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A high order, progressive method for the evaluation of irregular oscillatory integrals

✍ Scribed by G.A. Evans; J.R. Webster

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
790 KB
Volume
23
Category
Article
ISSN
0168-9274

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✦ Synopsis

A method is presented for the evaluation of rapidly oscillatory integrals. The method is a variation of Levin's method, and involves forming a quadrature rule which is exact for a certain set of functions. It is shown that the choice of exact functions and, more importantly, the integration abscissae are crucial to the convergence and numerical stability of the method. The computation of the integration weights is also discussed. Comparisons are made with alternative methods, in particular with Levin's original implementation.

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