The double-exponential transformation in numerical analysis

By Masatake Mori, Masaaki Sugihara. 2001

216 citations recorded by the source corpus.

Subfields: Modeling and Simulation, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/d7c50af41e78ebb9ae83339cfd18483329773e21

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Modeling and Simulation

1. Masatake Mori
2. Cornelis W. Oosterlee
3. Fang Fang
4. Ahniyaz Nurmuhammad
5. M. Muhammad
6. Masaaki Sugihara

In Numerical Analysis

1. Masatake Mori
2. Ahniyaz Nurmuhammad
3. Masaaki Sugihara
4. M. Muhammad
5. Fang Fang
6. Cornelis W. Oosterlee
7. Peter A. Forsyth

Citations in the corpus

• The Exponentially Convergent Trapezoidal Rule (2014, unknown): “Methods of this kind were introduced in the 1960s [143, 148] and developed much further in the 1970s by Mori, Takahasi, and other Japanese researchers [85, 128, 131, 161, 162, 163].”
• Double exponential transformation in the Sinc-collocation method for a boundary value problem with fourth-order ordinary differential equation (2005, methodology): “Indeed, it has been demonstrated in [2,4,8] that the use of the Sinc method incorporated with the DE transformation gives highly efficient numerical methods for approximation of functions, indefinite numerical integration and the solution of differential equations.”
• A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (2008, methodology): “Other highly efficient techniques for pricing plain vanilla options include the fast Gauss transform [6] and the double-exponential transformation [19, 25].”