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Numerical quadrature of highly oscillatory integrals using derivatives

Abstract:
Numerical approximation of highly oscillatory functions is an area of research that has received considerable attention in recent years. Using asymptotic expansions as a point of departure, we derive Filon-type and Levin-type methods. These methods have the wonderful property that they improve with accuracy as the frequency of oscillations increases. A generalization of Levin-type methods to integrals over higher dimensional domains will also be presented.
Publication status:
Published

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Pages:
379-386
Publication date:
2007
DOI:
URN:
uuid:5580250a-a49d-494d-b9d0-34e56ff4d345
Source identifiers:
27447
Local pid:
pubs:27447
ISBN:
978-3-540-33283-1

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