Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4607653 | Journal of Approximation Theory | 2011 | 23 Pages |
Abstract
We present a new way of computing equilibrium measures numerically, 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Sheehan Olver,