Efficient Filon method for oscillatory integrals

Efficient Filon method for oscillatory integrals

When ω is large, the integrand of ∫abf(x)eiωxdx is highly oscillatory and conventional quadrature programs are ineffective. The few items of software available for the task implement Filon methods. A new program of this kind is developed here that is efficient and very easy to use. It is based on ma...

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Veröffentlicht in:Applied mathematics and computation 2013-09, Vol.221, p.691-702
1. Verfasser: Shampine, L.F.
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Computer programs
Filon
Mathematical analysis
Mathematical models
Matlab
Oscillatory
Quadrature
Quadratures
Software
Tasks
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Zusammenfassung:When ω is large, the integrand of ∫abf(x)eiωxdx is highly oscillatory and conventional quadrature programs are ineffective. The few items of software available for the task implement Filon methods. A new program of this kind is developed here that is efficient and very easy to use. It is based on mathematical results and algorithms that are especially well-suited to Matlab.
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2013.06.085