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) |
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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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