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Double Exponential Formulas for Numerical IntegrationHidetosi Takahasi and Masatake Mori (1) Department of Mathematical Sciences, Tokyo Denki University, Hatoyama, Hiki-gun, 350-0394, TOKYO, 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 H, Mori M. Double Exponential Formulas for Numerical Integration. Publ. Res. Inst. Math. Sci. 9 (1973), 721-741. doi: 10.2977/prims/1195192451