New conformal map for the Sinc approximation for exponentially decaying functions over the semi-infinite interval
Tomoaki Okayama, Yuya Shintaku, Eisuke Katsuura

TL;DR
This paper introduces a new conformal map tailored for the Sinc approximation of exponentially decaying functions on semi-infinite intervals, enhancing convergence rates through theoretical and numerical validation.
Contribution
The paper proposes a novel conformal map specifically designed for semi-infinite, exponentially decaying functions, improving the efficiency of the Sinc approximation.
Findings
Improved convergence rate demonstrated theoretically.
Numerical experiments confirm enhanced performance.
New conformal map outperforms existing maps.
Abstract
The Sinc approximation has shown high efficiency for numerical methods in many fields. Conformal maps play an important role in the success, i.e., appropriate conformal map must be employed to elicit high performance of the Sinc approximation. Appropriate conformal maps have been proposed for typical cases; however, such maps may not be optimal. Thus, the performance of the Sinc approximation may be improved by using another conformal map rather than an existing map. In this paper, we propose a new conformal map for the case where functions are defined over the semi-infinite interval and decay exponentially. Then, we demonstrate in both theoretical and numerical ways that the convergence rate is improved by replacing the existing conformal map with the proposed map.
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New conformal map for the Sinc approximation
for exponentially decaying functions over the semi-infinite interval111This work was partially supported by JSPS Grant-in-Aid for Young Scientists (B) JP17K14147.
Tomoaki Okayama
Graduate School of Information Sciences, Hiroshima City University, 3-4-1, Ozuka-higashi, Asaminami-ku, Hiroshima 731-3194, Japan
Yuya Shintaku
Kanon Junior High School, 3-4-6, Minami-kanon, Nishi-ku, Hiroshima 733-0035, Japan
Eisuke Katsuura
Higashihiroshima City Official Government, 8-29, Saijo-sakaemachi, Higashihiroshima 739-8601, Japan
Abstract
The Sinc approximation has shown high efficiency for numerical methods in many fields. Conformal maps play an important role in the success, i.e., appropriate conformal map must be employed to elicit high performance of the Sinc approximation. Appropriate conformal maps have been proposed for typical cases; however, such maps may not be optimal. Thus, the performance of the Sinc approximation may be improved by using another conformal map rather than an existing map. In this paper, we propose a new conformal map for the case where functions are defined over the semi-infinite interval and decay exponentially. Then, we demonstrate in both theoretical and numerical ways that the convergence rate is improved by replacing the existing conformal map with the proposed map.
keywords:
Sinc numerical method, variable transformation, computable error bound
MSC:
[2010] 65D05 , 65D15 , 65G20
††journal: Elsevier
1 Introduction
The Sinc approximation is a highly efficient approximation formula for analytic functions (described precisely later), expressed as
[TABLE]
where is the so-called Sinc function, defined as
[TABLE]
and , , are selected according to the given positive integer . This approximation gives root-exponential convergence, if decays exponentially as . Here, we should also note that the target interval to be considered is the infinite interval . Accordingly, should be defined over the infinite interval. In the case where the function to be approximated decays exponentially but is defined over the semi-infinite interval , e.g., , Stenger [1] proposed the use of a conformal map
[TABLE]
whereby the transformed function is defined over and decays exponentially as . Therefore, we can apply the Sinc approximation to as
[TABLE]
or equivalently,
[TABLE]
In other cases, he also considered appropriate conformal maps. As a result, numerical methods based on the Sinc approximation demonstrate root-exponential convergence in many fields [2, 3, 4, 5], and such methods surpass conventional methods that converge polynomially.
The main objective of this paper is to improve the conformal map (1.2). A conformal map that maps onto is not unique. In addition, the convergence rate may be improved if we use another conformal map that performs the same role. In fact, in the area of numerical integration, convergence rate improvement has been reported [6, 7] by replacing the conformal map with
[TABLE]
Considering the above as motivation, this study proposes to combine the Sinc approximation with rather than as
[TABLE]
Based on theoretical and numerical investigations, we demonstrate that the convergence rate of the approximation (1.4) is better than that of the approximation (1.3).
The remainder of this paper is organized as follows. In Section 2, we describe the error bound for the the approximation (1.3) (existing result) and the error bound for the approximation (1.4) (new result by this paper). Furthermore, the difference between the two approximations is also discussed in this section. Numerical examples that support the theoretical results are given in Section 3. Proofs of the new result presented in Section 2 are given in Section 4, and conclusions and suggestions for future work are given in Section 5.
2 Error bounds for the existing and new approximations
2.1 Simply connected complex domain to be considered
For the approximation (1.1) to be accurate, should be analytic in a strip domain for . Therefore, in the case of the approximation (1.3), should be analytic in . This means that should be analytic in
[TABLE]
which is a translated domain from by the conformal map . Similarly, in the case of the approximation (1.4), should be analytic in
[TABLE]
which is a translated domain from by the conformal map . Those two domains with are shown in Figures 2 and 2. Note that both domains include the semi-infinite interval .
2.2 Theoretical results
The error of the existing approximation (1.3) was estimated as follows.
Theorem 2.1** (Okayama [8, Theorem 2.4])**
Assume that is analytic in with and there exist positive constants , , and such that
[TABLE]
holds for all . Let , let and be defined as
[TABLE]
and let be defined as
[TABLE]
Then,
[TABLE]
holds, where is a constant given by
[TABLE]
In the same manner, this study estimates the error of the new approximation (1.4) as follows. The proof is given in Section 4.
Theorem 2.2
Assume that is analytic in with and there exist positive constants , , and such that (2.1) holds for all . Let , let and be defined as (2.2), and let be defined as (2.3). Then,
[TABLE]
holds, where is a constant given by
[TABLE]
2.3 Discussion
In view of (2.4) and (2.5), their convergence rates appear to be the same, i.e., . However, there is a difference in the condition of , i.e., in Theorem 2.1 and in Theorem 2.2. This means that of the new approximation may be greater than of the existing approximation. In this case, the new approximation (1.4) converges faster than (1.3).
This difference in the range of originates from the conformal maps and . By observing the derivatives of the functions
[TABLE]
we see that is not analytic at , and is not analytic at . Accordingly, is analytic at most , and is analytic at most . Therefore, the range of is in Theorem 2.1 and is in Theorem 2.2. Note that we cannot permit in Theorem 2.2 because the denominator of includes .
3 Numerical examples
Numerical results are presented in this section. All computation programs were written in C with double-precision floating-point arithmetic. The programs and computation results are available online at https://github.com/okayamat/sinc-expdecay-semiinf.
We consider the following examples.
Example 1** ([8, Example 3])**
Consider the function
[TABLE]
which satisfies the assumptions in Theorem 2.1 with , , , and , and also those in Theorem 2.2 with , , , and , where .
Example 2
Consider the function
[TABLE]
which satisfies the assumptions in Theorem 2.1 with , , , and , and also those in Theorem 2.2 with , , , and , where .
Example 3
Consider the function
[TABLE]
which satisfies the assumptions in Theorem 2.1 with , , and , and also those in Theorem 2.2 with , , and .
Numerical results for the three functions are shown in Figures 3–5, where “Observed error” denotes the maximum value of the absolute error investigated at the following 201 points: , , , , , . As can be seen in each graph, the new approximation (1.4) converges faster than (1.3). Furthermore, the error bound by Theorems 2.1 and 2.2 (dotted line) clearly bounds the observed error (solid line).
4 Proofs
In this section, we prove Theorem 2.2.
4.1 Proof sketch
First, by applying and putting , we obtain
[TABLE]
The idea for giving the error bound is to divide the error into the following two terms:
[TABLE]
The first and second terms are referred to as the discretization and truncation errors, respectively. We estimate the discretization error as follows. The proof is provided in Section 4.2.
Lemma 4.3
Let the assumptions of Theorem 2.2 be fulfilled. Then, putting , we have
[TABLE]
We estimate the truncation error as follows. The proof is provided in Section 4.3.
Lemma 4.4
Let the assumptions of Theorem 2.2 be fulfilled. Then, putting , we have
[TABLE]
Combining Lemmas 4.3 and 4.4 with in (2.3), we establish Theorem 2.2, which completes the proof.
4.2 Estimate of the discretization error
The following function space is required to estimate the discretization error.
Definition 4.1
Let be a rectangular domain defined for by
[TABLE]
Then, denotes the family of all functions that are analytic in such that the norm is finite, where
[TABLE]
The discretization error for a function belonging to has been estimated as follows.
Theorem 4.5** (Stenger [1, Theorem 3.1.3])**
Let . Then,
[TABLE]
According to Theorem 4.5, Lemma 4.3 is derived if the next lemma is shown.
Lemma 4.6
Let the assumptions of Theorem 2.2 be fulfilled. Then, putting , we have and
[TABLE]
The following two lemmas are essential to show Lemma 4.6.
Lemma 4.7** (Okayama et al. [9, Lemma 4.21])**
For all and , we have
[TABLE]
Lemma 4.8
For all , it holds that
[TABLE]
where .
We prefer to give the proof of Lemma 4.8 at the end of this section (Section 4.4) because it requires preparation and a long discussion. If we accept this lemma here, Lemma 4.6 is shown as follows.
Proof 1
Since is analytic in , is analytic in . Therefore, the remaining task is to show (4.2). From the definition (4.1), is expressed as
[TABLE]
First, we estimate . Using (2.1), (4.3), and Lemma 4.7, we obtain
[TABLE]
where . According to this estimate, the third and fourth terms of (4.4) are bounded as
[TABLE]
By the same estimate, the first and second terms of (4.4) are bounded as
[TABLE]
where . By changing the variable as , we obtain
[TABLE]
which is the desired result.
4.3 Estimate of the truncation error
The following lemma is useful to the proof of Lemma 4.4.
Lemma 4.9
For all , we have
[TABLE]
Proof 2
Putting and noting , we reformulate (4.5) as
[TABLE]
Since , we have , which is equivalent to (4.5).
Using the above lemma, we prove Lemma 4.4 as follows.
Proof 3
Using (2.1), (4.5) and , we have
[TABLE]
Furthermore, the second term is estimated as
[TABLE]
In the same manner, the first term is estimated as
[TABLE]
Using the relation (2.2) and , we have
[TABLE]
which shows the desired inequality.
4.4 Proof of Lemma 4.8
Our project is completed by showing Lemma 4.8. For this purpose, we prepare the following lemma.
Lemma 4.10
For all , it holds that
[TABLE]
Proof 4
Put and as
[TABLE]
Then, the derivative of is expressed as . Since the signs of and are the same, we investigate . Differentiating as
[TABLE]
we have . From and , there exist unique points and such that with and . From the monotonicity property on the intervals and , we have and , which derives . Therefore, there exists a unique point such that with . Using this , we have for , , for , , for , and . By summing up the above arguments, we can determine the sign of , from which we can conclude that has its minimum at and , i.e., .
We are in a position to prove Lemma 4.8.
Proof 5
By the maximum modulus principle, the left-hand side of (4.3) has its maximum on the boundary of , i.e., . From the symmetry with respect to the real axis, it is sufficient to consider . Therefore, we show
[TABLE]
In the case where , we have
[TABLE]
The remaining cases are (i) and (ii) , which we consider independently. Note that
[TABLE]
(i) . In this case, is expressed as
[TABLE]
By putting , for is equivalent to
[TABLE]
for . This is proved by showing
[TABLE]
for . In the following, we show (4.7) for two cases: (i-a) and (i-b) .
- (i-a)
. We begin with an obvious inequality:
[TABLE]
which is equivalent to , and further equivalent to
[TABLE]
From this and , we have
[TABLE]
from which we have
[TABLE]
Therefore, it holds for that
[TABLE] 2. (i-b)
. First, for all , it holds that
[TABLE]
which is equivalent to
[TABLE]
Therefore, it holds for that
[TABLE]
(ii) . In this case, is expressed as
[TABLE]
By putting , for is equivalent to
[TABLE]
for , which is shown as follows. In the case where and , by L’Hôpital’s rule, we have
[TABLE]
The remaining cases are and . In consideration of the signs of and , we can remove the absolute value sign from as
[TABLE]
According to Lemma 4.10, it holds for all that
[TABLE]
In other words, increases monotonically for . Thus, we obtain for and for . This completes the proof.
5 Concluding remarks
The Sinc approximation is an approximation formula on the infinite interval ; thus, an appropriate conformal map is required to apply the Sinc approximation on other intervals. In the case of exponentially decaying functions that are defined on the semi-infinite interval , Stenger [1] proposed the use of to map onto and derived the approximation formula (1.3). This paper has proposed the use of rather than and derived a new approximation formula (1.4). Through a theoretical analysis, we have given a computable error bound for the proposed approximation formula, which is quite useful for construction of algorithms with automatic result verification in arbitrary-precision arithmetic. By comparing these two approximation formulas theoretically and numerically, we have demonstrated the superiority of the proposed formula.
This improvement can be extended to many other numerical methods based on the Sinc approximation combined with the conformal map . For example, numerical methods for the Laplace transform [1], the Laplace transform inversion [10], initial value problems [11], second-order differential equations [5], and Wiener–Hopf equations [3]. Replacing the conformal map with in such methods may achieve faster convergence. In future, we plan to conduct theoretical analyses of such cases.
The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1[1] F. Stenger, Numerical Methods Based on Sinc and Analytic Functions, Springer-Verlag, New York, 1993.
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- 3[3] F. Stenger, Summary of Sinc numerical methods, Journal of Computational and Applied Mathematics 121 (2000) 379–420.
- 4[4] M. Sugihara, T. Matsuo, Recent developments of the Sinc numerical methods, Journal of Computational and Applied Mathematics 164–165 (2004) 673–689.
- 5[5] F. Stenger, Handbook of Sinc Numerical Methods, CRC Press, Boca Raton, FL, 2011.
- 6[6] T. Okayama, K. Machida, Error estimate with explicit constants for the trapezoidal formula combined with Muhammad–Mori’s SE transformation for the semi-infinite interval, JSIAM Letters 9 (2017) 45–47.
- 7[7] R. Hara, T. Okayama, Explicit error bound for Muhammad–Mori’s SE-Sinc indefinite integration formula over the semi-infinite interval, Proceedings of the 2017 International Symposium on Nonlinear Theory and its Applications (2017) 677–680.
- 8[8] T. Okayama, Error estimates with explicit constants for the Sinc approximation over infinite intervals, Applied Mathematics and Computation 319 (2018) 125–137.
