Double-Exponential transformation: A quick review of a Japanese tradition

01/05/2023

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by   Kazuo Murota, et al.

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This article is a short introduction to numerical methods using the double exponential (DE) transformation, such as tanh-sinh quadrature and DE-Sinc approximation. The DE-based methods for numerical computation have been developed intensively in Japan and the objective of this article is to describe the history in addition to the underlying mathematical ideas.