Accuracy and stability of computing high-order derivatives of analytic functions by Cauchy integrals

DOI10.1007/s10208-010-9075-zzbMath1213.65039arXiv0910.1841OpenAlexW3100091305MaRDI QIDQ626444

Folkmar A. Bornemann

Publication date: 18 February 2011

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.1841

zbMATH Keywords

algorithmstabilityCauchy integralaccuracycondition numbernumerical differentiationHardy spacesnumerical stabilityFredholm determinantanalytic functionsround-off errorsentire functions of perfectly and completely regular growthoptimal radiusrandom matrix ensemble

Mathematics Subject Classification ID

Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Roundoff error (65G50) General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Numerical differentiation (65D25) Special classes of entire functions of one complex variable and growth estimates (30D15)

Related Items

On Volterra functions and Ramanujan integrals, Construction and implementation of asymptotic expansions for Jacobi-type orthogonal polynomials, Parameter inference with analytical propagators for stochastic models of autoregulated gene expression, Time-dependent propagators for stochastic models of gene expression: an analytical method, Sharp error bounds for turning point expansions, Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models, Quasi-analytical root-finding for non-polynomial functions, Finite difference formulas in the complex plane, Adaptive FCC+ rules for oscillatory integrals, Computation of asymptotic expansions of turning point problems via Cauchy's integral formula: Bessel functions, Fast barycentric rational interpolations for complex functions with some singularities, A fast and simple algorithm for the computation of Legendre coefficients, Asymptotic expansions relating to the distribution of the length of longest increasing subsequences, Singular Values of Products of Ginibre Random Matrices, The ``phase function method to solve second-order asymptotically polynomial differential equations, Quantifying the ill-conditioning of analytic continuation, Detection of the singularities of a complex function by numerical approximations of its Laurent coefficients, Numerical initial data deformation exploiting a gluing construction: I. Exterior asymptotic Schwarzschild, Euler–Maclaurin expansions without analytic derivatives, A fast algorithm for simulating vesicle flows in three dimensions, Fast and stable contour integration for high order divided differences via elliptic functions, Quaternionic step derivative: machine precision differentiation of holomorphic functions using complex quaternions, Numerical Methods for the Discrete Map $$Z^a$$ Z a, Constructing New Time Integrators Using Interpolating Polynomials, Jensen polynomials are not a plausible route to proving the Riemann hypothesis, From Painlevé to Zakharov–Shabat and beyond: Fredholm determinants and integro-differential hierarchies

Uses Software

• Algorithm 413
• mctoolbox

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Symmetric functions and P-recursiveness
• On the condition number of Lagrangian numerical differentiation
• Approximation of entire functions over bounded domains
• A Fredholm determinant formula for Toeplitz determinants
• On a Toeplitz determinant identity of Borodin and Okounkov
• Bulk universality for Wigner Hermite matrices with subexponential decay
• The special functions and their approximations. Vol. I, II
• Optimal quadrature problem on Hardy-Sobolev classes
• Accelerated polynomial approximation of finite order entire functions by growth reduction
• A Generalisation of Stirling's Formula.
• On the numerical evaluation of Fredholm determinants
• Numerical Differentiation of Analytic Functions
• The Local Growth of Power Series: A Survey of the Wiman-Valiron Method
• Accuracy and Stability of Numerical Algorithms
• Numerical Methods for Special Functions
• Is Gauss Quadrature Better than Clenshaw–Curtis?
• On multipliers preserving convergence of trigonometric series almost everywhere
• New Proofs of Some Theorems of Hardy by Banach Space Methods
• A Fredholm determinant identity and the convergence of moments for random Young tableaux