A truncated Clenshaw-Curtis formula approximates integrals over a semi-infinite interval

DOI10.1007/S11075-020-00905-WMaRDI QIDQ2220744zbMATH OpenOpenAlexFDO

Authors Takemitsu Hasegawa, Hiroshi Sugiura

Publication date 25 January 2021

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-020-00905-w

zbMATH Keywords

error analysisintegral on an unbounded intervalClenshaw-Curtis quadrature ruletruncated formula

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32)

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Cited in

(3)

• Extensions of Clenshaw-Curtis-type rules to integrals over a semi-infinite interval
• An automatic quadrature method for semi-infinite integrals of exponentially decaying functions and its Matlab code
• A tail index estimation for long memory processes

Describes a project that uses

Uses Software

• IIPBF
• Algorithm 858
• BESSELINT
• Matlab

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