Olver, Sheehan (2010) Computation of equilibrium measures. Technical Report. Unspecified. (Submitted)
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Abstract
We present a new way of computing equilibrium measures, based on the Riemann-Hilbert formulation. For equilibrium measures whose support is a single interval, the simple algorithm consists of a Newton-Raphson iteration where each step only involves fast cosine transforms. The approach is then generalized for multiple intervals.
| Item Type: | Technical Report (Technical Report) |
|---|---|
| Subjects: | O - Z > Special functions O - Z > Partial differential equations H - N > Linear and multilinear algebra; matrix theory H - N > Numerical analysis |
| Research Groups: | Numerical Analysis Group |
| ID Code: | 966 |
| Deposited By: | Lotti Ekert |
| Deposited On: | 02 Sep 2010 10:38 |
| Last Modified: | 02 Sep 2010 10:38 |
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