73 citations · 250 across the 39 of their papers we have counts for
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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…
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…
Numerical computation of convolutions in free probability theory
Sheehan Olver, Raj Rao Nadakuditi
We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties…
A fast and well-conditioned spectral method
Sheehan Olver, Alex Townsend
A spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, a…