Seminar series
Date
Thu, 11 Nov 2004
Time
14:00 -
15:00
Location
Comlab
Speaker
Prof Andre Weideman
Organisation
University of Stellenbosch / Oxford
The trapezoidal rule for numerical integration is remarkably accurate when
the integrand under consideration is smooth and periodic. In this
situation it is superior to more sophisticated methods like Simpson's rule
and even the Gauss-Legendre rule. In the first part of the talk we
discuss this phenomenon and give a few elementary examples. In the second
part of the talk we discuss the application of this idea to the numerical
evaluation of contour integrals in the complex plane.
Demonstrations involving numerical differentiation, the computation
of special functions, and the inversion of the Laplace transform will be
presented.