Computation of equilibrium measures
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 genera...
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2010
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author | Olver, S |
author_facet | Olver, S |
author_sort | Olver, S |
collection | OXFORD |
description | 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. |
first_indexed | 2024-03-06T23:09:41Z |
format | Report |
id | oxford-uuid:65063e66-af07-4cfb-865c-c860338d5b4c |
institution | University of Oxford |
last_indexed | 2024-03-06T23:09:41Z |
publishDate | 2010 |
publisher | Unspecified |
record_format | dspace |
spelling | oxford-uuid:65063e66-af07-4cfb-865c-c860338d5b4c2022-03-26T18:22:51ZComputation of equilibrium measuresReporthttp://purl.org/coar/resource_type/c_93fcuuid:65063e66-af07-4cfb-865c-c860338d5b4cMathematical Institute - ePrintsUnspecified2010Olver, SWe 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. |
spellingShingle | Olver, S Computation of equilibrium measures |
title | Computation of equilibrium measures |
title_full | Computation of equilibrium measures |
title_fullStr | Computation of equilibrium measures |
title_full_unstemmed | Computation of equilibrium measures |
title_short | Computation of equilibrium measures |
title_sort | computation of equilibrium measures |
work_keys_str_mv | AT olvers computationofequilibriummeasures |