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...
| Main Author: | |
|---|---|
| Format: | Report |
| Published: |
Unspecified
2010
|
| _version_ | 1797072573971824640 |
|---|---|
| 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 |