Exponentially-fitted Gauss-Laguerre quadrature rule for integrals over an unbounded interval
From MaRDI portal
Publication:2252745
DOI10.1016/j.cam.2013.06.040zbMath1291.65071OpenAlexW2021497545MaRDI QIDQ2252745
Beatrice Paternoster, G. Santomauro, Dajana Conte, L. Gr. Ixaru
Publication date: 23 July 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2013.06.040
Related Items
Modified Gauss-Laguerre exponential fitting based formulae ⋮ Jacobian-dependent vs Jacobian-free discretizations for nonlinear differential problems ⋮ Exponentially fitted two-step peer methods for oscillatory problems ⋮ Exponentially fitted methods with a local energy conservation law ⋮ Frequency evaluation for adapted peer methods ⋮ Multivalue mixed collocation methods ⋮ Adapted explicit two-step peer methods
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Numerical approximations to integrals with a highly oscillatory Bessel kernel
- Parameter estimation in exponentially fitted hybrid methods for second order differential problems
- A comparative study of numerical steepest descent, extrapolation, and sequence transformation methods in computing semi-infinite integrals
- Exponentially fitted two-step Runge-Kutta methods: construction and parameter selection
- Construction of the ef-based Runge-Kutta methods revisited
- Exponentially fitted two-step hybrid methods for \(y^{\prime\prime} = f(x,y)\)
- Exponential fitting direct quadrature methods for Volterra integral equations
- Some new uses of the \(\eta _m(Z)\) functions
- On the calculation of highly oscillatory integrals with an algebraic singularity
- Trigonometrically fitted two-step hybrid methods for special second order ordinary differential equations
- Quadrature rules for the integration of the product of two oscillatory functions with different frequencies
- Two-step hybrid collocation methods for \(y^{\prime\prime} = f(x,y)\)
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options
- An exponentially-fitted Runge-Kutta method for the numerical integration of initial-value problems with periodic or oscillating solutions
- Operations on oscillatory functions
- Extended quadrature rules for oscillatory integrands
- Quadrature rules using first derivatives for oscillatory integrands
- Two-frequency-dependent Gauss quadrature rules
- Exponentially fitted quadrature rules of Gauss type for oscillatory integrands
- An asymptotic Filon-type method for infinite range highly oscillatory integrals with exponential kernel
- Runge-Kutta method with equation dependent coefficients
- Deferred correction with mono-implicit Runge-Kutta methods for first-order IVPs
- Numerical approximation of highly oscillatory integrals on semi-finite intervals by steepest descent method
- Gaussian quadratures for oscillatory integrands
- On the Evaluation of Highly Oscillatory Integrals by Analytic Continuation
- A Sparse Discretization for Integral Equation Formulations of High Frequency Scattering Problems
- Stability and Convergence of Collocation Schemes for Retarded Potential Integral Equations
- A Fast Algorithm for the Electromagnetic Scattering from a Large Cavity
- Truncation Errors in Exponential Fitting for Oscillatory Problems
- A Gauss quadrature rule for oscillatory integrands