ASYMPTOTIC EXPANSIONS FOR RIEMANN–HILBERT PROBLEMS

Abstract

Let Γ be a piecewise smooth contour in ℂ, which could be unbounded and may have points of self-intersection. Let V(z, N) be a 2 × 2 matrix-valued function defined on Γ, which depends on a parameter N. Consider a Riemann–Hilbert problem for a matrix-valued analytic function R(z, N) that satisfies a jump condition on the contour Γ with the jump matrix V(z, N). Assume that V(z, N) has an asymptotic expansion, as N → ∞, on Γ. An elementary proof is given for the existence of a similar type of asymptotic expansion for the matrix solution R(z, N), as n → ∞, for z ∈ ℂ\Γ. Our method makes use of only complex analysis.