2005
DOI: 10.2977/prims/1145474602
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A Numerical Integration Formula Based on the Bessel Functions

Abstract: In this paper, we discuss the properties of a quadrature formula with the zeros of the Bessel functions as nodes for integralswhere ν is a real constant greater than −1 and f (x) is a function analytic on the real axis (−∞, +∞). We show from theoretical error analysis that (i) the quadrature formula converges exponentially, (ii) it is as accurate as the trapezoidal formula over (−∞, +∞) and (iii) the accuracy of the quadrature formula doubles that of an interpolation formula with the same nodes. Numerical exam… Show more

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Cited by 48 publications
(37 citation statements)
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“…Typically, in order to obtain sufficient precision one should include a large number of points into the integral, which is very costly especially at NNLL/NNLO. arTeMiDe evaluates this integral with the Ogata quadratures [68]. The Ogata quadrature is a double exponential quadrature, whose nodes are the zeros of the Bessel function.…”
Section: Artemidementioning
confidence: 99%
“…Typically, in order to obtain sufficient precision one should include a large number of points into the integral, which is very costly especially at NNLL/NNLO. arTeMiDe evaluates this integral with the Ogata quadratures [68]. The Ogata quadrature is a double exponential quadrature, whose nodes are the zeros of the Bessel function.…”
Section: Artemidementioning
confidence: 99%
“…While reducing the dimension of the integration domain to one appears to be a valuable improvement, the integral of Equation (4), albeit univariate, falls within the category of Hankel-like integrals known to be particularly delicate to compute. This is due to the fact that the integrand has singularities near the real axis (Ogata, 2005). To overcome this limitation, we investigate in the following subsection the use of the noiseless PPCA model to obtain a tractable expression.…”
Section: A General Framework For Globally Sparse Ppcamentioning
confidence: 99%
“…In order for the integral to converge, we introduce a smoothing term by multiplying the integrand with a damping factor of exp (−k 2 σ 2 ) where σ = 0.5. We tried two other methods in addition to the brute force approach, a quadrature formula to approximate integrals over Bessel functions introduced by Ogata (2005) and applied to the correlation function by Szapudi et al (2005) and FFTlog, an algorithm that performs Fast Fourier or Hankel transforms over logarithmically spaced intervals (Hamilton 2000). As shown in Ogata (2005), integrals involving Bessel functions such as the one that appears in Equation 18 can be approximated as:…”
Section: Nonlinear Biasmentioning
confidence: 99%