In this paper, we consider the rare-event simulation of integrals of exponential functions of smooth Gaussian random processes. In particular, we design importance sampling estimators that are ...

This paper provides a numerical technique for determining the parameters in a model expressible as the sum of exponentials. The essence of the method is to rewrite the model so that after ...

The potential energy integrals are reduced to quadratures and the other integrals are expressed in closed form. In the general case the quadratic forms Qk determine many-electron functions formed from ...

M.Mori, Developments in the double exponential formula for numerical integration, Proceedings of the International Congress of Mathematicians, Kyoto 1990, 1991, Springer-Verlag, 1585-1594. H.Takahasi ...

This is the numerical integration program for Fourier-type integrals, using double exponential transformation. This code can calculate the sine type integral and the cosine type integral from a to ...