On Quadrature of Highly Oscillatory Functions

On Quadrature of Highly Oscillatory Functions

Year:    2006

Journal of Computational Mathematics, Vol. 24 (2006), Iss. 5 : pp. 579–590

Abstract

Some quadrature methods for integration of $\int_a^b f(x)e^{i \omega g(x)}dx$ for rapidly oscillatory functions are presented. These methods, based on the lower order remainders of Taylor expansion and followed the thoughts of Stetter [9], Iserles and Nørsett [5], are suitable for all $\omega$ and the decay of the error can be increased arbitrarily in case that $g'(x)\not=0$ for $x\in [a,b]$, and easy to be implemented and extended to the improper integration and the general case $ I[f]=\int_a^b f(x)e^{ig(\omega,x)} dx$.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2006-JCM-8776

Journal of Computational Mathematics, Vol. 24 (2006), Iss. 5 : pp. 579–590

Published online:    2006-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    12

Keywords:    Oscillatory integral quadrature Filon-type method Taylor expansion.