Computation of the complex error function using modified trapezoidal rules

Al Azah, M. and Chandler-Wilde, S. N. ORCID: https://orcid.org/0000-0003-0578-1283 (2021) Computation of the complex error function using modified trapezoidal rules. SIAM Journal on Numerical Analysis (SINUM), 59 (5). pp. 2346-2367. ISSN 0036-1429 doi: 10.1137/20M1373037

Abstract/Summary

In this paper we propose a method for computing the Faddeeva function $w(z) := \re^{-z^2}\erfc(-\ri\,z)$ via truncated modified trapezoidal rule approximations to integrals on the real line. Our starting point is the method due to Matta and Reichel ({\em Math.\ Comp.} {\bf 25} (1971), pp.~339--344) and Hunter and Regan ({\em Math.\ Comp.} {\bf 26} (1972), pp.~339--541). Addressing shortcomings flagged by Weideman ({\em SIAM.\ J.\ Numer.\ Anal. } {\bf 31} (1994), pp.~1497--1518), we construct approximations which we prove are exponentially convergent as a function of $N+1$, the number of quadrature points, obtaining error bounds which show that accuracies of $2\times 10^{-15}$ in the computation of $w(z)$ throughout the complex plane are achieved with $N = 11$, this confirmed by computations. These approximations, moreover, provably achieve small relative errors throughout the upper complex half-plane where $w(z)$ is non-zero. Numerical tests suggest that this new method is competitive, in accuracy and computation times, with existing methods for computing $w(z)$ for complex $z$.

Additional Information	Supplementary Materials to the main paper are published with the journal and are also available at https://www.personal.rdg.ac.uk/~sms03snc/AlazahCW2020finalsupplementary.pdf
Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/98904
Identification Number/DOI	10.1137/20M1373037
Refereed	Yes
Divisions	Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
Additional Information	Supplementary Materials to the main paper are published with the journal and are also available at https://www.personal.rdg.ac.uk/~sms03snc/AlazahCW2020finalsupplementary.pdf
Publisher	Society for Industrial and Applied Mathematics
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