ON QUADRATURE OF HIGHLY OSCILLATORY FUNCTIONS

• 来源期刊: 计算数学(英文版)
• 关键词: Oscillatory integral quadrature Filon-type method Taylor expansion.
• 年，卷（期）: 2006,（5）
• 页码范围: 579-590
• 页数: 12页
• 语种: 英文

摘要

Some quadrature methods for integration of ∫ba f(x)eiωg(x)dx for rapidly oscillaory functions are presented. These methods,based on the lower order remainders of Taylor expansion and followed the thoughts of Stetter [9],Iserles and Nφrsett [5],are suitable for all ω and the decay of the error can be increased arbitrarily in case that g′(x)≠0 for x∈[a,b],and easy to be implemented and extended to the improper integration and the general case I[f] =∫ba f(x)eig(ω,x)dx.