JSIAM Letters
Online ISSN : 1883-0617
Print ISSN : 1883-0609
ISSN-L : 1883-0617
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Explicit error bound for the tanh rule and the DE formula for integrals with logarithmic singularity
Tomoaki Okayama
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2014 Volume 6 Pages 9-11

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Abstract

The tanh rule and the double-exponential (DE) formula are known empirically and theoretically as quite efficient quadrature formulas, especially for integrals with endpoint singularity, including algebraic singularity and logarithmic singularity. Furthermore, in the case of integrals with algebraic singularity, explicit error bounds have been given for those formulas, which enables us to guarantee their approximation accuracy. In the case of integrals with logarithmic singularity, however, such explicit error bounds have not ever given thus far, although those formulas should work accurately in this case as well. This paper presents the desired theoretical explicit error bounds, with numerical experiments.

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© 2014, The Japan Society for Industrial and Applied Mathematics
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