A robust double exponential formula for Fourier-type integrals (Q1964090): Difference between revisions

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A robust double exponential formula for Fourier-type integrals
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    A robust double exponential formula for Fourier-type integrals (English)
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    2 November 2000
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    The paper continues previous results of the authors concerning double exponential quadrature formulas (consisting of a double exponential transform followed by the trapezoidal rule on an equispaced grid) for Fourier-type integrals \[ I_s= \int^\infty_0 f(x)\sin(wx)\,dx \] and \[ I_c= \int^\infty_0 f(x)\cos(w)\,x\,dx \] with slowly decaying analytic functions \(f(x)\) on \((0,\infty)\) [cf. \textit{T. Ooura} and \textit{M. Mori}, ibid. 38, No. 1--3, 353--360 (1991; Zbl 0758.65015)]. In the present paper, the authors propose a new transform which leads to more robust quadrature formulas for functions \(f(z)\) with singularities in the finite \(z\)-plane.
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    integrals with endpoint singularities
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    double exponential quadrature formulas
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    double exponential transform
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    trapezoidal rule
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    Fourier-type integrals
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