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Bengt Fornberg (University of Colorado Boulder)
Tuesday 25 July 2023, 16:00-17:00
Finite difference formulas and numerical contour integration in the complex plane
â ī¸ Important: CATW04 - Complex analysis: techniques, applications and computations - perspectives in 2023
- đ¤ Speaker: Bengt Fornberg (University of Colorado Boulder)
- đ Date & Time: Tuesday 25 July 2023, 16:00 - 17:00
- đ Venue: Seminar Room 1, Newton Institute
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Abstract
In many applications, function values are available only at equispaced grid points. In the case of analytic functions and grids in the complex plane, 2-D finite difference formulas become remarkably accurate already for very small stencil sizes. Their use in place of analytic derivatives in the Euler-Maclaurin formula results in highly effective computational methods for both contour integration and for numerical evaluation of fractional derivatives.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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