In this paper, we compute exactly the average density of a harmonically confined Riesz gas of $N$ particles for large $N$ in the presence of a hard wall. In this Riesz gas, the particles repel each other via a pairwise interaction that behaves as $|x_i - x_j|^{-k}$ for $k>-2$, with $x_i$ denoting the position of the $i^{rm th}$ particle. This density can be classified into three different regimes of $k$. For $k geq 1$, where the interactions are effectively short-ranged, the appropriately scaled density has a finite support over $[-l_k(w),w]$ where $w$ is the scaled position of the wall. While the density vanishes at the left edge of the support, it approaches a nonzero constant at the right edge $w$. For $-1<k<1$, where the interactions are weakly long-ranged, we find that the scaled density is again supported over $[-l_k(w),w]$. While it still vanishes at the left edge of the support, it diverges at the right edge $w$ algebraically with an exponent $(k-1)/2$. For $-2<k< -1$, the interactions are strongly long-ranged that leads to a rather exotic density profile with an extended bulk part and a delta-peak at the wall, separated by a hole in between. Exactly at $k=-1$ the hole disappears. For $-2<k< -1$, we find an interesting first-order phase transition when the scaled position of the wall decreases through a critical value $w=w^*(k)$. For $w<w^*(k)$, the density is a pure delta-peak located at the wall. The amplitude of the delta-peak plays the role of an order parameter which jumps to the value $1$ as $w$ is decreased through $w^*(k)$. Our analytical results are in very good agreement with our Monte-Carlo simulations.
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