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We develop a new asymptotic method for the analysis of matrix Riemann-Hilbert problems. Our method is a generalization of the steepest descent method first proposed by Deift and Zhou; however our method systematically handles jump matrices…

Classical Analysis and ODEs · Mathematics 2007-05-23 K. T. -R. McLaughlin , P. D. Miller

In the application of the Deift-Zhou steepest descent method to the Riemann-Hilbert problem for orthogonal polynomials, a model Riemann-Hilbert problem that appears in the multi-cut case is solved with the use of hyperelliptic theta…

Classical Analysis and ODEs · Mathematics 2011-04-05 Arno Kuijlaars , Man Yue Mo

We consider polynomials that are orthogonal on $[-1,1]$ with respect to a modified Jacobi weight $(1-x)^\alpha (1+x)^\beta h(x)$, with $\alpha,\beta>-1$ and $h$ real analytic and stricly positive on $[-1,1]$. We obtain full asymptotic…

Classical Analysis and ODEs · Mathematics 2013-10-04 A. B. J. Kuijlaars , K. T-R McLaughlin , W. Van Assche , M. Vanlessen

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…

Complex Variables · Mathematics 2024-04-05 Haakan Hedenmalm

Using the steepest descent method of Deift-Zhou, we derive locally uniform asymptotic formulas for the Meixner polynomials. These include an asymptotic formula in a neighborhood of the origin, a result which as far as we are aware has not…

Classical Analysis and ODEs · Mathematics 2009-04-08 X. -S. Wang , R. Wong

In this survey, we review asymptotic results of some orthogonal polynomials which are relate to the Painlev\'e transcendents. They are obtained by applying Deift-Zhou's nonlinear steepest descent method for Riemann-Hilbert problems. In the…

Classical Analysis and ODEs · Mathematics 2016-09-15 Dan Dai

We obtain Plancherel-Rotach type asymptotics valid in all regions of the complex plane for orthogonal polynomials with varying weights of the form $e^{-NV(x)}$ on the real line, assuming that $V$ has only two Lipschitz continuous…

Classical Analysis and ODEs · Mathematics 2008-05-15 K. T. -R. McLaughlin , P. D. Miller

In this paper, we are interested in matrix valued orthogonal polynomials on the real line with respect to exponential weights. We obtain strong asymptotics as the degree tends to infinity in different regions of the complex plane, as well…

Classical Analysis and ODEs · Mathematics 2026-04-21 Alfredo Deaño , Pablo Román

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…

Mathematical Physics · Physics 2019-03-21 Percy Deift

We consider the normal matrix model with a cubic potential. The model is ill-defined, and in order to reguralize it, Elbau and Felder introduced a model with a cut-off and corresponding system of orthogonal polynomials with respect to a…

Mathematical Physics · Physics 2015-01-20 Pavel M. Bleher , Arno B. J. Kuijlaars

Using the steepest descent method for oscillatory Riemann-Hilbert problems introduced by Deift and Zhou [Ann. Math. {\bf 137}(1993), 295-368], we derive asymptotic formulas for the Meixner polynomials in two regions of the complex plane…

Classical Analysis and ODEs · Mathematics 2015-03-17 X. -S. Wang , R. Wong

We study polynomials that are orthogonal with respect to a varying quartic weight \exp(-N(x^2/2+tx^4/4)) for t<0, where the orthogonality takes place on certain contours in the complex plane. Inspired by developments in 2D quantum gravity,…

Classical Analysis and ODEs · Mathematics 2010-07-30 Maurice Duits , Arno Kuijlaars

We obtain a full asymptotic expansion for orthogonal polynomials with respect to weighted area measure on a Jordan domain $\mathscr{D}$ with real-analytic boundary. The weight is fixed and assumed to be real-analytically smooth and strictly…

Complex Variables · Mathematics 2020-08-28 Haakan Hedenmalm , Aron Wennman

We carry out the asymptotic analysis as $n \to \infty$ of a class of orthogonal polynomials $p_{n}(z)$ of degree $n$, defined with respect to the planar measure \begin{equation*} d\mu(z) = (1-|z|^{2})^{\alpha-1}|z-x|^{\gamma}\mathbf{1}_{|z|…

Mathematical Physics · Physics 2025-06-09 Alfredo Deaño , Kenneth T-R McLaughlin , Leslie Molag , Nick Simm

We study asymptotics of the recurrence coefficients of orthogonal polynomials associated to the generalized Jacobi weight, which is a weight function with a finite number of algebraic singularities on $[-1,1]$. The recurrence coefficients…

Classical Analysis and ODEs · Mathematics 2007-05-23 M. Vanlessen

We compute the pointwise asymptotics of orthogonal polynomials with respect to a general class of pure point measures supported on finite sets as both the number of nodes of the measure and also the degree of the orthogonal polynomials…

Classical Analysis and ODEs · Mathematics 2007-05-23 Jinho Baik , Thomas Kriecherbauer , Ken T. -R. McLaughlin , Peter D. Miller

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 for Riemann-Hilbert problems, the resulting numerical…

Numerical Analysis · Mathematics 2015-03-20 Sheehan Olver , Thomas Trogdon

This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…

Mathematical Physics · Physics 2008-06-26 Pavel M. Bleher

We consider polynomials orthogonal on $[0,\infty)$ with respect to Laguerre-type weights $w(x)=x^\alpha e^{-Q(x)}$, where $\alpha>-1$ and where $Q$ denotes a polynomial with positive leading coefficient. The main purpose of this paper is to…

Classical Analysis and ODEs · Mathematics 2007-05-23 M. Vanlessen

We consider the asymptotics of orthogonal polynomials for measures that are differentiable, but not necessarily analytic, multiplicative perturbations of Jacobi-like measures supported on disjoint intervals. We analyze the Fokas-Its-Kitaev…

Classical Analysis and ODEs · Mathematics 2026-01-30 Thomas Trogdon
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