On an improved-Levin oscillatory quadrature method
نویسندگان
چکیده
منابع مشابه
Highly 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...
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The main theme of this paper is the construction of efficient, reliable and affordable error bounds for two families of quadrature methods for highly oscillatory integrals. We demonstrate, using asymptotic expansions, that the error can be bounded very precisely indeed at the cost of few extra derivative evaluations. Moreover, in place of derivatives it is possible to use finite difference appr...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2011
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2011.03.055