Optimal selection formulas of mesh size and truncation numbers for the double-exponential formula
Optimal selection formulas of mesh size and truncation numbers for the double-exponential formula
The double-exponential formula is a quadrature formula that applies the trapezoidal formula to the infinite integral of double-exponentially decaying functions. Its high efficiency has been recognized since the 1970s, and in 1997, it was demonstrated that the formula is optimal in some sense. To achieve its best performance, its mesh …