Masterclass: singular integrals and orthogonal polynomials

54 mins 37 secs,  248.02 MB,  WebM  640x360,  30.0 fps,  44100 Hz,  620.0 kbits/sec
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Description: Olver, S
Wednesday 11th December 2019 - 09:00 to 10:00
 
Created: 2019-12-11 10:16
Collection: Complex analysis: techniques, applications and computations
Publisher: Isaac Newton Institute
Copyright: Olver, S
Language: eng (English)
Distribution: World     (downloadable)
Explicit content: No
Aspect Ratio: 16:9
Screencast: No
Bumper: UCS Default
Trailer: UCS Default
 
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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