An IMT-type quadrature formula with the same asymptotic performance as the DE formula

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摘要

We propose an IMT-type quadrature formula which achieves the same asymptotic error estimate as the DE formula. The point of the idea is to optimize the parameters of the IMT-type transformation depending on the number of sampling points. We also show the performance of our IMT-type quadrature formula by numerical examples.

论文关键词：65D30,65D32,IMT-type quadrature,DE formula,Double exponential formula,Numerical quadrature

论文评审过程：Received 26 June 2006, Revised 6 December 2006, Available online 16 January 2007.

论文官网地址：https://doi.org/10.1016/j.cam.2007.01.002