Pascal Molin on Tue, 11 Dec 2018 10:13:35 +0100 |
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Re: Integration of periodic functions |
For periodic functions integrated over a period, the trapezoidal or midpoint methods cangive much more accurate results than other numerical integration methods.Compare, for example, the number of bits LOST inexr(x,y) = [exponent( if(!x,y,1-y/x) ), 0] - exponent(0.)*[1,1];
{localbitprec(64*4);
rm = intnumromb(X=0,2*Pi,sin(X)/(5+3*sin(X)));
de = intnum(X=0,2*Pi,sin(X)/(5+3*sin(X)));
exr(-Pi/6,rm) == [9,256] && exr(-Pi/6,de) == [158,256]
}
This carries over to infinite intervals, as pointed out by Alan Turingwhere “ the method of Romberg does rather spoil than improve thatexcellent convergence” of the trapezoidal method.(Bauer+Rutishauser+Stiefel 1963 New aspects in numerical quadrature)
Ref: Weideman 2002 Numerical Integration of Periodic Functions - A Few Examples (AMM 109)
Jacques Gélinas