An IMT-type quadrature formula with the same asymptotic performance as the DE formula

被引:3
作者
Ooura, Takuya [1 ]
机构
[1] Kyoto Univ, Math Sci Res Inst, Kyoto 6068502, Japan
关键词
IMT-type quadrature; DE formula; double exponential formula; numerical quadrature;
D O I
10.1016/j.cam.2007.01.002
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We propose an IMT-type quadrature formula which achieves the same asymptotic error estimate as the DE formula. The point of the idea is to optimize the parameters of the IMT-type transformation depending on the number of sampling points. We also show the performance of our IMT-type quadrature formula by numerical examples. (c) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码:232 / 239
页数:8
相关论文
共 7 条
[1]   ON A CERTAIN QUADRATURE FORMULA [J].
IRI, M ;
MORIGUTI, S ;
TAKASAWA, Y .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1987, 17 (1-2) :3-20
[2]  
Iri M, 1970, KOKYUROKU RES I MATH, V91, P82
[3]   QUADRATURE-FORMULAS OBTAINED BY VARIABLE TRANSFORMATION AND THE DE-RULE [J].
MORI, M .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1985, 12-3 (MAY) :119-130
[4]  
Mori M., 1978, PUBL RES I MATH SCI, V14, P713, DOI DOI 10.2977/PRIMS/1195188835
[5]   PARAMETER TUNING AND REPEATED APPLICATION OF THE IMT-TYPE TRANSFORMATION IN NUMERICAL QUADRATURE [J].
MUROTA, K ;
IRI, M .
NUMERISCHE MATHEMATIK, 1982, 38 (03) :347-363
[6]   AUTOMATIC COMPUTATION OF IMPROPER INTEGRALS OVER A BOUNDED OR UNBOUNDED PLANAR REGION [J].
ROBINSON, I ;
DEDONCKER, E .
COMPUTING, 1981, 27 (03) :253-284
[7]  
Takahasi H., 1974, Publ. RIMS, Kyoto University, V9, P721, DOI DOI 10.2977/PRIMS/1195192451