New Quadrature Formulas from Conformal Maps.
Gauss and Clenshaw-Curtis quadrature, like Legendre and Chebyshev spectral methods, make use of grids strongly clustered at boundaries. From the viewpoint of polynomial approximation this seems necessary and indeed in certain respects optimal. Nevertheless such methods may "waste" a factor of π/2 with respect to each space dimension. We propose new nonpolynomial quadrature methods that avoid this effect by conformally mapping the usual ellipse of convergence to an infinite strip or another ap...Expand abstract
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