Single Exponential Approximation of Fourier Transforms

Details Single Exponential Approximation of Fourier Transforms Single Exponential Approximation of Fourier Transforms

2005-12-14

arxiv.org/abs/math/0512347v1

Mathematics

Numerical Analysis

17 pages, 5 figures, 1 table, draft

Scientific paper

This article is concerned with a new method for the approximate evaluation of Fourier sine and cosine transforms. We develop and analyse a new quadrature rule for Fourier sine and cosine transforms involving transforming the integral to one over the entire real line and then using the trapezoidal rule in order to approximate the transformed integral. This method follows on from the work of Ooura and Mori. A complete error analysis is made using contour integration. An example is examined in detail and the error is analysed using residues and the saddle point method. The method we have developed is characterised by its simplicity and single exponential convergence.

Affiliated with

Also associated with

No associations

Rating

Single Exponential Approximation of Fourier Transforms does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Single Exponential Approximation of Fourier Transforms, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Single Exponential Approximation of Fourier Transforms will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-168782