Related papers: The Riemann-Hilbert Problem for the Bi-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…
In this paper we describe various applications of the Riemann-Hilbert method to the theory of orthogonal polynomials on the line and on the circle.
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 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…
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…
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.…
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…
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…
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…
The Riemann-Hilbert problems for multiple orthogonal polynomials of types I and II are used to derive string equations associated to pairs of Lax-Orlov operators. A method for determining the quasiclassical limit of string equations in the…
We find a local $(d+1) \times (d+1)$ Riemann-Hilbert problem characterizing the skew-orthogonal polynomials associated to the partition function of the Gaussian Orthogonal Ensemble of random matrices with a potential function of degree $d$.…
We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…
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…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
The Riemann-Hilbert boundary value problem is studied for a class of planar complex vector fields $L$ in a simply connected open set $\Om\subset\R^2$. The first integrals of $L$ are used to reduce the problem into a collection of classical…
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 theory of bi-orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to…
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…
In this paper the Riemann-Hilbert problem, with jump supported on a appropriate curve on the complex plane with a finite endpoint at the origin, is used for the study of corresponding matrix biorthogonal polynomials associated with Laguerre…
The vector Riemann-Hilbert problem is analyzed when the entries of its matrix coefficient are meromorphic and almost periodic functions. Three cases for the meromorphic functions, when they have (i) a finite number of poles and zeros…