Thirty Years of the Double Exponential Transforms

Organizer: Hisashi Okamoto (RIMS, Kyoto Univ.)

 
September 1 (Wed), 13:00- September 3 (Fri), 2004
Research Institute for Mathematical Sciences
Kyoto University, Lecture Room 420

 

Program

September 1, Wednesday
13:00 - 14:30 Masatake Mori
Discovery of the double exponential transformation and its developments
14:50 - 15:50 Ian H. Sloan
Contemporary issues in high dimensional numerical integration
16:00 - 17:00 James N. Lyness
Cubature of some Galerkin Integrals by extrapolation
18:00 - Reception
September 2, Thursday
10:00 - 11:00 Frank Stenger
Double Exponential Transforms with Sinc-Pack
11:10 - 12:00 Hidenori Ogata
A numerical integration formula based on the Bessel functions and its relation with the DE rule
13:30 - 14:30 Masaaki Sugihara
DE formulas revisited
14:50 - 15:50 Ken Hayami
Variable transformations for nearly singular integrals in the boundary element method
16:00 - 16:50 James W. Maina (with Kunio Matsui)
Elastic multilayered analysis using DE-integration
September 3, Friday
10:00 - 11:00 Giovanni Monegato
The role of non linear transformations in the computation of integrals and in the numerical solution of integral equations
11:10 - 12:00 Yusaku Yamamoto
A double-exponential fast Gauss transform algorithm for pricing lookback options
13:30 - 14:30 Takuya Ooura
A double exponential formula for the Fourier transforms
14:50 - 15:40 Ahniyaz Nurmuhammad (with Mayinur Muhammad and Masatake Mori)
Numerical solution of initial value problems of ODE based on the double exponential transformation
15:50 - 16:50 Kazuo Murota
DE vs IMT: some history and some mathematics


Last modified: June 23, 2004