Cotlar–Stein lemma: Difference between revisions
en>RjwilmsiBot m →References: fixing page range dashes using AWB (8010) |
en>Yobot m →References: WP:CHECKWIKI error fixes - Replaced endash with hyphen in sortkey per WP:MCSTJR using AWB (9100) |
||
Line 1: | Line 1: | ||
'''Tanh-sinh quadrature''' is a method for [[numerical integration]] introduced by Hidetosi Takahasi and Masatake Mori in 1974.<ref>{{harvtxt|Takahasi|Mori|1974}}</ref> It uses the [[change of variables]] | |||
:<math>x = \tanh(\tfrac12 \pi \sinh t)\,</math> | |||
to transform an integral on the interval ''x'' ∈ (−1, +1) to an integral on the entire [[real line]] ''t'' ∈ (−∞,+∞). After this transformation, the integrand decays with a [[Double exponential function|double exponential]] rate, and thus, this method is also known as the '''double exponential (DE) formula'''.<ref>{{harvtxt|Mori|2005}}</ref> | |||
For a given step size ''h'', the integral is approximated by the sum | |||
:<math>\int_{-1}^1 f(x) \, dx \approx \sum_{k=-\infty}^\infty w_k f(x_k),</math> | |||
with the abscissas | |||
:<math>x_k = \tanh(\tfrac12 \pi \sinh kh)</math> | |||
and the weights | |||
:<math>w_k = \frac{\tfrac12 h \pi \cosh kh}{\cosh^2(\tfrac12 \pi \sinh kh)}.</math> | |||
Like [[Gaussian quadrature]], Tanh-Sinh quadrature is well suited for [[arbitrary-precision arithmetic|arbitrary-precision]] integration, where an accuracy of hundreds or even thousands of digits is desired. The [[rate of convergence|convergence]] is exponential (in the discretization sense) for sufficiently well-behaved integrands: doubling the number of evaluation points roughly doubles the number of correct digits. | |||
Tanh-Sinh quadrature is less efficient than Gaussian quadrature for smooth integrands, but unlike Gaussian quadrature tends to work equally well with integrands having singularities or infinite derivatives at one or both endpoints of the integration interval. A further advantage is that the abscissas and weights are relatively easy to compute. The cost of calculating abscissa-weight pairs for ''n''-digit accuracy is roughly ''n''<sup>2</sup> log<sup>2</sup> ''n'' compared to ''n''<sup>3</sup> log ''n'' for Gaussian quadrature. | |||
Upon comparing the scheme to Gaussian quadrature and [[error function quadrature]], Bailey et al. (2005) found that the Tanh-Sinh scheme "appears to be the best for integrands of the type most often encountered in experimental math research". | |||
Bailey and others have done extensive research on Tanh-Sinh quadrature, Gaussian quadrature and error function quadrature, as well as several of the classical quadrature methods, and found that the classical methods are not competitive with the first three methods, particularly when high-precision results are required. In a conference paper (July 2004) comparing Tanh-Sinh quadrature with Gaussian quadrature and error function quadrature, Bailey and Li found: "Overall, the Tanh-Sinh scheme appears to be the best. It combines uniformly excellent accuracy with fast run times. ''It is the nearest we have to a truly all-purpose quadrature scheme at the present time''." | |||
Bailey (2006) found that: "The Tanh-Sinh quadrature scheme ''is the fastest known high-precision quadrature scheme'', especially when the time for computing abscissas and weights is considered. It has been successfully employed for quadrature calculations of up to 20,000-digit precision. It works well for functions with blow-up singularities or infinite derivatives at endpoints." | |||
==Notes== | |||
<references/> | |||
==References== | |||
* [[David H. Bailey]], "[http://crd.lbl.gov/~dhbailey/dhbpapers/dhb-tanh-sinh.pdf Tanh-Sinh High-Precision Quadrature]". (2006). | |||
* Pascal Molin, [http://tel.archives-ouvertes.fr/tel-00537489/fr/ Intégration numérique et calculs de fonctions L] {{fr icon}}, doctoral thesis (2010). | |||
* David H. Bailey, Karthik Jeyabalan, and Xiaoye S. Li, "[http://crd-legacy.lbl.gov/~dhbailey/dhbpapers/quadrature.pdf A comparison of three high-precision quadrature schemes]". ''Experimental Mathematics'', 14.3 (2005). | |||
* David H. Bailey, Jonathan M. Borwein, David Broadhurst, and Wadim Zudlin, [http://crd.lbl.gov/~dhbailey/dhbpapers/bbbz-conmath.pdf Experimental mathematics and mathematical physics], in Gems in Experimental Mathematics (2010), American Mathematical Society, pp. 41–58. | |||
* [[Jonathan Borwein]], David H. Bailey, and Roland Girgensohn, ''Experimentation in Mathematics—Computational Paths to Discovery''. A K Peters, 2003. ISBN 1-56881-136-5. | |||
* {{Citation | last1=Mori | first1=Masatake | title=Discovery of the double exponential transformation and its developments | doi=10.2977/prims/1145474600 | year=2005 | journal=Publications of the Research Institute for Mathematical Sciences | issn=0034-5318 | volume=41 | issue=4 | pages=897–935}}. This paper is also available from [http://www.kurims.kyoto-u.ac.jp/~okamoto/paper/Publ_RIMS_DE/41-4-38.pdf here]. | |||
* {{Citation |last1=Press|first1=WH|last2=Teukolsky|first2=SA|last3=Vetterling|first3=WT|last4=Flannery|first4=BP|year=2007|title=Numerical Recipes: The Art of Scientific Computing|edition=3rd|publisher=Cambridge University Press| publication-place=New York|isbn=978-0-521-88068-8|chapter=Section 4.5. Quadrature by Variable Transformation|chapter-url=http://apps.nrbook.com/empanel/index.html?pg=172}} | |||
* {{Citation | last1=Takahasi | first1=Hidetosi | last2=Mori | first2=Masatake | title=Double exponential formulas for numerical integration | year=1974 | doi=10.2977/prims/1195192451 | journal=Publications of the Research Institute for Mathematical Sciences | issn=0034-5318 | volume=9 | issue=3 | pages=721–741}}. This paper is also available from [http://www.ems-ph.org/journals/show_pdf.php?issn=0034-5318&vol=9&iss=3&rank=12 here]. | |||
==External links== | |||
* John D. Cook, "[http://www.johndcook.com/double_exponential_integration.html Double Exponential Integration]" with [http://www.codeproject.com/KB/recipes/FastNumericalIntegration.aspx source code]. | |||
* Graeme Dennes, "[http://newtonexcelbach.wordpress.com/2013/03/16/tanh-sinh-quadrature-v4-1/ Tanh-Sinh Quadrature V4.1]" A Microsoft Excel workbook containing thirteen quadrature programs for performing Tanh-Sinh, Double-Exponential, [[Gauss–Kronrod quadrature formula|Gauss–Kronrod]], Recursive Monotone Stable (RMS) and [[Romberg's method|Romberg]] numerical integration of functions over the finite interval (''a'',''b''), semi-infinite intervals (''−∞'',''b'') and (''a'',''∞''), and infinite interval (''-∞'',''∞''), for periodic and non-periodic functions. Demonstrates the ''astounding speed and accuracy'' of the Tanh-Sinh method in particular and the Double-Exponential method in general, all of which are members of the family of Double-Exponential quadrature techniques developed by Takahasi and Mori in 1974. The quadrature programs are demonstrated using an extensive, diverse range of test functions. Full open source code is provided, including extensive documentation. | |||
[[Category:Numerical integration (quadrature)]] |
Revision as of 17:46, 20 April 2013
Tanh-sinh quadrature is a method for numerical integration introduced by Hidetosi Takahasi and Masatake Mori in 1974.[1] It uses the change of variables
to transform an integral on the interval x ∈ (−1, +1) to an integral on the entire real line t ∈ (−∞,+∞). After this transformation, the integrand decays with a double exponential rate, and thus, this method is also known as the double exponential (DE) formula.[2]
For a given step size h, the integral is approximated by the sum
with the abscissas
and the weights
Like Gaussian quadrature, Tanh-Sinh quadrature is well suited for arbitrary-precision integration, where an accuracy of hundreds or even thousands of digits is desired. The convergence is exponential (in the discretization sense) for sufficiently well-behaved integrands: doubling the number of evaluation points roughly doubles the number of correct digits.
Tanh-Sinh quadrature is less efficient than Gaussian quadrature for smooth integrands, but unlike Gaussian quadrature tends to work equally well with integrands having singularities or infinite derivatives at one or both endpoints of the integration interval. A further advantage is that the abscissas and weights are relatively easy to compute. The cost of calculating abscissa-weight pairs for n-digit accuracy is roughly n2 log2 n compared to n3 log n for Gaussian quadrature.
Upon comparing the scheme to Gaussian quadrature and error function quadrature, Bailey et al. (2005) found that the Tanh-Sinh scheme "appears to be the best for integrands of the type most often encountered in experimental math research".
Bailey and others have done extensive research on Tanh-Sinh quadrature, Gaussian quadrature and error function quadrature, as well as several of the classical quadrature methods, and found that the classical methods are not competitive with the first three methods, particularly when high-precision results are required. In a conference paper (July 2004) comparing Tanh-Sinh quadrature with Gaussian quadrature and error function quadrature, Bailey and Li found: "Overall, the Tanh-Sinh scheme appears to be the best. It combines uniformly excellent accuracy with fast run times. It is the nearest we have to a truly all-purpose quadrature scheme at the present time."
Bailey (2006) found that: "The Tanh-Sinh quadrature scheme is the fastest known high-precision quadrature scheme, especially when the time for computing abscissas and weights is considered. It has been successfully employed for quadrature calculations of up to 20,000-digit precision. It works well for functions with blow-up singularities or infinite derivatives at endpoints."
Notes
References
- David H. Bailey, "Tanh-Sinh High-Precision Quadrature". (2006).
- Pascal Molin, Intégration numérique et calculs de fonctions L 34 yrs old Fitter (General ) Anton from Iberville, has several passions including ceramics, property developers in singapore and vehicle racing. Has these days completed a trip to Monasteries of Haghpat and Sanahin.
Also visit my web site; commercial real estate For Sale, doctoral thesis (2010). - David H. Bailey, Karthik Jeyabalan, and Xiaoye S. Li, "A comparison of three high-precision quadrature schemes". Experimental Mathematics, 14.3 (2005).
- David H. Bailey, Jonathan M. Borwein, David Broadhurst, and Wadim Zudlin, Experimental mathematics and mathematical physics, in Gems in Experimental Mathematics (2010), American Mathematical Society, pp. 41–58.
- Jonathan Borwein, David H. Bailey, and Roland Girgensohn, Experimentation in Mathematics—Computational Paths to Discovery. A K Peters, 2003. ISBN 1-56881-136-5.
- Many property agents need to declare for the PIC grant in Singapore. However, not all of them know find out how to do the correct process for getting this PIC scheme from the IRAS. There are a number of steps that you need to do before your software can be approved.
Naturally, you will have to pay a safety deposit and that is usually one month rent for annually of the settlement. That is the place your good religion deposit will likely be taken into account and will kind part or all of your security deposit. Anticipate to have a proportionate amount deducted out of your deposit if something is discovered to be damaged if you move out. It's best to you'll want to test the inventory drawn up by the owner, which can detail all objects in the property and their condition. If you happen to fail to notice any harm not already mentioned within the inventory before transferring in, you danger having to pay for it yourself.
In case you are in search of an actual estate or Singapore property agent on-line, you simply should belief your intuition. It's because you do not know which agent is nice and which agent will not be. Carry out research on several brokers by looking out the internet. As soon as if you end up positive that a selected agent is dependable and reliable, you can choose to utilize his partnerise in finding you a home in Singapore. Most of the time, a property agent is taken into account to be good if he or she locations the contact data on his website. This may mean that the agent does not mind you calling them and asking them any questions relating to new properties in singapore in Singapore. After chatting with them you too can see them in their office after taking an appointment.
Have handed an trade examination i.e Widespread Examination for House Brokers (CEHA) or Actual Property Agency (REA) examination, or equal; Exclusive brokers are extra keen to share listing information thus making certain the widest doable coverage inside the real estate community via Multiple Listings and Networking. Accepting a severe provide is simpler since your agent is totally conscious of all advertising activity related with your property. This reduces your having to check with a number of agents for some other offers. Price control is easily achieved. Paint work in good restore-discuss with your Property Marketing consultant if main works are still to be done. Softening in residential property prices proceed, led by 2.8 per cent decline within the index for Remainder of Central Region
Once you place down the one per cent choice price to carry down a non-public property, it's important to accept its situation as it is whenever you move in – faulty air-con, choked rest room and all. Get round this by asking your agent to incorporate a ultimate inspection clause within the possibility-to-buy letter. HDB flat patrons routinely take pleasure in this security net. "There's a ultimate inspection of the property two days before the completion of all HDB transactions. If the air-con is defective, you can request the seller to repair it," says Kelvin.
15.6.1 As the agent is an intermediary, generally, as soon as the principal and third party are introduced right into a contractual relationship, the agent drops out of the image, subject to any problems with remuneration or indemnification that he could have against the principal, and extra exceptionally, against the third occasion. Generally, agents are entitled to be indemnified for all liabilities reasonably incurred within the execution of the brokers´ authority.
To achieve the very best outcomes, you must be always updated on market situations, including past transaction information and reliable projections. You could review and examine comparable homes that are currently available in the market, especially these which have been sold or not bought up to now six months. You'll be able to see a pattern of such report by clicking here It's essential to defend yourself in opposition to unscrupulous patrons. They are often very skilled in using highly unethical and manipulative techniques to try and lure you into a lure. That you must also protect your self, your loved ones, and personal belongings as you'll be serving many strangers in your home. Sign a listing itemizing of all of the objects provided by the proprietor, together with their situation. HSR Prime Recruiter 2010. This paper is also available from here. - Many property agents need to declare for the PIC grant in Singapore. However, not all of them know find out how to do the correct process for getting this PIC scheme from the IRAS. There are a number of steps that you need to do before your software can be approved.
Naturally, you will have to pay a safety deposit and that is usually one month rent for annually of the settlement. That is the place your good religion deposit will likely be taken into account and will kind part or all of your security deposit. Anticipate to have a proportionate amount deducted out of your deposit if something is discovered to be damaged if you move out. It's best to you'll want to test the inventory drawn up by the owner, which can detail all objects in the property and their condition. If you happen to fail to notice any harm not already mentioned within the inventory before transferring in, you danger having to pay for it yourself.
In case you are in search of an actual estate or Singapore property agent on-line, you simply should belief your intuition. It's because you do not know which agent is nice and which agent will not be. Carry out research on several brokers by looking out the internet. As soon as if you end up positive that a selected agent is dependable and reliable, you can choose to utilize his partnerise in finding you a home in Singapore. Most of the time, a property agent is taken into account to be good if he or she locations the contact data on his website. This may mean that the agent does not mind you calling them and asking them any questions relating to new properties in singapore in Singapore. After chatting with them you too can see them in their office after taking an appointment.
Have handed an trade examination i.e Widespread Examination for House Brokers (CEHA) or Actual Property Agency (REA) examination, or equal; Exclusive brokers are extra keen to share listing information thus making certain the widest doable coverage inside the real estate community via Multiple Listings and Networking. Accepting a severe provide is simpler since your agent is totally conscious of all advertising activity related with your property. This reduces your having to check with a number of agents for some other offers. Price control is easily achieved. Paint work in good restore-discuss with your Property Marketing consultant if main works are still to be done. Softening in residential property prices proceed, led by 2.8 per cent decline within the index for Remainder of Central Region
Once you place down the one per cent choice price to carry down a non-public property, it's important to accept its situation as it is whenever you move in – faulty air-con, choked rest room and all. Get round this by asking your agent to incorporate a ultimate inspection clause within the possibility-to-buy letter. HDB flat patrons routinely take pleasure in this security net. "There's a ultimate inspection of the property two days before the completion of all HDB transactions. If the air-con is defective, you can request the seller to repair it," says Kelvin.
15.6.1 As the agent is an intermediary, generally, as soon as the principal and third party are introduced right into a contractual relationship, the agent drops out of the image, subject to any problems with remuneration or indemnification that he could have against the principal, and extra exceptionally, against the third occasion. Generally, agents are entitled to be indemnified for all liabilities reasonably incurred within the execution of the brokers´ authority.
To achieve the very best outcomes, you must be always updated on market situations, including past transaction information and reliable projections. You could review and examine comparable homes that are currently available in the market, especially these which have been sold or not bought up to now six months. You'll be able to see a pattern of such report by clicking here It's essential to defend yourself in opposition to unscrupulous patrons. They are often very skilled in using highly unethical and manipulative techniques to try and lure you into a lure. That you must also protect your self, your loved ones, and personal belongings as you'll be serving many strangers in your home. Sign a listing itemizing of all of the objects provided by the proprietor, together with their situation. HSR Prime Recruiter 2010 - Many property agents need to declare for the PIC grant in Singapore. However, not all of them know find out how to do the correct process for getting this PIC scheme from the IRAS. There are a number of steps that you need to do before your software can be approved.
Naturally, you will have to pay a safety deposit and that is usually one month rent for annually of the settlement. That is the place your good religion deposit will likely be taken into account and will kind part or all of your security deposit. Anticipate to have a proportionate amount deducted out of your deposit if something is discovered to be damaged if you move out. It's best to you'll want to test the inventory drawn up by the owner, which can detail all objects in the property and their condition. If you happen to fail to notice any harm not already mentioned within the inventory before transferring in, you danger having to pay for it yourself.
In case you are in search of an actual estate or Singapore property agent on-line, you simply should belief your intuition. It's because you do not know which agent is nice and which agent will not be. Carry out research on several brokers by looking out the internet. As soon as if you end up positive that a selected agent is dependable and reliable, you can choose to utilize his partnerise in finding you a home in Singapore. Most of the time, a property agent is taken into account to be good if he or she locations the contact data on his website. This may mean that the agent does not mind you calling them and asking them any questions relating to new properties in singapore in Singapore. After chatting with them you too can see them in their office after taking an appointment.
Have handed an trade examination i.e Widespread Examination for House Brokers (CEHA) or Actual Property Agency (REA) examination, or equal; Exclusive brokers are extra keen to share listing information thus making certain the widest doable coverage inside the real estate community via Multiple Listings and Networking. Accepting a severe provide is simpler since your agent is totally conscious of all advertising activity related with your property. This reduces your having to check with a number of agents for some other offers. Price control is easily achieved. Paint work in good restore-discuss with your Property Marketing consultant if main works are still to be done. Softening in residential property prices proceed, led by 2.8 per cent decline within the index for Remainder of Central Region
Once you place down the one per cent choice price to carry down a non-public property, it's important to accept its situation as it is whenever you move in – faulty air-con, choked rest room and all. Get round this by asking your agent to incorporate a ultimate inspection clause within the possibility-to-buy letter. HDB flat patrons routinely take pleasure in this security net. "There's a ultimate inspection of the property two days before the completion of all HDB transactions. If the air-con is defective, you can request the seller to repair it," says Kelvin.
15.6.1 As the agent is an intermediary, generally, as soon as the principal and third party are introduced right into a contractual relationship, the agent drops out of the image, subject to any problems with remuneration or indemnification that he could have against the principal, and extra exceptionally, against the third occasion. Generally, agents are entitled to be indemnified for all liabilities reasonably incurred within the execution of the brokers´ authority.
To achieve the very best outcomes, you must be always updated on market situations, including past transaction information and reliable projections. You could review and examine comparable homes that are currently available in the market, especially these which have been sold or not bought up to now six months. You'll be able to see a pattern of such report by clicking here It's essential to defend yourself in opposition to unscrupulous patrons. They are often very skilled in using highly unethical and manipulative techniques to try and lure you into a lure. That you must also protect your self, your loved ones, and personal belongings as you'll be serving many strangers in your home. Sign a listing itemizing of all of the objects provided by the proprietor, together with their situation. HSR Prime Recruiter 2010. This paper is also available from here.
External links
- John D. Cook, "Double Exponential Integration" with source code.
- Graeme Dennes, "Tanh-Sinh Quadrature V4.1" A Microsoft Excel workbook containing thirteen quadrature programs for performing Tanh-Sinh, Double-Exponential, Gauss–Kronrod, Recursive Monotone Stable (RMS) and Romberg numerical integration of functions over the finite interval (a,b), semi-infinite intervals (−∞,b) and (a,∞), and infinite interval (-∞,∞), for periodic and non-periodic functions. Demonstrates the astounding speed and accuracy of the Tanh-Sinh method in particular and the Double-Exponential method in general, all of which are members of the family of Double-Exponential quadrature techniques developed by Takahasi and Mori in 1974. The quadrature programs are demonstrated using an extensive, diverse range of test functions. Full open source code is provided, including extensive documentation.