Riemann--Hilbert Problems

zbMATH Open1443.34097arXiv1903.08304MaRDI QIDQ5217138FDOQ5217138

Percy A. Deift

Publication date: 21 February 2020

Abstract: These lectures introduce the method of nonlinear steepest descent for Riemann-Hilbert problems. This method finds use in studying asymptotics associated to a variety of special functions such as the Painlev'{e} equations and orthogonal polynomials, in solving the inverse scattering problem for certain integrable systems, and in proving universality for certain classes of random matrix ensembles. These lectures highlight a few such applications.

Full work available at URL: https://arxiv.org/abs/1903.08304

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Mathematics Subject Classification ID

Classical hypergeometric functions, ({}_2F_1) (33C05) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Inverse problems (Riemann-Hilbert, inverse differential Galois, etc.) for ordinary differential equations in the complex domain (34M50) Singular perturbation problems for ordinary differential equations in the complex domain (complex WKB, turning points, steepest descent) (34M60)

Cited In (19)

• Uniform asymptotics of Toeplitz determinants with Fisher-Hartwig singularities
• On Hilbert and Riemann problems. An alternative approach
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the origins of Riemann–Hilbert problems in mathematics*
• Separation principles and Riemann-Hilbert problems
• Universality for multiplicative statistics of Hermitian random matrices and the integro-differential Painlevé II equation
• The Riemann-Hilbert problem and special functions
• Riemann-Hilbert problems, Toeplitz operators and ergosurfaces
• The Riemann-Hilbert problem
• On the spectral properties of the Hilbert transform operator on multi-intervals
• A Riemann-Hilbert approach to skew-orthogonal polynomials of symplectic type
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fredholm determinant representation of the homogeneous Painlevé II τ-function
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• Title not available (Why is that?)

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