Computation of the complex error function using modified trapezoidal rules

DOI10.1137/20M1373037MaRDI QIDQ5157400zbMATH OpenFDO

Authors Mohammad Alazah, Simon N. Chandler-Wilde

Publication date 18 October 2021

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.05659

zbMATH Keywords

complementary error functionFaddeeva functiontrapezoidal rule

Mathematics Subject Classification ID

Representations of entire functions of one complex variable by series and integrals (30D10) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Computation of special functions and constants, construction of tables (65D20) Numerical integration (65D30)

Abstract: In this paper we propose a method for computing the Faddeeva function $w(z):=e^{-z^2}mathrmerfc(-iz)$ via truncated modified trapezoidal rule approximations to integrals on the real line. Our starting point is the method due to Matta and Reichel (Math. Comp. 25 (1971), pp. 339-344) and Hunter and Regan (Math. Comp. 26 (1972), pp. 339-541). Addressing shortcomings flagged by Weideman (SIAM. J. Numer. Anal. 31 (1994), pp. 1497-1518), we construct approximations which we prove are exponentially convergent as a function of $N+1$, the number of quadrature points, obtaining error bounds which show that accuracies of $2imes10^{-15}$ in the computation of $w(z)$ throughout the complex plane are achieved with $N=11$, this confirmed by computations. These approximations, moreover, provably achieve small relative errors throughout the upper complex half-plane where $w(z)$ is non-zero. Numerical tests suggest that this new method is competitive, in accuracy and computation times, with existing methods for computing $w(z)$ for complex $z$.

Recommendations

• Algorithm 985: Simple, efficient, and relatively accurate approximation for the evaluation of the Faddeyeva function
• More efficient computation of the complex error function
• A method for evaluation of the error function of real and complex variable with high relative accuracy
• A rational approximation of the Dawson's integral for efficient computation of the complex error function
• Computing Fresnel integrals via modified trapezium rules

Cites work

• A method for evaluation of the error function of real and complex variable with high relative accuracy
• A Method for the Calculation of the Zeta-Function
• A modified sinc quadrature rule for functions with poles near the arc of integration
• A Note on the Evaluation of the Complementary Error Function
• A sampling-based approximation of the complex error function and its implementation without poles
• Algorithm 916: Computing the Faddeyeva and Voigt functions
• Algorithm 985: Simple, efficient, and relatively accurate approximation for the evaluation of the Faddeyeva function
• Computation of the Complex Error Function
• Computing Fresnel integrals via modified trapezium rules
• Efficient Computation of the Complex Error Function
• Erratum: Computation of the Complex Error Function
• Error-Bounds for the Evaluation of Integrals by the Euler-Maclaurin Formula and by Gauss-Type Formulae
• Formulas for Calculating the Error Function of a Complex Variable
• scientific article; zbMATH DE number 3137702 (Why is no real title available?)
• scientific article; zbMATH DE number 3050737 (Why is no real title available?)
• Integration Formulae Based on the Trapezoidal Formula
• More efficient computation of the complex error function
• Numerical integration of analytic functions
• On the Evaluation of Integrals Related to the Error Function
• Sampling by incomplete cosine expansion of the sinc function: application to the Voigt/complex error function
• The exponentially convergent trapezoidal rule
• Uniform Computation of the Error Function and Other Related Functions

Cited in

(10)

• A method of computing the complex probability function and other related functions over the whole complex plane
• Numerical computation of Tricomi's psi function by the trapezoidal rule
• A rational approximation of the Dawson's integral for efficient computation of the complex error function
• Computation of the Complex Error Function
• More efficient computation of the complex error function
• Algorithm 680: evaluation of the complex error function
• Algorithm 985: Simple, efficient, and relatively accurate approximation for the evaluation of the Faddeyeva function
• Remark on ``Algorithm 680: Evaluation of the complex error function: cause and remedy for the loss of accuracy near the real axis
• Algorithm 1046: an improved recurrence method for the scaled complex error function
• A method for evaluation of the error function of real and complex variable with high relative accuracy

Describes a project that uses

Uses Software

• Faddeyeva
• Algorithm 985
• Algorithm 916
• Faddeeva
• DLMF

This page was built for publication: Computation of the complex error function using modified trapezoidal rules

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5157400)