Highly Oscillatory Problems: Computation, Theory and Applications
نویسنده
چکیده
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 numerical steepest descent. We also present recent developments for each method. 1.
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