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Title: Recurrent evaluation of integrals of the type $\int^1_0x^\alpha\sin 2\pi px dx$, $\int^1_0x^\alpha\cos 2\pi px dx$ with respect to numerical stability (English)
Author: Chvála, František
Language: English
Journal: Aplikace matematiky
ISSN: 0373-6725
Volume: 20
Issue: 3
Year: 1975
Pages: 206-215
Summary lang: English
Summary lang: Czech
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Category: math
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Summary: The paper deals with recurrent processes for the evalutaion of integrals occurring in the numerical Fourier analysis. The problem of preventing a substantial influence of round-off errors accumulation is discussed and a numerically stable algorithm is developed. The theory is supplied with illustrative numerical examples. ()
MSC: 41A55
MSC: 65D20
MSC: 65D30
MSC: 65T05
idZBL: Zbl 0307.65033
idMR: MR0371129
DOI: 10.21136/AM.1975.103584
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Date available: 2008-05-20T18:01:16Z
Last updated: 2020-07-28
Stable URL: http://hdl.handle.net/10338.dmlcz/103584
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Reference: [1] Mikloško J.: Numerical integration with weight functions cos kx, sin kx on $[0, 2 \pi /t]$, t = = 1, 2, ....Apl. mat. 14 (1969), 179-194. MR 0246510
Reference: [2] Крылов В. И.: Приближенное вычисление интегралов.Наука, Москва 1967, гл. 14. Zbl 1103.35360
Reference: [3] Babušková R.: Über numerische Stabilität einiger Rekursionsformeln.Apl. mat. 9 (1964), 186-193. MR 0187365
Reference: [4] Babuška I., Práger M., Vitásek E.: Numerical processes in differential equations.Wiley, London-New York-Sydney 1966, chap. 2. MR 0223101
Reference: [5] Fleckner O. L.: A method for the computation of the Fresnel integrals and related functions.Math. Соmр. 22 (1968), 635-640. Zbl 0159.45201, MR 0226824
Reference: [6] Bulirsch R., Stoer J.: Numerical treatment of ordinary differential equations by extrapolation methods.Numer. Math. 8 (1966), 1 - 13. Zbl 0135.37901, MR 0191095, 10.1007/BF02165234
Reference: [7] Chvála F.: Evaluation of integrals by means of recurrence formulae.Report ÚVT ČVUT 2/73 (in czech).
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