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Numerical solution of Riemann-Hilbert problems: Painleve II

Abstract:
We describe a new spectral method for solving matrix-valued Riemann-Hilbert problems numerically. We demonstrate the effectiveness of this approach by computing solutions to the homogeneous Painleve II equation. This can be used to relate initial conditions with asymptotic behaviour.

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Unspecified
Publication date:
2009-12-01
UUID:
uuid:3fa4f8d0-821f-4c32-ace9-f8ff0639788c
Local pid:
oai:eprints.maths.ox.ac.uk:900
Deposit date:
2011-05-20

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