Solution of Riemann-Hilbert problem related to Wiener-Hopf matrix factorization problem using ordinary differential equations in the commutative case

DOI10.1093/QJMAM/HBT017MaRDI QIDQ5169352zbMATH OpenOpenAlexFDO

Authors A. V. Shanin

Publication date 22 July 2014

Published in The Quarterly Journal of Mechanics and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1301.4000

zbMATH Keywords

Hurd's methodJones-Moiseev class

Mathematics Subject Classification ID

Factorization of matrices (15A23) Riemann-Hilbert problems in context of PDEs (35Q15)

Abstract: A matrix factorization problem is considered. The matrix to be factorized is algebraic, has dimension 2 X 2 and belongs to Moiseev's class. A new method of factorization is proposed. First, the matrix factorization problem is reduced to a Riemann-Hilbert problem using the Hurd's method. Secondly, the Riemann-Hilbert problem is embedded into a family of Riemann-Hilbert problems indexed by a variable b taking values on a half-line. A linear ordinary differential equation (ODE1) with respect to b is derived. The coefficient of this equation remains unknown at this step. Finally, the coefficient of the ODE1 is computed. For this, it is proven that it obeys a non-linear ordinary differential equation (ODE2) on a half-line. Thus, the numerical procedure of matrix factorization becomes reduced to two runs of solving of ordinary differential equations on a half-line: first ODE2 for the coefficient of ODE1, and then ODE1 for the unknown function. The efficiency of the new method is demonstrated on some examples.

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• Exact solutions for a class of matrix Riemann-Hilbert problems
• A symmetric Riemann-Hilbert problem for order-4 vectors in diffraction theory

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