Fast, numerically stable computation of oscillatory integrals with stationary points
نویسندگان
چکیده
منابع مشابه
Fast, numerically stable computation of oscillatory integrals with stationary points
We present a numerically stable way to compute oscillatory integrals of the form ∫ 1 −1 f(x)e iωg(x) dx. For each additional frequency, only a small, well-conditioned linear system with a Hessenberg matrix must be solved, and the amount of work needed decreases as the frequency increases. Moreover, we can modify the method for computing oscillatory integrals with stationary points. This is the ...
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ژورنال
عنوان ژورنال: BIT Numerical Mathematics
سال: 2010
ISSN: 0006-3835,1572-9125
DOI: 10.1007/s10543-010-0251-y