Abstract: In this study we utilize quadrature rules based on double exponential formulas to evaluate strongly singular volume integrals. First it is shown numerically that double exponential formulas ...

Abstract: In this paper, we consider the rare-event simulation of integrals of exponential functions of smooth Gaussian random processes. In particular, we design importance sampling estimators that ...

ABSTRACT: In this paper, we establish some mid-point type and trapezoid type inequalities via a new class of fractional integral operators which is introduced by Ahmad et al. We derive a new ...

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This is the numerical integration program for Fourier-type integrals, using double exponential transformation. This code can calculate the sine type integral and the cosine type integral from a to ...

ABSTRACT: A new computational method for solving the fifth order Korteweg-de Vries (fKdV) equation is proposed. The nonlinear partial differential equation is discretized in space using the discrete ...

We analyze the behavior of the operator ψ(Γ) = Tr P Γ exp (∲A· d x) under variation of the entire closed contour Γ. An equation for the second contour variation ofψ (Γ) is derived. It codes the ...