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The double exponential formula for oscillatory functions over the half infinite interval

Authors :
Masatake Mori
Takuya Ooura
Source :
Journal of Computational and Applied Mathematics. (1-3):353-360
Publisher :
Published by Elsevier B.V.

Abstract

The double exponential formula is known to be very powerful for evaluation of various kinds of integrals, in particular integrals with end point singularities or integrals over the half infinite interval. It is also known that a weak point of this formula is the inefficiency when applied to a slowly decaying oscillatory integral over the half infinite interval such as I = ∫0∞f1(x) sin x dx, f1(x) is an algebraic function. In this paper we propose a new type of the double exponential formula which is quite efficient for evaluation of the integral mentioned above. It is based on such a transformation that makes the points of the formula after the transformation approach to the zeros of sin x double exponentially for large x.

Details

Language :
English
ISSN :
03770427
Issue :
1-3
Database :
OpenAIRE
Journal :
Journal of Computational and Applied Mathematics
Accession number :
edsair.doi.dedup.....1c5b7322892a6e713bc84c19508d0ca6
Full Text :
https://doi.org/10.1016/0377-0427(91)90181-I