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Masterclass: singular integrals and orthogonal polynomials

Presented by: 
Sheehan Olver
Thomas Trogdon
Date: 
Wednesday 11th December 2019 - 09:00 to 10:00
Venue: 
INI Seminar Room 1
Abstract: 
Orthogonal polynomials are fundamental tools in numerical methods, including for numerical methods for singular integral equations. A known result is that Cauchy transforms of weighted orthogonal polynomials satisfy the same three-term recurrences as the orthogonal polynomials themselves for n > 0. This basic fact leads to extremely effective schemes of calculating singular integrals that converge spectrally fast (faster than any algebraic power), uniformly in the complex plane. Closed formulae for Cauchy transforms on more complicated geometries are derivable using the Plemelj lemma. These techniques extend to other singular integrals such as those with logarithmic kernels.

We will demonstrate these results in Julia using ApproxFun.jl and SingularIntegralEquations.jl.
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons