The Exponentially Convergent Trapezoidal Rule

It is well known that the trapezoidal rule converges geometrically when applied to analytic functions on periodic intervals or the real line. The mathematics and history of this phenomenon axe reviewed, and it is shown that far from being a curiosity, it is linked with computational methods all acro...

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Veröffentlicht in:SIAM review 2014-01, Vol.56 (3), p.385-458
Hauptverfasser: Trefethen, Lloyd N., Weideman, J. A. C.
Format: Artikel
Sprache:eng
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Zusammenfassung:It is well known that the trapezoidal rule converges geometrically when applied to analytic functions on periodic intervals or the real line. The mathematics and history of this phenomenon axe reviewed, and it is shown that far from being a curiosity, it is linked with computational methods all across scientific computing, including algorithms related to inverse Laplace transforms, special functions, complex analysis, rational approximation, integral equations, and the computation of functions and eigenvalues of matrices and operators.
ISSN:0036-1445
1095-7200
DOI:10.1137/130932132