Numerical solution of Riemann-Hilbert problems: random matrix theory and orthogonal polynomials

DOI10.1007/s00365-013-9221-3zbMath1357.60015arXiv1210.2199OpenAlexW2009624315MaRDI QIDQ485294

Thomas Trogdon, Sheehan Olver

Publication date: 9 January 2015

Published in: Constructive Approximation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.2199

zbMATH Keywords

orthogonal polynomialsrandom matrix theoryRiemann-Hilbert problemsinvariant ensembles

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Related Items (11)

Open problems for Painlevé equations ⋮ Construction and implementation of asymptotic expansions for Jacobi-type orthogonal polynomials ⋮ An extension of the Derrida–Lebowitz–Speer–Spohn equation ⋮ Stability of the Lanczos algorithm on matrices with regular spectral distributions ⋮ A fast and well-conditioned spectral method for singular integral equations ⋮ On compound Riemann Hilbert boundary value problem in the framework of variable exponent spaces ⋮ Numerical inverse scattering for the Toda lattice ⋮ Fast sampling from \(\beta \)-ensembles ⋮ Sampling unitary ensembles ⋮ On the variable exponent Riemann boundary value problem for Liapunov open curve ⋮ On the application of GMRES to oscillatory singular integral equations

Uses Software

• DLMF

Cites Work

• A general framework for solving Riemann-Hilbert problems numerically
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• Nonlinear Steepest Descent and Numerical Solution of Riemann‐Hilbert Problems
• Numerical study of higher order analogues of the Tracy–Widom distribution
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