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In this paper we propose a method for computing the Faddeeva function $w(z) := e^{-z^2}mathrm{erfc}(-i z)$ via truncated modified trapezoidal rule approximations to integrals on the real line. Our starting point is the method due to Matta and Reichel (Math. Comp. 25 (1971), pp. 339-344) and Hunter and Regan (Math. Comp. 26 (1972), pp. 339-541). Addressing shortcomings flagged by Weideman (SIAM. J. Numer. Anal. 31 (1994), pp. 1497-1518), we construct approximations which we prove are exponentially convergent as a function of $N+1$, the number of quadrature points, obtaining error bounds which show that accuracies of $2times 10^{-15}$ in the computation of $w(z)$ throughout the complex plane are achieved with $N = 11$, this confirmed by computations. These approximations, moreover, provably achieve small relative errors throughout the upper complex half-plane where $w(z)$ is non-zero. Numerical tests suggest that this new method is competitive, in accuracy and computation times, with existing methods for computing $w(z)$ for complex $z$.
A high-order accurate quadrature rule for the discretization of boundary integral equations (BIEs) on closed smooth contours in the plane is introduced. This quadrature can be viewed as a hybrid of the spectral quadrature of Kress (1991) and the loca
A randomised trapezoidal quadrature rule is proposed for continuous functions which enjoys less regularity than commonly required. Indeed, we consider functions in some fractional Sobolev space. Various error bounds for this randomised rule are estab
We develop a new type of orthogonal polynomial, the modified discrete Laguerre (MDL) polynomials, designed to accelerate the computation of bosonic Matsubara sums in statistical physics. The MDL polynomials lead to a rapidly convergent Gaussian quadr
This paper reinforces numerical iterated integration developed by Muhammad--Mori in the following two points: 1) the approximation formula is modified so that it can achieve a better convergence rate in more general cases, and 2) explicit error bound
We analyze the Lanczos method for matrix function approximation (Lanczos-FA), an iterative algorithm for computing $f(mathbf{A}) mathbf{b}$ when $mathbf{A}$ is a Hermitian matrix and $mathbf{b}$ is a given mathbftor. Assuming that $f : mathbb{C} righ