Otto-von-Guericke-Universität Magdeburg

 
 
 
 
 
 
 
 

Prof. Lloyd N. Trefethen, PhD

Numerical Integration in Scientific Computing: Trapezoidal Rule Revisited

It is well known that the trapezoid rule converges geometrically when applied to analytic functions on periodic intervals or the real line. The mathematics and history of this phenomenon are reviewed and it is shown that far from being a curiosity, it is linked with powerful algorithms all across scientific computing, including double exponential and Gauss quadrature, computation of inverse Laplace transforms, special functions, computational complex analysis, the computation of functions of matrices and operators, rational approximation, and the solution of stiff partial differential equations.


Datum: 16.05.2013, Raum: Sandtorstr. 1 (MPI), Seminarraum V0.05/2-3, Zeit: 17:00
Letzte Änderung: 16.11.2016 - Ansprechpartner: Prof. Dr. Volker Kaibel
 
 
 
 
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