Overcoming instability in evaluation of generalized hypergeometric integrals in the case of crowding of singular points (Q2432968): Difference between revisions
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scientific article
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English | Overcoming instability in evaluation of generalized hypergeometric integrals in the case of crowding of singular points |
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Overcoming instability in evaluation of generalized hypergeometric integrals in the case of crowding of singular points (English)
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26 October 2006
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The authors present a numerically stable method for computing the integral \[ F(z)= \int\limits_{0}^{z} (1- s_{1}z)^{\gamma_{1}} \dots (1-s_{n}z)^{\gamma_{n}}\,dz, \] \(s_{j}\neq 0\), \(s_{\gamma} \neq s_{k}\), in the complex plane with an arbitrarily high relative accuracy for arbitrary parameters and \(\gamma_{j}\). This method has linear complexity. Numerical examples illustrating the advantage of the suggested method are given.
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numerical integration
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stability
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numerical examples
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