Riemann--Hilbert Problems

Abstract

These lectures introduce the method of nonlinear steepest descent for Riemann-Hilbert problems. This method finds use in studying asymptotics associated to a variety of special functions such as the Painlevé equations and orthogonal polynomials, in solving the inverse scattering problem for certain integrable systems, and in proving universality for certain classes of random matrix ensembles. These lectures highlight a few such applications.