Parameter tuning and repeated application of the IMT-type transformation in numerical quadrature |
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Authors: | Kazuo Murota Masao Iri |
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Institution: | (1) Department of Mathematical Engineering and Instrumentation Physics, Faculty of Engineering, University of Tokyo, Bunkyo-ku, 113 Tokyo, Japan |
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Abstract: | Summary The IMT rule, which is especially suited for the integration of functions with end-point singularities, is generalized by introducing parameters and also by repeatedly applying the parametrized IMT transformation. The quadrature formulas thus obtained are improved considerably both in efficiency and in robustness against end-point singularities. Asymptotic error estimates and numerical results are also given. |
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Keywords: | AMS(MOS): 65D30 CR: 5 16 |
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