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The purpose of this paper is to push forward the theory of operator-valued Riemann Hilbert problems and demonstrate their effectiveness in respect to the implementation of a non-linear steepest descent method \textit{\'{a} la} Deift-Zhou.…

Mathematical Physics · Physics 2014-11-06 A. R. Its , K. K. Kozlowski

In this article, we continue the development of the Riemann-Hilbert formalism for studying the asymptotics of Toeplitz+Hankel determinants with non-identical symbols, which we initiated in \cite{GI}. In \cite{GI}, we showed that the…

Mathematical Physics · Physics 2025-09-17 Roozbeh Gharakhloo , Alexander Its

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

The rigorous asymptotic analysis for the Riemann problem of the defocusing nonlinear Schr\"{o}dinger hydrodynamics is a very interesting problem with many challenges. To date, the full analysis of this problem remains open. In this work,…

Analysis of PDEs · Mathematics 2026-03-31 Deng-Shan Wang , Peng Yan

We analyze the long-time asymptotics for the Degasperis--Procesi equation on the half-line. By applying nonlinear steepest descent techniques to an associated $3 \times 3$-matrix valued Riemann--Hilbert problem, we find an explicit formula…

Analysis of PDEs · Mathematics 2018-01-15 A. Boutet de Monvel , J. Lenells , D. Shepelsky

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

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

We present a new and relatively elementary method for studying the solution of the initial-value problem for dispersive linear and integrable equations in the large-$t$ limit, based on a generalization of steepest descent techniques for…

Analysis of PDEs · Mathematics 2018-09-06 Momar Dieng , Kenneth D. T. -R. McLaughlin , Peter D. Miller

In this paper, we investigate a determinantal point process on the interval $(-s,s)$, associated with the confluent hypergeometric kernel. Let $\mathcal{K}^{(\alpha,\beta)}_s$ denote the trace class integral operator acting on $L^2(-s, s)$…

Probability · Mathematics 2024-05-07 Dan Dai , Luming Yao , Yu Zhai

We study the asymptotic behavior of Riemann-Hilbert problems (RHP) arising in the AKNS hierarchy of integrable equations. Our analysis is based on the $\dbar$-steepest descent method. We consider RHPs arising from the inverse scattering…

Exactly Solvable and Integrable Systems · Physics 2021-06-14 Fudong Wang , Wen-Xiu Ma

The asymptotics of the generic second Painleve transcendent in the complex domain is found and justified via the direct asymptotic analysis of the associated Riemann-Hilbert problem based on the Deift-Zhou nonlinear steepest descent method.…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. R. Its , A. A. Kapaev

We study whether in the setting of the Deift-Zhou nonlinear steepest descent method one can avoid solving local parametrix problems explicitly, while still obtaining asymptotic results. We show that this can be done, provided an a priori…

Complex Variables · Mathematics 2024-01-10 Mateusz Piorkowski

We study the asymptotic behavior of oscillatory Riemann-Hilbert problems arising in the AKNS hierarchy of integrable nonlinear PDE's. Our method is based on the Deift-Zhou nonlinear steepest descent method in which the given Riemann-Hilbert…

Classical Analysis and ODEs · Mathematics 2010-08-13 Yen Do

We develop a complete Deift-Zhou steepest descent analysis for a 3x3 matrix Riemann-Hilbert problem arising in quadratic Hermite-Pade approximation and multiple orthogonality. We focus on a regular two-edge regime with a hard edge at 0 and…

Classical Analysis and ODEs · Mathematics 2026-02-09 Artur Kandaian

We present a new Riemann-Hilbert problem formalism for the initial value problem for the derivative nonlinear Schr\"odinger (DNLS) equation on the line. We show that the solution of this initial value problem can be obtained from the…

Exactly Solvable and Integrable Systems · Physics 2015-06-11 Jian Xu , Engui Fan

We study the Fredholm determinant of an integral operator associated to the hard edge Pearcey kernel. This determinant appears in a variety of random matrix and non-intersecting paths models. By relating the logarithmic derivatives of the…

Probability · Mathematics 2022-09-27 Luming Yao , Lun Zhang

Correlation functions of the XXZ spin chain in the critical regime is studied at zero-temperature. They are exactly represented in the Fredholm determinant form and are related with an operator-valued Riemann-Hilbert problem. Analyzing this…

Condensed Matter · Physics 2009-10-31 Yasuhiro Fujii , Miki Wadati

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 derive the leading asymptotic behavior and build a new series representation for the Fredholm determinant of integrable integral operators appearing in the representation of the time and distance dependent correlation functions of…

Mathematical Physics · Physics 2015-04-30 K. K. Kozlowski

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
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