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

Abstract

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