The Mathematical Institute, University of Oxford, Eprints Archive

Computation of equilibrium measures

Olver, Sheehan (2010) Computation of equilibrium measures. Technical Report. Unspecified. (Submitted)



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 09:38
Last Modified:29 May 2015 18:39

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