The Exponentially Convergent Trapezoidal Rule

DOI10.1137/130932132zbMath1307.65031OpenAlexW1998527589MaRDI QIDQ2931142

J. A. C. Weideman, Lloyd N. Threfethen

Publication date: 24 November 2014

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/130932132

zbMATH Keywords

resolvent fast Fourier transform contour integral rational approximation quadrature aliasing trapezoidal rule Euler-Maclaurin formula Hankel contour double exponential quadrature geometric concergence

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Approximation by rational functions (41A20) Numerical methods for discrete and fast Fourier transforms (65T50) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Euler-Maclaurin formula in numerical analysis (65B15)

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