New conformal map for the trapezoidal formula for infinite integrals of unilateral rapidly decreasing functions

DOI10.1016/J.CAM.2020.113354MaRDI QIDQ2226282zbMATH OpenOpenAlexWikidataFDO

Authors Tomoaki Okayama, Tomoki Nomura, Saki Tsuruta

Publication date 11 February 2021

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2005.04577

zbMATH Keywords

conformal maptrapezoidal formulacomputable error bound

Mathematics Subject Classification ID

Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32) Algorithms with automatic result verification (65G20)

Abstract: While the trapezoidal formula can attain exponential convergence when applied to infinite integrals of bilateral rapidly decreasing functions, it is not capable of this in the case of unilateral rapidly decreasing functions. To address this issue, Stenger proposed the application of a conformal map to the integrand such that it transforms into bilateral rapidly decreasing functions. Okayama and Hanada modified the conformal map and provided a rigorous error bound for the modified formula. This paper proposes a further improved conformal map, with two rigorous error bounds provided for the improved formula. Numerical examples comparing the proposed and existing formulas are also given.

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Cites work

• scientific article; zbMATH DE number 435359 (Why is no real title available?)
• scientific article; zbMATH DE number 1889799 (Why is no real title available?)
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Cited in

(4)

• Double-exponential formula for infinite integrals of unilateral rapidly decreasing functions
• On the use of conformal maps for the acceleration of convergence of the trapezoidal rule and sinc numerical methods
• Improvement of the conformal map combined with the Sinc approximation for unilateral rapidly decreasing functions
• Theoretical comparison of two conformal maps combined with the trapezoidal formula for the semi-infinite integral of exponentially decaying functions

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Uses Software

• Sinc-Pack

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