Related papers: Riemann-Hilbert Problem for the Matrix Laguerre Bi…
In this paper we use the Riemann-Hilbert problem, with jumps supported on appropriate curves in the complex plane, for matrix biorthogonal polynomials and apply it to find Sylvester systems of differential equations for the orthogonal…
We consider matrix orthogonal polynomials related to Jacobi type matrices of weights that can be defined in terms of a given matrix Pearson equation. Stating a Riemann-Hilbert problem we can derive first and second order differential…
We consider matrix orthogonal polynomials related to Bessel type matrices of weights that can be defined in terms of a given matrix Pearson equation. From a Riemann-Hilbert problem we derive first and second order differential relations for…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain information about the matrix orthogonal polynomials and functions of second kind associated with a weight matrix. We deduce properties for the…
Matrix Szego biorthogonal polynomials for quasi-definite matrices of measures are studied. For matrices of Holder weights a Riemann-Hilbert problem is uniquely solved in terms of the matrix Szego polynomials and its Cauchy transforms. The…
We consider biorthogonal polynomials that arise in the study of a generalization of two--matrix Hermitian models with two polynomial potentials V_1(x), V_2(y) of any degree, with arbitrary complex coefficients. Finite consecutive…
We characterize the biorthogonal polynomials that appear in the theory of coupled random matrices via a Riemann-Hilbert problem. Our Riemann-Hilbert problem is different from the ones that were proposed recently by Ercolani and McLaughlin,…
In this paper matrix orthogonal polynomials in the real line are described in terms of a Riemann--Hilbert problem. This approach provides an easy derivation of discrete equations for the corresponding matrix recursion coefficients. The…
For the bi-orthogonal polynomials with the third degree polynomial potential functions, the 3 x 3 matrix Riemann-Hilbert problem is explicitly constructed. The developed approach admits an extension to the bi-orthogonal polynomials with…
Riemann-Hilbert problems are jump problems for holomorphic functions along given interfaces. They arise in various contexts, e.g. in the asymptotic study of certain nonlinear partial differential equations and in the asymptotic analysis of…
This preprint is the introduction of my habilitation thesis for Paris7 university. It is a sumary of a collection of works on the 2 matrix model. In an introduction, 3 different and unequivalent definitions of matrix models are given…
We study the Hankel determinant generated by the Laguerre weight with jump discontinuities at $t_k, k=1,\cdots,m$. By employing the ladder operator approach to establish Riccati equations, we show that $\sigma_n(t_1,\cdots,t_m)$, the…
We consider the discontinuous semi-classical Laguerre weight function with a jump $w(x;t,s)=\mathrm{e}^{-x^2+tx}(A+B\theta(x-s))$, where $x\in\mathbf{R}$, $t,s\ge0$, $A\ge0$, $A+B\ge0$, where $\theta(x)$ is 1 for $x > 0$ and 0 otherwise.…
We study polynomials that are orthogonal with respect to the modified Laguerre weight $z^{-n + \nu} e^{-Nz} (z-1)^{2b}$ in the limit where $n, N \to \infty$ with $N/n \to 1$ and $\nu$ is a fixed number in $\mathbb{R} \setminus…
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 of orthogonal polynomials on the real line. Combining this…
The polynomial eigenvalue problem arises in many applications and has received a great deal of attention over the last decade. The use of root-finding methods to solve the polynomial eigenvalue problem dates back to the work of…
We give a Riemann-Hilbert approach to the theory of matrix orthogonal polynomials. We will focus on the algebraic aspects of the problem, obtaining difference and differential relations satisfied by the corresponding orthogonal polynomials.…
These lectures introduce the method of nonlinear steepest descent for Riemann-Hilbert problems. This method finds use in studying asymptotics associated to a variety of special functions such as the Painlev\'{e} equations and orthogonal…
We describe a refined version of the discrete Painlev\'e identification problem that emphasizes the importance on going beyond just the surface type in describing a discrete Painlev\'e dynamic. We give an example of solving such…
A Riemann-Hilbert problem for a $q$-difference Painlev\'e equation, known as $q\textrm{P}_{\textrm{IV}}$, is shown to be solvable. This yields a bijective correspondence between the transcendental solutions of $q\textrm{P}_{\textrm{IV}}$…