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RESOLUTION-OPTIMAL EXPONENTIAL AND DOUBLE-EXPONENTIAL TRANSFORM METHODS FOR FUNCTIONS WITH ENDPOINT SINGULARITIES

delete2017-01-12
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B
Ben Adcock *
J
Jesús Martín Vaquero
M
Mark Richardson
DOI:10.1137/15M104517Xdelete
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Abstract

Abstract

En 中文
We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and double-exponential mappings, in combination with Fourier-like approximation in a truncated domain. We show theoretically that this method is superior to variable transform techniques based on the standard exponential and double-exponential mappings. In particular, it can resolve oscillatory behavior using near-optimal degrees of freedom, whereas the standard mappings require degrees of freedom that grow superlinearly with the frequency of oscillation. We highlight these results with several numerical experiments. Therein it is observed that near-machine epsilon accuracy is achieved using a number of degrees of freedom that is 4-10 times smaller than those of existing techniques.
Keywords:
endpoint singularities
conformal maps
Fourier series
resolution analysis
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Journal

SIAM Journal on Scientific Computing cover
SIAM Journal on Scientific Computing
IF:
2.6
Papers:
5.1K
Citations:
1.8W

Organization

S
Simon Fraser University
Scholars:
1.0W
Papers: 1.0W
Citations: 1.4W
U
University of Salamanca
Scholars:
1.1W
Papers: 8.0K
Citations: 9