numerical integration

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31: Bibliography B

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Numerical calculation of a generalized complete elliptic integral. Rev. Mod. Phys. 10, pp. 264–269.

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External Links:

Document, ZentralBlatt

Referenced by:

§19.2(iii).

Encodings:

BibTeX

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Numerical Methods for Least Squares Problems. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA.

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External Links:

ISBN 0-89871-360-9, MathReview (Hongyuan Zha), ZentralBlatt

Referenced by:

§3.11(v).

Encodings:

BibTeX

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Numerical evaluation of continued fractions. SIAM Rev. 6 (4), pp. 383–421.

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External Links:

Document, MathReview (E. Frank), ZentralBlatt

Referenced by:

§3.10(iii), §3.10(ii).

Encodings:

BibTeX

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Numerical aspects of Mathieu eigenvalues. Rend. Circ. Mat. Palermo (2) 15, pp. 51–97.

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External Links:

Document, MathReview (J. Meixner), ZentralBlatt

Referenced by:

item (e).

Encodings:

BibTeX

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Numerical calculation of elliptic integrals and elliptic functions. Numer. Math. 7 (1), pp. 78–90.

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Notes:

Algol 60 programs are included for real and complex elliptic integrals, and for Jacobian elliptic functions of real argument.

External Links:

ISSN 0029-599X, Document, MathReview (M. Feliciano), ZentralBlatt

Referenced by:

§19.1, §19.2(iii), §19.36(ii), §19.39(iii), §22.22(ii).

Encodings:

BibTeX

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32: 19.15 Advantages of Symmetry

… ►The function $R_{-a}(b_1,b_2,\mathrm{\dots },b_n;z_1,z_2,\mathrm{\dots },z_n)$ (Carlson (1963)) reveals the full permutation symmetry that is partially hidden in $F_D$, and leads to symmetric standard integrals that simplify many aspects of theory, applications, and numerical computation. … ►Symmetry makes possible the reduction theorems of §19.29(i), permitting remarkable compression of tables of integrals while generalizing the interval of integration. …These reduction theorems, unknown in the Legendre theory, allow symbolic integration without imposing conditions on the parameters and the limits of integration (see §19.29(ii)). …

33: Mourad E. H. Ismail

… ►Ismail has published numerous papers on special functions, orthogonal polynomials, approximation theory, combinatorics, asymptotics, and related topics. … ►Ismail serves on several editorial boards including the Cambridge University Press book series Encyclopedia of Mathematics and its Applications, and on the editorial boards of 9 journals including Proceedings of the American Mathematical Society (Integrable Systems and Special Functions Editor); Constructive Approximation; Journal of Approximation Theory; and Integral Transforms and Special Functions. …

34: 2.11 Remainder Terms; Stokes Phenomenon

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§2.11(i) Numerical Use of Asymptotic Expansions

… ►By integration by parts (§2.3(i)) … ►

§2.11(vi) Direct Numerical Transformations

… ►The numerically smallest terms are the 5th and 6th. … ►However, direct numerical transformations need to be used with care. …

35: 22.19 Physical Applications

… ►The classical rotation of rigid bodies in free space or about a fixed point may be described in terms of elliptic, or hyperelliptic, functions if the motion is integrable (Audin (1999, Chapter 1)). … ►Numerous other physical or engineering applications involving Jacobian elliptic functions, and their inverses, to problems of classical dynamics, electrostatics, and hydrodynamics appear in Bowman (1953, Chapters VII and VIII) and Lawden (1989, Chapter 5). …

36: 18.40 Methods of Computation

… ►Usually, however, other methods are more efficient, especially the numerical solution of difference equations (§3.6) and the application of uniform asymptotic expansions (when available) for OP’s of large degree. … ►

A numerical approach to the recursion coefficients and quadrature abscissas and weights

… ►There are many ways to implement these first two steps, noting that the expressions for ${\alpha }_n$ and ${\beta }_n$ of equation (18.2.30) are of little practical numerical value, see Gautschi (2004) and Golub and Meurant (2010). A simple set of choices is spelled out in Gordon (1968) which gives a numerically stable algorithm for direct computation of the recursion coefficients in terms of the moments, followed by construction of the J-matrix and quadrature weights and abscissas, and we will follow this approach: Let $N$ be a positive integer and define …See Gautschi (1983) for examples of numerically stable and unstable use of the above recursion relations, and how one can then usefully differentiate between numerical results of low and high precision, as produced thereby. …

37: 25.11 Hurwitz Zeta Function

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25.11.6 $$\zeta (s,a)=\frac{1}{a^s}\left(\frac{1}{2}+\frac{a}{s-1}\right)-\frac{s(s+1)}{2}{\int }_0^{\mathrm{\infty }}\frac{{\tilde{B}}_2\left(x\right)-B_2}{{(x+a)}^{s+2}}dx,$$ $s\ne 1$, $\mathrm{\Re }s>-1$, $a>0$.

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Symbols:

$B_n$: Bernoulli numbers, $\zeta (s,a)$: Hurwitz zeta function, $dx$: differential of $x$ , $\int$: integral, ${\tilde{B}}_n\left(x\right)$: periodic Bernoulli functions, $\mathrm{\Re }$: real part, $x$: real variable, $a$: real or complex parameter and $s$: complex variable

Keywords:

Euler–Maclaurin formula, improper integral

Source:

Apostol (1985a, (25), p. 231)

Referenced by:

Erratum (V1.0.12) for Equations (25.11.6), (25.11.19), and (25.11.20)

Permalink:

http://dlmf.nist.gov/25.11.E6

Encodings:

pMML, png, TeX

Errata (effective with 1.0.12):

Originally the integrand was incorrect because its numerator contained the function ${\tilde{B}}_2\left(x\right)$. The correct function is $\frac{{\tilde{B}}_2\left(x\right)-B_2}{2}$.

Reported 2016-05-08 by Clemens Heuberger

See also:

Annotations for §25.11(iii), §25.11 and Ch.25

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25.11.7 $$\zeta (s,a)=\frac{1}{a^s}+\frac{1}{{(1+a)}^s}\left(\frac{1}{2}+\frac{1+a}{s-1}\right)+\sum _{k=1}^n\left(\genfrac{}{}{0.0pt}{}{s+2k-2}{2k-1}\right)\frac{B_{2k}}{2k}\frac{1}{{(1+a)}^{s+2k-1}}-\left(\genfrac{}{}{0.0pt}{}{s+2n}{2n+1}\right){\int }_1^{\mathrm{\infty }}\frac{{\tilde{B}}_{2n+1}\left(x\right)}{{(x+a)}^{s+2n+1}}dx,$$ $s\ne 1$, $a>0$, $n=1,2,3,\mathrm{\dots }$, $\mathrm{\Re }s>-2n$.

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Symbols:

$B_n$: Bernoulli numbers, $\zeta (s,a)$: Hurwitz zeta function, $\left(\genfrac{}{}{0.0pt}{}{m}{n}\right)$: binomial coefficient, $dx$: differential of $x$ , $\int$: integral, ${\tilde{B}}_n\left(x\right)$: periodic Bernoulli functions, $\mathrm{\Re }$: real part, $k$: nonnegative integer, $n$: nonnegative integer, $x$: real variable, $a$: real or complex parameter and $s$: complex variable

Keywords:

Euler–Maclaurin formula, improper integral

Proof sketch:

Derivable from (25.11.5) by setting $N=1$ and repeatedly integrating by parts using (1.2.6), (24.2.2), (24.2.4), (24.2.11), (24.2.12), (24.4.34).

Permalink:

http://dlmf.nist.gov/25.11.E7

Encodings:

pMML, png, TeX

See also:

Annotations for §25.11(iii), §25.11 and Ch.25

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25.11.19 $${\zeta }^{\prime }(s,a)=-\frac{\ln a}{a^s}\left(\frac{1}{2}+\frac{a}{s-1}\right)-\frac{a^{1-s}}{{(s-1)}^2}+\frac{s(s+1)}{2}{\int }_0^{\mathrm{\infty }}\frac{({\tilde{B}}_2\left(x\right)-B_2)\ln \left(x+a\right)}{{(x+a)}^{s+2}}dx-\frac{(2s+1)}{2}{\int }_0^{\mathrm{\infty }}\frac{{\tilde{B}}_2\left(x\right)-B_2}{{(x+a)}^{s+2}}dx,$$ $\mathrm{\Re }s>-1$, $s\ne 1$, $a>0$.

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Symbols:

$B_n$: Bernoulli numbers, $\zeta (s,a)$: Hurwitz zeta function, $dx$: differential of $x$ , $\int$: integral, $\ln z$: principal branch of logarithm function, ${\tilde{B}}_n\left(x\right)$: periodic Bernoulli functions, $\mathrm{\Re }$: real part, $x$: real variable, $a$: real or complex parameter, $s$: complex variable and $k$: integer

Keywords:

derivative

Source:

Apostol (1985a, fourth equation, p. 231); with $k=1$, ${\phi }_2(x)=\frac{1}{2}({\tilde{B}}_2\left(x\right)-B_2)$

Referenced by:

Erratum (V1.0.12) for Equations (25.11.6), (25.11.19), and (25.11.20)

Permalink:

http://dlmf.nist.gov/25.11.E19

Encodings:

pMML, png, TeX

Errata (effective with 1.0.12):

Originally both integrands were incorrect because their numerators contained the function ${\tilde{B}}_2\left(x\right)$. The correct function is $\frac{{\tilde{B}}_2\left(x\right)-B_2}{2}$.

Reported 2016-06-27 by Gergő Nemes

See also:

Annotations for §25.11(vi), §25.11(vi), §25.11 and Ch.25

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25.11.30 $$\zeta (s,a)=\frac{\mathrm{\Gamma }\left(1-s\right)}{2\pi \mathrm{i}}{\int }_{-\mathrm{\infty }}^{(0+)}\frac{{\mathrm{e}}^{az}{z}^{s-1}}{1-{\mathrm{e}}^z}dz,$$ $s\ne 1$, $\mathrm{\Re }a>0$,

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Symbols:

$\mathrm{\Gamma }\left(z\right)$: gamma function, $\zeta (s,a)$: Hurwitz zeta function, $\pi$: the ratio of the circumference of a circle to its diameter, $dx$: differential of $x$ , $\mathrm{e}$: base of natural logarithm, $\mathrm{i}$: imaginary unit, $\int$: integral, $\mathrm{\Re }$: real part, $a$: real or complex parameter, $s$: complex variable and $z$: complex variable

Keywords:

contour integral, integral representation

Source:

Erdélyi et al. (1953a, (1.10.5), p. 25); with $z=-t$

Proof sketch:

This contour integral uses Hankel’s contour Figure 5.9.1. Assume $\mathrm{\Re }s>1$, collapse the integration path onto the negative real axis, apply (25.11.25), followed by analytic continuation for all $s\ne 1$, $\mathrm{\Re }a>0$, since the integrand is analytic in $z$, the convergence at the ends of the path is exponential for all $s\ne -1$ and the Hankel contour can be kept well clear of the singularity at the origin in the $z$-plane.

Referenced by:

§25.11(i)

Permalink:

http://dlmf.nist.gov/25.11.E30

Encodings:

pMML, png, TeX

See also:

Annotations for §25.11(vii), §25.11 and Ch.25

►where the integration contour is a loop around the negative real axis as described for (25.5.20). …

38: 6.16 Mathematical Applications

… ►By integration by parts …

39: 9.12 Scorer Functions

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§9.12(iv) Numerically Satisfactory Solutions

► $-\mathrm{Gi}\left(x\right)$ is a numerically satisfactory companion to the complementary functions $\mathrm{Ai}\left(x\right)$ and $\mathrm{Bi}\left(x\right)$ on the interval . … ►In $ℂ$, numerically satisfactory sets of solutions are given by … ►where the integration contour separates the poles of $\mathrm{\Gamma }\left(\frac{1}{3}+\frac{1}{3}t\right)$ from those of $\mathrm{\Gamma }\left(-t\right)$. … ►For the above properties and further results, including the distribution of complex zeros, asymptotic approximations for the numerically large real or complex zeros, and numerical tables see Gil et al. (2003c). …

40: Bibliography N

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Numerical Algorithms Group, Ltd..

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Notes:

The NAG Libraries are large general purpose numerical software libraries with broad coverage of elementary and special functions. Implementations are in single and double precision.

Referenced by:

§ ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index, § ‣ Software Cross Index.

Encodings:

BibTeX

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Algorithm 707: CONHYP: A numerical evaluator of the confluent hypergeometric function for complex arguments of large magnitudes. ACM Trans. Math. Software 18 (3), pp. 345–349.

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Notes:

Double-precision Fortran, minimum accuracy 9S, maximum accuracy 13S.

External Links:

ISSN 0098-3500, Document, GAMS (module 707; package TOMS), ZentralBlatt

Referenced by:

1st item.

Encodings:

BibTeX

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Numerical evaluation of the confluent hypergeometric function for complex arguments of large magnitudes. J. Comput. Appl. Math. 39 (2), pp. 193–200.

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Notes:

Extended-precision Fortran evaluator, minimum accuracy 9S, maximum accuracy 13S.

External Links:

ISSN 0377-0427, Document, MathReview Entry, ZentralBlatt

Referenced by:

§13.32(iii).

Encodings:

BibTeX

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On the numerical evaluation of the generalised Fermi-Dirac integrals. Comput. Phys. Comm. 76 (1), pp. 48–50.

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External Links:

ISSN 0010-4655, Document, ZentralBlatt

Referenced by:

§25.18(i).

Encodings:

BibTeX

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Bisection hardly ever converges linearly. Numer. Math. 70 (1), pp. 111–118.

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External Links:

ISSN 0029-599X, Document, MathReview, ZentralBlatt

Referenced by:

§3.8(iii).

Encodings:

BibTeX

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