A combined Filon/asymptotic quadrature method for highly oscillatory problems
نویسندگان
چکیده
منابع مشابه
A combined Filon/asymptotic quadrature method for highly oscillatory problems
A cross between the asymptotic expansion of an oscillatory integral and the Filon-type methods is obtained by applying a Filon-type method on the error term in the asymptotic expansion, which is in itself an oscillatory integral. The efficiency of the approach is investigated through analysis and numerical experiments, and a potential for better methods than current ones is revealed. In particu...
متن کاملHighly oscillatory quadrature
Oscillatory integrals are present in many applications, and their numerical approximation is the subject of this paper. Contrary to popular belief, their computation can be achieved efficiently, and in fact, the more oscillatory the integral, the more accurate the approximation. We review several existing methods, including the asymptotic expansion, Filon method, Levin collocation method and nu...
متن کاملSuperinterpolation in Highly Oscillatory Quadrature
Asymptotic expansions for oscillatory integrals typically depend on the values and derivatives of the integrand at a small number of critical points. We show that using values of the integrand at certain complex points close to the critical points can actually yield a higher asymptotic order approximation to the integral. This superinterpolation property has interesting ramifications for numeri...
متن کاملQuadrature methods for highly oscillatory singular integrals
We study asymptotic expansions, Filon-type methods and complex-valued Gaussian quadrature for highly oscillatory integrals with power-law and logarithmic singularities. We show that the asymptotic behaviour of the integral depends on the integrand and its derivatives at the singular point of the integrand, the stationary points and the endpoints of the integral. A truncated asymptotic expansion...
متن کاملA Stroboscopic Numerical Method for Highly Oscillatory Problems
We suggest a method for the integration of highly oscillatory systems with a single high frequency. The new method may be seen as a purely numerical way of implementing the analytical technique of stroboscopic averaging. The technique may be easily implemented in combination with standard software and may be applied with variable step sizes. Numerical experiments show that the suggested algorit...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: BIT Numerical Mathematics
سال: 2008
ISSN: 0006-3835,1572-9125
DOI: 10.1007/s10543-008-0191-y