Some preliminary observations on an algorithm for the computation of moment integrals (Q1091750)
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English | Some preliminary observations on an algorithm for the computation of moment integrals |
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Some preliminary observations on an algorithm for the computation of moment integrals (English)
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1987
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The authors investigate the computation of Stieltjes moment integrals of the type \(\sigma_ n=\int^{\infty}_{0}t^ ne^{-P(t)} dt,\) \(n=0,1,2,..\). where P(t) is entire, with \(t^{N_ e-P(t)}=O(1)\), \(t\in {\mathbb{R}}\), for all N, and \(P(t)=\sum^{\infty}_{k=1}P_ kt^ k\). For this they introduce a Miller type algorithm: \(\sigma_ n=1/(n+1)\sum^{\infty}_{k=0}(k+1)P_{k+1}\sigma_{n+k+1}\). The relative adjoint algorithm and the convergence of the algorithm are studied and numerical examples are taken into account.
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difference equations
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Stieltjes moment integrals
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Miller type algorithm
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adjoint algorithm
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convergence
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numerical examples
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