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Computation of the complex error function using modified trapezoidal rules

Al Azah, M. and Chandler-Wilde, S. (2021) Computation of the complex error function using modified trapezoidal rules. SIAM Journal on Numerical Analysis (SINUM). ISSN 0036-1429 (In Press)

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Abstract/Summary

In this paper we propose a method for computing the Faddeeva function $w(z) := \re^{-z^2}\erfc(-\ri\,z)$ via truncated modified trapezoidal rule approximations to integrals on the real line. Our starting point is the method due to Matta and Reichel ({\em Math.\ Comp.} {\bf 25} (1971), pp.~339--344) and Hunter and Regan ({\em Math.\ Comp.} {\bf 26} (1972), pp.~339--541). Addressing shortcomings flagged by Weideman ({\em SIAM.\ J.\ Numer.\ Anal. } {\bf 31} (1994), pp.~1497--1518), we construct approximations which we prove are exponentially convergent as a function of $N+1$, the number of quadrature points, obtaining error bounds which show that accuracies of $2\times 10^{-15}$ in the computation of $w(z)$ throughout the complex plane are achieved with $N = 11$, this confirmed by computations. These approximations, moreover, provably achieve small relative errors throughout the upper complex half-plane where $w(z)$ is non-zero. Numerical tests suggest that this new method is competitive, in accuracy and computation times, with existing methods for computing $w(z)$ for complex $z$.

Item Type:Article
Refereed:Yes
Divisions:Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:98904
Additional Information:Supplementary Materials to the main paper are published with the journal and are also available at https://www.personal.rdg.ac.uk/~sms03snc/AlazahCW2020finalsupplementary.pdf
Publisher:Society for Industrial and Applied Mathematics

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