Article ID Journal Published Year Pages File Type
4607653 Journal of Approximation Theory 2011 23 Pages PDF
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
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