Publications of the Research Institute for Mathematical Sciences

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Volume 9, Issue 3, 1973, pp. 721–741
DOI: 10.2977/prims/1195192451

Published online: 1973-12-31

Double Exponential Formulas for Numerical Integration

Hidetosi Takahasi and Masatake Mori[1]

(1) Tokyo Denki University, Japan

A family of numerical quadrature formulas is introduced by application of the trapezoidal rule to infinite integrals which result from the given integrals  ∫ ba f(x)dx by suitable variable transformations x = ø(u). These formulas are characterized by having double exponential asymptotic behavior of the integrands in the resulting infinite integrals as u → ± ∞, and it is shown both analytically and numerically that such formulas are generally optimal with respect to the ecomony of the number of sampling points.

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Takahasi Hidetosi, Mori Masatake: Double Exponential Formulas for Numerical Integration. Publ. Res. Inst. Math. Sci. 9 (1973), 721-741. doi: 10.2977/prims/1195192451