The Riemann-Hilbert problem (Hilbert's 21st problem) belongs to the theory of linear systems of ordinary differential equations in the complex domain. The problem concerns the existence of a Fuchsian system with prescribed singularities and monodromy. Hilbert was convinced that such a system always exists. However, this turned out to be a rare case of a wrong forecast made by him. In 1989 the second author (A. B.) discovered a counterexample, thus obtaining a negative solution to Hilbert's 21st problem in its original form.
Riemann?Hilbert problems are fundamental objects of study within complex analysis. Many problems in differential equations and integrable systems, probability and random matrix theory, and asymptotic analysis can be solved by reformulation as a Riemann?Hilbert problem.This book, the most comprehensive one to date on the applied and computational theory of Riemann?Hilbert problems, includes an introduction to computational complex analysis, an introduction to the applied theory of Riemann?Hilbert problems from an analytical and numerical perspective, and a discussion of applications to integrable systems, differential equations, and special function theory. It also includes six fundamental examples and five more sophisticated examples of the analytical and numerical Riemann?Hilbert method, each of mathematical or physical significance or both.?
This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random n times n matrices exhibit universal behavior as n > infinity? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems. Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.
At the turn of the twentieth century, the French mathematician Paul Painleve and his students classified second order nonlinear ordinary differential equations with the property that the location of possible branch points and essential singularities of their solutions does not depend on initial conditions. It turned out that there are only six such equations (up to natural equivalence), which later became known as Painleve I-VI. Although these equations were initially obtainedanswering a strictly mathematical question, they appeared later in an astonishing (and growing) range of applications, including, e.g., statistical physics, fluid mechanics, random matrices, and orthogonal polynomials. Actually, it is now becoming clear that the Painleve transcendents (i.e., the solutionsof the Painleve equations) play the same role in nonlinear mathematical physics that the classical special functions, such as Airy and Bessel functions, play in linear physics. The explicit formulas relating the asymptotic behaviour of the classical special functions at different critical points, play a crucial role in the applications of these functions. It is shown in this book, that even though the six Painleve equations are nonlinear, it is still possible, using a new technique called theRiemann-Hilbert formalism, to obtain analogous explicit formulas for the Painleve transcendents. This striking fact, apparently unknown to Painleve and his contemporaries, is the key ingredient for the remarkable applicability of these ``nonlinear special functions''. The book describes in detail theRiemann-Hilbert method and emphasizes its close connection to classical monodromy theory of linear equations as well as to modern theory of integrable systems. In addition, the book contains an ample collection of material concerning the asymptotics of the Painleve functions and their various applications, which makes it a good reference source for everyone working in the theory and applications of Painleve equations and related areas.
This monograph offers the first systematic treatment of the theory of minimal surfaces in Euclidean spaces by complex analytic methods, many of which have been developed in recent decades as part of the theory of Oka manifolds (the h-principle in complex analysis). It places particular emphasis on the study of the global theory of minimal surfaces with a given complex structure. Advanced methods of holomorphic approximation, interpolation, and homotopy classification of manifold-valued maps, along with elements of convex integration theory, are implemented for the first time in the theory of minimal surfaces. The text also presents newly developed methods for constructing minimal surfaces in minimally convex domains of Rn, based on the Riemann–Hilbert boundary value problem adapted to minimal surfaces and holomorphic null curves. These methods also provide major advances in the classical Calabi–Yau problem, yielding in particular minimal surfaces with the conformal structure of any given bordered Riemann surface. Offering new directions in the field and several challenging open problems, the primary audience of the book are researchers (including postdocs and PhD students) in differential geometry and complex analysis. Although not primarily intended as a textbook, two introductory chapters surveying background material and the classical theory of minimal surfaces also make it suitable for preparing Masters or PhD level courses.
The Advanced Study Institute brought together researchers in the main areas of special functions and applications to present recent developments in the theory, review the accomplishments of past decades, and chart directions for future research. Some of the topics covered are orthogonal polynomials and special functions in one and several variables, asymptotic, continued fractions, applications to number theory, combinatorics and mathematical physics, integrable systems, harmonic analysis and quantum groups, Painleve classification.
Bolibrukh presents the negative solution of Hilbert's twenty-first problem for linear Fuchsian systems of differential equations. Methods developed by Bolibrukh in solving this problem are then applied to the study of scalar Fuchsian equations and systems with regular singular points on the Riemmann sphere.
This book presents a new and original method for the solution of boundary value problems in angles for second-order elliptic equations with constant coefficients and arbitrary boundary operators. This method turns out to be applicable to many different areas of mathematical physics, in particular to diffraction problems in angles and to the study of trapped modes on a sloping beach. Giving the reader the opportunity to master the techniques of the modern theory of diffraction, the book introduces methods of distributions, complex Fourier transforms, pseudo-differential operators, Riemann surfaces, automorphic functions, and the Riemann–Hilbert problem. The book will be useful for students, postgraduates and specialists interested in the application of modern mathematics to wave propagation and diffraction problems.
Differential Galois theory is an important, fast developing area which appears more and more in graduate courses since it mixes fundamental objects from many different areas of mathematics in a stimulating context. For a long time, the dominant approach, usually called Picard-Vessiot Theory, was purely algebraic. This approach has been extensively developed and is well covered in the literature. An alternative approach consists in tagging algebraic objects with transcendental information which enriches the understanding and brings not only new points of view but also new solutions. It is very powerful and can be applied in situations where the Picard-Vessiot approach is not easily extended. This book offers a hands-on transcendental approach to differential Galois theory, based on the Riemann-Hilbert correspondence. Along the way, it provides a smooth, down-to-earth introduction to algebraic geometry, category theory and tannakian duality. Since the book studies only complex analytic linear differential equations, the main prerequisites are complex function theory, linear algebra, and an elementary knowledge of groups and of polynomials in many variables. A large variety of examples, exercises, and theoretical constructions, often via explicit computations, offers first-year graduate students an accessible entry into this exciting area.
Historically, nonclassical physics developed in three stages. First came a collection of ad hoc assumptions and then a cookbook of equations known as "quantum mechanics". The equations and their philosophical underpinnings were then collected into a model based on the mathematics of Hilbert space. From the Hilbert space model came the abstaction of "quantum logics". This book explores all three stages, but not in historical order. Instead, in an effort to illustrate how physics and abstract mathematics influence each other we hop back and forth between a purely mathematical development of Hilbert space, and a physically motivated definition of a logic, partially linking the two throughout, and then bringing them together at the deepest level in the last two chapters. This book should be accessible to undergraduate and beginning graduate students in both mathematics and physics. The only strict prerequisites are calculus and linear algebra, but the level of mathematical sophistication assumes at least one or two intermediate courses, for example in mathematical analysis or advanced calculus. No background in physics is assumed.
