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 RiemannHilbert formulation. For equilibrium measures whose support is a single interval, the simple algorithm consists of a NewtonRaphson 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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