4.5 Article

A general framework for solving Riemann-Hilbert problems numerically

Journal

NUMERISCHE MATHEMATIK
Volume 122, Issue 2, Pages 305-340

Publisher

SPRINGER
DOI: 10.1007/s00211-012-0459-7

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A new, numerical framework for the approximation of solutions to matrix-valued Riemann-Hilbert problems is developed, based on a recent method for the homogeneous Painlev, II Riemann-Hilbert problem. We demonstrate its effectiveness by computing solutions to other Painlev, transcendents. An implementation in Mathematica is made available online.

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