Riemann--Hilbert Problems

MaRDI QIDQ5217138zbMATH OpenFDO

Authors Percy A. Deift

Publication date 21 February 2020

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

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) Inverse problems (Riemann-Hilbert, inverse differential Galois, etc.) for ordinary differential equations in the complex domain (34M50) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Singular perturbation problems for ordinary differential equations in the complex domain (complex WKB, turning points, steepest descent) (34M60)

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.

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Cited in

(24)

• Separation principles and Riemann-Hilbert problems
• On the spectral properties of the Hilbert transform operator on multi-intervals
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• On Hilbert and Riemann problems. An alternative approach
• On the origins of Riemann–Hilbert problems in mathematics*
• Fredholm determinant representation of the homogeneous Painlevé II τ-function
• Discrete Riemann-Hilbert problem and interpolation of entire functions
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• A Riemann-Hilbert approach to skew-orthogonal polynomials of symplectic type
• Boundary statistics for the six-vertex model with DWBC
• Law of large numbers and central limit theorem for random sets of solitons of the focusing nonlinear Schrödinger equation

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