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math-ph2012
Numerical solution of Riemann--Hilbert problems: random matrix theory and orthogonal polynomials
Sheehan Olver, Thomas Trogdon
In recent developments, a general approach for solving Riemann--Hilbert problems numerically has been developed. We review this numerical framework, and apply it to the calculation…
math.NA2012
Nonlinear steepest descent and the numerical solution of Riemann-Hilbert problems
Sheehan Olver, Thomas Trogdon
The effective and efficient numerical solution of Riemann-Hilbert problems has been demonstrated in recent work. With the aid of ideas from the method of nonlinear steepest descent…