Abstract
Sinc function approach is used to obtain a quadrature rule for estimating integrals of functions with poles near the are of integration. Special treatment is given to integration over the intervals (−∞, ∞), (0, ∞), and (−1, 1). It is shown that the error of the quadrature rule converges to zero at the rateO(exp(−c√N)) asN → ∞, whereN is the number of nodes used, and wherec is a positive constant which is independent ofN.
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