An algorithm for the convolution of Legendre series
DOI10.1137/140955835zbMATH Open1296.33010OpenAlexW2039218513MaRDI QIDQ2878950FDOQ2878950
Authors: Nicholas Hale, Alex Townsend 
Publication date: 5 September 2014
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/76d7d7d95b5a4513650220803e9625fabe3d7f2a
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Convolution as an integral transform (44A35) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)
Cited In (8)
- Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series
- Fast polynomial transforms based on Toeplitz and Hankel matrices
- A fast algorithm for the convolution of functions with compact support using Fourier extensions
- Algorithmic approach for formal Fourier series
- A Fast Analysis-Based Discrete Hankel Transform Using Asymptotic Expansions
- Spectral approximation of convolution operators
- A fast, simple, and stable Chebyshev-Legendre transform using an asymptotic formula
- \(C^\infty\) compactly supported and positive definite radial kernels
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