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Quadratic Convergence of the Tanh-sinh Quadrature Rule

Borwein, Jonathan M. and Ye, Lingyun (2006) Quadratic Convergence of the Tanh-sinh Quadrature Rule. Mathematics of Computation .

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    Abstract

    In practice, the doubly exponential `tanh-sinh' transformation for numerical integration has remarkable effectiveness---even for quite unruly integrands. Our intention in this note is to provide a theoretical underpinning when the integrand is analytic for the observed superlinear convergence of the method.

    Item Type: Article
    Additional Information: pubdom FALSE
    Subjects: 68-xx Computer science > 68Qxx Theory of computing
    Faculty: UNSPECIFIED
    Depositing User: lingyun ye
    Date Deposited: 29 Mar 2007
    Last Modified: 26 Feb 2015 15:34
    URI: https://docserver.carma.newcastle.edu.au/id/eprint/342

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