In
numerical analysis
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of ...
and
applied mathematics
Applied mathematics is the application of mathematics, mathematical methods by different fields such as physics, engineering, medicine, biology, finance, business, computer science, and Industrial sector, industry. Thus, applied mathematics is a ...
, sinc numerical methods are numerical techniques for finding approximate solutions of
partial differential equations
In mathematics, a partial differential equation (PDE) is an equation which involves a multivariable function and one or more of its partial derivatives.
The function is often thought of as an "unknown" that solves the equation, similar to how ...
and
integral equations
In mathematical analysis, integral equations are equations in which an unknown Function (mathematics), function appears under an integral sign. In mathematical notation, integral equations may thus be expressed as being of the form: f(x_1,x_2,x_3 ...
based on the translates of
sinc function and Cardinal function C(f,h) which is an expansion of f defined by
:
where the step size h>0 and where the sinc function is defined by
:
Sinc approximation methods excel for problems whose solutions may have singularities, or infinite domains, or boundary layers.
The truncated Sinc expansion of f is defined by the following series:
:
.
Sinc numerical methods cover
*function approximation,
*approximation of
derivative
In mathematics, the derivative is a fundamental tool that quantifies the sensitivity to change of a function's output with respect to its input. The derivative of a function of a single variable at a chosen input value, when it exists, is t ...
s,
*approximate definite and indefinite
integration,
*approximate solution of initial and boundary value ordinary
differential equation (ODE) problems,
*approximation and inversion of
Fourier and
Laplace
Pierre-Simon, Marquis de Laplace (; ; 23 March 1749 – 5 March 1827) was a French polymath, a scholar whose work has been instrumental in the fields of physics, astronomy, mathematics, engineering, statistics, and philosophy. He summariz ...
transforms,
*approximation of
Hilbert transforms,
*approximation of definite and indefinite
convolution
In mathematics (in particular, functional analysis), convolution is a operation (mathematics), mathematical operation on two function (mathematics), functions f and g that produces a third function f*g, as the integral of the product of the two ...
,
*approximate solution of partial differential equations,
*approximate solution of
integral equations
In mathematical analysis, integral equations are equations in which an unknown Function (mathematics), function appears under an integral sign. In mathematical notation, integral equations may thus be expressed as being of the form: f(x_1,x_2,x_3 ...
,
*construction of conformal maps.
Indeed, Sinc are ubiquitous for approximating every operation of calculus
In the standard setup of the sinc numerical methods, the errors (in
big O notation
Big ''O'' notation is a mathematical notation that describes the asymptotic analysis, limiting behavior of a function (mathematics), function when the Argument of a function, argument tends towards a particular value or infinity. Big O is a memb ...
) are known to be
with some c>0, where n is the number of nodes or bases used in the methods. However, Sugihara
has recently found that the errors in the Sinc numerical methods based on double exponential transformation are
with some k>0, in a setup that is also meaningful both theoretically and practically and are found to be best possible in a certain mathematical sense.
Reading
*
*
References
Numerical analysis
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