A recursive algorithm by the moments method to evaluate a class of numerical integrals over an infinite interval
type: Item
instance of: scholarly article
title: A recursive algorithm by the moments method to evaluate a class of numerical integrals over an infinite interval
zbMATH Open document ID: 0828.65015
DOI: 10.1007/BF02198301
author: Enrica Pirozzi
author: M. Morandi Cecchi
published in: Numerical Algorithms
publication date: 1996-01-10T00:00:00Z
review text: For computing integrals over an infinite interval a three-terms recursive formula with coefficients evaluated by the moments method is obtained. The following functional \(c(f) = \int^{+\infty}_0 f(x) w(x) e^{- \alpha x} dx\), \(w(x) > 0\) over \((0, +\infty)\), is studied, and it is supposed that the function space, on which the functional is defined, contains the polynomial case. The integral is fully determined by the moments \(C_i = c(\varphi_i) = \int^{+\infty}_0 \varphi_i (x) w(x) e^{-\alpha x} dx\), \(\varphi_i(x) = x^i\), \(i = 0,1, \dots\) .
Mathematics Subject Classification ID: 65D32
Mathematics Subject Classification ID: 41A55
zbMATH DE Number: 784686
zbMATH Keywords: recursive algorithm
zbMATH Keywords: integrals over an infinite interval
zbMATH Keywords: moments methods
reviewed by: Josef Kofroň
describes a project that uses: IMSL Numerical Libraries
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 784686