IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v186y2021icp3-18.html
   My bibliography  Save this article

A modified Stenger’s quadrature formula for infinite integrals of unilateral rapidly decreasing functions and its theoretical error bound

Author

Listed:
  • Okayama, Tomoaki
  • Hanada, Shu

Abstract

The trapezoidal formula is known to achieve exponential convergence when calculating infinite integrals of bilateral rapidly decreasing functions. Even when considering unilateral rapidly decreasing functions, the trapezoidal formula can be made to converge exponentially by applying an appropriate conformal map to the integrand, as proposed by Stenger. This study modifies the conformal map to achieve a better convergence rate. Furthermore, aiming for verified numerical integration, we specify a rigorous error bound for the modified quadrature formula. Numerical examples comparing the modified to the existing formula are considered.

Suggested Citation

  • Okayama, Tomoaki & Hanada, Shu, 2021. "A modified Stenger’s quadrature formula for infinite integrals of unilateral rapidly decreasing functions and its theoretical error bound," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 186(C), pages 3-18.
    • Handle: RePEc:eee:matcom:v:186:y:2021:i:c:p:3-18
    DOI: 10.1016/j.matcom.2020.03.006
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S037847542030080X
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.matcom.2020.03.006?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:186:y:2021:i:c:p:3-18. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.