbMATH Open1306.65297arXiv1206.2446OpenAlexW2163913106MaRDI QIDQ485296FDOQ485296

Georg Wechslberger, Folkmar Bornemann

Publication date: 9 January 2015

Published in: Constructive Approximation (Search for Journal in Brave)

Abstract: The stability and convergence rate of Olver's collocation method for the numerical solution of Riemann-Hilbert problems (RHPs) is known to depend very sensitively on the particular choice of contours used as data of the RHP. By manually performing contour deformations that proved to be successful in the asymptotic analysis of RHPs, such as the method of nonlinear steepest descent, the numerical method can basically be preconditioned, making it asymptotically stable. In this paper, however, we will show that most of these preconditioning deformations, including lensing, can be addressed in an automatic, completely algorithmic fashion that would turn the numerical method into a black-box solver. To this end, the preconditioning of RHPs is recast as a discrete, graph-based optimization problem: the deformed contours are obtained as a system of shortest paths within a planar graph weighted by the relative strength of the jump matrices. The algorithm is illustrated for the RHP representing the Painlev'e II transcendents.

Full work available at URL: https://arxiv.org/abs/1206.2446

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zbMATH Keywords

convergencenumerical examplesstabilitypreconditioninggreedy algorithmRiemann-Hilbert problemscollocation methoddiscrete optimizationcontour deformationPainlevé II

Mathematics Subject Classification ID

General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical methods for integral equations (65R20) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Boundary value problems in the complex plane (30E25) Integral equations with kernels of Cauchy type (45E05)

Cites Work

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Cited In (4)

• Open problems for Painlevé equations
• Numerical Methods for the Discrete Map $$Z^a$$ Z a
• A general framework for solving Riemann-Hilbert problems numerically
• Numerical solution of Riemann-Hilbert problems: random matrix theory and orthogonal polynomials

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