Fast construction of the Fejér and Clenshaw-Curtis quadrature rules

From MaRDI portal
Publication:2492729

DOI10.1007/s10543-006-0045-4zbMath1091.65028OpenAlexW2089755800MaRDI QIDQ2492729

Jörg Waldvogel

Publication date: 14 June 2006

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-006-0045-4



Related Items

Barrier option under Lévy model: a PIDE and Mellin transform approach, A Chebyshev-based rectangular-polar integral solver for scattering by geometries described by non-overlapping patches, Extensions of Clenshaw-Curtis-type rules to integrals over a semi-infinite interval, Diffraction integral computation using sinc approximation, Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics, Sparse pseudo spectral projection methods with directional adaptation for uncertainty quantification, On the regularization of Cauchy-type integral operators via the density interpolation method and applications, Chebyshev spectral variational integrator and applications, Transient growth of Görtler vortices in two-dimensional compressible boundary layers. Application to surface waviness, Optimal control of attitude for coupled-rigid-body spacecraft via Chebyshev-Gauss pseudospectral method, Chebfun and numerical quadrature, Interpolatory quadrature rules for oscillatory integrals, \texttt{Padua2DM}: Fast interpolation and cubature at the Padua points in \texttt{MATLAB/Octave}, A universal Birkhoff pseudospectral method for solving boundary value problems, Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions, Algorithms for approximating finite Hilbert transform with end-point singularities and its derivatives, An approximation method for high-order fractional derivatives of algebraically singular functions, A truncated Clenshaw-Curtis formula approximates integrals over a semi-infinite interval, On fast and stable implementation of Clenshaw-Curtis and Fejér-type quadrature rules, Unnamed Item, Unified polynomial expansion for interval and random response analysis of uncertain structure-acoustic system with arbitrary probability distribution, Meshless cubature over the disk using thin-plate splines, On the convergence rate of Clenshaw-Curtis quadrature for integrals with algebraic endpoint singularities, Non-intrusive uncertainty quantification using reduced cubature rules, Numerical approximation of oscillatory integrals of the linear ship wave theory, Quadrature rule for Abel's equations: Uniformly approximating fractional derivatives, Fifth-kind orthonormal Chebyshev polynomial solutions for fractional differential equations, Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs, A spectral method for nonlocal diffusion operators on the sphere, On convergence rates of Fejér and Gauss-Chebyshev quadrature rules, On the numerical evaluation of Fredholm determinants, Fast evaluation of quadrature formulae on the sphere, Error bounds for approximation in Chebyshev points, On quadrature formulae based on derivative collocation, Nontensorial Clenshaw-Curtis cubature, Convergence analysis of a highly accurate Nyström scheme for Fredholm integral equations, New cubature formulae and hyperinterpolation in three variables, Uniform approximation to fractional derivatives of functions of algebraic singularity, An evaluation of Clenshaw-Curtis quadrature rule for integration w.r.t. singular measures, A polynomial interpolation process at quasi-Chebyshev nodes with the FFT, Harmonic density interpolation methods for high-order evaluation of Laplace layer potentials in 2D and 3D, Exactness of Quadrature Formulas, The Chebyshev points of the first kind


Uses Software


Cites Work