44 research outputs found
Fast and stable contour integration for high order divided differences via elliptic functions
In this paper, we will present a new method for evaluating high order divided
differences for certain classes of analytic, possibly, operator valued
functions. This is a classical problem in numerical mathematics but also
arises in new applications such as, e.g., the use of generalized convolution
quadrature to solve retarded potential integral equations. The functions which
we will consider are allowed to grow exponentially to the left complex half
plane, polynomially to the right half plane and have an oscillatory behaviour
with increasing imaginary part. The interpolation points are scattered in a
large real interval. Our approach is based on the representation of divided
differences as contour integral and we will employ a subtle parameterization
of the contour in combination with a quadrature approximation by the
trapezoidal rule