Shifted GMRES for oscillatory integrals

نویسنده

Sheehan Olver

چکیده

None of the existing methods for computing the oscillatory integral ∫ b a f(x)e iωg(x) dx achieve all of the following properties: high asymptotic order, stability, avoiding deformation into the complex plane and insensitivity to oscillations in f . We present a new method that satisfies these properties, based on applying the gmres algorithm to a shifted linear differential operator.

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