A general framework for solving Riemann-Hilbert problems\ud numerically

A new, numerical framework for the approximation of solutions to matrix-valued Riemann-Hilbert problems is developed, based on a recent method for the homogeneous Painlev\'e II Riemann- Hilbert problem. We demonstrate its effectiveness by computing solutions to other Painlev\'e transcendents.\ud \ud An implementation in MATHEMATICA is made available online

An integral equation method for solving neumann problems on simply and multiply connected regions with smooth boundaries

This research presents several new boundary integral equations for the solution of Laplace’s equation with the Neumann boundary condition on both bounded and unbounded multiply connected regions. The integral equations are uniquely solvable Fredholm integral equations of the second kind with the generalized Neumann kernel. The complete discussion of the solvability of the integral equations is also presented. Numerical results obtained show the efficiency of the proposed method when the boundaries of the regions are sufficiently smooth

A fast and well-conditioned spectral method for singular integral equations

We develop a spectral method for solving univariate singular integral equations over unions of intervals by utilizing Chebyshev and ultraspherical polynomials to reformulate the equations as almost-banded infinite-dimensional systems. This is accomplished by utilizing low rank approximations for sparse representations of the bivariate kernels. The resulting system can be solved in ${\cal O}(m^2n)$ operations using an adaptive QR factorization, where $m$ is the bandwidth and $n$ is the optimal number of unknowns needed to resolve the true solution. The complexity is reduced to ${\cal O}(m n)$ operations by pre-caching the QR factorization when the same operator is used for multiple right-hand sides. Stability is proved by showing that the resulting linear operator can be diagonally preconditioned to be a compact perturbation of the identity. Applications considered include the Faraday cage, and acoustic scattering for the Helmholtz and gravity Helmholtz equations, including spectrally accurate numerical evaluation of the far- and near-field solution. The Julia software package SingularIntegralEquations.jl implements our method with a convenient, user-friendly interface

Numerical inverse scattering for the Korteweg–-de Vries and modified Korteweg–-de Vries equations

Recent advances in the numerical solution of Riemann–Hilbert problems allow for the implementation of a Cauchy initial value problem solver for the Korteweg–de Vries equation (KdV) and the defocusing modified Korteweg–de Vries equation (mKdV), without any boundary approximation. Borrowing ideas from the method of nonlinear steepest descent, this method is demonstrated to be asymptotically accurate. The method is straightforward for the case of defocusing mKdV due to the lack of poles in the Riemann–Hilbert problem and the boundedness properties of the reflection coefficient. Solving KdV requires the introduction of poles in the Riemann–Hilbert problem and more complicated deformations. The introduction of a new deformation for KdV allows for the stable asymptotic computation of the solution in the entire (x, t)-plane. KdV and mKdV are dispersive equations and this method can fully capture the dispersion with spectral accuracy. Thus, this method can be used as a benchmarking tool for determining the effectiveness of future numerical methods designed to capture dispersion. This method can easily be adapted to other integrable equations with Riemann–Hilbert formulations, such as the nonlinear Schrödinger equation

Computing the Hilbert transform and its inverse

We construct a new method for approximating Hilbert transforms and their inverse throughout the complex plane. Both problems can be formulated as Riemann-Hilbert problems via Plemelj's lemma. Using this framework, we re-derive existing approaches for computing Hilbert transforms over the real line and unit interval, with the added benefit that we can compute the Hilbert transform in the complex plane. We then demonstrate the power of this approach by generalizing to the half line. Combining two half lines, we can compute the Hilbert transform of a more general class of functions on the real line than is possible with existing methods

Numerical solution of scattering problems using a Riemann--Hilbert formulation

A fast and accurate numerical method for the solution of scalar and matrix Wiener--Hopf problems is presented. The Wiener--Hopf problems are formulated as Riemann--Hilbert problems on the real line, and a numerical approach developed for these problems is used. It is shown that the known far-field behaviour of the solutions can be exploited to construct numerical schemes providing spectrally accurate results. A number of scalar and matrix Wiener--Hopf problems that generalize the classical Sommerfeld problem of diffraction of plane waves by a semi-infinite plane are solved using the approach

Numerical solution of Riemann-Hilbert problems: Painleve II

We describe a new spectral method for solving matrix-valued Riemann-Hilbert problems numerically. We demonstrate the effectiveness of this approach by computing solutions to the homogeneous Painleve II equation. This can be used to relate initial conditions with asymptotic behaviour