Computation of the Wright function from its integral representation
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The Wright function arises in the theory of the fractional differential equations. It is a very general mathematical object having diverse connections with other special and elementary functions. The Wright function provides a unified treatment of several classes of special functions, such as the Gaussian, Airy, Bessel, error functions, etc. The manuscript presents a novel numerical technique for approximation of the Wright function using quadratures. The algorithm is implemented as a standalone library using the double-exponential quadrature integration technique using the method of stationary phase. Function plots for a variety of parameter values are demonstrated.
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