An ODE--based approach to some Riemann--Hilbert problems motivated by wave diffraction (1210.1964v1)

Abstract: A novel approach to Riemann--Hilbert problems of particular class is introduced. The approach is applicable to problems in which the multiplicative jump is set on a half-line. Such problems are linked to some Wiener--Hopf problems motivated by diffraction theory. The new approach is based on ordinary differential equations: the Riemann--Hilbert problem is reduced to finding a coefficient of an ordinary differential equation and solving this equation. The new method leads to an efficient numerical algorithm and opens a road to new asymptotical and analytical advances.