Comment on double exponential formula.

Bibliographic Information

Other Title
  • 二重指数関数型数値積分公式について
  • 2ジュウ シスウ カンスウガタ スウチ セキブン コウシキ ニ ツイテ

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Abstract

A new method and its computer program for the double exponential formula for numerical integration is presented. The present method avoids underflow encountered in the computation of weights of the formula and sums the integral up to a sufficiently large number of terms, so that it does not deteriorate the accuracy of the double exponential formula even for integrands with strong end-point singularity.

Journal

  • Kakuyūgō kenkyū

    Kakuyūgō kenkyū 63 (5), 397-411, 1990

    The Japan Society of Plasma Science and Nuclear Fusion Research

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