The exponentially convergent trapezoidal rule. Trefethen, L. N. & Weideman, J. A. C. SIAM Review, 56(3):385–458, Society for Industrial and Applied Mathematics, 2014.
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It is well known that the trapezoidal rule converges geometrically when applied to analytic functions on periodic intervals or the real line. The mathematics and history of this phenomenon axe reviewed, and it is shown that far from being a curiosity, it is linked with computational methods all across scientific computing, including algorithms related to inverse Laplace transforms, special functions, complex analysis, rational approximation, integral equations, and the computation of functions and eigenvalues of matrices and operators.
@Article{Trefethen2014,
    author      = {Lloyd N. Trefethen and J. A. C. Weideman},
    title       = {The exponentially convergent trapezoidal rule},
    doi         = {10.1137/130932132},
    issn        = {00361445, 10957200},
    journal     = {SIAM Review},
    number      = {3},
    pages       = {385--458},
    publisher   = {Society for Industrial and Applied Mathematics},
    volume      = {56},
    year        = {2014},
    abstract    = {It is well known that the trapezoidal rule converges geometrically when applied to analytic functions on periodic intervals or the real line. The mathematics and history of this phenomenon axe reviewed, and it is shown that far from being a curiosity, it is linked with computational methods all across scientific computing, including algorithms related to inverse Laplace transforms, special functions, complex analysis, rational approximation, integral equations, and the computation of functions and eigenvalues of matrices and operators.}
}

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