Computation of equilibrium measures. (English) Zbl 1241.31004
Summary: 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.
MSC:
| 31A15 | Potentials and capacity, harmonic measure, extremal length and related notions in two dimensions |
| 65E05 | General theory of numerical methods in complex analysis (potential theory, etc.) |
| 30E25 | Boundary value problems in the complex plane |
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