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Moment-free numerical integration of highly oscillatory functions

Abstract:

The aim of this paper is to derive new methods for numerically approximating the integral of a highly oscillatory function. We begin with a review of the asymptotic and Filon-type methods developed by Iserles and Nørsett. Using a method developed by Levin as a point of departure, we construct a new method that utilizes the same information as a Filon-type method, and obtains the same asymptotic order, while not requiring the computation of moments. We also show that a special case of this met...

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Publication status:
Published

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Publisher copy:
10.1093/imanum/dri040

Authors


Journal:
IMA JOURNAL OF NUMERICAL ANALYSIS
Volume:
26
Issue:
2
Pages:
213-227
Publication date:
2006-04-05
DOI:
EISSN:
1464-3642
ISSN:
0272-4979
URN:
uuid:61ae99eb-781c-4555-9092-0f9acfe2830a
Source identifiers:
14041
Local pid:
pubs:14041

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