A robust double exponential formula for Fourier-type integrals (Q1964090)

The paper continues previous results of the authors concerning double exponential quadrature formulas (consisting of a double exponential transform followed by the trapezoidal rule on an equispaced grid) for Fourier-type integrals \[ I_s= \int^\infty_0 f(x)\sin(wx)\,dx \] and \[ I_c= \int^\infty_0 f(x)\cos(w)\,x\,dx \] with slowly decaying analytic functions \(f(x)\) on \((0,\infty)\) [cf. \textit{T. Ooura} and \textit{M. Mori}, ibid. 38, No. 1--3, 353--360 (1991; Zbl 0758.65015)]. In the present paper, the authors propose a new transform which leads to more robust quadrature formulas for functions \(f(z)\) with singularities in the finite \(z\)-plane.